Content
March 2014, Volume 26, Issue 1
- 61-84 On improving convergence rate of Bernstein polynomial density estimator
by Gaku Igarashi & Yoshihide Kakizawa - 85-99 Goodness-of-fit testing strategies from indirect observations
by J.M. Loubes & C. Marteau - 101-113 Auxiliary covariate in additive hazards regression for survival data
by Xiaoping Shi & Yanyan Liu & Yuanshan Wu - 115-128 A semiparametric extended hazard regression model with time-dependent covariates
by Yi-Kuan Tseng & Ken-Ning Hsu & Ya-Fang Yang - 129-140 Semi-polynomial copulas
by Juan Fernández Sánchez & Manuel Úbeda-Flores - 141-169 Semiparametric methods in nonlinear time series analysis: a selective review
by Patrick Saart & Jiti Gao & Nam Hyun Kim - 171-185 Estimation and variable selection for generalised partially linear single-index models
by Peng Lai & Ye Tian & Heng Lian - 187-206 Local rank estimation and related test for varying-coefficient partially linear models
by Jing Sun & Lu Lin
December 2013, Volume 25, Issue 4
- 765-785 On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
by Patricia Menéndez & Sucharita Ghosh & Hans R. Künsch & Willy Tinner - 787-807 Estimation of Dirichlet process priors with monotone missing data
by Lei Yang & Xianyi Wu - 809-827 Constrained spline regression in the presence of AR(p) errors
by Huan Wang & Mary C. Meyer & Jean D. Opsomer - 829-853 Large sample results for varying kernel regression estimates
by Hira L. Koul & Weixing Song - 855-872 Adaptively weighted kernel regression
by Qi Zheng & Colin Gallagher & K.B. Kulasekera - 873-888 Large deviation approximations for the Mann-Whitney statistic and the Jonckheere-Terpstra statistic
by Cyrille Joutard - 889-904 One-sided cross-validation for nonsmooth regression functions
by Olga Y. Savchuk & Jeffrey D. Hart & Simon P. Sheather - 905-922 Spline-based semiparametric estimation of partially linear Poisson regression with single-index models
by Minggen Lu & Dana Loomis - 923-937 On the isotonic change-point problem
by Gang Shen & Hui Xu - 939-970 Testing equality of functions under monotonicity constraints
by Cécile Durot & Piet Groeneboom & Hendrik P. Lopuhaä
September 2013, Volume 25, Issue 3
- 545-559 Density estimation for power transformations
by Olga Y. Savchuk & Anton Schick - 561-571 Density estimation and nonparametric inferences using maximum likelihood weighted kernels
by Alan Huang - 573-595 Efficient estimation of sensitivity indices
by Sébastien Da Veiga & Fabrice Gamboa - 597-617 Distortion sensitivity of estimators of location
by Demetris Athienitis & Ronald Randles - 619-633 Nonparametric comparison of several transformations of distribution functions
by Mohamed Boutahar & Badih Ghattas & Denys Pommeret - 635-645 Local significant differences from nonparametric two-sample tests
by Tarn Duong - 647-663 Semiparametric proportional mean residual life model with covariates missing at random
by Xiaolin Chen & Qihua Wang - 665-677 Efficiently estimating the error distribution in nonparametric regression with responses missing at random
by Justin Chown & Ursula U. Müller - 679-693 Nonparametric estimation of fixed effects panel data models
by Yichen Gao & Kunpeng Li - 695-714 Study of spatial relationships between two sets of variables: a nonparametric approach
by Francisco Cuevas & Emilio Porcu & Ronny Vallejos - 715-730 Semi-parametric additive constrained regression
by Mary C. Meyer - 731-743 Resampling-based efficient shrinkage method for non-smooth minimands
by Jinfeng Xu - 745-763 Survey design asymptotics for the model-assisted penalised spline regression estimator
by K. S. McConville & F. J. Breidt
June 2013, Volume 25, Issue 2
- 273-313 Testing conditional symmetry without smoothing
by Tao Chen & Gautam Tripathi - 315-322 A bootstrap method to test for the existence of finite moments
by Igor Fedotenkov - 323-338 Shape-restricted nonparametric regression with overall noisy measurements
by Georg Ch. Pflug & Roger J.-B. Wets - 339-359 Higher-order expansions and efficiencies of tests based on spacings
by Sherzod M. Mirakhmedov & S. Rao Jammalamadaka - 361-378 B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data
by Tang Qingguo - 379-394 Semiparametric analysis of multivariate panel count data with dependent observation processes and a terminal event
by Hui Zhao & Yang Li & Jianguo Sun - 395-407 Smooth simultaneous confidence bands for cumulative distribution functions
by Jiangyan Wang & Fuxia Cheng & Lijian Yang - 409-426 Robust nonparametric detection of objects in noisy images
by Mikhail Langovoy & Olaf Wittich - 427-445 Rank transformations in Kernel density estimation
by Gerrit Eichner & Winfried Stute - 447-461 Computationally easy outlier detection via projection pursuit with finitely many directions
by Robert Serfling & Satyaki Mazumder - 463-474 Bayesian nonparametric estimation of pair correlation function for inhomogeneous spatial point processes
by Yu Ryan Yue & Ji Meng Loh - 475-485 The connection between cross-validation and Akaike information criterion in a semiparametric family
by Heng Peng & Hongjia Yan & Wenyang Zhang - 487-498 Empirical likelihood ratio test for symmetry against type I bias with applications to competing risks
by Hammou El Barmi & Lahcen El Bermi - 499-521 L -statistics for repeated measurements data with application to trimmed means, quantiles and tolerance intervals
by Houssein I. Assaad & Pankaj K. Choudhary - 523-544 Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
by Riquan Zhang & Weihua Zhao & Jicai Liu
March 2013, Volume 25, Issue 1
- 1-20 Nonparametric multivariate CUSUM control charts for location and scale changes
by Jun Li & Xin Zhang & Daniel R. Jeske - 21-32 A nonparametric on-line quality control procedure for vectorial observations
by Jun Mao & David R. McDonald & Mahmoud Zarepour - 33-52 Nonparametric estimation of a time-varying GARCH model
by Neelabh Rohan & T. V. Ramanathan - 53-71 Wavelet-based estimation of regression function for dependent biased data under a given random design
by Yogendra P. Chaubey & Christophe Chesneau & Esmaeil Shirazi - 73-89 A two-stage Wilcoxon-type nonparametric test for stochastic ordering in two samples
by Hon Keung Tony Ng & Ram C. Tripathi & Narayanaswamy Balakrishnan - 91-107 Multivariate generalisations of k -sample rank tests for umbrella alternatives
by Mustafa Nadar - 109-128 Parametrically guided generalised additive models with application to mergers and acquisitions data
by Jianqing Fan & Arnab Maity & Yihui Wang & Yichao Wu - 129-146 Lag selection in stochastic additive models
by Shuping Jiang & Lan Xue - 147-159 Finite-sample properties of the adjusted empirical likelihood
by Jiahua Chen & Yi Huang - 161-180 Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
by Xuemei Hu & Xiaohui Liu - 181-208 Estimation of a semiparametric mixture of regressions model
by Pierre Vandekerkhove - 209-221 A semi-local likelihood regression estimator of the proportion based on group testing data
by Dewei Wang & Haiming Zhou & K. B. Kulasekera - 223-241 Fixed-design regression estimation based on real and artificial data
by Dmytro Furer & Michael Kohler & Adam Krzyżak - 243-260 Nonparametric comparison of quantile curves: a stochastic process approach
by Holger Dette & Jens Wagener & Stanislav Volgushev - 261-272 Estimation of density level sets with a given probability content
by Benoît Cadre & Bruno Pelletier & Pierre Pudlo
December 2012, Volume 24, Issue 4
- 809-823 Statistical inference on semi-parametric partial linear additive models
by Chuan-hua Wei & Chunling Liu - 825-839 Variable selection in high-dimensional partly linear additive models
by Heng Lian - 841-856 A consistent model specification test for a partial linear model with covariates missing at random
by Tianfa Xie & Zhihua Sun & Liuquan Sun - 857-882 Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
by Vincent Guigues - 883-904 Unstable volatility: the break-preserving local linear estimator
by Isabel Casas & Irene Gijbels - 905-922 Combining thresholding rules: a new way to improve the performance of wavelet estimators
by F. Autin & J.-M. Freyermuth & R. von Sachs - 923-933 Estimating a distribution function subject to a stochastic order restriction: a comparative study
by Ori Davidov & George Iliopoulos - 935-949 Smooth estimation of circular cumulative distribution functions and quantiles
by Marco Di Marzio & Agnese Panzera & Charles C. Taylor - 951-975 Nonparametric estimation of random-effects densities in linear mixed-effects model
by Fabienne Comte & Adeline Samson - 977-991 Weighted rank tests and Hodges-Lehmann estimates for the multivariate two-sample location problem with clustered data
by Riina Lemponen & Denis Larocque & Jaakko Nevalainen & Hannu Oja - 993-1006 Robustness of random forests for regression
by Marie-Hélène Roy & Denis Larocque - 1007-1017 A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
by S. Georgiadis & N. Limnios - 1019-1039 Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
by P. G. Ferrario & H. Walk - 1041-1050 Regression analysis of clustered interval-censored failure time data with the additive hazards model
by Junlong Li & Chunjie Wang & Jianguo Sun - 1051-1073 Weighted nonparametric regression estimation with truncated and dependent data
by Han-Ying Liang
2012, Volume 24, Issue 3
- 543-562 Variance reduction in purely random forests
by Robin Genuer - 563-576 A powerful test for comparing multiple regression functions
by Arnab Maity - 577-595 A functional method for the conditional logistic regression with errors-in-covariates
by Samiran Sinha - 597-612 Design-adaptive nonparametric estimation of conditional quantile derivatives
by S. Goh - 613-627 On density estimation with superkernels
by Nikolai Ushakov & Anastasia Ushakova - 629-646 Empirical likelihood-based hot deck imputation methods
by Yijie Xue & Nicole Lazar - 647-663 Local modal regression
by Weixin Yao & Bruce Lindsay & Runze Li - 665-680 Locally optimal adaptive smoothing splines
by Heeyoung Kim & Xiaoming Huo - 681-697 SCAD-penalised generalised additive models with non-polynomial dimensionality
by Gaorong Li & Liugen Xue & Heng Lian - 699-714 Spline confidence bands for variance functions in nonparametric time series regressive models
by Yujiao Yang & Yuhang Xu & Qiongxia Song - 715-731 Weighted quantile regression for AR model with infinite variance errors
by Zhao Chen & Runze Li & Yaohua Wu - 733-752 Semiparametric estimation with recurrent event data under informative monitoring
by Akim Adekpedjou & Edsel Peña - 753-764 THE NPMLE of the joint distribution function with right-censored and masked competing risks data
by Qiqing Yu & Jiahui Li - 765-781 Wavelet detection of change points in hazard rate models with censored dependent data
by Jingle Wang & Ming Zheng - 783-795 Binomial kernel and Bayes local bandwidth in discrete function estimation
by N. Zougab & S. Adjabi & C. Kokonendji - 797-808 A general class of signed-rank tests for clustered data when the cluster size is potentially informative
by Somnath Datta & Jaakko Nevalainen & Hannu Oja
2012, Volume 24, Issue 2
- 267-267 2011 Best Paper Award
by The Editors - 269-282 Generalised correlated cross-validation
by Patrick Carmack & Jeffrey Spence & William Schucany - 283-298 Variable selection for semiparametric regression models with iterated penalisation
by Ying Dai & Shuangge Ma - 299-315 Subset selection – extended Rizvi–Sobel for unequal sample sizes and its implementation
by Constance van Eeden & James Zidek - 317-342 Bootstrap for the sample mean and for -statistics of mixing and near-epoch dependent processes
by Olimjon Sharipov & Martin Wendler - 343-357 Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
by Dragan Radulović - 359-377 Simultaneous inference for the mean function based on dense functional data
by Guanqun Cao & Lijian Yang & David Todem - 379-397 Central limit theorem for the kernel estimator of the regression function for censored time series
by Zohra Guessoum & Elias Ould Saïd - 399-417 Twicing local linear kernel regression smoothers
by Wenzhuan Zhang & Yingcun Xia - 419-428 On bandwidth selection in kernel density estimation
by N. Ushakov & V. Ushakov - 429-445 Wavelet linear density estimation for associated stratified size-biased sample
by Christophe Chesneau & Isha Dewan & Hassan Doosti - 447-464 Nonparametric estimation of a surrogate density function in infinite-dimensional spaces
by Frédéric Ferraty & Nadia Kudraszow & Philippe Vieu - 465-480 An integrated cross-volatility estimation for asynchronous noisy data
by Hoang-Long Ngo - 481-495 Linear rank tests of uniformity: understanding inconsistent outcomes and the construction of new tests
by Anna Bargagliotti & Michael Orrison - 497-504 Finite population corrections for the Kolmogorov–Smirnov tests
by Terence O'Neill & Steven Stern - 505-515 On strong Hellinger consistency of posterior distributions
by Yang Xing & Bo Ranneby - 517-530 Robust estimation of the generalised partial linear model with missing covariates
by Guoyou Qin & Zhongyi Zhu & Wing Fung - 531-541 Consistency of choice in nonparametric multiple comparisons
by Mark Fey & Kevin Clarke
2012, Volume 24, Issue 1
- 1-1 Editor's Report 2011
by Suojin Wang - 3-17 An extremal problem with applications to the problem of testing multivariate independence
by Alexander Nazarov & Natalia Stepanova - 19-38 Semiparametric mixtures of regressions
by David Hunter & Derek Young - 39-57 Averaged shifted chi-square test
by Jyh-Shyang Wu & Wen-Shuenn Deng - 59-70 Empirical likelihood confidence intervals for regression parameters of the survival rate
by Yichuan Zhao & Song Yang - 71-84 Empirical likelihood for partially time-varying coefficient models with dependent observations
by Guo-Liang Fan & Han-Ying Liang & Zhen-Sheng Huang - 85-101 A maximum smoothed likelihood estimator in the current status continuous mark model
by Piet Groeneboom & Geurt Jongbloed & Birgit Witte - 103-118 Goodness-of-fitting for partial linear model with missing response at random
by Wangli Xu & Xu Guo & Lixing Zhu - 119-138 Goodness-of-fit testing: the thresholding approach
by Min Hee Kim & Michael Akritas - 139-152 Semiparametric estimation for inverse density weighted expectations when responses are missing at random
by Xuewen Lu & Heng Lian & Wanrong Liu - 153-167 The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
by Xiao-Feng Wang & Deping Ye - 169-186 Recursive regression estimators with application to nonparametric prediction
by Aboubacar Amiri - 187-199 A robust scale estimator based on pairwise means
by Garth Tarr & Samuel Müller & Neville Weber - 201-215 Statistics of mixtures with varying concentrations with application to DNA microarray data analysis
by Rostyslav Maiboroda & Olena Sugakova - 217-244 Prediction for spatio-temporal models with autoregression in errors
by Hongxia Wang & Jinde Wang & Bo Huang - 245-265 Nonparametric empirical Bayes estimator in simultaneous estimation of Poisson means with application to mass spectrometry data
by Junyong Park
2011, Volume 23, Issue 4
- 1-1 Editorial Board
by The Editors - 853-865 Lack-of-fit tests in linear mixed models with application to wavelet tests
by Gerda Claeskens & Huijuan Ding & Maarten Jansen - 867-884 Bayesian estimation and inference for generalised partial linear models using shape-restricted splines
by Mary Meyer & Amber Hackstadt & Jennifer Hoeting - 885-895 Proportional subdistribution hazards regression for left-truncated competing risks data
by Pao-sheng Shen - 897-908 On uniform consistent estimators for convex regression
by Néstor Aguilera & Liliana Forzani & Pedro Morin - 909-915 Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
by Yoichi Nishiyama - 917-926 Double-smoothing for varying coefficient models
by Wan Tang & Guoxin Zuo & Hua He - 927-941 Discrete semiparametric regression models with associated kernel and applications
by T. Senga Kiessé & M. Rivoire - 943-966 Nonparametric confidence intervals for the integral of a function of an unknown density
by Christopher Withers & Saralees Nadarajah - 967-989 An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
by Florian Ueltzhöfer & Claudia Klüppelberg - 991-1001 Estimation of the smoothness of density
by Karol Dziedziul & Magdalena Kucharska & Barbara Wolnik - 1003-1029 Deconvolution for an atomic distribution: rates of convergence
by Shota Gugushvili & Bert van Es & Peter Spreij - 1031-1050 Optimal plug-in estimators for multivariate distributions with conditionally independent components
by Ursula Müller & Anton Schick & Wolfgang Wefelmeyer - 1051-1062 Depth-based weighted empirical likelihood and general estimating equations
by Yunlu Jiang & Shaoli Wang & Wenxiu Ge & Xueqin Wang - 1063-1074 Lens data depth and median
by Zhenyu Liu & Reza Modarres - 1075-1076 Reviewer List 1 Oct 10–30 Sep 11
by The Editors
2011, Volume 23, Issue 3
- 583-604 Randomised -values and nonparametric procedures in multiple testing
by Joshua Habiger & Edsel Peña - 605-615 A triangle test for equality of distribution functions in high dimensions
by Zhenyu Liu & Reza Modarres - 617-631 A new statistical depth function with applications to multimodal data
by W. Lok & Stephen Lee - 633-643 Necessary and sufficient condition for the existence of a limit distribution of the nearest-neighbour density estimator
by Alain Berlinet & Rémi Servien - 645-659 Confidence intervals for nonparametric regression functions under negatively associated errors
by Yongsong Qin & Yinghua Li & Weizhen Yang & Qingzhu Lei - 661-681 Nonparametric estimation for dependent data
by Jan Johannes & Suhasini Rao - 683-699 The central limit theorem for degenerate variable -statistics under dependence
by Tae Kim & Zhi-Ming Luo & Chiho Kim - 701-717 Optimal zone for bandwidth selection in semiparametric models
by Jialiang Li & Wenyang Zhang & Zhengxiao Wu - 719-739 Exact MLE and asymptotic properties for nonparametric semi-Markov models
by Samis Trevezas & Nikolaos Limnios - 741-752 Exact nonparametric inference for component lifetime distribution based on lifetime data from systems with known signatures
by Narayanaswamy Balakrishnan & Hon Ng & Jorge Navarro - 753-761 Testing quasi-independence for doubly truncated data
by Pao-Sheng Shen - 763-780 A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness of fit
by Zhong Guan & Cheng Peng - 781-802 Regenerative block empirical likelihood for Markov chains
by Hugo Harari-Kermadec - 803-817 Properties of the neural network sieve bootstrap
by F. Giordano & M. La Rocca & C. Perna - 819-851 On some ridge regression estimators: a nonparametric approach
by A. Saleh & B. Golam Kibria
2011, Volume 23, Issue 2
- 237-254 Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
by Hiroki Masuda & Ilia Negri & Yoichi Nishiyama - 255-285 Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
by L. Galtchouk & S. Pergamenshchikov - 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