World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
30
Citations
5329
World Ranking
3454
National Ranking
1346

Research.com Recognitions

  • 2001 - Fellow of the American Statistical Association (ASA)

Best Publications

  • Nonparametric Smoothing and Lack-of-Fit Tests

    Jeffrey D. Hart

  • Kernel Regression Estimation Using Repeated Measurements Data

    Jeffrey D. Hart;Thomas E. Wehrly

  • Kernel regression estimation with time series errors

    Jeffrey D. Hart

  • Testing Goodness-of-Fit in Regression Via Order Selection Criteria

    R. L. Eubank;Jeffrey D. Hart

  • Bootstrap test for difference between means in nonparametric regression

    Peter Hall;Jeffrey D. Hart

  • Data-Driven Bandwidth Choice for Density Estimation Based on Dependent Data

    Jeffrey D. Hart;Philippe Vieu

  • Nonparametric regression with long-range dependence

    Peter Hall;Jeffrey D. Hart

  • Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models

    Jeffery S. Racine;Jeffrey Hart;Qi Li

  • Parametric modelling of growth curve data: An overview

    Unknown

  • Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives

    Daren B. H Cline;Jeffrey D Hart

  • Testing the equality of two regression curves using linear smoothers

    Eileen King;Jeffrey D. Hart;Thomas E. Wehrly

  • Automated Kernel Smoothing of Dependent Data by Using Time Series Cross-Validation

    Jeffrey D. Hart

  • One-Sided Cross-Validation

    Jeffrey D. Hart;Seongbaek Yi

  • Bandwidth Choice for Average Derivative Estimation

    W. Härdle;J. Hart;J. S. Marron;A B. Tsybakov

  • Testing the Fit of a Parametric Function

    Marc Aerts;Gerda Claeskens;Jeffrey D. Hart

  • Bias properties of Bayesian statistics in finite mixture of negative binomial regression models in crash data analysis

    Byung-Jung Park;Dominique Lord;Jeffrey D. Hart

  • Some automated methods of smoothing time-dependent data

    Jeffrey D. Hart

  • Convergence rates in density estimation for data from infinite-order moving average processes

    Peter Hall;Jeffrey D. Hart

  • Testing for additivity in nonparametric regression

    Randall Eubank;Jeffrey Hart;Douglas G Simpson;Leonard Stefanski

  • Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests

    R. L. Eubank;Jeffrey D. Hart

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Best Scientists Citing Jeffrey D. Hart