Journal of Nonparametric Statistics

Title Publication Date Language Citations
Estimation of a sparse and spiked covariance matrix2015/03/24English
Construction of credible intervals for nonlinear regression models with unknown error distributions2019/07/22English
Spline density estimation and inference with model-based penalties2019/04/15English
Integral generators of Archimedean n-copulas2019/06/06English
Improvement on LASSO-type estimator in nonparametric regression2022/06/18English
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models2022/06/10English
Robust covariance estimation with noisy high-frequency financial data2022/05/24English
Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models2021/01/02English
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers2022/11/28English
Minimax estimation in multi-task regression under low-rank structures2022/11/17English
A nonparametric discontinuity test of density using a beta kernel2022/11/29English
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations2022/11/12English
Transformation tests and their asymptotic power in two-sample comparisons2021/10/02English
Consistency of the simple mode of a density for spatial processes2022/03/04English
Distortion sensitivity of estimators of location2013/09/01English
Resampling-based efficient shrinkage method for non-smooth minimands2013/09/01English
Empirical likelihood ratio test for symmetry against type I bias with applications to competing risks2013/06/01English
Confidence intervals for nonparametric regression functions under negatively associated errors2011/09/01English
An approximation procedure of quantiles using an estimation of kernel method for quality control2011/06/01English
Empirical likelihood-based hot deck imputation methods2012/09/01English
Discussion of ‘identification and estimation of nonlinear models using two samples with nonclassical measurement Errors’ by Carroll et al.2010/05/01English
Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors2010/05/01English
Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu2010/05/01English
Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’2010/05/01English
Theoretical limits of component identification in a separable nonlinear least-squares problem2014/10/02English
Weighted rank tests and Hodges–Lehmann estimates for the multivariate two-sample location problem with clustered data2012/12/01English
Editorial Board2012/12/01English
A consistent model specification test for a partial linear model with covariates missing at random2012/12/01English
Rank transformations in Kernel density estimation2013/06/01English
Reviewer List 1stOct 10–30thSep 112011/12/01English