Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 27, issue 4, 2015

Noisy discriminant analysis with boundary assumptions pp. 425-441

Sébastien Loustau and Clément Marteau

Kendall's tau and Spearman's rho for n -dimensional Archimedean copulas and their asymptotic properties pp. 442-459

Włodzimierz Wysocki

Nonparametric combination-based tests in dynamic shape analysis pp. 460-484

Chiara Brombin, Luigi Salmaso, Lara Fontanella and Luigi Ippoliti

Spatial median depth-based robust adjusted empirical likelihood pp. 485-502

Lei Wang, Wendong Li, Guanfu Liu and Xiaolong Pu

A Gini-based exact test for exponentiality against NBUE alternatives with censored observations pp. 503-515

Sudheesh K. Kattumannil and Deemat C. Mathew

Local polynomial regression with an ordinal covariate pp. 516-531

Zonglin He and Jean D. Opsomer

Globally consistent model selection in semi-parametric additive coefficient models pp. 532-551

Shuping Jiang and Lan Xue

Volume 27, issue 3, 2015

Estimation of a density in a simulation model pp. 271-285

Ann-Kathrin Bott, Tina Felber and Michael Kohler

Estimation of convolution in the model with noise pp. 286-315

C. Chesneau, F. Comte, G. Mabon and F. Navarro

Error variance estimation in semi-functional partially linear regression models pp. 316-330

Germán Aneiros, Nengxiang Ling and Philippe Vieu

Effect of kurtosis on efficiency of some multivariate medians pp. 331-348

Jin Wang and Weihua Zhou

Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models pp. 349-371

Tao Hu, Yanping Qiu and Hengjian Cui

On some validity-robust tests for the homogeneity of concentrations on spheres pp. 372-383

Thomas Verdebout

Nonparametric multivariate statistical process control charts: a hypothesis testing-based approach pp. 384-400

Jun Li

Recursive estimation for stochastic damping hamiltonian systems pp. 401-424

P. Cattiaux, José R. León and C. Prieur

Volume 27, issue 2, 2015

Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains pp. 149-166

I. Votsi and N. Limnios

A K -fold averaging cross-validation procedure pp. 167-179

Yoonsuh Jung and Jianhua Hu

Confidence intervals for probability density functions under strong mixing samples pp. 181-193

Qingzhu Lei and Yongsong Qin

Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood pp. 195-213

Clemontina A. Davenport, Arnab Maity and Yichao Wu

Generalised signed-rank estimation for nonlinear models with multidimensional indices pp. 215-228

Brice M. Nguelifack, Eddy A. Kwessi and Asheber Abebe

Surface estimation under local stationarity pp. 229-240

Sucharita Ghosh

Estimation of a sparse and spiked covariance matrix pp. 241-252

Heng Lian and Zengyan Fan

Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects pp. 253-269

Yuan Xue and Xiangrong Yin

Volume 27, issue 1, 2015

Adaptive density estimation based on real and artificial data pp. 1-18

Tina Felber, Michael Kohler and Adam Krzyżak

Spline estimation of generalised monotonic regression pp. 19-39

Minggen Lu

Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data pp. 41-63

Masayuki Hirukawa and Mari Sakudo

Randomly censored quantile regression estimation using functional stationary ergodic data pp. 65-87

Mohamed Chaouch and Salah Khardani

A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes pp. 89-105

Weixuan Zhu and Fabrizio Leisen

The TreeRank Tournament algorithm for multipartite ranking pp. 107-126

Stéphan Clémençon and Sylvain Robbiano

Nonparametric analysis of the two-period two-treatment crossover design pp. 127-148

Uttam Bandyopadhyay and Suryasish Chatterjee

Volume 26, issue 4, 2014

Switching nonparametric regression models pp. 617-637

Camila P. E. de Souza and Nancy E. Heckman

Modelling functional additive quantile regression using support vector machines approach pp. 639-668

Christophe Crambes, Ali Gannoun and Yousri Henchiri

Using pseudometrics in kernel density estimation pp. 669-696

Sigve Hovda

Nonparametric tests for conditional independence using conditional distributions pp. 697-719

Taoufik Bouezmarni and Abderrahim Taamouti

Rank-based ridge estimation in multiple linear regression pp. 737-754

Asuman Turkmen and Omer Ozturk

Multivariate partially linear single-index models: Bayesian analysis pp. 755-768

Wai-Yin Poon and Hai-Bin Wang

Theoretical limits of component identification in a separable nonlinear least-squares problem pp. 769-791

R. Hilton and N. Serban

Volume 26, issue 3, 2014

Improved nonparametric tolerance intervals based on interpolated and extrapolated order statistics pp. 415-432

Derek S. Young and Thomas Mathew

Level-specific correction for nonparametric likelihoods pp. 433-449

Yukun Liu, Jiahua Chen and Ting Li

Adaptive confidence bands in the nonparametric fixed design regression model pp. 451-469

Pierre-Yves Massé and William Meiniel

Consistency of the recursive nonparametric regression estimation for dependent functional data pp. 471-487

Aboubacar Amiri and Baba Thiam

A plug-in the number of knots selector for polynomial spline regression pp. 489-507

Shujie Ma

Quantile regression estimation of partially linear additive models pp. 509-536

Tadao Hoshino

Wavelet density estimation for negatively associated stratified size-biased sample pp. 537-554

Youming Liu and Junlian Xu

On shrinking minimax convergence in nonparametric statistics pp. 555-573

Sam Efromovich

Nonparametric Bayes estimation of gap-time distribution with recurrent event data pp. 575-598

A.K.M. Fazlur Rahman, James D. Lynch and Edsel A. Peña

Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density pp. 599-615

Han Lin Shang

Volume 26, issue 2, 2014

Mean estimation through proportion estimation pp. 207-217

Juan Carlos Rodríguez

Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods pp. 219-239

R. Hable and A. Christmann

Estimation of multivariate conditional-tail-expectation using Kendall's process pp. 241-267

Elena Di Bernardino and Clémentine Prieur

Asymptotics for penalised splines in generalised additive models pp. 269-289

Takuma Yoshida and Kanta Naito

Generalised partial linear single-index mixed models for repeated measures data pp. 291-303

Jinsong Chen, Inyoung Kim, George R. Terrell and Lei Liu

Bootstrap bandwidth selection method for local linear estimator in exponential family models pp. 305-319

K. Żychaluk

Nonparametric Bayesian inference for multivariate density functions using Feller priors pp. 321-340

Xiang Zhang and Yanbing Zheng

Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure pp. 341-357

Luai Al Labadi and Mahmoud Zarepour

Nonparametric testing for long-horizon predictability with persistent covariates pp. 359-372

Jin Lee

Volatility estimation from short time series of stock prices pp. 373-384

Nikolai Dokuchaev

Statistical estimation of quadratic Rényi entropy for a stationary m -dependent sequence pp. 385-411

David Källberg, Nikolaj Leonenko and Oleg Seleznjev

Volume 26, issue 1, 2014

Estimation of the quantile function using Bernstein-Durrmeyer polynomials pp. 1-20

A. Pepelyshev, E. Rafajłowicz and A. Steland

Global convergence of the log-concave MLE when the true distribution is geometric pp. 21-59

Fadoua Balabdaoui

On improving convergence rate of Bernstein polynomial density estimator pp. 61-84

Gaku Igarashi and Yoshihide Kakizawa

Goodness-of-fit testing strategies from indirect observations pp. 85-99

J.M. Loubes and C. Marteau

Auxiliary covariate in additive hazards regression for survival data pp. 101-113

Xiaoping Shi, Yanyan Liu and Yuanshan Wu

A semiparametric extended hazard regression model with time-dependent covariates pp. 115-128

Yi-Kuan Tseng, Ken-Ning Hsu and Ya-Fang Yang

Semi-polynomial copulas pp. 129-140

Juan Fernández Sánchez and Manuel Úbeda-Flores

Semiparametric methods in nonlinear time series analysis: a selective review pp. 141-169

Patrick Saart, Jiti Gao and Nam Hyun Kim

Estimation and variable selection for generalised partially linear single-index models pp. 171-185

Peng Lai, Ye Tian and Heng Lian

Local rank estimation and related test for varying-coefficient partially linear models pp. 187-206

Jing Sun and Lu Lin