The monitoring performance of receiver autonomous integrity monitoring (RAIM) is restricted when visible satellites are limited in challenging environments. For that, artificial neural network (ANN)-based RAIM methods have been investigated to improve the detection efficacy. Nevertheless, their corresponding fault exclusion and protection level algorithms are hardly provided for integrity assessments. In this regard, a nonparametric estimation-based RAIM method (NE-RAIM) is investigated to support fault detection, exclusion, and protection level calculation in this paper, boosting the declined monitoring capacity caused by the decrease of visible satellites. We propose a classification variable and a dynamic sampling method based on the variance inflation theory and then obtain the regression of the classification variable using nonparametric estimation. In this way, a five-layer NE-RAIM neural network is constructed to enhance the detection capability further. We also provide a NE-RAIM-based fault exclusion strategy by analyzing the detection result vector. Meanwhile, a protection level algorithm is proposed to enable direct integrity and availability evaluation based on searching the worst-case scenario where the missed detection risk is maximized. Results show that NE-RAIM requires a minimum pseudorange bias of 35m to realize 100% detection rates under all single-faulty-satellite modes. Compared with least-square RAIM and advanced RAIM, NE-RAIM improves overall 24h availability by 59.30% and 4.52%, respectively.