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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics

0.28

Impact Factor

0.31

5-Years IF

15

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.270100 (%)0.1
19990.31404010000 (%)0.13
20000.050.390.05478730.03177402402 (%)10.020.15
20010.080.410.084313090.0792877877 (%)0.16
20020.020.430.063816890.051119021308 (%)10.030.19
20030.120.450.1852220310.14151811016830 (%)10.020.19
20040.190.510.1545265360.14119901722033 (%)0.21
20050.120.540.1741306490.16131971222538 (%)20.050.22
20060.120.520.1552358670.19222861021933 (%)30.060.21
20070.220.450.2245403830.2189932022851 (%)70.160.18
20080.350.480.34454481400.3161973423581 (%)10.020.2
20090.20.480.32464941350.27116901822872 (%)50.110.19
20100.260.440.28405341150.2243912422964 (%)0.16
20110.240.530.32465801460.2538862122872 (%)10.020.21
20120.190.580.2516311550.2531861622245 (%)40.080.22
20130.240.710.29486792060.327972322866 (%)20.040.25
20140.280.810.31717501880.2516992823171 (%)30.040.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2006Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation. (2006). RMILLARD, BRUNO ; Quessy, Jean-Franois ; Genest, Christian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366.

Full description at Econpapers || Download paper

52
2009Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps. (2009). Mancini, Cecilia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296.

Full description at Econpapers || Download paper

46
2005The Skew-normal Distribution and Related Multivariate Families. (2005). Azzalini, Adelchi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188.

Full description at Econpapers || Download paper

42
2007Latent Variable Modelling: A Survey. (2007). Skrondal, Anders . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745.

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37
2006Non-parametric Estimation of Tail Dependence. (2006). Schmidt, Rafael ; STADTMLLER, ULRICH. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335.

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28
2000Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models. (2000). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731.

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26
2001Non-parametric Estimation of the Residual Distribution. (2001). Akritas, Michael G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567.

Full description at Econpapers || Download paper

23
2006On the Unification of Families of Skew-normal Distributions. (2006). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574.

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23
2003Unsupervised Curve Clustering using B-Splines. (2003). Abraham, C. ; Cornillon, P. A. ; Molinari, N. ; Matzner-Lober, E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595.

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22
2000Multivariate Dispersion Models Generated From Gaussian Copula. (2000). Song, Peter Xue-Kun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320.

Full description at Econpapers || Download paper

21
2003The Cusum Test for Parameter Change in Time Series Models. (2003). Ha, Jeongcheol ; Na, Seongryong ; Lee, Sangyeol . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796.

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21
2000Spectral Density Based Goodness-of-Fit Tests for Time Series Models. (2000). Paparoditis, Efstathios . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:143-176.

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21
2002Model Checks for Generalized Linear Models. (2002). Stute, Winfried . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545.

Full description at Econpapers || Download paper

18
1999Smoothing Splines and Shape Restrictions. (1999). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252.

Full description at Econpapers || Download paper

17
2004Local Linear Additive Quantile Regression. (2004). Yu, Keming ; Lu, Zudi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346.

Full description at Econpapers || Download paper

16
1999Random Bernstein Polynomials. (1999). Petrone, Sonia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393.

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15
2002Empirical Likelihood-based Inference in Linear Models with Missing Data. (2002). Wang, Qihua . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:563-576.

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15
2006Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing. (2006). Dette, Holger ; Vetter, Mathias . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:259-278.

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15
2003Testing Hypotheses in the Functional Linear Model. (2003). Cardot, Herve . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255.

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14
2006Conjugacy as a Distinctive Feature of the Dirichlet Process. (2006). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:1:p:105-120.

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13
1999Beta-Bernstein Smoothing for Regression Curves with Compact Support. (1999). Brown, Bruce M.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:1:p:47-59.

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13
2004Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach. (2004). Shen, Haipeng ; Huang, Jianhua Z.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:515-534.

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13
2004Direct and Indirect Causal Effects via Potential Outcomes. (2004). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:2:p:161-170.

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13
2009Posterior Analysis for Normalized Random Measures with Independent Increments. (2009). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:1:p:76-97.

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13
2000Autoregressive Forecasting of Some Functional Climatic Variations. (2000). Besse, Philippe C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687.

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13
2005Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation. (2005). Hazelton, Martin L. ; Duong, Tarn. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:3:p:485-506.

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12
2013Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. (2013). Wintenberger, Olivier . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:846-867.

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12
2003Sieve Empirical Likelihood and Extensions of the Generalized Least Squares. (2003). Zhang, Jian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:1-24.

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12
2000Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process. (2000). KESSLER, MATHIEU. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:65-82.

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12
2002On Block Updating in Markov Random Field Models for Disease Mapping. (2002). Knorr-Held, Leonhard . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:4:p:597-614.

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12
2004Flexible Class of Skew-Symmetric Distributions. (2004). Genton, Marc G. ; Ma, Yanyuan . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468.

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11
2001Boundary and Bias Correction in Kernel Hazard Estimation. (2001). Nielsen, Jens Perch . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698.

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11
2008Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case. (2008). KLPPELBERG, CLAUDIA ; Peng, Liang ; KUHN, GABRIEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:4:p:701-718.

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11
2005On Maximum Depth and Related Classifiers. (2005). Ghosh, Anil K. ; Chaudhuri, Probal . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350.

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11
2005On the Breakdown Properties of Some Multivariate M-Functionals. (2005). Tyler, David E. ; DMBGEN, LUTZ. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:247-264.

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10
2003Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models. (2003). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295.

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10
2004Inference for Observations of Integrated Diffusion Processes. (2004). Sorensen, Michael ; DITLEVSEN, SUSANNE . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:417-429.

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10
2008The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. (2008). FORMAN, JULIE LYNG ; SRENSEN, MICHAEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465.

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10
2000Matrix-analytic Models and their Analysis. (2000). Asmussen, Soren . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:193-226.

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9
2004Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions. (2004). Uchida, Masayuki . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:553-566.

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9
2007Semiparametric Regression with Kernel Error Model. (2007). Yuan, AO. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:841-869.

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9
2007Putting a Price on Temperature. (2007). Benth, Fred Espen ; Koekebakker, Steen ; JŪRATĖ SALTYTĖ BENTH, . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:746-767.

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9
2000Testing for No Effect by Cosine Series Methods. (2000). Eubank, R. L.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:747-763.

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8
2002Markov Beta and Gamma Processes for Modelling Hazard Rates. (2002). Nieto-Barajas, Luis E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:413-424.

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8
1999Conditional Prior Proposals in Dynamic Models. (1999). Knorr-Held, Leonhard . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:1:p:129-144.

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8
2012Coverage Properties of Confidence Intervals for Generalized Additive Model Components. (2012). Marra, Giampiero ; Wood, Simon N.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:1:p:53-74.

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8
2006Comparison of Separable Components in Different Samples. (2006). Neumeyer, Natalie ; Sperlich, Stefan . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:477-501.

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8
2003Graphical models for skew-normal variates. (2003). Azzalini, A. ; STANGHELLINI, E. ; Capitanio, A.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144.

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7
2001Modelling Heterogeneity With and Without the Dirichlet Process. (2001). Green, Peter J.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:2:p:355-375.

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7
2002Constructing First Order Stationary Autoregressive Models via Latent Processes. (2002). Pitt, Michael K.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:4:p:657-663.

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7

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2009Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps. (2009). Mancini, Cecilia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296.

Full description at Econpapers || Download paper

33
2006Non-parametric Estimation of Tail Dependence. (2006). Schmidt, Rafael ; STADTMLLER, ULRICH. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335.

Full description at Econpapers || Download paper

18
2005The Skew-normal Distribution and Related Multivariate Families. (2005). Azzalini, Adelchi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188.

Full description at Econpapers || Download paper

17
2006Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation. (2006). RMILLARD, BRUNO ; Quessy, Jean-Franois ; Genest, Christian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366.

Full description at Econpapers || Download paper

13
2013Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. (2013). Wintenberger, Olivier . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:846-867.

Full description at Econpapers || Download paper

12
2000Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models. (2000). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731.

Full description at Econpapers || Download paper

12
2004Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach. (2004). Shen, Haipeng ; Huang, Jianhua Z.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:515-534.

Full description at Econpapers || Download paper

10
2004Local Linear Additive Quantile Regression. (2004). Yu, Keming ; Lu, Zudi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346.

Full description at Econpapers || Download paper

9
2003Unsupervised Curve Clustering using B-Splines. (2003). Abraham, C. ; Cornillon, P. A. ; Molinari, N. ; Matzner-Lober, E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595.

Full description at Econpapers || Download paper

9
2001Non-parametric Estimation of the Residual Distribution. (2001). Akritas, Michael G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567.

Full description at Econpapers || Download paper

8
2012Coverage Properties of Confidence Intervals for Generalized Additive Model Components. (2012). Marra, Giampiero ; Wood, Simon N.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:1:p:53-74.

Full description at Econpapers || Download paper

8
2000Spectral Density Based Goodness-of-Fit Tests for Time Series Models. (2000). Paparoditis, Efstathios . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:143-176.

Full description at Econpapers || Download paper

7
2000Multivariate Dispersion Models Generated From Gaussian Copula. (2000). Song, Peter Xue-Kun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320.

Full description at Econpapers || Download paper

7
1999Random Bernstein Polynomials. (1999). Petrone, Sonia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393.

Full description at Econpapers || Download paper

7
1999Smoothing Splines and Shape Restrictions. (1999). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252.

Full description at Econpapers || Download paper

6
2005On Maximum Depth and Related Classifiers. (2005). Ghosh, Anil K. ; Chaudhuri, Probal . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350.

Full description at Econpapers || Download paper

6
2006On the Unification of Families of Skew-normal Distributions. (2006). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574.

Full description at Econpapers || Download paper

6
2000Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process. (2000). KESSLER, MATHIEU. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:65-82.

Full description at Econpapers || Download paper

5
2014Spectral Estimation of Covolatility from Noisy Observations Using Local Weights. (2014). Bibinger, Markus ; Rei, Markus . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:1:p:23-50.

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5
2011Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data. (2011). Bibinger, Markus . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:1:p:23-45.

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5
2008The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. (2008). FORMAN, JULIE LYNG ; SRENSEN, MICHAEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465.

Full description at Econpapers || Download paper

5
2006Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing. (2006). Dette, Holger ; Vetter, Mathias . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:259-278.

Full description at Econpapers || Download paper

5
2007Semiparametric Regression with Kernel Error Model. (2007). Yuan, AO. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:841-869.

Full description at Econpapers || Download paper

5
2009Posterior Analysis for Normalized Random Measures with Independent Increments. (2009). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:1:p:76-97.

Full description at Econpapers || Download paper

5
2004Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions. (2004). Uchida, Masayuki . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:553-566.

Full description at Econpapers || Download paper

5
2003Sieve Empirical Likelihood and Extensions of the Generalized Least Squares. (2003). Zhang, Jian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:1-24.

Full description at Econpapers || Download paper

4
2005Uniform Representation of Product-Limit Integrals with Applications. (2005). SELLERO, CSAR SNCHEZ ; GONZLEZMANTEIGA, WENCESLAO ; Keilegom, Ingrid . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:4:p:563-581.

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4
2002Model Checks for Generalized Linear Models. (2002). Stute, Winfried . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545.

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4
2010An Orthogonality-Based Estimation of Moments for Linear Mixed Models. (2010). ZHU, LI XING ; Wu, Ping . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:253-263.

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4
2003The Cusum Test for Parameter Change in Time Series Models. (2003). Ha, Jeongcheol ; Na, Seongryong ; Lee, Sangyeol . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796.

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4
2011Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo. (2011). Jasra, Ajay ; Tsagaris, Theodoros ; Stephens, David A. ; Doucet, Arnaud . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:1:p:1-22.

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4
2010On the Validity of the Bootstrap in Non-Parametric Functional Regression. (2010). FERRATY, FRDRIC ; Vieu, Philippe ; Van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:286-306.

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4
2006Identifiability of Finite Mixtures of Elliptical Distributions. (2006). Munk, Axel ; Gneiting, Tilmann ; Holzmann, Hajo . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:4:p:753-763.

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4
2013Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions. (2013). Contreras-Reyes, Javier E. ; Arellano-Valle, Reinaldo B. ; Genton, Marc G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:1:p:42-62.

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4
2003Extreme Values and Haar Series Estimates of Point Process Boundaries. (2003). Girard, Stephane . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:2:p:369-384.

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4
2007Putting a Price on Temperature. (2007). Benth, Fred Espen ; Koekebakker, Steen ; JŪRATĖ SALTYTĖ BENTH, . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:746-767.

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2004On Non-parametric Testing, the Uniform Behaviour of the t-test, and Related Problems. (2004). Romano, Joseph P.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:567-584.

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2010Asymptotics for the Hirsch Index. (2010). Beirlant, Jan ; John H. J. Einmahl, . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:3:p:355-364.

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2005Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation. (2005). Hazelton, Martin L. ; Duong, Tarn. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:3:p:485-506.

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2003Testing Hypotheses in the Functional Linear Model. (2003). Cardot, Herve . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255.

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2011Comparing Conditional Quantile Curves. (2011). Dette, Holger ; Volgushev, Stanislav ; Wagener, Jens . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:1:p:63-88.

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3
2009Bayesian Semiparametric Modelling in Quantile Regression. (2009). Kottas, Athanasios ; Krnjajic, Milovan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:297-319.

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2004Flexible Class of Skew-Symmetric Distributions. (2004). Genton, Marc G. ; Ma, Yanyuan . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468.

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2011On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory. (2011). Bodnar, Taras ; Okhrin, Yarema . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:2:p:311-331.

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3
2000Quasi-likelihood Estimation of Non-invertible Moving Average Processes. (2000). Huang, Jian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:689-702.

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2010On the Bumpy Road to the Dominant Mode. (2010). Zhou, Hua ; LANGE, KENNETH L.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:4:p:612-631.

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2007Latent Variable Modelling: A Survey. (2007). Skrondal, Anders . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745.

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2006Comparison of Separable Components in Different Samples. (2006). Neumeyer, Natalie ; Sperlich, Stefan . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:477-501.

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2010On Variance Components in Semiparametric Mixed Models for Longitudinal Data. (2010). ZHU, LI XING ; Li, Zaixing . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:3:p:442-457.

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3
2006Conjugacy as a Distinctive Feature of the Dirichlet Process. (2006). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:1:p:105-120.

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Citing documents used to compute impact factor 28:

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2014Asymptotic form of the Kullback–Leibler divergence for multivariate asymmetric heavy-tailed distributions. (2014). Contreras-Reyes, Javier E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:200-208.

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2014Efficiency, unused capacity and transmission power as indicators of the Triple Helix of university–industry–government relationships. (2014). Megnigbeto, Eustache . In: Journal of Informetrics. RePEc:eee:infome:v:8:y:2014:i:1:p:284-294.

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2014A note on computing average state occupation times. (2014). Putter, Hein ; Beyersmann, Jan . In: Demographic Research. RePEc:dem:demres:v:30:y:2014:i:62.

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2014A Γ-moment approach to monotonic boundary estimation. (2014). Daouia, Abdelaati ; Girard, Stephane ; Guillou, Armelle . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:727-740.

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2014Generalized Hermite processes, discrete chaos and limit theorems. (2014). Taqqu, Murad S. ; Bai, Shuyang . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:4:p:1710-1739.

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2014Comments on: Extensions of some classical methods in change point analysis. (2014). Hukova, Marie ; Prakova, Zuzana . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:265-269.

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2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21.

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2014On the Invertibility of EGARCH. (2014). Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750.

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2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428.

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2014Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632.

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2014Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). and André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074.

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2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096.

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2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107.

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2014Efficiency and benchmarking with directional distances. A data driven approach. (2014). Daraio, Cinzia ; Simar, Leopold . In: DIAG Technical Reports. RePEc:aeg:report:2014-07.

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2014.

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2014Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques. (2014). Salomond, Jean-Bernard . In: Economics Thesis from University Paris Dauphine. RePEc:dau:thesis:123456789/14331.

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2014Confidence Corridors for Multivariate Generalized Quantile Regression. (2014). Dette, Holger ; Hardle, Wolfgang ; Chao, Shih-Kang ; Proksch, Katharina . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-028.

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2014Estimation procedures for exchangeable Marshall copulas with hydrological application. (2014). Durante, Fabrizio ; Okhrin, Ostap . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-014.

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2014Bootstrap confidence sets for the Aumann mean of a random closed set. (2014). Choirat, Christine ; Seri, Raffaello . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:803-817.

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2014Nonparametric tests for tail monotonicity. (2014). Bucher, Axel ; Berghaus, Betina . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:117-126.

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2014Financial big data analysis for the estimation of systemic risks. (2014). Cerchiello, Paola ; Giudici, Paolo . In: DEM Working Papers Series. RePEc:pav:demwpp:086.

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2014Citations are Forever: Modeling Constrained Network Formation. (2014). . In: LEM Papers Series. RePEc:ssa:lemwps:2014/19.

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2014Validation of positive quadrant dependence. (2014). Wyupek, Grzegorz ; Ledwina, Teresa . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:38-47.

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2014Optimal rejection curves for exact false discovery rate control. (2014). Adekpedjou, Akim ; Habiger, Joshua D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:21-28.

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2014Modeling structural change in the European metropolitan areas during the process of economic integration. (2014). Musolesi, Antonio ; Baumont, Catherine . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:395-407.

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2014Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models. (2014). Marra, Giampiero ; Missiroli, Silvia ; Radice, Rosalba . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:715-741.

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2014Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Musolesi, Antonio . In: SEEDS Working Papers. RePEc:srt:wpaper:2214.

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2014Augmented and Unconstrained: revisiting the Regional Knowledge Production Function. (2014). Musolesi, Antonio ; Charlot, Sylvie ; Crescenzi, Riccardo . In: SEEDS Working Papers. RePEc:srt:wpaper:2414.

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Cites in year: CiY

Recent citations received in: 2014

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2014ECB monetary policy surprises: identification through cojumps in interest rates. (2014). Winkelmann, Lars ; Linzert, Tobias ; Bibinger, Markus . In: Working Paper Series. RePEc:ecb:ecbwps:20141674.

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2014Quantifying the risk using copulae with nonparametric marginals. (2014). Bolance, Catalina ; Bahraoui, Zuhair ; Artis, Manuel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:46-56.

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2014LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2014). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Working Papers. RePEc:hal:wpaper:hal-01082903.

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Recent citations received in: 2013

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2013Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach. (2013). Parisi, Antonio ; Liseo, Brunero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:63:y:2013:i:c:p:125-138.

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2013Test of independence for functional data. (2013). Rice, Gregory ; Hukova, Marie ; Horvath, Lajos . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:100-119.

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Recent citations received in: 2012

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2012Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data. (2012). thier, Franois ; Quessy, Jean-Franois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2097-2111.

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2012Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior. (2012). Simoni, Anna ; FLORENS, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:458-475.

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2012A Test for the Rank of the Volatility Process: The Random Perturbation Approach. (2012). Jacod, Jean ; Podolskij, Mark . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-268.

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2012Simultaneous Statistical Inference in Dynamic Factor Models. (2012). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-033.

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Recent citations received in: 2011

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2011Spectral estimation of covolatility from noisy observations using local weights. (2011). Bibinger, Markus ; Rei, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-086.

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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.