Topics in Nonparametric Statistics

M.G. Akritas, S.N. Lahiri and D.N. Politis are the first executive committee members of ISNPS (the International Society for Nonparametric Statistics) and the editors of this volume.

• A cost based reweighed scheme of Principal Support Vector Machine.- Power assessment of a new test of independence.- Empirical.- Divergence Minimizers for Hadamard Differentiable Functionals.- Advances in permutation tests for covariates in a mixture model for preference data analysis.- Semiparametric generalized estimating equations in misspecified models.- Local Covariance Estimation using Costationarity.- Stable Non-parametric Signal Filtration in Nonlinear Models.- Block bootstrap for the autocovariance coefficients of periodically correlated time series.- Bootstrapping Realized Bipower Variation.- Multiple testing approaches for removing background noise from images.- Peak-Load Forecasting using a Functional Semi-Parametric Approach.- An open problem on strongly consistent learningof the best prediction for Gaussian processes.- Testing for equality of an increasing number of spectral density functions.- Multiscale local polynomial models for estimation and testing.- Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks.- Diagnostic procedures for spherically symmetric distributions.- A nonparametric causality test: Detection of direct causal effects in multivariate systems using Corrected Partial Transfer Entropy.- A high performance biomarker detection method for exhaled breath mass spectrometry data.- Local polynomials for variable selection.- On the CLT on Low Dimensional Stratified Spaces- Kernel Density Outlier Detector.- Model Selection for Classification with a Large Number of Classes.-Semiparametric Bayesian Small Area Estimation Based on Dirichlet Process Priors.- Bootstrap confidence intervals in nonparametric regression without an additive model.- Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness- Level Set Estimation.- Nonparametric Permutation-Based Control Charts for Ordinal Data.- The latest advances on the Hill estimator and its modifications.- Multivariate Stochastic Volatility Estimation Using Particle Filters.- Guaranteed Estimation of Logarithmic Density Derivative by Dependent Observations.- Nonparametric Statistics and High/Infinite Dimensional Data.