Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 24, issue 4, 2012

Statistical inference on semi-parametric partial linear additive models pp. 809-823

Chuan-hua Wei and Chunling Liu

Variable selection in high-dimensional partly linear additive models pp. 825-839

Heng Lian

A consistent model specification test for a partial linear model with covariates missing at random pp. 841-856

Tianfa Xie, Zhihua Sun and Liuquan Sun

Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process pp. 857-882

Vincent Guigues

Unstable volatility: the break-preserving local linear estimator pp. 883-904

Isabel Casas and Irene Gijbels

Combining thresholding rules: a new way to improve the performance of wavelet estimators pp. 905-922

F. Autin, J.-M. Freyermuth and R. von Sachs

Estimating a distribution function subject to a stochastic order restriction: a comparative study pp. 923-933

Ori Davidov and George Iliopoulos

Smooth estimation of circular cumulative distribution functions and quantiles pp. 935-949

Marco Di Marzio, Agnese Panzera and Charles C. Taylor

Nonparametric estimation of random-effects densities in linear mixed-effects model pp. 951-975

Fabienne Comte and Adeline Samson

Weighted rank tests and Hodges-Lehmann estimates for the multivariate two-sample location problem with clustered data pp. 977-991

Riina Lemponen, Denis Larocque, Jaakko Nevalainen and Hannu Oja

Robustness of random forests for regression pp. 993-1006

Marie-Hélène Roy and Denis Larocque

A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel pp. 1007-1017

S. Georgiadis and N. Limnios

Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours pp. 1019-1039

P. G. Ferrario and H. Walk

Regression analysis of clustered interval-censored failure time data with the additive hazards model pp. 1041-1050

Junlong Li, Chunjie Wang and Jianguo Sun

Weighted nonparametric regression estimation with truncated and dependent data pp. 1051-1073

Han-Ying Liang

Volume 24, issue 3, 2012

Variance reduction in purely random forests pp. 543-562

Robin Genuer

A powerful test for comparing multiple regression functions pp. 563-576

Arnab Maity

A functional method for the conditional logistic regression with errors-in-covariates pp. 577-595

Samiran Sinha

Design-adaptive nonparametric estimation of conditional quantile derivatives pp. 597-612

Chuan Goh

On density estimation with superkernels pp. 613-627

Nikolai Ushakov and Anastasia Ushakova

Empirical likelihood-based hot deck imputation methods pp. 629-646

Yijie Xue and Nicole Lazar

Local modal regression pp. 647-663

Weixin Yao, Bruce Lindsay and Runze Li

Locally optimal adaptive smoothing splines pp. 665-680

Heeyoung Kim and Xiaoming Huo

SCAD-penalised generalised additive models with non-polynomial dimensionality pp. 681-697

Gaorong Li, Liugen Xue and Heng Lian

Spline confidence bands for variance functions in nonparametric time series regressive models pp. 699-714

Yujiao Yang, Yuhang Xu and Qiongxia Song

Weighted quantile regression for AR model with infinite variance errors pp. 715-731

Zhao Chen, Runze Li and Yaohua Wu

Semiparametric estimation with recurrent event data under informative monitoring pp. 733-752

Akim Adekpedjou and Edsel Peña

THE NPMLE of the joint distribution function with right-censored and masked competing risks data pp. 753-764

Qiqing Yu and Jiahui Li

Wavelet detection of change points in hazard rate models with censored dependent data pp. 765-781

Jingle Wang and Ming Zheng

Binomial kernel and Bayes local bandwidth in discrete function estimation pp. 783-795

N. Zougab, S. Adjabi and C. Kokonendji

A general class of signed-rank tests for clustered data when the cluster size is potentially informative pp. 797-808

Somnath Datta, Jaakko Nevalainen and Hannu Oja

Volume 24, issue 2, 2012

2011 Best Paper Award pp. 267-267

The Editors

Generalised correlated cross-validation pp. 269-282

Patrick Carmack, Jeffrey Spence and William Schucany

Variable selection for semiparametric regression models with iterated penalisation pp. 283-298

Ying Dai and Shuangge Ma

Subset selection – extended Rizvi–Sobel for unequal sample sizes and its implementation pp. 299-315

Constance van Eeden and James Zidek

Bootstrap for the sample mean and for -statistics of mixing and near-epoch dependent processes pp. 317-342

Olimjon Sharipov and Martin Wendler

Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean pp. 343-357

Dragan Radulović

Simultaneous inference for the mean function based on dense functional data pp. 359-377

Guanqun Cao, Lijian Yang and David Todem

Central limit theorem for the kernel estimator of the regression function for censored time series pp. 379-397

Zohra Guessoum and Elias Ould Saïd

Twicing local linear kernel regression smoothers pp. 399-417

Wenzhuan Zhang and Yingcun Xia

On bandwidth selection in kernel density estimation pp. 419-428

N. Ushakov and V. Ushakov

Wavelet linear density estimation for associated stratified size-biased sample pp. 429-445

Christophe Chesneau, Isha Dewan and Hassan Doosti

Nonparametric estimation of a surrogate density function in infinite-dimensional spaces pp. 447-464

Frédéric Ferraty, Nadia Kudraszow and Philippe Vieu

An integrated cross-volatility estimation for asynchronous noisy data pp. 465-480

Hoang-Long Ngo

Linear rank tests of uniformity: understanding inconsistent outcomes and the construction of new tests pp. 481-495

Anna Bargagliotti and Michael Orrison

Finite population corrections for the Kolmogorov–Smirnov tests pp. 497-504

Terence O'Neill and Steven Stern

On strong Hellinger consistency of posterior distributions pp. 505-515

Yang Xing and Bo Ranneby

Robust estimation of the generalised partial linear model with missing covariates pp. 517-530

Guoyou Qin, Zhongyi Zhu and Wing Fung

Consistency of choice in nonparametric multiple comparisons pp. 531-541

Mark Fey and Kevin Clarke

Volume 24, issue 1, 2012

Editor's Report 2011 pp. 1-1

Suojin Wang

An extremal problem with applications to the problem of testing multivariate independence pp. 3-17

Alexander Nazarov and Natalia Stepanova

Semiparametric mixtures of regressions pp. 19-38

David Hunter and Derek Young

Averaged shifted chi-square test pp. 39-57

Jyh-Shyang Wu and Wen-Shuenn Deng

Empirical likelihood confidence intervals for regression parameters of the survival rate pp. 59-70

Yichuan Zhao and Song Yang

Empirical likelihood for partially time-varying coefficient models with dependent observations pp. 71-84

Guo-Liang Fan, Han-Ying Liang and Zhen-Sheng Huang

A maximum smoothed likelihood estimator in the current status continuous mark model pp. 85-101

Piet Groeneboom, Geurt Jongbloed and Birgit Witte

Goodness-of-fitting for partial linear model with missing response at random pp. 103-118

Wangli Xu, Xu Guo and Lixing Zhu

Goodness-of-fit testing: the thresholding approach pp. 119-138

Min Hee Kim and Michael Akritas

Semiparametric estimation for inverse density weighted expectations when responses are missing at random pp. 139-152

Xuewen Lu, Heng Lian and Wanrong Liu

The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution pp. 153-167

Xiao-Feng Wang and Deping Ye

Recursive regression estimators with application to nonparametric prediction pp. 169-186

Aboubacar Amiri

A robust scale estimator based on pairwise means pp. 187-199

Garth Tarr, Samuel Müller and Neville Weber

Statistics of mixtures with varying concentrations with application to DNA microarray data analysis pp. 201-215

Rostyslav Maiboroda and Olena Sugakova

Prediction for spatio-temporal models with autoregression in errors pp. 217-244

Hongxia Wang, Jinde Wang and Bo Huang

Nonparametric empirical Bayes estimator in simultaneous estimation of Poisson means with application to mass spectrometry data pp. 245-265

Junyong Park