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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

Statistics & Probability Letters / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.081436121500.04
19910.010.081691132582010.010.04
19920.020.0818986312600.04
19930.010.09181108358300.05
19940.010.116984370300.05
19950.010.1919893350500.07
19960.020.23271139367800.1
19970.010.292681634696030.010.1
19980.030.2920610753918020.010.11
19990.020.342491854748040.020.15
20000.020.4324215345570100.17
20010.030.45253134491160100.17
20020.040.4622612649520030.010.21
20030.040.4823113847917040.020.21
20040.030.5520199457140100.23
20050.040.571989343217090.050.24
20060.040.54253833991600.22
20070.040.482285145117020.010.19
20080.050.54778448125050.010.22
20090.040.513674570528050.010.21
20100.050.462773284443040.010.17
20110.050.64276364435020.010.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1983Descriptive statistics for multivariate distributions
RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332 [Citation Analysis]		34
1986Convergence rates for partially splined models
RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208 [Citation Analysis]		25
1988Estimating the number of change-points via Schwarz criterion
RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189 [Citation Analysis]		21
1996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171 [Citation Analysis]		19
1987Estimation of integrated squared density derivatives
RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115 [Citation Analysis]		18
1997Sparse spatial autoregressions
RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297 [Citation Analysis]		16
1999Functional linear model
RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22 [Citation Analysis]		16
2010Improved penalization for determining the number of factors in approximate factor models
RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813 [Citation Analysis]		15
2001Moments of skew-normal random vectors and their quadratic forms
RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325 [Citation Analysis]		15
1999Recursive mean adjustment in time-series inferences
RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73 [Citation Analysis]		15
2001Bayesian quantile regression
RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447 [Citation Analysis]		14
1988On binomial distributions of order k
RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250 [Citation Analysis]		13
1998On forecasting SETAR processes
RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14 [Citation Analysis]		12
1993Testing the equality of nonparametric regression curves
RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204 [Citation Analysis]		12
2005Estimating parameters in autoregressive models with asymmetric innovations
RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70 [Citation Analysis]		11
1991Testing the equality of two regression curves using linear smoothers
RePEc:eee:stapro:v:12:y:1991:i:3:p:239-247 [Citation Analysis]		10
2002Supermodular dependence ordering on a class of multivariate copulas
RePEc:eee:stapro:v:57:y:2002:i:4:p:375-385 [Citation Analysis]		10
1991On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions
RePEc:eee:stapro:v:12:y:1991:i:5:p:429-439 [Citation Analysis]		10
1999Estimation of the coefficient of tail dependence in bivariate extremes
RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409 [Citation Analysis]		10
1991A joint test for serial correlation and random individual effects
RePEc:eee:stapro:v:11:y:1991:i:3:p:277-280 [Citation Analysis]		10
1983A generalized geometric distribution and some of its properties
RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175 [Citation Analysis]		9
1997Testing for constant variance in a linear model
RePEc:eee:stapro:v:33:y:1997:i:1:p:95-103 [Citation Analysis]		9
1991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514 [Citation Analysis]		9
1996Asymptotic normality of regression estimators with long memory errors
RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335 [Citation Analysis]		9
1992Density estimation in Besov spaces
RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24 [Citation Analysis]		8
1992Some diagnostic measures in discriminant analysis
RePEc:eee:stapro:v:13:y:1992:i:4:p:279-285 [Citation Analysis]		8
2003Elliptical copulas: applicability and limitations
RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286 [Citation Analysis]		8
1997Testing independence by nonparametric kernel method
RePEc:eee:stapro:v:34:y:1997:i:2:p:201-210 [Citation Analysis]		8
2003Long memory and stochastic trend
RePEc:eee:stapro:v:61:y:2003:i:2:p:177-190 [Citation Analysis]		8
2004A new class of bivariate copulas
RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325 [Citation Analysis]		8
1990Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas
RePEc:eee:stapro:v:9:y:1990:i:1:p:5-11 [Citation Analysis]		8
2000Kernel-based functional principal components
RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345 [Citation Analysis]		8
2006On optimal schemes in progressive censoring
RePEc:eee:stapro:v:76:y:2006:i:10:p:1032-1036 [Citation Analysis]		8
1999On estimation with balanced loss functions
RePEc:eee:stapro:v:45:y:1999:i:2:p:97-101 [Citation Analysis]		8
2000A pairwise likelihood approach to analyzing correlated binary data
RePEc:eee:stapro:v:47:y:2000:i:4:p:329-335 [Citation Analysis]		8
1996Unit root tests for time series with outliers
RePEc:eee:stapro:v:30:y:1996:i:3:p:189-197 [Citation Analysis]		8
1998Parameterizations and modes of stable distributions
RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195 [Citation Analysis]		8
2001Bounds for means and variances of progressive type II censored order statistics
RePEc:eee:stapro:v:54:y:2001:i:3:p:301-315 [Citation Analysis]		8
1994Bias correction in ARMA models
RePEc:eee:stapro:v:19:y:1994:i:3:p:169-176 [Citation Analysis]		8
1986The stuttering generalized waring distribution
RePEc:eee:stapro:v:4:y:1986:i:6:p:313-318 [Citation Analysis]		8
1991New properties and characterizations of the dispersive ordering
RePEc:eee:stapro:v:11:y:1991:i:4:p:365-372 [Citation Analysis]		8
2008A canonical definition of shape
RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247 [Citation Analysis]		7
1994Trimmed mean or sample median?
RePEc:eee:stapro:v:20:y:1994:i:5:p:401-409 [Citation Analysis]		7
1998A lifetime distribution with decreasing failure rate
RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42 [Citation Analysis]		7
1997Extreme smoothing and testing for multivariate normality
RePEc:eee:stapro:v:35:y:1997:i:3:p:203-213 [Citation Analysis]		7
2000The skew-Cauchy distribution
RePEc:eee:stapro:v:49:y:2000:i:3:p:285-290 [Citation Analysis]		7
1993A triptych of discrete distributions related to the stable law
RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351 [Citation Analysis]		7
1984A measure of skewness and kurtosis and a graphical method for assessing multivariate normality
RePEc:eee:stapro:v:2:y:1984:i:5:p:263-267 [Citation Analysis]		7
1999Dispersive ordering of convolutions of exponential random variables
RePEc:eee:stapro:v:43:y:1999:i:3:p:321-324 [Citation Analysis]		7
1999Empirical likelihood for partial linear models with fixed designs
RePEc:eee:stapro:v:41:y:1999:i:4:p:425-433 [Citation Analysis]		7

Citing documents used to compute impact factor 35:
YearTitleSee
2011On the calculation of price sensitivities with jump-diffusion structure
RePEc:pra:mprapa:30596		[Citation Analysis]
2011Some new results on convolutions of heterogeneous gamma random variables
RePEc:eee:jmvana:v:102:y:2011:i:5:p:958-976		[Citation Analysis]
2011Forecasting economic growth in the euro area during the great moderation and the great recession
RePEc:ecb:ecbwps:20111379		[Citation Analysis]
2011One-Sided Representations of Generalized Dynamic Factor Models
RePEc:eca:wpaper:2013/94959		[Citation Analysis]
2011Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
RePEc:pre:wpaper:201122		[Citation Analysis]
2011One-Sided Representations of Generalized Dynamic Factor Models
RePEc:sas:wpaper:20115		[Citation Analysis]
2011A Simple Model for Vast Panels of Volatilities
RePEc:eca:wpaper:2013/97304		[Citation Analysis]
2011Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
RePEc:rza:wpaper:253		[Citation Analysis]
2011Numbers of near bivariate record-concomitant observations
RePEc:eee:jmvana:v:102:y:2011:i:5:p:908-917		[Citation Analysis]
2011Multivariate linear recursions with Markov-dependent coefficients
RePEc:eee:jmvana:v:102:y:2011:i:3:p:521-527		[Citation Analysis]
2011Market timing: Recent development and a new test
RePEc:eee:ecolet:v:111:y:2011:i:2:p:105-109		[Citation Analysis]
2011Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck Process
RePEc:hit:econdp:2011-07		[Citation Analysis]
2011Progressively Type-II censored competing risks data from Lomax distributions
RePEc:eee:csdana:v:55:y:2011:i:3:p:1285-1303		[Citation Analysis]
2011Sampling schemes for generalized linear Dirichlet process random effects models
RePEc:spr:stmapp:v:20:y:2011:i:3:p:259-290		[Citation Analysis]
2011Ancillary impacts of energy-related climate change mitigation options in Africa’s least developed countries
RePEc:spr:masfgc:v:16:y:2011:i:7:p:749-773		[Citation Analysis]
2011Inequality, growth and public spending in Central, East and Southeast Europe
RePEc:inq:inqwps:ecineq2011-221		[Citation Analysis]
2011Instrumental variable estimation of a spatial autoregressive panel model with random effects
RePEc:eee:ecolet:v:111:y:2011:i:2:p:135-137		[Citation Analysis]
2011Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
RePEc:eee:insuma:v:48:y:2011:i:3:p:398-405		[Citation Analysis]
2011Variable selection for varying coefficient models with measurement errors
RePEc:spr:metrik:v:74:y:2011:i:2:p:231-245		[Citation Analysis]
2011Some new results on convolutions of heterogeneous gamma random variables
RePEc:eee:jmvana:v:102:y:2011:i:5:p:958-976		[Citation Analysis]
2011Stochastic comparisons for allocations of policy limits and deductibles with applications
RePEc:eee:insuma:v:48:y:2011:i:3:p:338-343		[Citation Analysis]
2011Stochastic comparisons of distorted variability measures
RePEc:eee:insuma:v:49:y:2011:i:1:p:11-17		[Citation Analysis]
2011The Variance Profile
RePEc:pra:mprapa:30378		[Citation Analysis]
2011Dual divergence estimators and tests: Robustness results
RePEc:eee:jmvana:v:102:y:2011:i:1:p:20-36		[Citation Analysis]
2011Non-negative demand in newsvendor models:The case of singly truncated normal samples
RePEc:pra:mprapa:31842		[Citation Analysis]
2011Sine-skewed circular distributions
RePEc:spr:stpapr:v:52:y:2011:i:3:p:683-707		[Citation Analysis]
2011Symmetric circular models through duplication and cosine perturbation
RePEc:eee:csdana:v:55:y:2011:i:12:p:3271-3282		[Citation Analysis]
2011A unified view on lifetime distributions arising from selection mechanisms
RePEc:eee:csdana:v:55:y:2011:i:12:p:3311-3319		[Citation Analysis]
2011The Poisson-exponential lifetime distribution
RePEc:eee:csdana:v:55:y:2011:i:1:p:677-686		[Citation Analysis]
2011The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart
RePEc:eee:csdana:v:55:y:2011:i:8:p:2516-2524		[Citation Analysis]
2011Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics
RePEc:eee:csdana:v:55:y:2011:i:1:p:588-602		[Citation Analysis]
2011Principal points of a multivariate mixture distribution
RePEc:eee:jmvana:v:102:y:2011:i:2:p:213-224		[Citation Analysis]
2011On Pearson-Kotz Dirichlet distributions
RePEc:eee:jmvana:v:102:y:2011:i:5:p:948-957		[Citation Analysis]
2011Multivariate density estimation using dimension reducing information and tail flattening transformations
RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110		[Citation Analysis]
2011A note on influence diagnostics in nonlinear mixed-effects elliptical models
RePEc:eee:csdana:v:55:y:2011:i:1:p:218-225		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Semiparametric analysis in double-sampling designs via empirical likelihood
RePEc:eee:jmvana:v:102:y:2011:i:9:p:1302-1314		[Citation Analysis]
2011Frame potential minimization for clustering short time series
RePEc:spr:advdac:v:5:y:2011:i:4:p:341-355		[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Rank test for heteroscedastic functional data
RePEc:eee:jmvana:v:101:y:2010:i:8:p:1791-1805		[Citation Analysis]
2010Convergence Rates for Ill-posed Inverse Problems with an Unknown Operator.
RePEc:ner:toulou:http://neeo.univ-tlse1.fr/3049/		[Citation Analysis]
2010Goodness-of-fit testing for regime-switching models
RePEc:pra:mprapa:22871		[Citation Analysis]
2010Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
RePEc:pra:mprapa:28195		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Principal component regression for data containing outliers and missing elements
RePEc:eee:csdana:v:53:y:2009:i:11:p:3855-3863		[Citation Analysis]
2009Semiparametric analysis of survival data with left truncation and right censoring
RePEc:eee:csdana:v:53:y:2009:i:12:p:4417-4432		[Citation Analysis]
2009Birnbaum-Saunders nonlinear regression models
RePEc:eee:csdana:v:53:y:2009:i:12:p:4441-4452		[Citation Analysis]
2009Comparing tail variabilities of risks by means of the excess wealth order
RePEc:eee:insuma:v:45:y:2009:i:3:p:466-469		[Citation Analysis]
2009A review on empirical likelihood methods for regression
RePEc:spr:testjl:v:18:y:2009:i:3:p:415-447		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
RePEc:eca:wpaper:2008_039		[Citation Analysis]
2008An algorithmic approach to constructing mixed-level orthogonal and near-orthogonal arrays
RePEc:eee:csdana:v:52:y:2008:i:12:p:5269-5276		[Citation Analysis]
2008Evaluation of matching noise for imputation techniques based on nonparametric local linear regression estimators
RePEc:eee:csdana:v:53:y:2008:i:2:p:354-365		[Citation Analysis]
2008Skewed bivariate models and nonparametric estimation for the CTE risk measure
RePEc:eee:insuma:v:43:y:2008:i:3:p:386-393		[Citation Analysis]
2008Optimal capital and risk allocations for law- and cash-invariant convex functions
RePEc:spr:finsto:v:12:y:2008:i:3:p:423-439		[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.
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