The following pages link to Journal of Nonparametric Statistics (Q90653):
Displayed 50 items.
- A novel framework for joint sparse clustering and alignment of functional data (Q61005) (← links)
- Robust filtering of time series with trends (Q90654) (← links)
- Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
- Efficient and robust density estimation using Bernstein type polynomials (Q104694) (← links)
- Bernstein polynomial model for grouped continuous data (Q104695) (← links)
- An alternative local polynomial estimator for the error-in-variables problem (Q109280) (← links)
- Geographically weighted regression model-assisted estimation in survey sampling (Q112001) (← links)
- Bootstrap maximum likelihood for quasi-stationary distributions (Q112120) (← links)
- Principal component estimation of functional logistic regression: discussion of two different approaches (Q116679) (← links)
- Density estimation using inverse and reciprocal inverse Gaussian kernels (Q117972) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q120388) (← links)
- Empirical estimation for discrete-time semi-Markov processes with applications in reliability (Q123200) (← links)
- Exact MLE and asymptotic properties for nonparametric semi-Markov models (Q123202) (← links)
- Robust estimators for additive models using backfitting (Q128156) (← links)
- A median test for functional data (Q130080) (← links)
- Inference from heteroscedastic functional data (Q135483) (← links)
- On power and sample size determinations for the Wilcoxon–Mann–Whitney test (Q136087) (← links)
- One-Sided two-sample and trend tests based on a modified baumgartner-weiss-schindler statistic (Q148045) (← links)
- Rank transformations in Kernel density estimation (Q152940) (← links)
- Semiparametric mixtures of regressions (Q158398) (← links)
- Empirical likelihood for the analysis of experimental designs (Q160318) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- A repair policy with limited number of minimal repairs (Q2720134) (← links)
- Bias reduction and negative regret in sequential point extimation (Q2720135) (← links)
- Generalized nonparametric test procedures for comparing multiple cause-specific hazard rates (Q2720136) (← links)
- Convergence rates for average square errors for kernel smoothing estimators (Q2720137) (← links)
- A simple hermitian estimator of the quantile mjnction (Q2720138) (← links)
- Model robust regression: combining parametric, nonparametric, and semiparametric methods (Q2720140) (← links)
- The unbalanced ranked-set sample sign test (Q2720141) (← links)
- Non-parametric inferences based on general unbalanced ranked-set samples (Q2720142) (← links)
- Distribution-free dispersion tests for data with ties (Q2744164) (← links)
- Testing for proportionality of multivariate dispersion structures using interdirections (Q2744165) (← links)
- Dimension spectra for multbfractal measures with connections to nonparametric density estimation<sup>∗</sup> (Q2744166) (← links)
- Nonparametric multiple comparisons with more than one control (Q2744167) (← links)
- A unique estimate of linear regression function by least-absolute-deviations method (Q2744170) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Regression series estimators: the mise approach (Q2762369) (← links)
- A note on goodness-of-fit statistics with asymptotically normal distributions (Q2762370) (← links)
- Performance of the control quantile two sample statistic (Q2762371) (← links)
- Lower bounds on bandwidth selection in hazard estimation (Q2762372) (← links)
- On goodness of fit testing of exponenttality using the memoryless property (Q2762373) (← links)
- On approximations to the bias of the nadaraya-watson regression estimator (Q2762374) (← links)
- An empirical study of nonparametric multiple comparison procedures in randomized blocks (Q2762375) (← links)
- Bias reductions for beta kernel estimation (Q2811264) (← links)
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Proportional cause-specific reversed hazards model (Q2811268) (← links)
- Supersmooth testing on the sphere over analytic classes (Q2811269) (← links)
- Asymptotic normality of locally modelled regression estimator for functional data (Q2811270) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)