Nonparametric and Semiparametric Approaches in Statistical Inference and Data Science: Theory, Methods and Applications

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "D1: Probability and Statistics".

Deadline for manuscript submissions: 28 February 2026 | Viewed by 1070

Special Issue Editor


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Department of Economics and Management, University of Ferrara, Via Voltapaletto 11, 44121 Ferrara, Italy
Interests: multivariate analysis; nonparametric statistics; permutation tests; composite indicators
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Special Issue Information

Dear Colleagues,

You are kindly invited to contribute to this Special Issue, entitled “Nonparametric Statistical Methods and their Applications”, with an original research paper or a comprehensive review. The focus of this Special Issue is primarily on novel theoretical proposals, applications and/or the computational aspects of nonparametric statistical methods. The papers submitted should address a wide spectrum of topics concerning nonparametric and semiparametric approaches to inferential or exploratory data analysis. The scope of this Special Issue includes, but is not limited to, the following methodological topics:

  • Rank tests
  • Permutation tests
  • Goodness-of-fit tests
  • Bootstrap methods
  • Nonparametric curve and/or density estimation
  • Regression smoothing
  • Symmetry testing
  • Robust estimation
  • Nonparametric filtering
  • Ranked set sampling
  • Bayesian non-parametrics
  • Semiparametric models and procedures

Many statistical methods are based on assumptions that cannot be tested, are not plausible, or are not justified by asymptotic theories (e.g., they have small sample sizes). For these reasons, nonparametric statistical methods have become increasingly important and widespread in several empirical empirical disciplines. In this Special Issue, these methods may be applied in psychology, business and economics, finance, economic and social sciences, biomedical sciences, engineering, chemistry, environmental sciences, quality evaluation, multicriteria decision making, Big Data, DOE, computer science, computational intelligence and machine learning, among others.

Dr. Stefano Bonnini
Guest Editor

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Keywords

  • nonparametric statistics
  • semiparametric statistical methods
  • curve estimation
  • multivariate analysis
  • statistical algorithms and machine learning
  • resampling methods
  • distribution-free techniques

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Published Papers (1 paper)

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Research

27 pages, 376 KiB  
Article
Improved Confidence Intervals for Expectiles
by Spiridon Penev and Yoshihiko Maesono
Mathematics 2025, 13(3), 510; https://doi.org/10.3390/math13030510 - 4 Feb 2025
Viewed by 594
Abstract
Expectiles were introduced to statistics around 40 years ago, but have recently gained renewed interest due to their relevance in financial risk management. In particular, the 2007–2009 global financial crisis highlighted the need for more robust risk evaluation tools, leading to the adoption [...] Read more.
Expectiles were introduced to statistics around 40 years ago, but have recently gained renewed interest due to their relevance in financial risk management. In particular, the 2007–2009 global financial crisis highlighted the need for more robust risk evaluation tools, leading to the adoption of inference methods for expectiles. While first-order asymptotic inference results for expectiles are well established, higher-order asymptotic results remain underdeveloped. This study aims to fill that gap by deriving higher-order asymptotic results for expectiles, ultimately improving the accuracy of confidence intervals. The paper outlines the derivation of the Edgeworth expansion for both the standardized and studentized versions of the kernel-based estimator of the expectile, using large deviation results on U-statistics. The expansion is then inverted to construct more precise confidence intervals for the expectile. These theoretical results were applied to moderate sample sizes ranging from 20 to 200. To demonstrate the advantages of this methodology, an example from risk management is presented. The enhanced confidence intervals consistently outperformed those based on the first-order normal approximation. The methodology introduced in this paper can also be extended to other contexts. Full article
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