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 23, issue 4, 2011

Lack-of-fit tests in linear mixed models with application to wavelet tests pp. 853-865

Gerda Claeskens, Huijuan Ding and Maarten Jansen

Bayesian estimation and inference for generalised partial linear models using shape-restricted splines pp. 867-884

Mary Meyer, Amber Hackstadt and Jennifer Hoeting

Proportional subdistribution hazards regression for left-truncated competing risks data pp. 885-895

Pao-sheng Shen

On uniform consistent estimators for convex regression pp. 897-908

Néstor Aguilera, Liliana Forzani and Pedro Morin

Estimation for the invariant law of an ergodic diffusion process based on high-frequency data pp. 909-915

Yoichi Nishiyama

Double-smoothing for varying coefficient models pp. 917-926

Wan Tang, Guoxin Zuo and Hua He

Discrete semiparametric regression models with associated kernel and applications pp. 927-941

T. Senga Kiessé and M. Rivoire

Nonparametric confidence intervals for the integral of a function of an unknown density pp. 943-966

Christopher Withers and Saralees Nadarajah

An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations pp. 967-989

Florian Ueltzhöfer and Claudia Klüppelberg

Estimation of the smoothness of density pp. 991-1001

Karol Dziedziul, Magdalena Kucharska and Barbara Wolnik

Deconvolution for an atomic distribution: rates of convergence pp. 1003-1029

Shota Gugushvili, Bert van Es and Peter Spreij

Optimal plug-in estimators for multivariate distributions with conditionally independent components pp. 1031-1050

Ursula Müller, Anton Schick and Wolfgang Wefelmeyer

Depth-based weighted empirical likelihood and general estimating equations pp. 1051-1062

Yunlu Jiang, Shaoli Wang, Wenxiu Ge and Xueqin Wang

Lens data depth and median pp. 1063-1074

Zhenyu Liu and Reza Modarres

Reviewer List 1 Oct 10–30 Sep 11 pp. 1075-1076

The Editors

Editorial Board pp. ebi-ebi

The Editors

Volume 23, issue 3, 2011

Randomised -values and nonparametric procedures in multiple testing pp. 583-604

Joshua Habiger and Edsel Peña

A triangle test for equality of distribution functions in high dimensions pp. 605-615

Zhenyu Liu and Reza Modarres

A new statistical depth function with applications to multimodal data pp. 617-631

W. Lok and Stephen Lee

Necessary and sufficient condition for the existence of a limit distribution of the nearest-neighbour density estimator pp. 633-643

Alain Berlinet and Rémi Servien

Confidence intervals for nonparametric regression functions under negatively associated errors pp. 645-659

Yongsong Qin, Yinghua Li, Weizhen Yang and Qingzhu Lei

Nonparametric estimation for dependent data pp. 661-681

Jan Johannes and Suhasini Rao

The central limit theorem for degenerate variable -statistics under dependence pp. 683-699

Tae Kim, Zhi-Ming Luo and Chiho Kim

Optimal zone for bandwidth selection in semiparametric models pp. 701-717

Jialiang Li, Wenyang Zhang and Zhengxiao Wu

Exact MLE and asymptotic properties for nonparametric semi-Markov models pp. 719-739

Samis Trevezas and Nikolaos Limnios

Exact nonparametric inference for component lifetime distribution based on lifetime data from systems with known signatures pp. 741-752

Narayanaswamy Balakrishnan, Hon Ng and Jorge Navarro

Testing quasi-independence for doubly truncated data pp. 753-761

Pao-Sheng Shen

A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness of fit pp. 763-780

Zhong Guan and Cheng Peng

Regenerative block empirical likelihood for Markov chains pp. 781-802

Hugo Harari-Kermadec

Properties of the neural network sieve bootstrap pp. 803-817

F. Giordano, M. La Rocca and Cira Perna

On some ridge regression estimators: a nonparametric approach pp. 819-851

A. Saleh and B. Golam Kibria

Volume 23, issue 2, 2011

Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach pp. 237-254

Hiroki Masuda, Ilia Negri and Yoichi Nishiyama

Adaptive sequential estimation for ergodic diffusion processes in quadratic metric pp. 255-285

L. Galtchouk and S. Pergamenshchikov

Mixtures of nonparametric autoregressions pp. 287-303

J. Franke, J.-P. Stockis, J. Tadjuidje-Kamgaing and W. Li

Rank-based testing in linear models with stable errors pp. 305-320

Marc Hallin, Yvik Swan, Thomas Verdebout and David Veredas

Testing heteroscedasticity in partially linear models with missing covariates pp. 321-337

Xiaohui Liu, Zhizhong Wang and Xuemei Hu

Statistical estimation in partially linear single-index models with error-prone linear covariates pp. 339-350

Zhensheng Huang

Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors pp. 351-365

Han-Ying Liang and Ya-Mei Liu

Determination of linear components in additive models pp. 367-383

Rong Chen, Hua Liang and Jing Wang

Nonparametric overlap coefficient estimation using ranked set sampling pp. 385-397

Amal Helu, Hani Samawi and Robert Vogel

An approximation procedure of quantiles using an estimation of kernel method for quality control pp. 399-413

Vesa Hasu, Kalle Halmevaara and Heikki Koivo

Simultaneous multiple non-crossing quantile regression estimation using kernel constraints pp. 415-437

Yufeng Liu and Yichao Wu

An extension of the Koziol–Green model under dependent censoring pp. 439-453

Auguste Gaddah and Roel Braekers

Nonparametric estimation of density and hazard rate functions with shape restrictions pp. 455-470

Mary Meyer and Desale Habtzghi

Conditional mean residual life estimation pp. 471-495

Elodie Brunel and Fabienne Comte

Empirical likelihood for partially linear models with missing responses at random pp. 497-511

Yongsong Qin and Jianjun Li

Smooth density estimation with moment constraints using mixture distributions pp. 513-531

Ani Eloyan and Sujit Ghosh

Fourier series-based direct plug-in bandwidth selectors for kernel density estimation pp. 533-545

Carlos Tenreiro

Testing symmetry of a nonparametric bivariate regression function pp. 547-565

Melanie Birke, Holger Dette and Kristin Stahljans

Efficient algorithms for computing the non and semi-parametric maximum likelihood estimates with panel count data pp. 567-579

Gang Cheng, Ying Zhang and Liqiang Lu

Student Prize Award pp. 581-581

The Editors

Volume 23, issue 1, 2011

Validity of the bootstrap in the critical process with a non-stationary immigration pp. 1-19

I. Rahimov and M. Omar

A Gaussian process regression approach to a single-index model pp. 21-36

Taeryon Choi, Jian Shi and Bo Wang

Single-index coefficient models for nonlinear time series pp. 37-58

Tracy Wu, Haiqun Lin and Yan Yu

The Bahadur representation for sample quantile under NOD sequence pp. 59-65

Xiaoqin Li, Wenzhi Yang, Shuhe Hu and Xuejun Wang

A jump-detecting procedure based on spline estimation pp. 67-81

Shujie Ma and Lijian Yang

A change-point estimator using local Fourier series pp. 83-98

Jaehee Kim and Jeffrey Hart

Testing the linearity in partially linear models pp. 99-114

Na Li, Xingzhong Xu and Pei Jin

Functional partial linear model pp. 115-128

Heng Lian

Impossibility of weak convergence of kernel density estimators to a non-degenerate law in (ℝ) pp. 129-135

Yoichi Nishiyama

A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator pp. 137-148

Max de Lima and Gregorio Atuncar

Confidence intervals for nonparametric regression pp. 149-163

Lawrence Brown, Xin Fu and Linda Zhao

Fast rate of convergence in high-dimensional linear discriminant analysis pp. 165-183

R. Girard

An ordinary differential equation-based solution path algorithm pp. 185-199

Yichao Wu

M-tests for multivariate regression model pp. 201-218

Rossita Yunus and Shahjahan Khan

Distribution-free estimators of variance components for multivariate linear mixed models pp. 219-235

Jun Han