Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 29, issue 4, 2017

Adaptive nonparametric estimation in the presence of dependence pp. 694-730

Nicolas Asin and Jan Johannes

A pathwise inference method for the parameters of diffusion terms pp. 731-743

Nikolai Dokuchaev

Robust estimators for additive models using backfitting pp. 744-767

Graciela Boente, Alejandra Martínez and Matías Salibián-Barrera

Model selection consistency of -statistics with convex loss and weighted lasso penalty pp. 768-791

W. Rejchel

Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials pp. 792-805

Asma Jmaei, Yousri Slaoui and Wassima Dellagi

Local orthogonal polynomial expansion for density estimation pp. 806-830

D.P. Amali Dassanayake, Igor Volobouev and A. Alexandre Trindade

Bernstein polynomial model for grouped continuous data pp. 831-848

Zhong Guan

Sure explained variability and independence screening pp. 849-883

Min Chen, Yimin Lian, Zhao Chen and Zhengjun Zhang

Test for bandedness of high-dimensional precision matrices pp. 884-902

Guanghui Cheng, Zhengjun Zhang and Baoxue Zhang

Volume 29, issue 3, 2017

Confidence intervals for the treatment effect on the treated pp. 477-490

J. A. Ferreira

Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas pp. 491-514

Minjung Kwak

A likelihood ratio like permutation test for one way designs pp. 515-530

Inga Samonenko and John Robinson

Varying kernel marginal density estimator for a positive time series pp. 531-552

N. Balakrishna and Hira L. Koul

A permutation test for the spread of three-dimensional rotation data pp. 553-560

Marissa D. Eckrote and Melissa A. Bingham

Interquantile shrinkage in additive models pp. 561-576

Zengyan Fan and Heng Lian

Reducing bias for maximum approximate conditional likelihood estimator with general missing data mechanism pp. 577-593

Jiwei Zhao

Dimension-reduced empirical likelihood inference for response mean with data missing at random pp. 594-614

Lei Wang and Guangming Deng

Kernel-based global MLE of partial linear random effects models for longitudinal data pp. 615-635

Lei Liu and Zhihua Sun

Bandwidth selection for kernel density estimation with length-biased data pp. 636-668

M. I. Borrajo, W. González-Manteiga and M. D. Martínez-Miranda

Semiparametric smoothing approach to hazard rate estimation pp. 669-693

Hairui Hua, Prakash N. Patil and Dimitrios Bagkavos

Volume 29, issue 2, 2017

Jackknife empirical likelihood for the error variance in linear models pp. 151-166

Hui-Ling Lin, Zhouping Li, Dongliang Wang and Yichuan Zhao

Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation pp. 167-188

L. Baringhaus and N. Henze

Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument pp. 189-212

Puying Zhao, Hui Zhao, Niansheng Tang and Zhaohai Li

A nonparametric procedure for testing partially ranked data pp. 213-230

Jyh-Shyang Wu and Wen-Shuenn Deng

Rank regression in order restricted randomised designs pp. 231-257

Jinguo Gao and Omer Ozturk

Structural identification and variable selection in high-dimensional varying-coefficient models pp. 258-279

Yuping Chen, Yang Bai and Wingkam Fung

Nonparametric regression method for broad sense agreement pp. 280-300

A. K. M. Fazlur Rahman, Limin Peng, Amita Manatunga and Ying Guo

An alternative local polynomial estimator for the error-in-variables problem pp. 301-325

Xianzheng Huang and Haiming Zhou

Penalised empirical likelihood for the additive hazards model with high-dimensional data pp. 326-345

Jianglin Fang, Wanrong Liu and Xuewen Lu

Testing independence based on Bernstein empirical copula and copula density pp. 346-380

M. Belalia, T. Bouezmarni, F. C. Lemyre and Abderrahim Taamouti

A note on iterative AK composite estimator for Current Population Survey pp. 381-390

Yang Cheng, Bo Huang and Zhou Yu

Shape testing in quantile varying coefficient models with heteroscedastic error pp. 391-406

I. Gijbels, M. A. Ibrahim and A. Verhasselt

Interval-wise testing for functional data pp. 407-424

A. Pini and S. Vantini

Convergence rate of the kernel regression estimator for associated and truncated data pp. 425-446

Z. Guessoum and F. Hamrani

Discontinuities in robust nonparametric regression with α-mixing dependence pp. 447-475

Marie Hušková and Matúš Maciak

Volume 29, issue 1, 2017

Confidence and prediction intervals based on interpolated records pp. 1-21

Jafar Ahmadi, Elham Basiri and Debasis Kundu

Estimation of a star-shaped distribution function pp. 22-39

Hammou El Barmi, Ganesh Malla and Hari Mukerjee

Testing exchangeability of copulas in arbitrary dimension pp. 40-60

Michael Harder and Ulrich Stadtmüller

Weighted bootstrapped kernel density estimators in two-sample problems pp. 61-84

Majid Mojirsheibani and William Pouliot

Uniform in bandwidth consistency for various kernel estimators involving functional data pp. 85-107

Lydia Kara-Zaitri, Ali Laksaci, Mustapha Rachdi and Philippe Vieu

Semiparametric estimation of moment condition models with weakly dependent data pp. 108-136

Francesco Bravo, Ba Chu and David Jacho-Chávez

Empirical likelihood weighted composite quantile regression with partially missing covariates pp. 137-150

Jing Sun and Yunyan Ma

Volume 28, issue 4, 2016

Tests for stochastic ordering under biased sampling pp. 659-682

Hsin-wen Chang, Hammou El Barmi and Ian W. McKeague

Theoretical grounding for estimation in conditional independence multivariate finite mixture models pp. 683-701

Xiaotian Zhu and David R. Hunter

Complete convergence for weighted sums of END random variables and its application to nonparametric regression models pp. 702-715

Aiting Shen

Asymptotics for a class of dynamic recurrent event models pp. 716-735

Edsel A. Peña

A class of nonparametric bivariate survival function estimators for randomly censored and truncated data pp. 736-751

Hongsheng Dai, Marialuisa Restaino and Huan Wang

A nonparametric hypothesis test for heteroscedasticity pp. 752-767

Seonjin Kim and Adriano Z. Zambom

Nonparametric estimation in a multiplicative censoring model with symmetric noise pp. 768-801

F. Comte and C. Dion

Asymptotic normality of the product-limit-estimator pp. 802-812

Qiqing Yu and Yuting Hsu

Classical testing in functional linear models pp. 813-838

Dehan Kong, Ana-Maria Staicu and Arnab Maity

Sparse nonparametric model for regression with functional covariate pp. 839-859

G. Aneiros and P. Vieu

Improving estimation efficiency for semi-competing risks data with partially observed terminal event pp. 860-874

Menggang Yu

Corrigendum pp. 875-877

The Editors

Volume 28, issue 3, 2016

Liu-type estimator in semiparametric partially linear additive models pp. 459-468

Chuanhua Wei and Xiaonan Wang

Asymptotic normality of kernel estimators based upon incomplete data pp. 469-486

M. Boukeloua and F. Messaci

The adaptive BerHu penalty in robust regression pp. 487-514

Sophie Lambert-Lacroix and Laurent Zwald

Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification pp. 515-530

Lyu Ni and Fang Fang

Shrinkage and pretest estimators for longitudinal data analysis under partially linear models pp. 531-549

S. Hossain, S. Ejaz Ahmed, Grace Y. Yi and B. Chen

Rank-based group variable selection pp. 550-562

Guy-vanie M. Miakonkana, Brice M. Nguelifack and Asheber Abebe

Entropic representation and estimation of diversity indices pp. 563-575

Zhiyi Zhang and Michael Grabchak

Bootstrap for U -statistics: a new approach pp. 576-594

Sh. Olimjon Sharipov, Johannes Tewes and Martin Wendler

Variable selection for additive model via cumulative ratios of empirical strengths total pp. 595-616

Miao Yang, Lan Xue and Lijian Yang

Inference on quantile residual life function under right-censored data pp. 617-643

Cunjie Lin, Li Zhang and Yong Zhou

A new local estimation method for single index models for longitudinal data pp. 644-658

Hongmei Lin, Riquan Zhang, Jianhong Shi, Jicai Liu and Yanghui Liu

Volume 28, issue 2, 2016

Nonparametric kernel density estimation for general grouped data pp. 235-249

Miguel Reyes, Mario Francisco-Fernández and Ricardo Cao

Efficient and robust density estimation using Bernstein type polynomials pp. 250-271

Zhong Guan

Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models pp. 272-295

Masaki Narukawa

Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields pp. 296-321

Michel Harel, Jean-François Lenain and Joseph Ngatchou-Wandji

An F-type test for detecting departure from monotonicity in a functional linear model pp. 322-337

Eduardo L. Montoya and Wendy Meiring

Norm-preserving constraint in the Fisher--Rao registration and its application in signal estimation pp. 338-359

Jason Cleveland, Wei Wu and Anuj Srivastava

Mann--Whitney test with empirical likelihood methods for pretest--posttest studies pp. 360-374

Min Chen, Changbao Wu and Mary E. Thompson

Variable selection in partially linear hazard regression for multivariate failure time data pp. 375-394

Liu Jicai, Riquan Zhang, Weihua Zhao and Yazhao Lv

Some maximum-indifference estimators for the slope of a univariate linear model pp. 395-412

Claudio G. Borroni and D. Michele Cifarelli

Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies pp. 413-427

Bojana Milošević and Marko Obradović

Nonparametric prediction of spatial multivariate data pp. 428-458

Sophie Dabo-Niang, Camille Ternynck and Anne-Françoise Yao

Volume 28, issue 1, 2016

Bias reductions for beta kernel estimation pp. 1-30

Gaku Igarashi

Convergence rates for uniform confidence intervals based on local polynomial regression estimators pp. 31-48

K. De Brabanter, Y. Liu and C. Hua

Robust group non-convex estimations for high-dimensional partially linear models pp. 49-67

Mingqiu Wang and Guo-Liang Tian

Proportional cause-specific reversed hazards model pp. 68-83

P.G. Sankaran and S. Anjana

Supersmooth testing on the sphere over analytic classes pp. 84-115

Peter T. Kim, Ja-Yong Koo and Thanh Mai Pham Ngoc

Asymptotic normality of locally modelled regression estimator for functional data pp. 116-131

Zhiyong Zhou and Zhengyan Lin

Adaptive likelihood estimator of conditional variance function pp. 132-151

Panagiotis Avramidis

On tail index estimation based on multivariate data pp. 152-176

A. Dematteo and S. Clémençon

Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures pp. 177-206

Seongil Jo, Taeyoung Roh and Taeryon Choi

Hermite expansion and estimation of monotonic transformations of Gaussian data pp. 207-234

Ryan Janicki and Tucker McElroy