Nonparametric Statistics

<div>Symmetrizing k-nn and Mutual k-nn Smoothers (P. A. Cornillon, A. Gribinski, N. Hengartner, T. Kerdreux and E. Matzner-Løber).-&nbsp;Multiplicative Bias Corrected Nonparametric Smoothers (N. Hengartner, E. Matzner-Løber, L. Rouvière and T. Burr).- Nonparametric PU Learning of State Estimation in Markov Switching Model (A. Dobrovidov and V. Vasilyev).-&nbsp;Nonparametric Lower Bounds and Information Functions (S. Y. Novak).-&nbsp;Efficiency of the V-fold Model Selection for Localized Bases (F. Navarro and A. Saumard).-&nbsp;Modification of Moment-based Tail Index Estimator: Sums versus Maxima (N. Markovich and M. Vaičiulis).-&nbsp;Constructing Confidence Sets for the Matrix Completion Problem (A. Carpentier, O. Klopp and M. Löffler).-&nbsp;PAC-Bayesian Aggregation of Affine Estimators (L. Montuelle and E. Le Pennec).-&nbsp;A Nonparametric Classification Algorithm Based on Optimized Templates (J. Kalina).-&nbsp;Light- and Heavy-tailed Density Estimation by Gamma-Weibull Kernel (L. Markovich).- Adaptive Estimation of Heavy Tail Distributions with Application to Hall Model (D. N. Politis, V. A. Vasiliev, S. E. Vorobeychikov).-&nbsp;Extremal Index for a Class of Heavy-tailed Stochastic Processes in Risk Theory (C. Tillier).-&nbsp;Elemental Estimates, Influence, and Algorithmic Leveraging (K. Knight).-&nbsp;Bootstrapping Nonparametric M-Smoothers with Independent Error Terms (M. Maciak).-&nbsp;Probability Bounds for Active Learning in the Regression Problem (A. K. Fermin and C.&nbsp;Ludeña).-&nbsp;Subsampling for Big Data: Some Recent Advances (P. Bertail, O. Jelassi, J. Tressou and M. Zetlaoui).-&nbsp;Extension Sampling Designs for Big Networks: Application to Twitter (A. Rebecq).-&nbsp;Strong Separability in Circulant SSA (J. Bógalo, P. Poncela and E. Senra).-&nbsp;Selection of Window Length in Singular Spectrum Analysis of a Time Series (P. Unnikrishnan and V. Jothiprakash).-&nbsp;Fourier-type Monitoring Procedures for Strict Stationarity (S. Lee, S. G. Meintanis and C. Pretorius).-&nbsp;Wavelet Whittle Estimation in Multivariate Time Series Models: Application to fMRI Data (S. Achard and I. Gannaz).-&nbsp;On Kernel Smoothing with Gaussian Subordinated Spatial Data (S. Ghosh).-&nbsp;Nonparametric and Parametric Methods for Change-Point Detection in Parametric Models (G. Ciuperca).-&nbsp;Variance Estimation Free Tests for Structural Changes in Regression (B.&nbsp;Peštová and M.&nbsp;Pešta).-&nbsp;Index.</div>