Journal of Nonparametric Statistics

Robust filtering of time series with trends
pp. 313-328(16)
Author: Roland Fried

On detecting jumps in time series: nonparametric setting
pp. 329-347(19)
Authors: Mirek Pawlak; Ewaryst Rafajowicz; Ansgar Steland

Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes
pp. 349-364(16)
Author: M. Rachdi

Principal component estimation of functional logistic regression: discussion of two different approaches
pp. 365-384(20)
Authors: M. Escabias; A. M. Aguilera; M. J. Valderrama

Iterated modified histograms as dynamical systems
pp. 385-401(17)
Authors: Gérard Biau; Alain Berlinet

Nonparametric models and methods for ANCOVA with dependent data
pp. 403-420(18)
Authors: Haritini Tsangari; Michael Akritas

Nonparametric confidence bands construction for GLM models with length biased data
pp. 421-441(21)
Authors: J.L. Ojeda; J.A. Cristóbal; J.T. Alcalá

Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach
pp. 443-462(20)
Authors: Sonia Pértega; José Vilar

Nonparametric testing for a monotone hazard function via normalized spacings
pp. 463-477(15)
Authors: Irène Gijbels; Nancy Heckman

On testing the proportionality of two cumulative incidence functions in a competing risks setup
pp. 479-491(13)
Authors: Jean-Yves Dauxois; Syed Kirmani

Cross-validated density estimates based on Kullback-Leibler information
pp. 493-513(21)
Authors: Alain Berlinet; Elodie Brunel

A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables
pp. 515-524(10)
Authors: Dimitris Ioannides; Eric Matzner-Løber

Estimating functionals of the error distribution in parametric and nonparametric regression
pp. 525-548(24)
Authors: Wolfgang Wefelmeyer; Ursula Müller; Anton Schick

Nonparametric regression with infinite order flat-top kernels
pp. 549-562(14)
Authors: Timothy McMurry; Dimitris Politis

Rank tests for anova with large number of factor levels
pp. 563-589(27)
Authors: Haiyan Wang; Michael Akritas

Bootstrap test for change-points in nonparametric regression
pp. 591-611(21)
Authors: I. Gijbels; A-C. Goderniaux

Nonparametric models and methods for designs with dependent censored data: Part II
pp. 613-622(10)
Authors: John O'Gorman; Michael Akritas

Large sample theory for statistics of stable moving averages
pp. 623-657(35)
Authors: Tucker McElroy; Dimitris Politis

A note on the nonparametric estimation of the bivariate distribution under dependent censoring
pp. 659-670(12)
Author: Ingrid Van Keilegom