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Content
2009, Volume 21, Issue 4
- 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 - 305-317 Robust testing for random effects in unbalanced heteroscedastic one-way models
by Inkyung Jung & Pranab Kumar Sen - 319-335 Trimmed and winsorized standard deviations based on a scaled deviation
by Mingxin Wu & Yijun Zuo - 337-351 Convergence of posterior distribution in the mixture of regressions
by Taeryon Choi - 353-363 Asymptotic distribution of partitioning estimation and modified partitioning estimation for regression functions
by Nengxiang Ling & Shuhe Hu
2008, Volume 20, Issue 3
- 191-205 Almost sure representations of weighted -statistics with applications
by Winfried Stute - 207-228 Approximating data with weighted smoothing splines
by P.L. Davies & M. Meise - 229-240 Strong approximations for resample quantile processes and application to ROC methodology
by Jiezhun Gu & Subhashis Ghosal - 241-252 Rank-based variable selection
by Brent Johnson & Limin Peng - 253-261 A non-parametric test for several independent samples
by Abbas Alhakim & William Hooper - 263-277 Tests for the multivariate -sample problem based on the empirical characteristic function
by Marie Hušková & Simos Meintanis
2008, Volume 20, Issue 2
- 101-113 Robust empirical Bayes tests for discrete distributions
by R.J. Karunamuni & T. Liang & J. Wu - 115-127 Efficient inference in a semiparametric generalised linear model
by Hanxiang Peng - 129-152 Some uniform large deviation results in nonparametric function estimation
by Sidi Maouloud - 153-174 A bootstrap version of the residual-based smooth empirical distribution function
by Natalie Neumeyer - 175-185 Asymptotic distribution of local medians
by Jiexiang Li - 187-189 Erratum of: ‘Non-parametric models for functional data, with application in regression, time-series prediction and curve discrimination’
by F. Ferraty & P. Vieu
2008, Volume 20, Issue 1
- 1-2 Editorial
by The Editors - 3-18 Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
by M'hamed Ezzahrioui & Elias Ould-Saïd - 19-37 Nonparametric tests for the median from a size-biased sample
by Qing Kang & Paul Nelson - 39-46 Consistency of the non-parametric maximum pseudo-likelihood estimator of the disease onset distribution function for a survival–sacrifice model
by A.E. Gomes - 47-60 Asymptotic properties in ARCH(p)-time series
by Fuxia Cheng - 61-76 Central limit theorems for generalized -statistics with applications in nonparametric specification
by Jiti Gao & Yongmiao Hong - 77-89 Nonparametric estimation of bivariate survivor function under masked causes of failure
by Ansa Alphonsa Antony & P.G. Sankaran - 91-98 Multivariate copulas with cubic sections in one variable
by Manuel Úbeda-Flores
September 1997, Volume 8, Issue 3
- 199-214 On the asymptotic normality of the L 2 -Distance Class of Statistics with Estimated Parameters
by Kanta Naito - 215-235 On a rank test in a two-factor mixed model with varying dependent repeated measurements
by Ansgar Steland - 237-252 A nonparametric approach to k-sample inference based on entropy-super-
by Ashis K. Gangopadhyay & Robert disario & Dipak K. Dey - 253-266 A nonparametric conditional mode estimate
by A. Quintela-Del-Río & Ph. Vieu - 267-274 Unconditional limit theorems from conditional limit theorems
by Mark Finkelstein & Howard G. Tucker - 275-292 Nonparametric estimation in a two change-point model
by B. Boukai & H. Zhou