Citation analysis for Journal of Nonparametric Statistics / Taylor & Francis Journals

Journal of Nonparametric Statistics / Taylor & Francis Journals

0.16

Impact Factor

0.17

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26		6	6			8	0		0		(%)			0.09
1998		0.28			6				6		6		(%)			0.1
1999		0.32			6				6		6		(%)			0.13
2000		0.39			6				0		6		(%)			0.15
2001		0.39			6				0		6		(%)			0.14
2002		0.4			6				0		6		(%)			0.17
2003		0.43			6				0		0		(%)			0.18
2004		0.48			6				0		0		(%)			0.19
2005		0.52			6				0		0		(%)			0.2
2006		0.51			6	1	0.17		0		0		(%)			0.2
2007		0.45			6				0		0		(%)			0.18
2008		0.48		50	56	3	0.05	54	0		0		10 (18.5%)	3	0.06	0.2
2009	0.02	0.49	0.02	72	128	1	0.01	92	50	1	50	1	9 (9.8%)			0.19
2010	0.15	0.46	0.15	67	195	25	0.13	106	122	18	122	18	10 (9.4%)	5	0.07	0.17
2011	0.14	0.49	0.14	66	261	30	0.11	74	139	20	189	26	9 (12.2%)	4	0.06	0.19
2012	0.14	0.52	0.17	65	326	46	0.14	62	133	19	255	44	9 (14.5%)	1	0.02	0.19
2013	0.12	0.58	0.18	53	379	62	0.16	80	131	16	320	56	7 (8.8%)	2	0.04	0.2
2014	0.19	0.6	0.24	38	417	89	0.21	28	118	22	323	76	4 (14.3%)	1	0.03	0.2
2015	0.26	0.61	0.24	30	447	89	0.2	15	91	24	289	69	(%)	1	0.03	0.19
2016	0.21	0.68	0.19	44	491	62	0.13	12	68	14	252	49	3 (25%)			0.2
2017	0.16	0.73	0.17	42	533	54	0.1	4	74	12	230	39	(%)			0.22

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2010	Locally modelled regression and functional data. (2010). Barrientos Marin, Jorge ; Vieu, P ; Ferraty, F ; Barrientos-Marin, J. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:5:p:617-632. Full description at Econpapers \|\| Download paper	10
2	2008	Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data. (2008). Ezzahrioui, M'hamed ; Ould-Said, Elias. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:20:y:2008:i:1:p:3-18. Full description at Econpapers \|\| Download paper	9
3	2009	Nonparametric estimation of the characteristic triplet of a discretely observed LÃ©vy process. (2009). Gugushvili, Shota. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:3:p:321-343. Full description at Econpapers \|\| Download paper	9
4	2011	A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator. (2011). de Lima, Max ; Atuncar, Gregorio. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:1:p:137-148. Full description at Econpapers \|\| Download paper	8
5	2010	A bias-reduced approach to density estimation using Bernstein polynomials. (2010). Leblanc, Alexandre . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:4:p:459-475. Full description at Econpapers \|\| Download paper	8
6	2011	Functional partial linear model. (2011). Lian, Heng. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:1:p:115-128. Full description at Econpapers \|\| Download paper	8
7	2010	Asymptotics for censored regression quantiles. (2010). Portnoy, Stephen ; Lin, Guixian . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:1:p:115-130. Full description at Econpapers \|\| Download paper	8
8	2009	Comparing generalised maximum entropy and partial least squares methods for structural equation models. (2009). Ciavolino, Enrico ; Al-Nasser, Amjad . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:8:p:1017-1036. Full description at Econpapers \|\| Download paper	8
9	2010	Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. (2010). Chen, Xiaohong ; Carroll, Raymond ; Hu, Yingyao. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:4:p:379-399. Full description at Econpapers \|\| Download paper	7
10	2013	Nonparametric estimation of a time-varying GARCH model. (2013). Rohan, Neelabh ; Ramanathan, T V. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:33-52. Full description at Econpapers \|\| Download paper	7
11	2012	Local modal regression. (2012). Yao, Weixin ; Li, Runze ; Lindsay, Bruce . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:3:p:647-663. Full description at Econpapers \|\| Download paper	7
12	2009	-Nearest Neighbour method in functional nonparametric regression. (2009). Burba, Florent ; Vieu, Philippe ; Ferraty, Frederic. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:4:p:453-469. Full description at Econpapers \|\| Download paper	7
13	2013	Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression. (2013). Zhang, Riquan ; Liu, Jicai ; Zhao, Weihua. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:523-544. Full description at Econpapers \|\| Download paper	7
14	2013	A bootstrap method to test for the existence of finite moments. (2013). Fedotenkov, Igor. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:315-322. Full description at Econpapers \|\| Download paper	7
15	1997	A nonparametric conditional mode estimate. (1997). Quintela-Del, A ; Vieu, PH. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:8:y:1997:i:3:p:253-266. Full description at Econpapers \|\| Download paper	7
16	2014	Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density. (2014). Shang, Han Lin. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:3:p:599-615. Full description at Econpapers \|\| Download paper	7
17	2009	Nonparametric estimation of hazard quantile function. (2009). Sankaran, P ; Nair, Unnikrishnan N. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:6:p:757-767. Full description at Econpapers \|\| Download paper	7
18	2010	Bivariate splines for spatial functional regression models. (2010). Guillas, Serge ; Lai, Ming-Jun. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:4:p:477-497. Full description at Econpapers \|\| Download paper	6
19	2012	Goodness-of-fitting for partial linear model with missing response at random. (2012). Guo, Xu ; Xu, Wangli ; Zhu, Lixing. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:1:p:103-118. Full description at Econpapers \|\| Download paper	6
20	2008	Tests for the multivariate -sample problem based on the empirical characteristic function. (2008). Hukova, Marie ; Meintanis, Simos . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:20:y:2008:i:3:p:263-277. Full description at Econpapers \|\| Download paper	6
21	2010	Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation. (2010). Serfling, Robert. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:7:p:915-936. Full description at Econpapers \|\| Download paper	6
22	2008	M-estimation and B-spline approximation for varying coefficient models with longitudinal data. (2008). Qingguo, Tang ; Longsheng, Cheng . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:20:y:2008:i:7:p:611-625. Full description at Econpapers \|\| Download paper	6
23	2012	Simultaneous inference for the mean function based on dense functional data. (2012). Cao, Guanqun ; Todem, David ; Yang, Lijian. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:2:p:359-377. Full description at Econpapers \|\| Download paper	5
24	2009	Nonparametric regression with weakly dependent data: the discrete and continuous regressor case. (2009). Racine, Jeffrey ; Ouyang, Desheng ; Li, Cong. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:6:p:697-711. Full description at Econpapers \|\| Download paper	5
25	2013	Spline-based semiparametric estimation of partially linear Poisson regression with single-index models. (2013). Lu, Minggen ; Loomis, Dana . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:4:p:905-922. Full description at Econpapers \|\| Download paper	5
26	2010	Large deviations of U-empirical KolmogorovâSmirnov tests and their efficiency. (2010). Nikitin, Yakov. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:5:p:649-668. Full description at Econpapers \|\| Download paper	5
27	2009	Semiparametric inference with kernel likelihood. (2009). Yuan, AO. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:2:p:207-228. Full description at Econpapers \|\| Download paper	5
28	2013	Wavelet-based estimation of regression function for dependent biased data under a given random design. (2013). Chaubey, Yogendra P ; Shirazi, Esmaeil ; Chesneau, Christophe. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:53-71. Full description at Econpapers \|\| Download paper	5
29	2012	Unstable volatility: the break-preserving local linear estimator. (2012). Casas, Isabel ; Gijbels, Irene. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:4:p:883-904. Full description at Econpapers \|\| Download paper	4
30	2011	Mixtures of nonparametric autoregressions. (2011). Franke, J ; Li, W ; Tadjuidje-Kamgaing, J ; J.-P. Stockis, . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:2:p:287-303. Full description at Econpapers \|\| Download paper	4
31	2011	A triangle test for equality of distribution functions in high dimensions. (2011). Liu, Zhenyu ; Modarres, Reza. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:3:p:605-615. Full description at Econpapers \|\| Download paper	4
32	2010	On the goodness-of-fit testing for ergodic diffusion processes. (2010). Kutoyants, Yury. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:4:p:529-543. Full description at Econpapers \|\| Download paper	4
33	2009	Le Cam optimal tests for symmetry against Ferreira and Steels general skewed distributions. (2009). Ley, Christophe ; Paindaveine, Davy . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:8:p:943-967. Full description at Econpapers \|\| Download paper	4
34	2013	Finite-sample properties of the adjusted empirical likelihood. (2013). Chen, Jiahua ; Huang, YI. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:147-159. Full description at Econpapers \|\| Download paper	4
35	2012	Semiparametric mixtures of regressions. (2012). Hunter, David ; Young, Derek. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:1:p:19-38. Full description at Econpapers \|\| Download paper	4
36	2011	Simultaneous multiple non-crossing quantile regression estimation using kernel constraints. (2011). Liu, Yufeng ; Wu, Yichao. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:2:p:415-437. Full description at Econpapers \|\| Download paper	4
37	2016	Sparse nonparametric model for regression with functional covariate. (2016). Aneiros, G ; Vieu, P. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:28:y:2016:i:4:p:839-859. Full description at Econpapers \|\| Download paper	4
38	2009	Functional linear regression with derivatives. (2009). Mas, Andre ; Pumo, Besnik. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:1:p:19-40. Full description at Econpapers \|\| Download paper	3
39	2011	On some ridge regression estimators: a nonparametric approach. (2011). Saleh, A ; Kibria, Golam B. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:3:p:819-851. Full description at Econpapers \|\| Download paper	3
40	2012	Recursive regression estimators with application to nonparametric prediction. (2012). Amiri, Aboubacar. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:1:p:169-186. Full description at Econpapers \|\| Download paper	3
41	2008	Stable and bias-corrected estimation for nonparametric regression models. (2008). Lin, LU. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:20:y:2008:i:4:p:283-303. Full description at Econpapers \|\| Download paper	3
42	2009	Spline confidence bands for variance functions. (2009). Song, Qiongxia ; Yang, Lijian. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:5:p:589-609. Full description at Econpapers \|\| Download paper	3
43	2013	Smooth simultaneous confidence bands for cumulative distribution functions. (2013). Yang, Lijian ; Cheng, Fuxia ; Wang, Jiangyan . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:395-407. Full description at Econpapers \|\| Download paper	3
44	2009	Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data. (2009). Zhao, Peixin ; Xue, Liugen . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:7:p:907-923. Full description at Econpapers \|\| Download paper	3
45	2010	Finite-sample consistency of combination-based permutation tests with application to repeated measures designs. (2010). Pesarin, Fortunato ; Salmaso, Luigi. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:5:p:669-684. Full description at Econpapers \|\| Download paper	3
46	2009	Tests and estimates of shape based on spatial signs and ranks. (2009). Sirkia, Seija ; Tyler, David ; Oja, Hannu ; Taskinen, Sara. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:2:p:155-176. Full description at Econpapers \|\| Download paper	3
47	2010	Nonparametric estimation for time-varying transformation models with longitudinal data. (2010). Wu, Colin ; Yu, Jarvis ; Tian, Xin. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:2:p:133-147. Full description at Econpapers \|\| Download paper	3
48	2011	Bayesian estimation and inference for generalised partial linear models using shape-restricted splines. (2011). Meyer, Mary ; Hoeting, Jennifer ; Hackstadt, Amber. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:4:p:867-884. Full description at Econpapers \|\| Download paper	3
49	2011	A jump-detecting procedure based on spline estimation. (2011). Ma, Shujie ; Yang, Lijian. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:1:p:67-81. Full description at Econpapers \|\| Download paper	3
50	2012	Variable selection in high-dimensional partly linear additive models. (2012). Lian, Heng. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:4:p:825-839. Full description at Econpapers \|\| Download paper	3

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2014	Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density. (2014). Shang, Han Lin. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:3:p:599-615. Full description at Econpapers \|\| Download paper	7
2	2011	Functional partial linear model. (2011). Lian, Heng. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:1:p:115-128. Full description at Econpapers \|\| Download paper	5
3	2010	Large deviations of U-empirical KolmogorovâSmirnov tests and their efficiency. (2010). Nikitin, Yakov. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:5:p:649-668. Full description at Econpapers \|\| Download paper	4
4	2013	Nonparametric estimation of a time-varying GARCH model. (2013). Rohan, Neelabh ; Ramanathan, T V. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:33-52. Full description at Econpapers \|\| Download paper	4
5	2016	Sparse nonparametric model for regression with functional covariate. (2016). Aneiros, G ; Vieu, P. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:28:y:2016:i:4:p:839-859. Full description at Econpapers \|\| Download paper	4
6	2013	Spline-based semiparametric estimation of partially linear Poisson regression with single-index models. (2013). Lu, Minggen ; Loomis, Dana . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:4:p:905-922. Full description at Econpapers \|\| Download paper	4
7	2015	A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes. (2015). Zhu, Weixuan ; Leisen, Fabrizio. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:27:y:2015:i:1:p:89-105. Full description at Econpapers \|\| Download paper	3
8	2012	Statistical inference on semi-parametric partial linear additive models. (2012). Wei, Chuan-Hua ; Liu, Chunling . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:4:p:809-823. Full description at Econpapers \|\| Download paper	3
9	2010	Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation. (2010). Serfling, Robert. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:7:p:915-936. Full description at Econpapers \|\| Download paper	3
10	2010	Asymptotics for censored regression quantiles. (2010). Portnoy, Stephen ; Lin, Guixian . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:1:p:115-130. Full description at Econpapers \|\| Download paper	3
11	2013	Testing conditional symmetry without smoothing. (2013). Chen, Tao ; Tripathi, Gautam . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:273-313. Full description at Econpapers \|\| Download paper	3
12	2013	Finite-sample properties of the adjusted empirical likelihood. (2013). Chen, Jiahua ; Huang, YI. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:147-159. Full description at Econpapers \|\| Download paper	3
13	2013	A bootstrap method to test for the existence of finite moments. (2013). Fedotenkov, Igor. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:315-322. Full description at Econpapers \|\| Download paper	3
14	2012	Simultaneous inference for the mean function based on dense functional data. (2012). Cao, Guanqun ; Todem, David ; Yang, Lijian. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:2:p:359-377. Full description at Econpapers \|\| Download paper	3
15	2011	Mixtures of nonparametric autoregressions. (2011). Franke, J ; Li, W ; Tadjuidje-Kamgaing, J ; J.-P. Stockis, . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:2:p:287-303. Full description at Econpapers \|\| Download paper	3
16	2012	Unstable volatility: the break-preserving local linear estimator. (2012). Casas, Isabel ; Gijbels, Irene. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:4:p:883-904. Full description at Econpapers \|\| Download paper	3
17	2013	Smooth simultaneous confidence bands for cumulative distribution functions. (2013). Yang, Lijian ; Cheng, Fuxia ; Wang, Jiangyan . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:395-407. Full description at Econpapers \|\| Download paper	3
18	2012	Semiparametric mixtures of regressions. (2012). Hunter, David ; Young, Derek. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:1:p:19-38. Full description at Econpapers \|\| Download paper	3
19	2014	Asymptotics for penalised splines in generalised additive models. (2014). Yoshida, Takuma ; Naito, Kanta . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:2:p:269-289. Full description at Econpapers \|\| Download paper	3
20	2013	Wavelet-based estimation of regression function for dependent biased data under a given random design. (2013). Chaubey, Yogendra P ; Shirazi, Esmaeil ; Chesneau, Christophe. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:53-71. Full description at Econpapers \|\| Download paper	3
21	2013	Testing equality of functions under monotonicity constraints. (2013). DUROT, CCILE ; Lopuha, Hendrik P ; Groeneboom, Piet . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:4:p:939-970. Full description at Econpapers \|\| Download paper	3
22	2010	A bias-reduced approach to density estimation using Bernstein polynomials. (2010). Leblanc, Alexandre . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:4:p:459-475. Full description at Econpapers \|\| Download paper	2
23	2013	Nonparametric estimation of fixed effects panel data models. (2013). Gao, Yichen ; Li, Kunpeng. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:3:p:679-693. Full description at Econpapers \|\| Download paper	2
24	2016	Nonparametric kernel density estimation for general grouped data. (2016). Cao, Ricardo ; Francisco-Fernandez, Mario ; Reyes, Miguel . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:28:y:2016:i:2:p:235-249. Full description at Econpapers \|\| Download paper	2
25	2013	Large sample results for varying kernel regression estimates. (2013). Koul, Hira L ; Song, Weixing . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:4:p:829-853. Full description at Econpapers \|\| Download paper	2
26	2014	Improved nonparametric tolerance intervals based on interpolated and extrapolated order statistics. (2014). Young, Derek S ; Mathew, Thomas . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:3:p:415-432. Full description at Econpapers \|\| Download paper	2
27	2013	Computationally easy outlier detection via projection pursuit with finitely many directions. (2013). Serfling, Robert ; Mazumder, Satyaki . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:447-461. Full description at Econpapers \|\| Download paper	2
28	2009	Variable selection in partially time-varying coefficient models. (2009). Li, Degui ; Lin, Zhengyan ; Chen, Jia. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:5:p:553-566. Full description at Econpapers \|\| Download paper	2
29	2009	Le Cam optimal tests for symmetry against Ferreira and Steels general skewed distributions. (2009). Ley, Christophe ; Paindaveine, Davy . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:21:y:2009:i:8:p:943-967. Full description at Econpapers \|\| Download paper	2
30	2011	A Gaussian process regression approach to a single-index model. (2011). Choi, Taeryon ; Wang, BO ; Shi, Jian. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:1:p:21-36. Full description at Econpapers \|\| Download paper	2
31	2015	Error variance estimation in semi-functional partially linear regression models. (2015). Aneiros, Germn ; Vieu, Philippe ; Ling, Nengxiang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:27:y:2015:i:3:p:316-330. Full description at Econpapers \|\| Download paper	2
32	2010	Bivariate splines for spatial functional regression models. (2010). Guillas, Serge ; Lai, Ming-Jun. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:22:y:2010:i:4:p:477-497. Full description at Econpapers \|\| Download paper	2
33	2008	Tests for the multivariate -sample problem based on the empirical characteristic function. (2008). Hukova, Marie ; Meintanis, Simos . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:20:y:2008:i:3:p:263-277. Full description at Econpapers \|\| Download paper	2
34	2015	Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data. (2015). Hirukawa, Masayuki ; Sakudo, Mari. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:27:y:2015:i:1:p:41-63. Full description at Econpapers \|\| Download paper	2
35	2014	Quantile regression estimation of partially linear additive models. (2014). Hoshino, Tadao. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:3:p:509-536. Full description at Econpapers \|\| Download paper	2
36	2013	Nonparametric multivariate CUSUM control charts for location and scale changes. (2013). Li, Jun ; Jeske, Daniel R ; Zhang, Xin. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:1-20. Full description at Econpapers \|\| Download paper	2
37	2012	Prediction for spatio-temporal models with autoregression in errors. (2012). Wang, Hongxia ; Huang, BO. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:24:y:2012:i:1:p:217-244. Full description at Econpapers \|\| Download paper	2
38	2013	Semiparametric analysis of multivariate panel count data with dependent observation processes and a terminal event. (2013). Zhao, Hui ; Sun, Jianguo ; Li, Yang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:2:p:379-394. Full description at Econpapers \|\| Download paper	2
39	2011	Simultaneous multiple non-crossing quantile regression estimation using kernel constraints. (2011). Liu, Yufeng ; Wu, Yichao. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:23:y:2011:i:2:p:415-437. Full description at Econpapers \|\| Download paper	2
40	2013	Estimation of a semiparametric mixture of regressions model. (2013). Vandekerkhove, Pierre . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:25:y:2013:i:1:p:181-208. Full description at Econpapers \|\| Download paper	2
41	2016	Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification. (2016). Fang, Fang ; Ni, Lyu . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:28:y:2016:i:3:p:515-530. Full description at Econpapers \|\| Download paper	2
42	2014	Volatility estimation from short time series of stock prices. (2014). Dokuchaev, Nikolai. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:2:p:373-384. Full description at Econpapers \|\| Download paper	2
43	2014	Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure. (2014). al Labadi, Luai ; Zarepour, Mahmoud . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:26:y:2014:i:2:p:341-357. Full description at Econpapers \|\| Download paper	2
44	2017	Uniform in bandwidth consistency for various kernel estimators involving functional data. (2017). Kara-Zaitri, Lydia ; Vieu, Philippe ; Rachdi, Mustapha ; Laksaci, Ali. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:1:p:85-107. Full description at Econpapers \|\| Download paper	2
45	2015	Spline estimation of generalised monotonic regression. (2015). Lu, Minggen. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:27:y:2015:i:1:p:19-39. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 12:

Year	Title
2017	Adjusted Pearson Chi-Square feature screening for multi-classification with ultrahigh dimensional data. (2017). Ni, Lyu ; Wan, Fangjiao ; Fang, Fang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0629-9. Full description at Econpapers \|\| Download paper
2017	Bernstein polynomial model for grouped continuous data. (2017). Guan, Zhong . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:4:p:831-848. Full description at Econpapers \|\| Download paper
2017	Estimation of the tail exponent of multivariate regular variation. (2017). Kim, Moosup ; Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0574-9. Full description at Econpapers \|\| Download paper
2017	Sparse clustering of functional data. (2017). Floriello, Davide ; Vitelli, Valeria . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2017	Interval-wise testing for functional data. (2017). Pini, A ; Vantini, S. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:2:p:407-424. Full description at Econpapers \|\| Download paper
2017	Asymptotic properties of principal component projections with repeated eigenvalues. (2017). Petrovich, Justin ; Reimherr, Matthew. In: Statistics & Probability Letters. RePEc:eee:stapro:v:130:y:2017:i:c:p:42-48. Full description at Econpapers \|\| Download paper
2017	Bandwidth selection in kernel density estimation for interval-grouped data. (2017). Reyes, Miguel ; Cao, Ricardo ; Francisco-Fernandez, Mario. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0523-9. Full description at Econpapers \|\| Download paper
2017	Robust estimators in semi-functional partial linear regression models. (2017). Vahnovan, Alejandra ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:59-84. Full description at Econpapers \|\| Download paper
2017	Three-period, two-treatment crossover design under long-term carryover effect. (2017). Chatterjee, Suryasish ; Bandyopadhyay, Uttam. In: Statistica Neerlandica. RePEc:bla:stanee:v:71:y:2017:i:4:p:263-285. Full description at Econpapers \|\| Download paper
2017	On the Estimation of the Density of a Directional Data Stream. (2017). Amiri, Aboubacar ; Verdebout, Thomas ; Thiam, Baba. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:249-267. Full description at Econpapers \|\| Download paper
2017	Bayesian prediction with multiple-samples information. (2017). Camerlenghi, Federico ; Prunster, Igor ; Lijoi, Antonio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:18-28. Full description at Econpapers \|\| Download paper
2017	Compound random measures and their use in Bayesian non-parametrics. (2017). Griffin, Jim E ; Leisen, Fabrizio. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:525-545. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods. (2015). Funke, Benedikt ; Kawka, Rafael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:92:y:2015:i:c:p:148-162. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and BirnbaumâSaunders kernel estimators. (2014). Igarashi, Gaku ; Kakizawa, Yoshihide. In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:235-246. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Nonparametric Statistics / Taylor & Francis Journals	47
2	Computational Statistics & Data Analysis / Elsevier	46
3	Statistics & Probability Letters / Elsevier	35
4	Journal of Multivariate Analysis / Elsevier	33
5	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	21
6	Journal of Applied Statistics / Taylor & Francis Journals	17
7	Annals of the Institute of Statistical Mathematics / Springer	17
8	Metrika: International Journal for Theoretical and Applied Statistics / Springer	14
9	Statistical Papers / Springer	12
10	Computational Statistics / Springer	11
11	Journal of the American Statistical Association / Taylor & Francis Journals	10

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.