Most cited documents in this series:

Year	Title	Cited
1969	Fitting autoregressive models for prediction RePEc:spr:aistmt:v:21:y:1969:i:1:p:243-247 [Citation Analysis]	75
1991	Bayesian image restoration, with two applications in spatial statistics RePEc:spr:aistmt:v:43:y:1991:i:1:p:1-20 [Citation Analysis]	24
2000	Probability Density Function Estimation Using Gamma Kernels RePEc:spr:aistmt:v:52:y:2000:i:3:p:471-480 [Citation Analysis]	23
1996	Asymptotically efficient autoregressive model selection for multistep prediction RePEc:spr:aistmt:v:48:y:1996:i:3:p:577-602 [Citation Analysis]	20
1993	On the accuracy of empirical likelihood confidence regions for linear regression model RePEc:spr:aistmt:v:45:y:1993:i:4:p:621-637 [Citation Analysis]	18
1995	Runs, scans and URN model distributions: A unified Markov chain approach RePEc:spr:aistmt:v:47:y:1995:i:4:p:743-766 [Citation Analysis]	15
2002	Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors RePEc:spr:aistmt:v:54:y:2002:i:2:p:291-311 [Citation Analysis]	14
2000	A Cautionary Note on Likelihood Ratio Tests in Mixture Models RePEc:spr:aistmt:v:52:y:2000:i:3:p:481-487 [Citation Analysis]	14
2005	Generalized skew-elliptical distributions and their quadratic forms RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401 [Citation Analysis]	13
2001	Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data RePEc:spr:aistmt:v:53:y:2001:i:1:p:11-30 [Citation Analysis]	11
1990	Bootstrap in Markov-sequences based on estimates of transition density RePEc:spr:aistmt:v:42:y:1990:i:2:p:253-268 [Citation Analysis]	9
1969	Partial orderings of permutations and monotonicity of a rank correlation statistic RePEc:spr:aistmt:v:21:y:1969:i:1:p:489-506 [Citation Analysis]	9
1989	A framework for positive dependence RePEc:spr:aistmt:v:41:y:1989:i:1:p:31-45 [Citation Analysis]	9
2000	The Local Bootstrap for Kernel Estimators under General Dependence Conditions RePEc:spr:aistmt:v:52:y:2000:i:1:p:139-159 [Citation Analysis]	8
1994	The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family RePEc:spr:aistmt:v:46:y:1994:i:2:p:373-388 [Citation Analysis]	8
1992	Waiting time problems for a sequence of discrete random variables RePEc:spr:aistmt:v:44:y:1992:i:2:p:363-378 [Citation Analysis]	8
2007	Multivariate measures of concordance RePEc:spr:aistmt:v:59:y:2007:i:4:p:789-806 [Citation Analysis]	8
1997	Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency RePEc:spr:aistmt:v:49:y:1997:i:1:p:79-99 [Citation Analysis]	8
1995	Joint distributions of numbers of success-runs and failures until the first consecutivek successes RePEc:spr:aistmt:v:47:y:1995:i:2:p:225-235 [Citation Analysis]	8
1989	Estimation of entropy and other functionals of a multivariate density RePEc:spr:aistmt:v:41:y:1989:i:4:p:683-697 [Citation Analysis]	7
2003	Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution RePEc:spr:aistmt:v:55:y:2003:i:2:p:319-330 [Citation Analysis]	7
1997	Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains RePEc:spr:aistmt:v:49:y:1997:i:1:p:123-139 [Citation Analysis]	7
1988	Monotonicity of quadratic-approximation algorithms RePEc:spr:aistmt:v:40:y:1988:i:4:p:641-663 [Citation Analysis]	6
1995	Parametric ranked set sampling RePEc:spr:aistmt:v:47:y:1995:i:3:p:465-482 [Citation Analysis]	6
1988	Simultaneous estimation of eigenvalues RePEc:spr:aistmt:v:40:y:1988:i:1:p:137-147 [Citation Analysis]	6
1993	A random clustering process RePEc:spr:aistmt:v:45:y:1993:i:3:p:459-465 [Citation Analysis]	6
1997	Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression RePEc:spr:aistmt:v:49:y:1997:i:3:p:467-491 [Citation Analysis]	6
1990	Parametric stochastic convexity and concavity of stochastic processes RePEc:spr:aistmt:v:42:y:1990:i:3:p:509-531 [Citation Analysis]	6
2001	Estimation with Sequential Order Statistics from Exponential Distributions RePEc:spr:aistmt:v:53:y:2001:i:2:p:307-324 [Citation Analysis]	6
1998	Combined and Least Squares Empirical Likelihood RePEc:spr:aistmt:v:50:y:1998:i:4:p:697-714 [Citation Analysis]	6
1994	Minimum disparity estimation for continuous models: Efficiency, distributions and robustness RePEc:spr:aistmt:v:46:y:1994:i:4:p:683-705 [Citation Analysis]	6
2008	The admissible parameter space for exponential smoothing models RePEc:spr:aistmt:v:60:y:2008:i:2:p:407-426 [Citation Analysis]	6
1994	The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother RePEc:spr:aistmt:v:46:y:1994:i:4:p:605-623 [Citation Analysis]	5
2001	Web Quantlets for Time Series Analysis RePEc:spr:aistmt:v:53:y:2001:i:1:p:179-188 [Citation Analysis]	5
1975	Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population RePEc:spr:aistmt:v:27:y:1975:i:1:p:327-339 [Citation Analysis]	5
1994	Success runs of lengthk in Markov dependent trials RePEc:spr:aistmt:v:46:y:1994:i:4:p:777-796 [Citation Analysis]	5
2001	Strong Universal Pointwise Consistency of Recursive Regression Estimates RePEc:spr:aistmt:v:53:y:2001:i:4:p:691-707 [Citation Analysis]	5
1990	Estimating the covariance matrix and the generalized variance under a symmetric loss RePEc:spr:aistmt:v:42:y:1990:i:2:p:331-343 [Citation Analysis]	5
2003	Selection of smoothing parameters inB-spline nonparametric regression models using information criteria RePEc:spr:aistmt:v:55:y:2003:i:4:p:671-687 [Citation Analysis]	5
2004	Nonparametric regression under dependent errors with infinite variance RePEc:spr:aistmt:v:56:y:2004:i:1:p:73-86 [Citation Analysis]	5
1999	On the Estimation of Jump Points in Smooth Curves RePEc:spr:aistmt:v:51:y:1999:i:2:p:231-251 [Citation Analysis]	5
1991	A class of consistent tests for exponentiality based on the empirical Laplace transform RePEc:spr:aistmt:v:43:y:1991:i:3:p:551-564 [Citation Analysis]	5
1969	Power spectrum estimation through autoregressive model fitting RePEc:spr:aistmt:v:21:y:1969:i:1:p:407-419 [Citation Analysis]	5
2003	Empirical likelihood for partial linear models RePEc:spr:aistmt:v:55:y:2003:i:3:p:585-595 [Citation Analysis]	5
2003	Bounded influence regression using high breakdown scatter matrices RePEc:spr:aistmt:v:55:y:2003:i:2:p:265-285 [Citation Analysis]	5
1989	A smoothing spline based test of model adequacy in polynomial regression RePEc:spr:aistmt:v:41:y:1989:i:2:p:383-400 [Citation Analysis]	5
1998	Some Simple Test Procedures for Normal Mean Vector with Incomplete Data RePEc:spr:aistmt:v:50:y:1998:i:3:p:531-542 [Citation Analysis]	5
2001	Generalized Calibration Approach for Estimating Variance in Survey Sampling RePEc:spr:aistmt:v:53:y:2001:i:2:p:404-417 [Citation Analysis]	5
2004	A class of multivariate skew-normal models RePEc:spr:aistmt:v:56:y:2004:i:2:p:305-315 [Citation Analysis]	5
1997	Statistical Inference in Single-Index and Partially Nonlinear Models RePEc:spr:aistmt:v:49:y:1997:i:3:p:493-517 [Citation Analysis]	4

Citing documents used to compute impact factor 7:

Year	Title	See
2011	Nonparametric LAD Cointegrating Regression RePEc:hst:ghsdps:gd11-207	[Citation Analysis]
2011	Characteristic functions of scale mixtures of multivariate skew-normal distributions RePEc:eee:jmvana:v:102:y:2011:i:7:p:1105-1117	[Citation Analysis]
2011	Goodness-of-fit test for interest rate models: An approach based on empirical processes RePEc:eee:csdana:v:55:y:2011:i:12:p:3073-3092	[Citation Analysis]
2011	Semi-nonparametric estimation and misspecification testing of diffusion models RePEc:eee:econom:v:164:y:2011:i:2:p:382-403	[Citation Analysis]
2011	Variable selection for functional regression models via the L1 regularization RePEc:eee:csdana:v:55:y:2011:i:12:p:3304-3310	[Citation Analysis]
2011	Minimum distance conditional variance function checking in heteroscedastic regression models RePEc:eee:jmvana:v:102:y:2011:i:3:p:579-600	[Citation Analysis]
2011	Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition RePEc:got:gotcrc:050	[Citation Analysis]

Cites in year: CiY