OOIR: Observatory of International Research

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 2022-01-01 to 2026-01-01.)

Article	Citations
New estimation for heteroscedastic single-index measurement error models	36
Soft Bayesian Additive Regression Trees (SBART) for correlated survey response with non-Gaussian error	12
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models	11
Nonparametric Bayes multiresolution testing for high-dimensional rare events	10
Correction	9
The generalised MLE with truncated interval-censored data	9
Test of dominance relations based on kernel smoothing method	8
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations	8
Nonparametric estimation of risk ratios for bivariate data	7
A comparison of causal inference methods for evaluating multiple treatment groups	7
Measure of shape for object data	6
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates	6
Home-range estimation under a restricted sample scheme	6
A time-span-focussed test for independence of time-varying linear processes	6
Model fitting using partially ranked data	6
On the consistency of a random forest algorithm in the presence of missing entries	5
Sequential and simultaneous distance-based dimension reduction	5
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring	5
Partial linear quantile regression model with incompletely observed functional covariates	5
Testing for the geometric distribution in multi-sample settings	5
Functional linear model with partially observed covariate and missing values in the response	5
Boundary-adaptive kernel density estimation: the case of (near) uniform density	4
PROFIT: projection-based test in longitudinal functional data	4
Some multivariate goodness of fit tests based on data depth	4
Asymptotics of nonparametric kernel regression estimation for a class of samples	4

Multivariate density estimation from privatised data: universal consistency and minimax rates	4
A Spearman dependence matrix for multivariate functional data	4
Nonparametric estimation of expectile regression in functional dependent data	4
Robust estimation for varying coefficient partially linear model based on MAVE	4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects	4
Nonparametric estimation of periodic signal disturbed by α-stable noises	3
Density derivative estimation using asymmetric kernels	3
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models	3
Improvement on LASSO-type estimator in nonparametric regression	3
A maximum entropy copula model for mixed data: representation, estimation and applications	3
Nonparametric screening for additive quantile regression in ultra-high dimension	3
The scalar-on-function modal regression for functional time series data	3
Hilbertian additive regression with parametric help	3
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence	3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes	3
Sparse kernel sufficient dimension reduction	3
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes	3
A double exponential gamma-frailty model for clustered survival data	3
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data	3
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces	3
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process	3
Trajectory clustering with adjustment for time-varying covariate effects	2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient	2
Testing axial symmetry by means of integrated rank scores	2
A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models	2
A class of nonparametric tests for the two-sample problem based on order statistics	2
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials	2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities	2
Nonparametric quantile regression with missing data using local estimating equations	2
Model-based statistical depth with applications to functional data	2
Nonparametric tests for detection of high dimensional outliers	2
On the connections between Chatterjee's correlation and rank distance correlation	2
Efficient nonparametric estimation of generalised autocovariances	2
Tests for equality of several mean vector functions for multivariate functional data with applications	2
On standardness: estimation of the standardness constant and decidability aspects	2
Persistent homology based goodness-of-fit tests for spatial tessellations	2
Jump detection with dependent wild bootstrap	2
A U-statistic-based test of treatment effect heterogeneity	2
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing	2
An adaptive test based on Kendall's tau for independence in high dimensions	2
A KL-divergence-based test for elliptical distribution	2
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data	2
A robust estimation based on penalised regularisation for the varying-coefficient additive model	2
Reweighted and circularised Anderson-Darling tests of goodness-of-fit	2