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 2021-08-01 to 2025-08-01.)
ArticleCitations
New estimation for heteroscedastic single-index measurement error models34
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 201511
Nonparametric Bayes multiresolution testing for high-dimensional rare events8
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations8
Correction8
The generalised MLE with truncated interval-censored data7
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models7
Model fitting using partially ranked data6
Nonparametric estimation and inference for spatiotemporal epidemic models6
Measure of shape for object data6
Test of dominance relations based on kernel smoothing method6
Home-range estimation under a restricted sample scheme6
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates6
Testing for the geometric distribution in multi-sample settings5
Symmetric smoothed bootstrap methods for ranked set samples5
Nonparametric estimation of risk ratios for bivariate data5
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring5
On the consistency of a random forest algorithm in the presence of missing entries5
Sequential and simultaneous distance-based dimension reduction5
Sparse kernel sufficient dimension reduction4
Functional linear model with partially observed covariate and missing values in the response4
Partial linear quantile regression model with incompletely observed functional covariates4
Boundary-adaptive kernel density estimation: the case of (near) uniform density4
Some multivariate goodness of fit tests based on data depth4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects3
Truncation data analysis for the under-reporting probability in COVID-19 pandemic3
Nonparametric screening for additive quantile regression in ultra-high dimension3
A double exponential gamma-frailty model for clustered survival data3
Nonparametric estimation of expectile regression in functional dependent data3
A Spearman dependence matrix for multivariate functional data3
Multivariate density estimation from privatised data: universal consistency and minimax rates3
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes3
A maximum entropy copula model for mixed data: representation, estimation and applications3
PROFIT: projection-based test in longitudinal functional data3
Robust estimation for varying coefficient partially linear model based on MAVE3
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process3
Nonparametric estimation of periodic signal disturbed by α-stable noises3
Hilbertian additive regression with parametric help2
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence2
Density derivative estimation using asymmetric kernels2
Nonparametric estimation of highest density regions for COVID-192
Reweighted and circularised Anderson-Darling tests of goodness-of-fit2
Model-based statistical depth with applications to functional data2
An adaptive test based on Kendall's tau for independence in high dimensions2
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces2
Improvement on LASSO-type estimator in nonparametric regression2
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models2
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient2
Trajectory clustering with adjustment for time-varying covariate effects2
Tests for equality of several mean vector functions for multivariate functional data with applications2
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing2
The scalar-on-function modal regression for functional time series data2
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes2
The hazard level set2
Transformation tests and their asymptotic power in two-sample comparisons2
Testing axial symmetry by means of integrated rank scores2
Nonparametric quantile regression with missing data using local estimating equations2
Nonparametric tests for detection of high dimensional outliers2
A U-statistic-based test of treatment effect heterogeneity2
0.11263203620911