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Content
2011, Volume 23, Issue 2
- 287-303 Mixtures of nonparametric autoregressions
by J. Franke & J.-P. Stockis & J. Tadjuidje-Kamgaing & W. Li - 305-320 Rank-based testing in linear models with stable errors
by Marc Hallin & Yvik Swan & Thomas Verdebout & David Veredas - 321-337 Testing heteroscedasticity in partially linear models with missing covariates
by Xiaohui Liu & Zhizhong Wang & Xuemei Hu - 339-350 Statistical estimation in partially linear single-index models with error-prone linear covariates
by Zhensheng Huang - 351-365 Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
by Han-Ying Liang & Ya-Mei Liu - 367-383 Determination of linear components in additive models
by Rong Chen & Hua Liang & Jing Wang - 385-397 Nonparametric overlap coefficient estimation using ranked set sampling
by Amal Helu & Hani Samawi & Robert Vogel - 399-413 An approximation procedure of quantiles using an estimation of kernel method for quality control
by Vesa Hasu & Kalle Halmevaara & Heikki Koivo - 415-437 Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
by Yufeng Liu & Yichao Wu - 439-453 An extension of the Koziol–Green model under dependent censoring
by Auguste Gaddah & Roel Braekers - 455-470 Nonparametric estimation of density and hazard rate functions with shape restrictions
by Mary Meyer & Desale Habtzghi - 471-495 Conditional mean residual life estimation
by Elodie Brunel & Fabienne Comte - 497-511 Empirical likelihood for partially linear models with missing responses at random
by Yongsong Qin & Jianjun Li - 513-531 Smooth density estimation with moment constraints using mixture distributions
by Ani Eloyan & Sujit Ghosh - 533-545 Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
by Carlos Tenreiro - 547-565 Testing symmetry of a nonparametric bivariate regression function
by Melanie Birke & Holger Dette & Kristin Stahljans - 567-579 Efficient algorithms for computing the non and semi-parametric maximum likelihood estimates with panel count data
by Gang Cheng & Ying Zhang & Liqiang Lu - 581-581 Student Prize Award
by The Editors
2011, Volume 23, Issue 1
- 1-19 Validity of the bootstrap in the critical process with a non-stationary immigration
by I. Rahimov & M. Omar - 21-36 A Gaussian process regression approach to a single-index model
by Taeryon Choi & Jian Shi & Bo Wang - 37-58 Single-index coefficient models for nonlinear time series
by Tracy Wu & Haiqun Lin & Yan Yu - 59-65 The Bahadur representation for sample quantile under NOD sequence
by Xiaoqin Li & Wenzhi Yang & Shuhe Hu & Xuejun Wang - 67-81 A jump-detecting procedure based on spline estimation
by Shujie Ma & Lijian Yang - 83-98 A change-point estimator using local Fourier series
by Jaehee Kim & Jeffrey Hart - 99-114 Testing the linearity in partially linear models
by Na Li & Xingzhong Xu & Pei Jin - 115-128 Functional partial linear model
by Heng Lian - 129-135 Impossibility of weak convergence of kernel density estimators to a non-degenerate law in (ℝ)
by Yoichi Nishiyama - 137-148 A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator
by Max de Lima & Gregorio Atuncar - 149-163 Confidence intervals for nonparametric regression
by Lawrence Brown & Xin Fu & Linda Zhao - 165-183 Fast rate of convergence in high-dimensional linear discriminant analysis
by R. Girard - 185-199 An ordinary differential equation-based solution path algorithm
by Yichao Wu - 201-218 M-tests for multivariate regression model
by Rossita Yunus & Shahjahan Khan - 219-235 Distribution-free estimators of variance components for multivariate linear mixed models
by Jun Han
2010, Volume 22, Issue 8
- 1-1 Editorial Board
by The Editors - 937-954 Spearman's footrule and Gini's gamma: a review with complements
by Christian Genest & Johanna Nešlehová & Noomen Ben Ghorbal - 955-971 Asymptotic normality of kernel estimates in a regression model for random fields
by Mohamed El Machkouri & Radu Stoica - 973-997 Generalised kernel smoothing for non-negative stationary ergodic processes
by Yogendra Chaubey & Naâmane Laïb & Arusharka Sen - 999-1018 Simultaneous confidence bands for time-series prediction function
by Li Wang & Lijian Yang - 1019-1037 Least-squares estimation of two-ordered monotone regression curves
by Fadoua Balabdaoui & Kaspar Rufibach & Filippo Santambrogio - 1039-1051 An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data
by Dongliang Wang & Alan Hutson & Daniel Gaile - 1053-1065 A two-sample nonparametric likelihood ratio test
by Patrick Marsh - 1067-1068 List of Reviewers
by The Editors
2010, Volume 22, Issue 7
- 821-822 Editorial for the special issue on ‘Papers inspired by the Workshop “Nonparametric Statistics: Refined, Redefined, and Renewed”’
by Edgar Brunner & Madan Puri & Robert Serfling - 823-840 Nonparametric maximum-likelihood estimation of within-set ranking errors in ranked set sampling
by Omer Ozturk - 841-857 Aggregated wavelet estimation and its application to ultra-fast fMRI
by Sam Efromovich & Zibonele Valdez-Jasso - 859-877 A multivariate Wilcoxon regression estimate
by Weihua Zhou - 879-895 Testing for Common Principal Components under Heterokurticity
by Marc Hallin & Davy Paindaveine & Thomas Verdebout - 897-913 Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives
by Kimihiro Noguchi & Yulia Gel - 915-936 Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
by Robert Serfling
2010, Volume 22, Issue 6
- 685-702 The Stein hull
by Clément Marteau - 703-709 Reduction of Gaussian mixture models by maximum similarity
by Jørgen Harmse - 711-722 Semi-reproducing kernel Hilbert spaces, splines and increment kriging
by A. Mosamam & J. Kent - 723-736 A robust test for homoscedasticity in nonparametric regression
by Holger Dette & Mareen Marchlewski - 737-754 Robust estimates in generalised varying-coefficient partially linear models
by Tao Hu & Hengjian Cui - 755-771 Two sample tests for the nonparametric Behrens–Fisher problem with clustered data
by Denis Larocque & Riina Haataja & Jaakko Nevalainen & Hannu Oja - 773-795 Uniform asymptotics for kernel density estimators with variable bandwidths
by Evarist Giné & Hailin Sang - 797-820 On a partly linear autoregressive model with moving average errors
by Ana Bianco & Graciela Boente
2010, Volume 22, Issue 5
- 545-546 Editorial
by Ricardo Cao & Winfried Stute & Philippe Vieu & Jacobo de Uña - 547-566 A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring
by Bianca Teodorescu & Ingrid Van Keilegom - 567-583 Bootstrapping the NPMLE for doubly truncated data
by Carla Moreira & Jacobo de Uña-Álvarez - 585-597 The statistical analysis of consecutive survival data under serial dependence
by Ewa Strzalkowska-Kominiak & Winfried Stute - 599-616 Directional clustering tests based on nearest neighbour contingency tables
by Elvan Ceyhan - 617-632 Locally modelled regression and functional data
by J. Barrientos-Marin & F. Ferraty & P. Vieu - 633-648 Local polynomial inference for small area statistics: estimation, validation and prediction
by Stefan Sperlich & María José Lombardía - 649-668 Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency
by Ya. Nikitin - 669-684 Finite-sample consistency of combination-based permutation tests with application to repeated measures designs
by Fortunato Pesarin & Luigi Salmaso
2010, Volume 22, Issue 4
- 379-399 Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
by Raymond Carroll & Xiaohong Chen & Yingyao Hu - 401-404 Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’
by Aurore Delaigle & Peter Hall - 405-408 Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu
by Han Hong - 409-414 Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors
by Marie-Luce Taupin - 415-418 Discussion of ‘identification and estimation of nonlinear models using two samples with nonclassical measurement Errors’ by Carroll et al
by Young Truong - 419-423 Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
by Raymond Carroll & Xiaohong Chen & Yingyao Hu - 425-442 Asymptotic normality of the mixture density estimator in a disaggregation scheme
by Dmitrij Celov & Remigijus Leipus & Anne Philippe - 443-457 Distribution function estimation by constrained polynomial spline regression
by Lan Xue & Jing Wang - 459-475 A bias-reduced approach to density estimation using Bernstein polynomials
by Alexandre Leblanc - 477-497 Bivariate splines for spatial functional regression models
by Serge Guillas & Ming-Jun Lai - 499-515 Penalised variable selection with U-estimates
by Xiao Song & Shuangge Ma - 517-527 Optimal ranked set sampling estimation based on medians from multiple set sizes
by Nader Gemayel & Elizabeth Stasny & Douglas Wolfe - 529-543 On the goodness-of-fit testing for ergodic diffusion processes
by Yury Kutoyants
2010, Volume 22, Issue 3
- 271-295 Regularisation and P-splines in generalised linear models
by Irène Gijbels & Anneleen Verhasselt - 297-317 Nonparametric sequential prediction of time series
by Gérard Biau & Kevin Bleakley & László Györfi & György Ottucsák - 319-344 Nonlinear wavelet estimator of the regression function under left-truncated dependent data
by Jacobo de Uña-Álvarez & Han-Ying Liang & Alberto Rodríguez-Casal - 345-361 A surveillance procedure for random walks based on local linear estimation
by Ansgar Steland - 363-377 Nonparametric spatial prediction under stochastic sampling design
by Raquel Menezes & Pilar García-Soidán & Célia Ferreira
2010, Volume 22, Issue 2
- 133-147 Nonparametric estimation for time-varying transformation models with longitudinal data
by Colin Wu & Xin Tian & Jarvis Yu - 149-168 Inference from heteroscedastic functional data
by Haiyan Wang & Michael Akritas - 169-180 Data-driven nonparametric tolerance sets
by Jesse Frey - 181-195 An asymptotic theory for the nugget estimator in spatial models
by Tae Kim & Jeong Park & Gyu Song - 197-217 B-spline estimation for spatial data
by Tang Qingguo & Cheng Longsheng - 219-235 Bias reduction in kernel density estimation via Lipschitz condition
by Kairat Mynbaev & Carlos Martins-Filho - 237-255 Quantile estimation for discrete data via empirical likelihood
by Jien Chen & Nicole Lazar - 257-269 Jackknife-after-bootstrap regression influence diagnostics
by Michael Martin & Steven Roberts
2010, Volume 22, Issue 1
- 1-22 Direct deconvolution density estimation of a mixture distribution motivated by mutation effects distribution
by Mihee Lee & Haipeng Shen & Christina Burch & J. Marron - 23-39 Nonparametric deconvolution of density estimation based on observed sums
by Albert Vexler & Aiyi Liu & Enrique Schisterman - 41-64 Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
by Didier Girard - 65-80 On optimal estimation of the mode in nonparametric deconvolution problems
by Barbara Wieczorek - 81-104 Boundary performance of the beta kernel estimators
by Shunpu Zhang & Rohana Karunamuni - 105-114 Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation
by J. Liao & Yujun Wu & Yong Lin - 115-130 Asymptotics for censored regression quantiles
by Stephen Portnoy & Guixian Lin - 131-132 List of Reviewers for 2009
by The Editors
2009, Volume 21, Issue 8
- 943-967 Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
by Christophe Ley & Davy Paindaveine - 969-975 Partial sufficiency and density estimation
by J. Chacón & J. Montanero & A. Nogales & P. Pérez - 977-990 Asymptotic consistency of risk functionals
by David Wozabal & Nancy Wozabal - 991-1002 Adaptive estimators for nonparametric heteroscedastic regression models
by J.-Y. Brua - 1003-1015 Regression quantiles with errors-in-variables
by D. Ioannides & Eric Matzner-Løber - 1017-1036 Comparing generalised maximum entropy and partial least squares methods for structural equation models
by Enrico Ciavolino & Amjad Al-Nasser - 1037-1049 On empirical Bayes two-tail tests for double exponential distributions
by Lee-Shen Chen
2009, Volume 21, Issue 7
- 769-769 Editorial
by Tony Cai - 771-786 Marginal hazards model for multivariate failure time data with auxiliary covariates
by Zhaozhi Fan & Xiao-Feng Wang - 787-799 Weighted least squares method for censored linear models
by Wanrong Liu & Xuewen Lu - 801-814 Nonparametric estimation for doubly censored failure time data
by Dianliang Deng & Hong-Bin Fang & Jianguo Sun - 815-825 Smoothing spline estimation of generalised varying-coefficient mixed model
by Yiqiang Lu & Riquan Zhang - 827-837 Seasonality analysis of time series in partial linear models
by Q. Shao - 839-850 Sharp adaptive estimation by a blockwise method
by T. Tony Cai & Mark Low & Linda Zhao - 851-861 A data-adaptive hybrid method for dimension reduction
by Li-Ping Zhu & Li-Xing Zhu - 863-876 Statistical inference for induced L-statistics: a random perturbation approach
by Jinfeng Xu & Lincheng Zhao & Chenlei Leng - 877-888 Nonparametric tests for the general multivariate multi-sample problem
by Caiya Zhang & Zhengyan Lin & Jianjun Wu - 889-905 A new semiparametric procedure for matched case-control studies with missing covariates
by Samiran Sinha & Suojin Wang - 907-923 Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
by Peixin Zhao & Liugen Xue - 925-942 Estimating spatial covariance using penalised likelihood with weighted penalty
by Zhengyuan Zhu & Yufeng Liu
2009, Volume 21, Issue 6
- 663-681 Rank tests in heteroscedastic multi-way HANOVA
by Haiyan Wang & Michael Akritas - 683-696 Adaptive Lasso in high-dimensional settings
by Zhengyan Lin & Yanbiao Xiang & Caiya Zhang - 697-711 Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
by Cong Li & Desheng Ouyang & Jeffrey Racine - 713-728 Estimating linear functionals in Poisson mixture models
by Laurent Cavalier & Nicolas Hengartner - 729-741 Surface area estimation under convexity type assumptions
by B. Pateiro-López & A. Rodríguez-Casal - 743-755 Non-null semi-parametric inference for the Mann–Whitney measure
by B. Brown & Robert Newcombe & Yudong Zhao - 757-767 Nonparametric estimation of hazard quantile function
by P. Sankaran & N. Unnikrishnan Nair
2009, Volume 21, Issue 5
- 521-533 The smooth Colonel meets the Reverend
by Nicholas Kiefer & Jeffrey Racine - 535-551 Asymptotic normality of the Nadaraya–Watson estimator for nonstationary functional data and applications to telecommunications
by Laura Aspirot & Karine Bertin & Gonzalo Perera - 553-566 Variable selection in partially time-varying coefficient models
by Degui Li & Jia Chen & Zhengyan Lin - 567-588 Estimation of the trend function for spatio-temporal models
by Hongxia Wang & Jinde Wang - 589-609 Spline confidence bands for variance functions
by Qiongxia Song & Lijian Yang - 611-628 Robust nonparametric regression on Riemannian manifolds
by Guillermo Henry & Daniela Rodriguez - 629-647 Some notes on the location–scale Cucconi test
by Marco Marozzi - 649-661 Confidence interval for the bootstrap -value and sample size calculation of the bootstrap test
by Jialiang Li & Bee Tai & David Nott
2009, Volume 21, Issue 4
- 397-405 Parametric versus nonparametrics: two alternative methodologies
by Erich Lehmann - 407-410 Comment on ‘Parametric versus nonparametrics: two alternative methodologies’
by R. Eubank - 411-413 Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’
by Jeffrey Hart - 415-417 Discussion of ‘Parametric versus nonparametrics: two alternative methdologies’
by Xihong Lin & Lee Dicker - 419-424 Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’
by Joseph Romano - 425-426 Rejoinder
by Erich Lehmann - 427-440 A goodness-of-fit test for a varying-coefficients model in longitudinal studies
by Wang-Li Xu & Li-Xing Zhu - 441-452 Specification tests for the distribution of errors in nonparametric regression: a martingale approach
by Juan Mora & Alicia Pérez-Alonso - 453-469 -Nearest Neighbour method in functional nonparametric regression
by Florent Burba & Frédéric Ferraty & Philippe Vieu - 471-485 A unified approach to variations of ranked set sampling with applications
by Kaushik Ghosh & Ram Tiwari - 487-504 Single-index model-assisted estimation in survey sampling
by Li Wang - 505-518 Computation of nonparametric convex hazard estimators via profile methods
by Hanna Jankowski & Jon Wellner - 519-519 Exact null distribution for ≤25 and probability approximations for Spearman's score in an absence of ties
by Wojciech Maciak
2009, Volume 21, Issue 3
- 263-285 A covariate-matched estimator of the error variance in nonparametric regression
by Jichang Du & Anton Schick - 287-304 Nonparametric -quantile regression using penalised splines
by Monica Pratesi & M. Ranalli & Nicola Salvati - 305-319 Permutation tests from biased samples for the equality of two distributions
by Qing Kang & Paul Nelson - 321-343 Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
by Shota Gugushvili - 345-363 Fixed design regression for negatively associated random fields
by Wentao Gu & Lanh Tran - 365-378 Empirical Bayes estimation of coefficient of variation in shifted exponential distributions
by TaChen Liang - 379-396 A Bayesian nonparametric method for model evaluation: application to genetic studies
by Babak Shahbaba & Andrew Gentles & Joseph Beyene & Sylvia Plevritis & Celia Greenwood
2009, Volume 21, Issue 2
- 133-142 Chung–Smirnov property for Bernstein estimators of distribution functions
by Alexandre Leblanc - 143-153 New and improved estimators of distribution functions under second-order stochastic dominance
by Hammou El Barmi & Dobrin Marchev - 155-176 Tests and estimates of shape based on spatial signs and ranks
by Seija Sirkiä & Sara Taskinen & Hannu Oja & David Tyler - 177-191 Asymptotic theory of weighted -statistics based on ranks
by M. Akritas & A. Stavropoulos & C. Caroni - 193-205 A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
by Estela Dagum & Alessandra Luati - 207-228 Semiparametric inference with kernel likelihood
by Ao Yuan - 229-240 Using small bias nonparametric density estimators for confidence interval estimation
by Marco Di Marzio & Charles Taylor - 241-259 Nonparametric autocovariance estimation from censored time series by Gaussian imputation
by Jung Park & Marc Genton & Sujit Ghosh - 261-261 Erratum
by Dimitrios Bagkavos
2009, Volume 21, Issue 1
- 1-18 Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
by L. Galtchouk & S. Pergamenshchikov - 19-40 Functional linear regression with derivatives
by André Mas & Besnik Pumo - 41-48 Dichotomous transformations for statistical inference about odds ratios
by Xiangning Huang & Baibing Li - 49-66 Influence functions of some depth functions, and application to depth-weighted L-statistics
by Xin Dang & Robert Serfling & Weihua Zhou - 67-84 Singularity estimation via structural intensity: applications and modifications
by J. Campbell - 85-97 New tests for exponentiality against new better than used in th quantile
by Paul Janssen & Jan Swanepoel & Noël Veraverbeke - 99-111 On a class of two-sample partially sequential nonparametric tests for bivariate ordinal data under restricted alternatives
by Gopaldeb Chattopadhyay - 113-133 Exact null distribution for ≤25 and probability approximations for Spearman's score in an absence of ties
by Wojciech Maciak
2008, Volume 20, Issue 8
- 661-677 Kernel estimation of multivariate cumulative distribution function
by Rong Liu & Lijian Yang - 679-691 A note on estimating a smooth monotone regression by combining kernel and density estimates
by Melanie Birke & Holger Dette - 693-720 Relative density estimation for left truncated and right censored data
by Elisa–María Molanes-López & Ricardo Cao - 721-738 Transformations in hazard rate estimation
by Dimitrios Bagkavos - 739-750 An exact distribution-free one-sample test for equivalence
by Jesse Frey - 751-768 Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
by Christopher Withers & Saralees Nadarajah - 769-790 MINDCUMIN charts
by Willem Albers & Wilbert Kallenberg - 791-792 List of reviewers
by The Editors
2008, Volume 20, Issue 7
- 553-571 Estimating and clustering curves in the presence of heteroscedastic errors
by Nicoleta Serban - 573-598 Robust nonparametric estimation for functional data
by C. Crambes & L. Delsol & A. Laksaci - 599-609 A geometric interpretation of the multiresolution criterion in nonparametric regression
by Thoralf Mildenberger - 611-625 M-estimation and B-spline approximation for varying coefficient models with longitudinal data
by Tang Qingguo & Cheng Longsheng - 627-643 Density and hazard rate estimation for censored and α-mixing data using gamma kernels
by Taoufik Bouezmarni & Jeroen Rombouts - 645-660 The convergence rates of the weighted bootstrap distributions for von Mises and -statistics
by Shuran Zhao & Xingzhong Xu & Xiaobo Ding
2008, Volume 20, Issue 6
- 459-481 Covariate-adjusted linear mixed effects model with an application to longitudinal data
by Danh Nguyen & Damla şentürk & Raymond Carroll - 483-506 Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data
by Maria Jácome & Ricardo Cao - 507-522 Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities
by Christian Wagner & Ulrich Stadtmüller - 523-537 -estimation for spatial nonparametric regression
by Rongrong Xu & Jinde Wang - 539-551 A class of goodness-of-fit tests based on a new characterization of the exponential distribution
by Helena Jansen Van Rensburg & Jan Swanepoel
2008, Volume 20, Issue 5
- 365-382 An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
by Lan Wang & Michael Akritas & Ingrid Van Keilegom - 383-393 Moment-based multivariate permutation tests for ordinal categorical data
by Rosa Giancristofaro & Stefano Bonnini - 395-411 Weighted -estimates for a VAR() time series model
by John Reber & Jeff Terpstra & Xianzhe Chen - 413-430 Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
by Alejandro Quintela-Del-Río - 431-446 A sufficient normality condition for Turing's formula
by Zhiyi Zhang & Hongwei Huang - 447-457 Posterior analysis for some classes of nonparametric models
by Antonio Lijoi & Igor Prünster & S. Walker
2008, Volume 20, Issue 4
- 283-303 Stable and bias-corrected estimation for nonparametric regression models
by Lu Lin & Feng Li