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Journal of Nonparametric Statistics, Volume 16 Issue 1 & 2 2004

The International Conference on Recent Trends and Directions in Nonparametric Statistics

Free access to selected articles from 2008.
Click here for details.
ISSN: 1029-0311 (electronic) 1048-5252 (paper)
Publication Frequency: 8 issues per year
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Article
Average squared residuals approach for testing linear hypotheses in nonparametric regression
Zaher Mohdeb; Abdelkader Mokkadem
Pages 3 – 12
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A functional central limit theorem for the empirical estimator of a semi-Markov kernel
Nikolaos Limnios
Pages 13 – 18
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Goodness-of-fit tests for dependent data
Rosaria Ignaccolo
Pages 19 – 38
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Weighted kernel estimators in nonparametric binomial regression
Hidenori Okumura; Kanta Naito
Pages 39 – 62
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Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function
M. J. Lombardía;  W. González-Manteiga; J. M. Prada-Sánchez
Pages 63 – 90
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Nonlinear wavelet density estimation under the Koziol–Green model
Alberto Rodríguez-casal; Jacobo De Uña-Álvarez
Pages 91 – 109
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Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
F. Ferraty; P. Vieu
Pages 111 – 125
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Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
Mario Francisco-Fernández;  Jean Opsomer; Juan M. Vilar-Fernández
Pages 127 – 151
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Nonparametric models for clustered data: Application to root survival study
Michael G. Akritas;  Yunling Du; David M. Eissenstat
Pages 153 – 169
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Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
Sophie Dabo-Niang
Pages 171 – 186
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Residual information criterion for single-index model selections
P. A. Naik; Chih-Ling Tsai
Pages 187 – 195
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Applications of permutations to the simulations of critical values
István Berkes;  Lajos Horváth;  Marie Hu�kova; Josef Steinebach
Pages 197 – 216
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Density estimation using inverse and reciprocal inverse Gaussian kernels
O. Scaillet
Pages 217 – 226
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Local Hölder exponent estimation for multivariate continuous time processes
D. Blanke
Pages 227 – 244
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Boundary estimation based on set-indexed empirical processes
Dietmar Ferger
Pages 245 – 260
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Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary
A. J. van Es; H. -W. Uh
Pages 261 – 277
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The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison
Raphaël Bean;  Sorana Froda; Constance van Eeden
Pages 279 – 288
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Presmoothed kernel density estimator for censored data
R. Cao; M. A. Jácome
Pages 289 – 309
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