Journal of Nonparametric Statistics

Average squared residuals approach for testing linear hypotheses in nonparametric regression
pp. 3-12(10)
Authors: Mohdeb Z.; Mokkadem A.

A functional central limit theorem for the empirical estimator of a semi-Markov kernel
pp. 13-18(6)
Author: Limnios N.

Goodness-of-fit tests for dependent data
pp. 19-38(20)
Author: Ignaccolo R.

Weighted kernel estimators in nonparametric binomial regression
pp. 39-62(24)
Authors: Okumura H.; Naito K.

Bootstrapping the Dorfman-Hall-Chambers-Dunstan estimator of a finite population distribution function
pp. 63-90(28)
Authors: Lombardía M.J.; González-Manteiga W.; Prada-Sánchez J.M.

Nonlinear wavelet density estimation under the Koziol-Green model
pp. 91-109(19)
Authors: Rodríguez-casal A.; De Uña-Álvarez J.

Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
pp. 111-125(15)
Authors: Ferraty F.; Vieu P.

Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
pp. 127-151(25)
Authors: Francisco-Fernández M.; Opsomer J.; Vilar-Fernández J.

Nonparametric models for clustered data: application to root survival study
pp. 153-169(17)
Authors: Akritas M.; Du Y.; Eissenstat D.

Density estimation by orthogonal series in an infinite dimensional space: application to processes of diffusion type I
pp. 171-186(16)
Author: Dabo-Niang S.

Residual information criterion for single-index model selections
pp. 187-195(9)
Authors: Naik P.A.; Tsai C-L.

Applications of permutations to the simulations of critical values
pp. 197-216(20)
Authors: Berkes I.; Horváth L.; Huskova M.; Steinebach J.

Density estimation using inverse and reciprocal inverse Gaussian kernels
pp. 217-226(10)
Author: Scaillet O.

Local Hölder exponent estimation for multivariate continuous time processes
pp. 227-244(18)
Author: Blanke D.

Boundary estimation based on set-indexed empirical processes
pp. 245-260(16)
Author: Ferger D.

Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary
pp. 261-277(17)
Authors: Es A.J.v.; Uh H.-W.

The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon-Mann-Whitney null-distribution: a numerical comparison
pp. 279-288(10)
Authors: Bean R.; Froda S.; van Eeden C.

Presmoothed kernel density estimator for censored data
pp. 289-309(21)
Authors: Cao R.; Jácome M.A.