Mitochandrial DNA says their mother isn't.
Pre-Brokeback, mothers were still required. Seriously though, interbreeding (if possible) doesn't explain planet wide reduction of Neanderthals. Being physically hardier, it would be expected that they would live at least on the edges of survival. Remember that large portions of the planet were barren of people, and not even explored until recent times. Yet zero Neanderthals.
If human/Neanderthal hybridization occurred since humans eradicated the Neanderthals it would be more likely that the interbreeding Neanderthal stock would consist mostly of females (captured during warfare). If warfare was not significant, one might expect interbreeding with both sexes. It would be vanishingly unlikely that no Neanderthal females would interbreed in this situation.
I can't think of one scenario in which only Neanderthal males would interbreed.
All the evidence points towards no interbreeding.