OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Nonparametric Statistics is 1. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Minimax estimation in multi-task regression under low-rank structures	30
Nonparametric estimation of isotropic covariance function	21
Stochastic feature selection with annealing and its applications to streaming data	11
Nonparametric Bayes multiresolution testing for high-dimensional rare events	8
Bias reduction by transformed flat-top Fourier series estimator of density on compact support	7
Model-free prediction of time series: a nonparametric approach	7
A median test for functional data	6
Regression estimation for continuous-time functional data processes with missing at random response	6
Conditional symmetry test based on empirical characteristic function	6
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence	5
A phase-II change-point-based distribution-free scheme for monitoring of three process aspects	5
On a projection estimator of the regression function derivative	5
A nonparametric Bayesian item response modelling approach for clustering items and individuals simultaneously	4
Nonparametric estimation of highest density regions for COVID-19	4
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles	4
New estimation for heteroscedastic single-index measurement error models	4
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence	4
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 2015	4
Hilbertian additive regression with parametric help	4
Kernel regression for cause-specific hazard models with nonparametric covariate functions	3
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials	3
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model	3
Nonparametric estimation of functional dynamic factor model	3
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications	3
Robust covariance estimation with noisy high-frequency financial data	3

Nonparametric estimation and inference for spatiotemporal epidemic models	3
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations	3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes	3
Improvement on LASSO-type estimator in nonparametric regression	3
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations	2
Asymptotic normality of kernel density estimation for mixing high-frequency data	2
Nonparametric inference about increasing odds rate distributions	2
Nonparametric estimation of risk ratios for bivariate data	2
Variance function estimation in regression model via aggregation procedures	2
The test of exponentiality based on the mean residual life function revisited	2
The generalised MLE with truncated interval-censored data	2
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models	2
Another look at halfspace depth: flag halfspaces with applications	2
Kernel density estimation for a stochastic process with values in a Riemannian manifold	2
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support	2
Group inference of high-dimensional single-index models	2
Bayesian nonparametric mixture of experts for inverse problems	2
A bootstrap functional central limit theorem for time-varying linear processes	2
Nonparametric needlet estimation for partial derivatives of a probability density function on thed-torus	2
A process of dependent quantile pyramids	2
The stochastic convergence of Bernstein polynomial estimators in a triangular array	2
Integrated log-rank test	2
Subgroup detection in the heterogeneous partially linear additive Cox model	2
Tracking full posterior in online Bayesian classification learning: a particle filter approach	2
Local linear estimation and plug-in bandwidth selection for the ratio of two hazard rate functions	1
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates	1
The A-optimal subsampling approach to the analysis of count data of massive size	1
Equivalence between constrained optimal smoothing and Bayesian estimation	1
Detecting the complexity of a functional time series	1
Symmetric smoothed bootstrap methods for ranked set samples	1
Testing axial symmetry by means of integrated rank scores	1
On sufficient dimension reduction via principal asymmetric least squares	1
Density derivative estimation using asymmetric kernels	1
Regression analysis of mixed panel count data with dependent observation processes	1
Model fitting using partially ranked data	1
The hazard level set	1
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates	1
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data	1
Improved estimation of hazard function when failure information is missing not at random	1
Test of dominance relations based on kernel smoothing method	1
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space	1
Nonparametric inference for interval data using kernel methods	1
Statistical inference for ARMA time series with moving average trend	1
Functional linear model with partially observed covariate and missing values in the response	1
An optimal sequential design in ethical allocation with an adaptive interim analysis	1
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models	1
IPCW approach for testing independence	1
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates	1
Exponentially weighted averaging of varying-coefficient partially linear models	1
The improved correlation coefficient of Chatterjee	1

Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function	1
Home-range estimation under a restricted sample scheme	1
Estimating restricted mean treatment effects with additive-multiplicative hazards models	1
Transformation tests and their asymptotic power in two-sample comparisons	1
Empirical likelihood for the analysis of experimental designs	1
Partial linear quantile regression model with incompletely observed functional covariates	1
Modified martingale difference correlations	1
Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors	1
Two-stage local rank estimation for generalised partially linear varying-coefficient models	1