Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 33, issue 3-4, 2021

Nonparametric homogeneity pursuit in functional-coefficient models pp. 387-416

Jia Chen, Degui Li, Lingling Wei and Wenyang Zhang

Testing for the expected number of exceedances in strongly dependent seasonal time series pp. 417-434

Jan Beran, Britta Steffens and Sucharita Ghosh

Symmetric smoothed bootstrap methods for ranked set samples pp. 435-463

Hikaru Yamaguchi and Hidetoshi Murakami

Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves pp. 464-481

Emanuele Taufer, Flavio Santi, Giuseppe Espa and Maria Michela Dickson

Transformation tests and their asymptotic power in two-sample comparisons pp. 482-516

Huaiyu Zhang and Haiyan Wang

Volume 33, issue 2, 2021

Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence pp. 170-196

Soumaya Allaoui, Salim Bouzebda, Christophe Chesneau and Jicheng Liu

Recursive asymmetric kernel density estimation for nonnegative data pp. 197-224

Yoshihide Kakizawa

Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data pp. 225-248

Tianqing Liu, Xiaohui Yuan and Jianguo Sun

Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach pp. 249-272

Peng Tang, Huijing Jiang, Heeyoung Kim and Xinwei Deng

Efficient estimation in heteroscedastic single-index models pp. 273-298

Yan-Yong Zhao, Jianquan Li, Hong-Xia Wang, Honghong Zhao and Xueping Chen

Model-based bootstrap for detection of regional quantile treatment effects pp. 299-320

Yuan Sun and Xuming He

On the uniform-in-bandwidth consistency of the general conditional U-statistics based on the copula representation pp. 321-358

Salim Bouzebda, Issam Elhattab and Boutheina Nemouchi

Modified martingale difference correlations pp. 359-386

Jingke Zhou and Lixing Zhu

Volume 33, issue 1, 2021

Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models pp. 1-20

Peixin Zhao, Yiping Yang and Xiaoshuang Zhou

Maximum multinomial likelihood estimation in compound mixture model with application to malaria study pp. 21-38

Zhaoyang Tian, Kun Liang and Pengfei Li

A combined strategy for multivariate density estimation pp. 39-59

Alejandro Cholaquidis, Ricardo Fraiman, Badih Ghattas and Juan Kalemkerian

Composite empirical likelihood for multisample clustered data pp. 60-81

Jiahua Chen, Pengfei Li, Yukun Liu and James V. Zidek

Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models pp. 82-100

Li Yan, Junwei He and Xia Chen

Regularised rank quasi-likelihood estimation for generalised additive models pp. 101-117

Hannah E. Correia and Asheber Abebe

Estimation of shape constrained additive models with missing response at random pp. 118-133

Lu Wang and Xiao-Hua Zhou

Testing symmetry based on the extropy of record values pp. 134-155

Peihan Xiong, Weiwei Zhuang and Guoxin Qiu

The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator pp. 156-169

Jan W. H. Swanepoel

Volume 32, issue 4, 2020

Local polynomial regression for pooled response data pp. 814-837

Dewei Wang, Xichen Mou, Xiang Li and Xianzheng Huang

Score estimation of monotone partially linear index model pp. 838-863

Mengshan Xu and Taisuke Otsu

Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data pp. 864-914

Salim Bouzebda and Thouria El-hadjali

Robust location estimators in regression models with covariates and responses missing at random pp. 915-939

Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga and Ana Pérez-González

Statistical estimation for heteroscedastic semiparametric regression model with random errors pp. 940-969

Liwang Ding and Ping Chen

A model-free conditional screening approach via sufficient dimension reduction pp. 970-988

Lei Huo, Xuerong Meggie Wen and Zhou Yu

Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution pp. 989-1014

Peng Sun, Inyoung Kim and Kiahm Lee

Local asymptotic inference for nonparametric regression with censored survival data pp. 1015-1028

Yanyan Liu, Guangcai Mao and Xingqiu Zhao

New empirical likelihood inference for the mean residual life with length-biased and right-censored data pp. 1029-1046

Kangni Alemdjrodo and Yichuan Zhao

Volume 32, issue 3, 2020

Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model pp. 535-562

S. Valère Bitseki Penda and Angelina Roche

Kernel smoothed probability mass functions for ordered datatypes pp. 563-586

Jeffrey Racine, Qi Li and Karen Yan

Nonparametric estimation of volatility function in the jump-diffusion model with noisy data pp. 587-616

Xu-Guo Ye, Yan-Yong Zhao and Kong-Sheng Zhang

Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval pp. 617-647

Gaku Igarashi and Yoshihide Kakizawa

Bootstrapping covariance operators of functional time series pp. 648-666

Olimjon Sh. Sharipov and Martin Wendler

Intermediate efficiency of some weighted goodness-of-fit statistics pp. 667-703

Bogdan Ćmiel, Tadeusz Inglot and Teresa Ledwina

Semiparametric efficient inferences for generalised partially linear models pp. 704-724

Jafer Rahman, Shihua Luo, Yawen Fan and Xiaohui Liu

Single functional index quantile regression under general dependence structure pp. 725-755

Mohamed Chaouch, Amina Angelika Bouchentouf, Aboubacar Traore and Abbes Rabhi

Asymptotic tail approximations for some nonparametric test statistics pp. 756-768

Cyrille Joutard

Two-step combined nonparametric likelihood estimation of misspecified semiparametric models pp. 769-792

Francesco Bravo

Testing for additivity in nonparametric heteroscedastic regression models pp. 793-813

Adriano Zanin Zambom and Jongwook Kim

Volume 32, issue 2, 2020

Estimation of additive frontier functions with shape constraints pp. 262-293

Lu Wang, Lan Xue and Lijian Yang

High-dimensional rank-based inference pp. 294-322

Xiaoli Kong and Solomon W. Harrar

A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data pp. 323-344

Shixiao Zhang, Peisong Han and Changbao Wu

Stationarity test based on density approach pp. 345-366

Ji Eun Moon, Cheolyong Park, Jeongcheol Ha, Sun Young Hwang and Tae Yoon Kim

Efficient pseudo-Gaussian and rank-based detection of random regression coefficients pp. 367-402

Mohamed Fihri, Abdelhadi Akharif, Amal Mellouk and Marc Hallin

Goodness-of-fit test for hazard rate pp. 403-427

Ralph-Antoine Vital and Prakash Patil

Spatial autoregressive partially linear varying coefficient models pp. 428-451

Jingru Mu, Guannan Wang and Li Wang

Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data pp. 452-509

Salim Bouzebda and Boutheina Nemouchi

Data-driven local polynomial for the trend and its derivatives in economic time series pp. 510-533

Yuanhua Feng, Thomas Gries and Marlon Fritz

Volume 32, issue 1, 2020

Regression analysis of misclassified current status data pp. 1-19

Shuwei Li, Tao Hu and Jianguo Sun

Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications pp. 20-41

João Lita da Silva

Consistency of plug-in confidence sets for classification in semi-supervised learning pp. 42-72

Christophe Denis and Mohamed Hebiri

Multiply robust estimation in nonparametric regression with missing data pp. 73-92

Yilun Sun, Lu Wang and Peisong Han

Incomplete interdirections and lift-interdirections pp. 93-108

Šárka Hudecová, Jana Klicnarová and Miroslav Šiman

Semiparametric estimation of copula models with nonignorable missing data pp. 109-130

Feng Guo, Wei Ma and Lei Wang

Nonparametric tests for transition probabilities in nonhomogeneous Markov processes pp. 131-156

Giorgos Bakoyannis

Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data pp. 157-184

Jun Li

A vine copula approach for regression analysis of bivariate current status data with informative censoring pp. 185-200

Huiqiong Li, Chenchen Ma, Ni Li and Jianguo Sun

The LLN and CLT for U-statistics under cross-sectional dependence pp. 201-224

Yiguo Sun

Nonparametric tests of independence based on interpoint distances pp. 225-245

Lingzhe Guo and Reza Modarres

Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters pp. 246-261

Chaowen Zheng and Yichao Wu