Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 22, issue 8, 2010

Spearman's footrule and Gini's gamma: a review with complements pp. 937-954

Christian Genest, Johanna Nešlehová and Noomen Ben Ghorbal

Asymptotic normality of kernel estimates in a regression model for random fields pp. 955-971

Mohamed El Machkouri and Radu Stoica

Generalised kernel smoothing for non-negative stationary ergodic processes pp. 973-997

Yogendra Chaubey, Naâmane Laïb and Arusharka Sen

Simultaneous confidence bands for time-series prediction function pp. 999-1018

Li Wang and Lijian Yang

Least-squares estimation of two-ordered monotone regression curves pp. 1019-1037

Fadoua Balabdaoui, Kaspar Rufibach and Filippo Santambrogio

An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data pp. 1039-1051

Dongliang Wang, Alan Hutson and Daniel Gaile

A two-sample nonparametric likelihood ratio test pp. 1053-1065

Patrick Marsh

List of Reviewers pp. 1067-1068

The Editors

Editorial Board pp. ebi-ebi

The Editors

Volume 22, issue 7, 2010

Editorial for the special issue on ‘Papers inspired by the Workshop “Nonparametric Statistics: Refined, Redefined, and Renewed”’ pp. 821-822

Edgar Brunner, Madan Puri and Robert Serfling

Nonparametric maximum-likelihood estimation of within-set ranking errors in ranked set sampling pp. 823-840

Omer Ozturk

Aggregated wavelet estimation and its application to ultra-fast fMRI pp. 841-857

Sam Efromovich and Zibonele Valdez-Jasso

A multivariate Wilcoxon regression estimate pp. 859-877

Weihua Zhou

Testing for Common Principal Components under Heterokurticity pp. 879-895

Marc Hallin, Davy Paindaveine and Thomas Verdebout

Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives pp. 897-913

Kimihiro Noguchi and Yulia Gel

Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation pp. 915-936

Robert Serfling

Volume 22, issue 6, 2010

The Stein hull pp. 685-702

Clément Marteau

Reduction of Gaussian mixture models by maximum similarity pp. 703-709

Jørgen Harmse

Semi-reproducing kernel Hilbert spaces, splines and increment kriging pp. 711-722

A. Mosamam and J. Kent

A robust test for homoscedasticity in nonparametric regression pp. 723-736

Holger Dette and Mareen Marchlewski

Robust estimates in generalised varying-coefficient partially linear models pp. 737-754

Tao Hu and Hengjian Cui

Two sample tests for the nonparametric Behrens–Fisher problem with clustered data pp. 755-771

Denis Larocque, Riina Haataja, Jaakko Nevalainen and Hannu Oja

Uniform asymptotics for kernel density estimators with variable bandwidths pp. 773-795

Evarist Giné and Hailin Sang

On a partly linear autoregressive model with moving average errors pp. 797-820

Ana Bianco and Graciela Boente

Volume 22, issue 5, 2010

Editorial pp. 545-546

Ricardo Cao, Winfried Stute, Philippe Vieu and Jacobo de Uña

A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring pp. 547-566

Bianca Teodorescu and Ingrid Van Keilegom

Bootstrapping the NPMLE for doubly truncated data pp. 567-583

Carla Moreira and Jacobo de Uña-Álvarez

The statistical analysis of consecutive survival data under serial dependence pp. 585-597

Ewa Strzalkowska-Kominiak and Winfried Stute

Directional clustering tests based on nearest neighbour contingency tables pp. 599-616

Elvan Ceyhan

Locally modelled regression and functional data pp. 617-632

J. Barrientos-Marin, F. Ferraty and P. Vieu

Local polynomial inference for small area statistics: estimation, validation and prediction pp. 633-648

Stefan Sperlich and María José Lombardía

Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency pp. 649-668

Yakov Nikitin

Finite-sample consistency of combination-based permutation tests with application to repeated measures designs pp. 669-684

Fortunato Pesarin and Luigi Salmaso

Volume 22, issue 4, 2010

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors pp. 379-399

Raymond Carroll, Xiaohong Chen and Yingyao Hu

Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’ pp. 401-404

Aurore Delaigle and Peter Hall

Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu pp. 405-408

Han Hong

Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors pp. 409-414

Marie-Luce Taupin

Discussion of ‘identification and estimation of nonlinear models using two samples with nonclassical measurement Errors’ by Carroll et al pp. 415-418

Young Truong

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors pp. 419-423

Raymond Carroll, Xiaohong Chen and Yingyao Hu

Asymptotic normality of the mixture density estimator in a disaggregation scheme pp. 425-442

Dmitrij Celov, Remigijus Leipus and Anne Philippe

Distribution function estimation by constrained polynomial spline regression pp. 443-457

Lan Xue and Jing Wang

A bias-reduced approach to density estimation using Bernstein polynomials pp. 459-475

Alexandre Leblanc

Bivariate splines for spatial functional regression models pp. 477-497

Serge Guillas and Ming-Jun Lai

Penalised variable selection with U-estimates pp. 499-515

Xiao Song and Shuangge Ma

Optimal ranked set sampling estimation based on medians from multiple set sizes pp. 517-527

Nader Gemayel, Elizabeth Stasny and Douglas Wolfe

On the goodness-of-fit testing for ergodic diffusion processes pp. 529-543

Yury Kutoyants

Volume 22, issue 3, 2010

Regularisation and P-splines in generalised linear models pp. 271-295

Irène Gijbels and Anneleen Verhasselt

Nonparametric sequential prediction of time series pp. 297-317

Gérard Biau, Kevin Bleakley, László Györfi and György Ottucsák

Nonlinear wavelet estimator of the regression function under left-truncated dependent data pp. 319-344

Jacobo de Uña-Álvarez, Han-Ying Liang and Alberto Rodríguez-Casal

A surveillance procedure for random walks based on local linear estimation pp. 345-361

Ansgar Steland

Nonparametric spatial prediction under stochastic sampling design pp. 363-377

Raquel Menezes, Pilar García-Soidán and Célia Ferreira

Volume 22, issue 2, 2010

Nonparametric estimation for time-varying transformation models with longitudinal data pp. 133-147

Colin Wu, Xin Tian and Jarvis Yu

Inference from heteroscedastic functional data pp. 149-168

Haiyan Wang and Michael Akritas

Data-driven nonparametric tolerance sets pp. 169-180

Jesse Frey

An asymptotic theory for the nugget estimator in spatial models pp. 181-195

Tae Kim, Jeong Park and Gyu Song

B-spline estimation for spatial data pp. 197-217

Tang Qingguo and Cheng Longsheng

Bias reduction in kernel density estimation via Lipschitz condition pp. 219-235

Kairat Mynbaev and Carlos Martins-Filho

Quantile estimation for discrete data via empirical likelihood pp. 237-255

Jien Chen and Nicole Lazar

Jackknife-after-bootstrap regression influence diagnostics pp. 257-269

Michael Martin and Steven Roberts

Volume 22, issue 1, 2010

Direct deconvolution density estimation of a mixture distribution motivated by mutation effects distribution pp. 1-22

Mihee Lee, Haipeng Shen, Christina Burch and J. Marron

Nonparametric deconvolution of density estimation based on observed sums pp. 23-39

Albert Vexler, Aiyi Liu and Enrique Schisterman

Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression pp. 41-64

Didier Girard

On optimal estimation of the mode in nonparametric deconvolution problems pp. 65-80

Barbara Wieczorek

Boundary performance of the beta kernel estimators pp. 81-104

Shunpu Zhang and Rohana Karunamuni

Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation pp. 105-114

J. Liao, Yujun Wu and Yong Lin

Asymptotics for censored regression quantiles pp. 115-130

Stephen Portnoy and Guixian Lin

List of Reviewers for 2009 pp. 131-132

The Editors