Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 31, issue 4, 2019

Construction of credible intervals for nonlinear regression models with unknown error distributions pp. 813-848

Ji-Yeon Yang and Jungmo Yoon

Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices pp. 849-866

Kangni Alemdjrodo and Yichuan Zhao

Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function pp. 867-886

Shengji Jia, Chunming Zhang and Hulin Wu

Spatially adaptive binary classifier using B-splines and total variation penalty pp. 887-910

Kwan-Young Bak, Jae-Hwan Jhong and Ja-Yong Koo

Estimators based on unconventional likelihoods with nonignorable missing data and its application to a children's mental health study pp. 911-931

Jiwei Zhao and Chi Chen

Quantile estimation of partially varying coefficient model for panel count data with informative observation times pp. 932-951

Weiwei Wang, Xianyi Wu, Xiaobing Zhao and Xian Zhou

Nonparametric survival function estimation for data subject to interval censoring case 2 pp. 952-987

Olivier Bouaziz, Elodie Brunel and Fabienne Comte

Volume 31, issue 3, 2019

Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model pp. 549-566

Zhihua Sun, Yifan Jiang and Xue Ye

Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet pp. 567-595

Rida Benhaddou and Qing Liu

Spline density estimation and inference with model-based penalties pp. 596-611

Jian Shi, Anna Liu and Yuedong Wang

Improved robust model selection methods for a Lévy nonparametric regression in continuous time pp. 612-628

E. A. Pchelintsev, V. A. Pchelintsev and S. M. Pergamenshchikov

Integral generators of Archimedean n-copulas pp. 629-662

Włodzimierz Wysocki

Regression analysis of informatively interval-censored failure time data with semiparametric linear transformation model pp. 663-679

Da Xu, Shishun Zhao, Tao Hu and Jianguo Sun

Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models pp. 680-694

Xiaomeng Niu and Hyunkeun Ryan Cho

Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies pp. 695-721

Jinglan Li and Zhengjun Zhang

Permutation inference distribution for linear regression and related models pp. 722-742

Qiang Wu and Paul Vos

A new nonparametric monitoring of data streams for changes in location and scale via Cucconi statistic pp. 743-760

Dongdong Xiang, Shulin Gao, Wendong Li, Xiaolong Pu and Wen Dou

On double-index dimension reduction for partially functional data pp. 761-768

Guangren Yang, Hongmei Lin and Heng Lian

Detecting price jumps in the presence of market microstructure noise pp. 769-793

Yucheng Sun

A test of exponentiality against ℳ alternatives pp. 794-812

Priyanka Majumder and Murari Mitra

Volume 31, issue 2, 2019

Sufficient dimension reduction via distance covariance with multivariate responses pp. 268-288

Xianyan Chen, Qingcong Yuan and Xiangrong Yin

Asymptotics of bivariate penalised splines pp. 289-314

Luo Xiao

Consistency of The MMGLE under the piecewise proportional hazards models with interval-censored data pp. 315-321

Qiqing Yu and Qinggang Diao

Test for independence between time to failure and cause of failure in competing risks with k causes pp. 322-339

S. Anjana, Isha Dewan and K. K. Sudheesh

On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions pp. 340-363

Mengmei Xi and Xuejun Wang

Automatic and location-adaptive estimation in functional single-index regression pp. 364-392

Silvia Novo, Germán Aneiros and Philippe Vieu

Estimation of extreme quantiles in a simulation model pp. 393-419

Michael Kohler and Adam Krzyżak

Semiparametric likelihood for estimating equations with non-ignorable non-response by non-response instrument pp. 420-434

Ji Chen and Fang Fang

Correlation curve estimation for multiplicative distortion measurement errors data pp. 435-450

Zhenghui Feng, Yujie Gai and Jun Zhang

Uniform consistency rate of kNN regression estimation for functional time series data pp. 451-468

Nengxiang Ling, Shuyu Meng and Philippe Vieu

Orthogonal series density estimation for complex surveys pp. 469-481

Shangyuan Ye, Ye Liang and Ibrahim A. Ahmad

A distribution-free approach for selecting better treatment through an ethical allocation pp. 482-505

Radhakanta Das

Cytometry inference through adaptive atomic deconvolution pp. 506-547

Manon Costa, Sébastien Gadat, Pauline Gonnord and Laurent Risser

Volume 31, issue 1, 2019

A new distribution-free control scheme based on order statistics pp. 1-30

Ioannis S. Triantafyllou

The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) pp. 31-63

Chrysoula Dimitriou-Fakalou

Bootstrap maximum likelihood for quasi-stationary distributions pp. 64-87

Guangbao Guo, James Allison and Lixing Zhu

On the estimation of extropy pp. 88-99

Hadi Alizadeh Noughabi and Jalil Jarrahiferiz

Using the area under an estimated ROC curve to test the adequacy of binary predictors pp. 100-130

Robert Lieli and Yu-Chin Hsu

Estimation in additive models with fixed censored responses pp. 131-143

Hailin Huang, Yanlin Tang, Yuanzhang Li and Hua Liang

Tail density estimation for exploratory data analysis using kernel methods pp. 144-174

B. Béranger, T. Duong, S. E. Perkins-Kirkpatrick and S. A. Sisson

FDA: strong consistency of the NN local linear estimation of the functional conditional density and mode pp. 175-195

Zouaoui Chikr-Elmezouar, Ibrahim M. Almanjahie, Ali Laksaci and Mustapha Rachdi

Variable selection for partially linear proportional hazards model with covariate measurement error pp. 196-220

Xiao Song, Li Wang, Shuangge Ma and Hanwen Huang

Robust regression analysis for a censored response and functional regressors pp. 221-243

L. Aït Hennani, M. Lemdani and E. Ould Saïd

Moran's statistic-based nonparametric test with spatio-temporal observations pp. 244-267

Y. Xiong, D. Bingham, W. J. Braun and X. J. Hu

Volume 30, issue 4, 2018

Single-index regression for pooled biomarker data pp. 813-833

Juexin Lin and Dewei Wang

A consistent goodness-of-fit test for huge dimensional and functional data pp. 834-859

Marc Ditzhaus and Daniel Gaigall

Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ pp. 860-883

Dawei Lu, Lingyue Zhang, Xiaoguang Wang and Lixin Song

Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models pp. 884-905

Yong Niu, Riquan Zhang, Jicai Liu and Huapeng Li

Geographically weighted regression model-assisted estimation in survey sampling pp. 906-925

Chao Liu, Chuanhua Wei and Yunan Su

Nonparametric change point detection in multivariate piecewise stationary time series pp. 926-956

Raanju R. Sundararajan and Mohsen Pourahmadi

Profile likelihood ratio tests for parameter inferences in generalised single-index models pp. 957-972

Nanxi Zhang and Alan Huang

EDF goodness-of-fit tests based on centre-outward ordering pp. 973-989

Jun Li

On sliced inverse regression with missing values pp. 990-1002

Yuexiao Dong and Zeda Li

Decentralized nonparametric multiple testing pp. 1003-1015

Subhadeep Mukhopadhyay

The role of minimal sets in dose finding studies pp. 1016-1031

Matthieu Clertant and John O'Quigley

Laplace deconvolution with dependent errors: a minimax study pp. 1032-1048

Rida Benhaddou

Fourier transform approach for inverse dimension reduction method pp. 1049-1071

Jiaying Weng and Xiangrong Yin

Volume 30, issue 3, 2018

Nonparametric low-frequency Lévy copula estimation in a general framework pp. 523-555

Christian Palmes, Benedikt Funke and Babak Sayyid Hosseini

Semiparametric jump-preserving estimation for single-index models pp. 556-580

Guoxiang Liu, Xiuli Du, Mengmeng Wang, Jinguan Lin and Qibing Gao

Comparison of empirical likelihood and its dual likelihood under density ratio model pp. 581-597

Huapeng Li, Yang Liu, Yukun Liu and Riquan Zhang

Generalised gamma kernel density estimation for nonnegative data and its bias reduction pp. 598-639

Gaku Igarashi and Yoshihide Kakizawa

A nonparametric time-varying coefficient model for panel count data pp. 640-661

Huadong Zhao, Wanzhu Tu and Zhangsheng Yu

F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing pp. 662-679

Lei Wang and Dan Yang

Efficient estimation for time-varying coefficient longitudinal models pp. 680-702

Seonjin Kim, Zhibiao Zhao and Zhijie Xiao

Regression analysis of clustered interval-censored failure time data with linear transformation models in the presence of informative cluster size pp. 703-715

Hui Zhao, Chenchen Ma, Junlong Li and Jianguo Sun

Bayesian sieve methods: approximation rates and adaptive posterior contraction rates pp. 716-741

Taihe Yi, Zhengming Wang and Dongyun Yi

Analytic computation of nonparametric Marsan–Lengliné estimates for Hawkes point processes pp. 742-757

Frederic Paik Schoenberg, Joshua Seth Gordon and Ryan J. Harrigan

Inference on semiparametric transformation model with general interval-censored failure time data pp. 758-773

Peijie Wang, Hui Zhao, Mingyue Du and Jianguo Sun

Asymptotic normality for plug-in estimators of diversity indices on countable alphabets pp. 774-795

Michael Grabchak and Zhiyi Zhang

Semiparametric inference for estimating equations with nonignorably missing covariates pp. 796-812

Ji Chen, Fang Fang and Zhiguo Xiao

Volume 30, issue 2, 2018

Tail-weighted dependence measures with limit being the tail dependence coefficient pp. 262-290

David Lee, Harry Joe and Pavel Krupskii

Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition pp. 291-307

Yu-Ning Li and Yi Zhang

Statistical inference on transformation models: a self-induced smoothing approach pp. 308-331

Junyi Zhang, Zhezhen Jin, Yongzhao Shao and Zhiliang Ying

Partially linear transformation model for length-biased and right-censored data pp. 332-367

Wenhua Wei, Alan T. K. Wan and Yong Zhou

Nonparametric instrumental variable derivative estimation pp. 368-391

J. P. Florens, Jeffrey Racine and Samuele Centorrino

Estimation of the error distribution in a varying coefficient regression model pp. 392-429

Anton Schick, Yilin Zhu and Xiaojie Du

Trace pursuit variable selection for multi-population data pp. 430-447

Lei Huo, Xuerong Meggie Wen and Zhou Yu

Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension pp. 448-471

Ery Arias-Castro, Bruno Pelletier and Venkatesh Saligrama

Functional data analysis: estimation of the relative error in functional regression under random left-truncation model pp. 472-490

Belkais Altendji, Jacques Demongeot, Ali Laksaci and Mustapha Rachdi

Dimension reduction in estimating equations with covariates missing at random pp. 491-504

Ying Zhang and Lei Wang

Bias reduction in kernel density estimation pp. 505-522

Yousri Slaoui

Volume 30, issue 1, 2018

Corrigendum pp. x-x

The Editors

Improved local polynomial estimation in time series regression pp. 1-27

Juliane Geller and Michael H. Neumann

Test for the existence of finite moments via bootstrap pp. 28-48

Wai Leong Ng and Chun Yip Yau

On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications pp. 49-86

Salim Bouzebda, Chrysanthi Papamichail and Nikolaos Limnios

Block bootstrap for periodic characteristics of periodically correlated time series pp. 87-124

Anna E. Dudek

Semiparametric model average prediction in panel data analysis pp. 125-144

Tao Huang and Jialiang Li

A two-step estimation of diffusion processes using noisy observations pp. 145-181

Xu-Guo Ye, Jin-Guan Lin and Yan-Yong Zhao

Extropy estimators with applications in testing uniformity pp. 182-196

Guoxin Qiu and Kai Jia

Multiple predicting K-fold cross-validation for model selection pp. 197-215

Yoonsuh Jung

Mixture cure rate models with accelerated failures and nonparametric form of covariate effects pp. 216-237

Tianlei Chen and Pang Du

Minimax wavelet estimation for multisample heteroscedastic nonparametric regression pp. 238-261

Madison Giacofci, Sophie Lambert-Lacroix and Franck Picard