Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 35, issue 4, 2023

Regression analysis of mixed panel count data with dependent observation processes pp. 669-684

Lei Ge, Jaihee Choi, Hui Zhao, Yang Li and Jianguo Sun

Test of dominance relations based on kernel smoothing method pp. 685-708

Weiwei Zhuang, Suming Yao and Guoxin Qiu

Empirical likelihood for the analysis of experimental designs pp. 709-732

Eunseop Kim, Steven N. MacEachern and Mario Peruggia

Nonparametric needlet estimation for partial derivatives of a probability density function on the d-torus pp. 733-772

Claudio Durastanti and Nicola Turchi

On a projection estimator of the regression function derivative pp. 773-819

Fabienne Comte and Nicolas Marie

Permutation-based inference for function-on-scalar regression with an application in PET brain imaging pp. 820-838

Denise Shieh and R. Todd Ogden

Asymptotic properties of neural network sieve estimators pp. 839-868

Xiaoxi Shen, Chang Jiang, Lyudmila Sakhanenko and Qing Lu

Reweighted and circularised Anderson-Darling tests of goodness-of-fit pp. 869-904

Chuanhai Liu

Nonparametric instrument model averaging pp. 905-926

Jianan Chen, Binyan Jiang and Jialiang Li

Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting pp. 927-946

Ruoxu Tan

Volume 35, issue 3, 2023

Nonparametric inference for interval data using kernel methods pp. 455-473

Hoyoung Park, Ji Meng Loh and Woncheol Jang

Testing axial symmetry by means of integrated rank scores pp. 474-490

Šárka Hudecová and Miroslav Šiman

Multivariate density estimation from privatised data: universal consistency and minimax rates pp. 491-513

László Györfi and Martin Kroll

Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection pp. 514-528

Xin Tan, Yingcun Xia and Efang Kong

Cramér-von-Mises tests for the distribution of the excess over a confidence level pp. 529-561

Daniel Gaigall and Julian Gerstenberg

Asymptotic behaviour of the portmanteau tests in an integer-valued AR model pp. 562-586

Jing Zhang, Bo Li, Xiaohui Liu and Xinyue Wan

Model fitting using partially ranked data pp. 587-600

Mayer Alvo and Xiuwen Duan

The test of exponentiality based on the mean residual life function revisited pp. 601-621

B. Ebner

Hilbertian additive regression with parametric help pp. 622-641

Young Kyung Lee, Enno Mammen and Byeong U. Park

Kernel regression for cause-specific hazard models with nonparametric covariate functions pp. 642-667

Xiaomeng Qi and Zhangsheng Yu

Volume 35, issue 2, 2023

A high-dimensional test for the k-sample Behrens–Fisher problem pp. 239-265

Daojiang He, Huijun Shi, Kai Xu and Mingxiang Cao

The generalised MLE with truncated interval-censored data pp. 266-282

Qiqing Yu

Estimation of linear transformation cure models with informatively interval-censored failure time data pp. 283-301

Shuying Wang, Da Xu, Chunjie Wang and Jianguo Sun

Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates pp. 302-322

Tian Jiang

A nonparametric discontinuity test of density using a beta kernel pp. 323-354

Gaku Igarashi

Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function pp. 355-372

Youssef Esstafa, Célestin C. Kokonendji and Sobom M. Somé

Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model pp. 373-396

Chen Zhong

Variance function estimation in regression model via aggregation procedures pp. 397-436

Ahmed Zaoui

Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model pp. 437-453

Zhong Guan

Volume 35, issue 1, 2023

Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations pp. 1-18

Mihyun Kim and Piotr Kokoszka

Goodness-of-fit test for count distributions with finite second moment pp. 19-37

Antonio Di Noia, Lucio Barabesi, Marzia Marcheselli, Caterina Pisani and Luca Pratelli

Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data pp. 38-55

Yichen Lou, Peijie Wang and Jianguo Sun

Binary disease prediction using tail quantiles of the distribution of continuous biomarkers pp. 56-87

Michiel H. J. Paus, Edwin R. van den Heuvel and Marc J. M. Meddens

Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations pp. 88-121

Kilani Ghoudi, Naâmane Laïb and Mohamed Chaouch

Minimax estimation in multi-task regression under low-rank structures pp. 122-144

Kwan-Young Bak and Ja-Yong Koo

Recursive kernel estimator in a semiparametric regression model pp. 145-171

Emmanuel De Dieu Nkou

Functional linear model with partially observed covariate and missing values in the response pp. 172-197

Christophe Crambes, Chayma Daayeb, Ali Gannoun and Yousri Henchiri

Nonparametric estimation of isotropic covariance function pp. 198-237

Yiming Wang and Sujit K. Ghosh

Volume 34, issue 4, 2022

Two-stage local rank estimation for generalised partially linear varying-coefficient models pp. 707-733

Nenghui Zhu, Jinhong You and Tao Huang

Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces pp. 734-757

Galatia Cleanthous, Athanasios G. Georgiadis and Emilio Porcu

The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications pp. 758-788

Salim Bouzebda and Nikolaos Limnios

Partially linear functional quantile regression in a reproducing kernel Hilbert space pp. 789-803

Yan Zhou, Weiping Zhang, Hongmei Lin and Heng Lian

Robust covariance estimation with noisy high-frequency financial data pp. 804-830

Jiandong Wang and Manying Bai

Bias reduction by transformed flat-top Fourier series estimator of density on compact support pp. 831-858

Liang Wang and Dimitris N. Politis

A nonparametric procedure for linear and nonlinear variable screening pp. 859-894

F. Giordano, S. Milito and M. L. Parrella

Nonparametric estimation of functional dynamic factor model pp. 895-916

Israel Martínez-Hernández, Jesus Gonzalo and Graciela González-Farías

A scalable quasi-Newton estimation algorithm for dynamic generalised linear models pp. 917-939

Guangbao Guo, Guoqi Qian and Lixing Zhu

Nonparametric estimation of risk ratios for bivariate data pp. 940-963

S. Abrams, P. Janssen, J. Swanepoel and N. Veraverbeke

Improvement on LASSO-type estimator in nonparametric regression pp. 964-986

Yuki Matsushima and Kanta Naito

The stochastic convergence of Bernstein polynomial estimators in a triangular array pp. 987-1014

Dawei Lu, Lina Wang and Jingcai Yang

Estimating restricted mean treatment effects with additive-multiplicative hazards models pp. 1015-1035

Jinhong Li, Jicai Liu, Yanbo Pei and Riquan Zhang

A maximum entropy copula model for mixed data: representation, estimation and applications pp. 1036-1062

Subhadeep Mukhopadhyay

Nonparametric estimation of the conditional survival function with double smoothing pp. 1063-1090

Rebeca Peláez, Ricardo Cao and Juan M. Vilar

Volume 34, issue 3, 2022

Introduction to the special issue on Data Science for COVID-19 pp. 555-569

Ricardo Cao and José E. Chacón

Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials pp. 570-606

Alexander Kreiss and Ingrid Van Keilegom

Truncation data analysis for the under-reporting probability in COVID-19 pandemic pp. 607-627

Wei Liang, Hongsheng Dai and Marialuisa Restaino

A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 2015 pp. 628-662

Michael Schweinberger, Rashmi P. Bomiriya and Sergii Babkin

Nonparametric estimation of highest density regions for COVID-19 pp. 663-682

Paula Saavedra-Nieves

Nonparametric estimation and inference for spatiotemporal epidemic models pp. 683-705

Yueying Wang, Myungjin Kim, Shan Yu, Xinyi Li, Guannan Wang and Li Wang

Volume 34, issue 2, 2022

A law of the iterated logarithm for error density estimator in censored linear regression pp. 283-298

Fuxia Cheng

On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes pp. 299-318

Chafiâa Ayhar, Vlad Stefan Barbu, Fatiha Mokhtari and Saâdia Rahmani

Varying coefficient single-index regression model with missing responses under rank-based modelling pp. 319-343

Masego Otlaadisa, Huybrechts F. Bindele, Asheber Abebe and Hannah Correia

Constrained quantile regression and heteroskedasticity pp. 344-356

Ilaria Lucrezia Amerise

Statistical inference for ARMA time series with moving average trend pp. 357-376

Zening Song and Lijian Yang

Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection pp. 377-406

Carlos Tenreiro

Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates pp. 407-427

Xiaohong He, Yaohong Yang and Lei Wang

Some multivariate goodness of fit tests based on data depth pp. 428-447

Rahul Singh, Subhajit Dutta and Neeraj Misra

Spectral-norm risk rates for multi-taper estimation of Gaussian processes pp. 448-464

José Luis Romero and Michael Speckbacher

Consistency of the simple mode of a density for spatial processes pp. 465-490

Ahmad Younso

Consistency of a nonparametric least squares estimator in integer-valued GARCH models pp. 491-519

Maximilian Wechsung and Michael H. Neumann

A median test for functional data pp. 520-553

Zaineb Smida, Lionel Cucala, Ali Gannoun and Ghislain Durif

Volume 34, issue 1, 2022

Estimation and inference for partial linear regression surfaces using monotone warped-plane splines pp. 1-21

Mary C. Meyer and Xiyue Liao

The hazard level set pp. 22-57

Guangcai Mao, Yanyan Liu, Yuanshan Wu and Qinglong Yang

A revisit to Bai–Saranadasa's two-sample test pp. 58-76

Jin-Ting Zhang and Tianming Zhu

On sufficient dimension reduction via principal asymmetric least squares pp. 77-94

Abdul-Nasah Soale and Yuexiao Dong

New estimation for heteroscedastic single-index measurement error models pp. 95-112

Hui Ding, Riquan Zhang and Hanbing Zhu

Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types pp. 113-140

Linli Tang and Jun Li

A U-statistic-based test of treatment effect heterogeneity pp. 141-163

Maozhu Dai and Hal S. Stern

Nonparametric quantile regression with missing data using local estimating equations pp. 164-186

Chunyu Wang, Maozai Tian and Man-Lai Tang

Nonparametric estimation of periodic signal disturbed by α-stable noises pp. 187-205

Xuekang Zhang, Haoran Yi and Huisheng Shu

Nonparametric tests for detection of high dimensional outliers pp. 206-227

Reza Modarres

Robust estimation for partial linear single-index models pp. 228-249

Yang Zhao and Sanying Feng

Nonparametric estimation of expectile regression in functional dependent data pp. 250-281

Ibrahim M. Almanjahie, Salim Bouzebda, Zoulikha Kaid and Ali Laksaci