Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Kernel estimation of multivariate cumulative distribution function pp. 661-677: Rong Liu and Lijian Yang
A note on estimating a smooth monotone regression by combining kernel and density estimates pp. 679-691: Melanie Birke and Holger Dette
Relative density estimation for left truncated and right censored data pp. 693-720: Elisa–María Molanes-López and Ricardo Cao
Transformations in hazard rate estimation pp. 721-738: Dimitrios Bagkavos
An exact distribution-free one-sample test for equivalence pp. 739-750: Jesse Frey
Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals pp. 751-768: Christopher Withers and Saralees Nadarajah
MINDCUMIN charts pp. 769-790: Willem Albers and Wilbert Kallenberg
List of reviewers pp. 791-792: The Editors

Estimating and clustering curves in the presence of heteroscedastic errors pp. 553-571: Nicoleta Serban
Robust nonparametric estimation for functional data pp. 573-598: C. Crambes, L. Delsol and A. Laksaci
A geometric interpretation of the multiresolution criterion in nonparametric regression pp. 599-609: Thoralf Mildenberger
M-estimation and B-spline approximation for varying coefficient models with longitudinal data pp. 611-625: Tang Qingguo and Cheng Longsheng
Density and hazard rate estimation for censored and α-mixing data using gamma kernels pp. 627-643: Taoufik Bouezmarni and Jeroen Rombouts
The convergence rates of the weighted bootstrap distributions for von Mises and -statistics pp. 645-660: Shuran Zhao, Xingzhong Xu and Xiaobo Ding

Covariate-adjusted linear mixed effects model with an application to longitudinal data pp. 459-481: Danh Nguyen, Damla Şentürk and Raymond Carroll
Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data pp. 483-506: Maria Jácome and Ricardo Cao
Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities pp. 507-522: Christian Wagner and Ulrich Stadtmüller
-estimation for spatial nonparametric regression pp. 523-537: Rongrong Xu and Jinde Wang
A class of goodness-of-fit tests based on a new characterization of the exponential distribution pp. 539-551: Helena Jansen Van Rensburg and Jan Swanepoel

An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models pp. 365-382: Lan Wang, Michael Akritas and Ingrid Van Keilegom
Moment-based multivariate permutation tests for ordinal categorical data pp. 383-393: Rosa Giancristofaro and Stefano Bonnini
Weighted -estimates for a VAR() time series model pp. 395-411: John Reber, Jeff Terpstra and Xianzhe Chen
Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions pp. 413-430: Alejandro Quintela-Del-Río
A sufficient normality condition for Turing's formula pp. 431-446: Zhiyi Zhang and Hongwei Huang
Posterior analysis for some classes of nonparametric models pp. 447-457: Antonio Lijoi, Igor Prünster and S. Walker

Stable and bias-corrected estimation for nonparametric regression models pp. 283-303: Lu Lin and Feng Li
Robust testing for random effects in unbalanced heteroscedastic one-way models pp. 305-317: Inkyung Jung and Pranab Kumar Sen
Trimmed and winsorized standard deviations based on a scaled deviation pp. 319-335: Mingxin Wu and Yijun Zuo
Convergence of posterior distribution in the mixture of regressions pp. 337-351: Taeryon Choi
Asymptotic distribution of partitioning estimation and modified partitioning estimation for regression functions pp. 353-363: Nengxiang Ling and Shuhe Hu

Almost sure representations of weighted -statistics with applications pp. 191-205: Winfried Stute
Approximating data with weighted smoothing splines pp. 207-228: P.L. Davies and M. Meise
Strong approximations for resample quantile processes and application to ROC methodology pp. 229-240: Jiezhun Gu and Subhashis Ghosal
Rank-based variable selection pp. 241-252: Brent Johnson and Limin Peng
A non-parametric test for several independent samples pp. 253-261: Abbas Alhakim and William Hooper
Tests for the multivariate -sample problem based on the empirical characteristic function pp. 263-277: Marie Hušková and Simos Meintanis

Robust empirical Bayes tests for discrete distributions pp. 101-113: R.J. Karunamuni, T. Liang and JunJie Wu
Efficient inference in a semiparametric generalised linear model pp. 115-127: Hanxiang Peng
Some uniform large deviation results in nonparametric function estimation pp. 129-152: Sidi Maouloud
A bootstrap version of the residual-based smooth empirical distribution function pp. 153-174: Natalie Neumeyer
Asymptotic distribution of local medians pp. 175-185: Jiexiang Li
Erratum of: ‘Non-parametric models for functional data, with application in regression, time-series prediction and curve discrimination’ pp. 187-189: F. Ferraty and P. Vieu

Editorial pp. 1-2: The Editors
Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data pp. 3-18: M'hamed Ezzahrioui and Elias Ould-Saïd
Nonparametric tests for the median from a size-biased sample pp. 19-37: Qing Kang and Paul Nelson
Consistency of the non-parametric maximum pseudo-likelihood estimator of the disease onset distribution function for a survival–sacrifice model pp. 39-46: A.E. Gomes
Asymptotic properties in ARCH(p)-time series pp. 47-60: Fuxia Cheng
Central limit theorems for generalized -statistics with applications in nonparametric specification pp. 61-76: Jiti Gao and Yongmiao Hong
Nonparametric estimation of bivariate survivor function under masked causes of failure pp. 77-89: Ansa Alphonsa Antony and P.G. Sankaran
Multivariate copulas with cubic sections in one variable pp. 91-98: Manuel Úbeda-Flores