Journal of Nonparametric Statistics

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

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

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

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

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

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

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

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

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

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

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

Applications of permutations to the simulations of critical values
pp. 197-216(20)
Authors: István Berkes; Lajos Horváth; Marie Huskova; Josef Steinebach

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

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

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

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

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

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