Journal of Nonparametric Statistics

Papers
(The TQCC of Journal of Nonparametric Statistics is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-05-01 to 2026-05-01.)
ArticleCitations
Nonparametric Bayes multiresolution testing for high-dimensional rare events14
The generalised MLE with truncated interval-censored data12
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations10
Correction9
Boosting-based model averaging of high-dimensional varying coefficient models with application to house price prediction9
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models8
An empirical-error-guided bandwidth selector in nonparametric classification with incomplete data7
Home-range estimation under a restricted sample scheme6
Test of dominance relations based on kernel smoothing method6
Model fitting using partially ranked data6
Soft Bayesian Additive Regression Trees (SBART) for correlated survey response with non-Gaussian error6
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates6
A time-span-focussed test for independence of time-varying linear processes5
Asymptotic normality of wavelet estimators in heteroscedastic time varying-coefficient errors-in-variables model5
Editorial5
Nonparametric estimation of risk ratios for bivariate data5
Measure of shape for object data5
A comparison of causal inference methods for evaluating multiple treatment groups5
Kolmogorov–Smirnov learning by neural networks with a nonconvex surrogate loss5
A maximum entropy copula model for mixed data: representation, estimation and applications4
Functional linear model with partially observed covariate and missing values in the response4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects4
Asymptotics of nonparametric kernel regression estimation for a class of samples4
Boundary-adaptive kernel density estimation: the case of (near) uniform density4
Robust estimation for varying coefficient partially linear model based on MAVE4
On the consistency of a random forest algorithm in the presence of missing entries4
Partial linear quantile regression model with incompletely observed functional covariates4
Multivariate density estimation from privatised data: universal consistency and minimax rates4
Sparse kernel sufficient dimension reduction4
PROFIT: projection-based test in longitudinal functional data4
Sequential and simultaneous distance-based dimension reduction4
Testing for the geometric distribution in multi-sample settings4
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring4
A Spearman dependence matrix for multivariate functional data4
Hilbertian additive regression with parametric help3
A double exponential gamma-frailty model for clustered survival data3
Improvement on LASSO-type estimator in nonparametric regression3
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models3
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence3
Nonparametric screening for additive quantile regression in ultra-high dimension3
The scalar-on-function modal regression for functional time series data3
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data3
Density derivative estimation using asymmetric kernels3
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process3
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes3
Testing axial symmetry by means of integrated rank scores3
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data2
A class of nonparametric tests for the two-sample problem based on order statistics2
A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models2
Trajectory clustering with adjustment for time-varying covariate effects2
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing2
Reweighted and circularised Anderson-Darling tests of goodness-of-fit2
Efficient nonparametric estimation of generalised autocovariances2
A robust estimation based on penalised regularisation for the varying-coefficient additive model2
Threshold selection for extremal index estimation2
On the connections between Chatterjee's correlation and rank distance correlation2
An adaptive test based on Kendall's tau for independence in high dimensions2
A KL-divergence-based test for elliptical distribution2
On standardness: estimation of the standardness constant and decidability aspects2
Uniformity tests for circular data based on a Parzen–Rosenblatt type estimator2
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials2
Persistent homology based goodness-of-fit tests for spatial tessellations2
Tests for equality of several mean vector functions for multivariate functional data with applications2
Jump detection with dependent wild bootstrap2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient2
Model-based statistical depth with applications to functional data2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities2
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