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.
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Volume 25, issue 4, 2013
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series pp. 765-785

- Patricia Menéndez, Sucharita Ghosh, Hans R. Künsch and Willy Tinner
- Estimation of Dirichlet process priors with monotone missing data pp. 787-807

- Lei Yang and Xianyi Wu
- Constrained spline regression in the presence of AR(p) errors pp. 809-827

- Huan Wang, Mary C. Meyer and Jean D. Opsomer
- Large sample results for varying kernel regression estimates pp. 829-853

- Hira L. Koul and Weixing Song
- Adaptively weighted kernel regression pp. 855-872

- Qi Zheng, Colin Gallagher and K.B. Kulasekera
- Large deviation approximations for the Mann-Whitney statistic and the Jonckheere-Terpstra statistic pp. 873-888

- Cyrille Joutard
- One-sided cross-validation for nonsmooth regression functions pp. 889-904

- Olga Y. Savchuk, Jeffrey D. Hart and Simon P. Sheather
- Spline-based semiparametric estimation of partially linear Poisson regression with single-index models pp. 905-922

- Minggen Lu and Dana Loomis
- On the isotonic change-point problem pp. 923-937

- Gang Shen and Hui Xu
- Testing equality of functions under monotonicity constraints pp. 939-970

- Cécile Durot, Piet Groeneboom and Hendrik P. Lopuhaä
Volume 25, issue 3, 2013
- Density estimation for power transformations pp. 545-559

- Olga Y. Savchuk and Anton Schick
- Density estimation and nonparametric inferences using maximum likelihood weighted kernels pp. 561-571

- Alan Huang
- Efficient estimation of sensitivity indices pp. 573-595

- Sébastien Da Veiga and Fabrice Gamboa
- Distortion sensitivity of estimators of location pp. 597-617

- Demetris Athienitis and Ronald Randles
- Nonparametric comparison of several transformations of distribution functions pp. 619-633

- Mohamed Boutahar, Badih Ghattas and Denys Pommeret
- Local significant differences from nonparametric two-sample tests pp. 635-645

- Tarn Duong
- Semiparametric proportional mean residual life model with covariates missing at random pp. 647-663

- Xiaolin Chen and Qihua Wang
- Efficiently estimating the error distribution in nonparametric regression with responses missing at random pp. 665-677

- Justin Chown and Ursula U. Müller
- Nonparametric estimation of fixed effects panel data models pp. 679-693

- Yichen Gao and Kunpeng Li
- Study of spatial relationships between two sets of variables: a nonparametric approach pp. 695-714

- Francisco Cuevas, Emilio Porcu and Ronny Vallejos
- Semi-parametric additive constrained regression pp. 715-730

- Mary C. Meyer
- Resampling-based efficient shrinkage method for non-smooth minimands pp. 731-743

- Jinfeng Xu
- Survey design asymptotics for the model-assisted penalised spline regression estimator pp. 745-763

- K. S. McConville and F. J. Breidt
Volume 25, issue 2, 2013
- Testing conditional symmetry without smoothing pp. 273-313

- Tao Chen and Gautam Tripathi
- A bootstrap method to test for the existence of finite moments pp. 315-322

- Igor Fedotenkov
- Shape-restricted nonparametric regression with overall noisy measurements pp. 323-338

- Georg Ch. Pflug and Roger J.-B. Wets
- Higher-order expansions and efficiencies of tests based on spacings pp. 339-359

- Sherzod M. Mirakhmedov and S. Rao Jammalamadaka
- B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data pp. 361-378

- Tang Qingguo
- Semiparametric analysis of multivariate panel count data with dependent observation processes and a terminal event pp. 379-394

- Hui Zhao, Yang Li and Jianguo Sun
- Smooth simultaneous confidence bands for cumulative distribution functions pp. 395-407

- Jiangyan Wang, Fuxia Cheng and Lijian Yang
- Robust nonparametric detection of objects in noisy images pp. 409-426

- Mikhail Langovoy and Olaf Wittich
- Rank transformations in Kernel density estimation pp. 427-445

- Gerrit Eichner and Winfried Stute
- Computationally easy outlier detection via projection pursuit with finitely many directions pp. 447-461

- Robert Serfling and Satyaki Mazumder
- Bayesian nonparametric estimation of pair correlation function for inhomogeneous spatial point processes pp. 463-474

- Yu Ryan Yue and Ji Meng Loh
- The connection between cross-validation and Akaike information criterion in a semiparametric family pp. 475-485

- Heng Peng, Hongjia Yan and Wenyang Zhang
- Empirical likelihood ratio test for symmetry against type I bias with applications to competing risks pp. 487-498

- Hammou El Barmi and Lahcen El Bermi
- L -statistics for repeated measurements data with application to trimmed means, quantiles and tolerance intervals pp. 499-521

- Houssein I. Assaad and Pankaj K. Choudhary
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression pp. 523-544

- Riquan Zhang, Weihua Zhao and Jicai Liu
Volume 25, issue 1, 2013
- Nonparametric multivariate CUSUM control charts for location and scale changes pp. 1-20

- Jun Li, Xin Zhang and Daniel R. Jeske
- A nonparametric on-line quality control procedure for vectorial observations pp. 21-32

- Jun Mao, David R. McDonald and Mahmoud Zarepour
- Nonparametric estimation of a time-varying GARCH model pp. 33-52

- Neelabh Rohan and T. V. Ramanathan
- Wavelet-based estimation of regression function for dependent biased data under a given random design pp. 53-71

- Yogendra P. Chaubey, Christophe Chesneau and Esmaeil Shirazi
- A two-stage Wilcoxon-type nonparametric test for stochastic ordering in two samples pp. 73-89

- Hon Keung Tony Ng, Ram C. Tripathi and Narayanaswamy Balakrishnan
- Multivariate generalisations of k -sample rank tests for umbrella alternatives pp. 91-107

- Mustafa Nadar
- Parametrically guided generalised additive models with application to mergers and acquisitions data pp. 109-128

- Jianqing Fan, Arnab Maity, Yihui Wang and Yichao Wu
- Lag selection in stochastic additive models pp. 129-146

- Shuping Jiang and Lan Xue
- Finite-sample properties of the adjusted empirical likelihood pp. 147-159

- Jiahua Chen and Yi Huang
- Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors pp. 161-180

- Xuemei Hu and Xiaohui Liu
- Estimation of a semiparametric mixture of regressions model pp. 181-208

- Pierre Vandekerkhove
- A semi-local likelihood regression estimator of the proportion based on group testing data pp. 209-221

- Dewei Wang, Haiming Zhou and K. B. Kulasekera
- Fixed-design regression estimation based on real and artificial data pp. 223-241

- Dmytro Furer, Michael Kohler and Adam Krzyżak
- Nonparametric comparison of quantile curves: a stochastic process approach pp. 243-260

- Holger Dette, Jens Wagener and Stanislav Volgushev
- Estimation of density level sets with a given probability content pp. 261-272

- Benoît Cadre, Bruno Pelletier and Pierre Pudlo
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