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

Computational Statistics & Data Analysis / Elsevier


0.47

Impact Factor

0.37

5-Years IF

24

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
19900.010.090.01606040.0745831179210 (22.2%)20.030.03
19910.010.090.015911920.0258941204219 (32.8%)0.04
19920.030.090.029721650.021251193243562 (49.6%)0.04
19930.010.10.016027640.01851561299246 (54.1%)20.030.05
19940.1108235840.01170157310173 (42.9%)20.020.05
19950.060.190.05107465280.0613414283581847 (35.1%)0.07
19960.060.230.08120585440.08191189124053371 (37.2%)30.030.09
19970.030.270.06123708440.0614422764662861 (42.4%)10.010.09
19980.050.270.0599807370.05139243124922455 (39.6%)20.020.1
19990.080.310.0880887680.08197222175314367 (34%)30.040.13
20000.040.390.0684971610.0615917975293061 (38.4%)0.15
20010.090.410.08841055580.05185164145063868 (36.8%)0.16
20020.060.430.081141169810.074071681047036146 (35.9%)50.040.19
20030.120.450.112212911400.115741982346148196 (34.1%)120.10.19
20040.230.510.216814592200.153832365548495171 (44.6%)90.050.21
20050.140.540.1312815871610.14052904057276149 (36.8%)100.080.22
20060.20.520.2536819553570.18104129658616153386 (37.1%)460.130.21
20070.270.450.3141123664990.211064496136900276381 (35.8%)340.080.18
20080.320.480.3234227086520.248237792481197378305 (37.1%)340.10.2
20090.280.480.2834630547570.254897532091417399196 (40.1%)360.10.19
20100.270.440.328433388450.254846881851595477160 (33.1%)230.080.16
20110.250.530.2927436128650.243196301571751504122 (38.2%)290.110.21
20120.280.580.3272388410450.274105581571657499127 (31%)340.130.22
20130.280.710.29221410510610.26151546153151844355 (36.4%)220.10.25
20140.470.810.37318442313390.3129493233139751924 (18.6%)310.10.28
 
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
2002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

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122
2003A global optimization heuristic for estimating agent based models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

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71
2005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

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60
2003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

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53
2006Unobserved heterogeneity in panel time series models. (2006). Smith, Ron . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

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53
2006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

52
1999Beta kernel estimators for density functions. (1999). Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

49
2007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

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46
2008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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42
2007Interpretation and inference in mixture models: Simple MCMC works. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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38
2007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

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38
2008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

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37
2008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

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34
2003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

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34
2001Bandwidth selection for kernel conditional density estimation. (2001). Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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30
2006A periodogram-based metric for time series classification. (2006). Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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29
2006Time series of count data: modeling, estimation and diagnostics. (2006). Kukuk, Martin ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364.

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29
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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28
2009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

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28
1992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

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27
2006Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991.

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27
2004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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27
2003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). BIERNACKI, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

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25
2006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

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24
2001Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319.

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24
2004Applications of optimization heuristics to estimation and modelling problems. (2004). Gilli, Manfred . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223.

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24
1998Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209.

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24
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). King, Maxwell L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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24
2008Optimal designs for conjoint experiments. (2008). Vandebroek, Martina ; KESSELS, Roselinde . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:5:p:2369-2387.

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24
2010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Patnaik, Ila ; Shah, Ajay . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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24
2007Multivariate mixed normal conditional heteroskedasticity. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566.

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23
2007Improving the computation of censored quantile regressions. (2007). Fitzenberger, Bernd . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108.

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23
2012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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22
2003Modified moment estimation for the two-parameter Birnbaum-Saunders distribution. (2003). Kundu, D. ; Ng, H. K. T., ; Balakrishnan, N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:43:y:2003:i:3:p:283-298.

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22
2007Estimation of fractional integration in the presence of data noise. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114.

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21
2006Bayesian analysis of the stochastic conditional duration model. (2006). Forbes, Catherine S. ; Strickland, Chris M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267.

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21
1990Model conditions for asymptotic robustness in the analysis of linear relations. (1990). Satorra, Albert ; Bentler, Peter M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249.

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21
1992Smooth estimators of distribution and density functions. (1992). Lejeune, Michel ; Sarda, Pascal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471.

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21
2002SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity. (2002). Beran, Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419.

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21
2008Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. (2008). Ruiz, Esther . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2846-2862.

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21
2010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

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21
2003Choosing initial values for the EM algorithm for finite mixtures. (2003). Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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20
2003On the performance of nonparametric specification tests in regression models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490.

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20
2003Modelling high-dimensional data by mixtures of factor analyzers. (2003). Peel, D. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:379-388.

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19
2012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

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19
1994A comparative study of several smoothing methods in density estimation. (1994). Cuevas, Antonio ; Manteiga, Wensceslao Gonzalez ; Cao, Ricardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176.

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19
2002Estimation of parameters from progressively censored data using EM algorithm. (2002). Balakrishnan, N. ; Chan, P. S. ; Ng, H. K. T., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:39:y:2002:i:4:p:371-386.

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19
2005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

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18
2004Clustering financial time series: an application to mutual funds style analysis. (2004). Pattarin, Francesco ; Minerva, Tommaso. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:353-372.

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18
2002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

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18

50 most relevant documents in this series:


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

YearTitleCited
2002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

50
2006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

26
2005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

26
2003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

26
2006Unobserved heterogeneity in panel time series models. (2006). Smith, Ron . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

25
2008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

25
2008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

Full description at Econpapers || Download paper

23
2003A global optimization heuristic for estimating agent based models. (2003). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

22
2012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

19
2008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

Full description at Econpapers || Download paper

18
2007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

18
2013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

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17
2010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

Full description at Econpapers || Download paper

15
2012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian M. ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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15
2005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

Full description at Econpapers || Download paper

15
2009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

15
2007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

Full description at Econpapers || Download paper

14
2011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

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13
2012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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13
2008An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201.

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12
1999Beta kernel estimators for density functions. (1999). Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

12
2003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

Full description at Econpapers || Download paper

12
2012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution. (2012). Nakajima, Jouchi ; Omori, Yasuhiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704.

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11
2008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

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11
2007High-dimensional data clustering. (2007). Bouveyron, C. ; Girard, S. ; Schmid, C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:502-519.

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11
2010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Patnaik, Ila ; Shah, Ajay . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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11
2012Modelling and forecasting noisy realized volatility. (2012). Medeiros, Marcelo C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:217-230.

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11
2009Additive prediction and boosting for functional data. (2009). Ferraty, Frederic ; Vieu, Philippe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:4:p:1400-1413.

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10
2010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Kapetanios, George ; Marcellino, Massimiliano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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10
2010Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions. (2010). Abanto-Valle, C. A. ; Lachos, V. H. ; Enriquez, I. ; Bandyopadhyay, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:12:p:2883-2898.

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10
2012Long memory and nonlinearities in realized volatility: A Markov switching approach. (2012). Raggi, Davide ; Bordignon, Silvano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3730-3742.

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10
2007Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution. (2007). Jones, Ben-Tovim L. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:11:p:5327-5338.

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2007Inference via kernel smoothing of bootstrap P values. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:5949-5957.

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2012On generalised asymmetric stochastic volatility models. (2012). Tsiotas, Georgios . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:151-172.

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2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). King, Maxwell L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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2007Quantile curves and dependence structure for bivariate distributions. (2007). Castano, A. ; Belzunce, F. ; Suarez-Llorens, A. ; Olvera-Cervantes, A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:5112-5129.

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2000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

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2010Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models. (2010). McDaid, A. F. ; Murphy, T. B. ; McNicholas, P. D. ; Frost, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:3:p:711-723.

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2004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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2004Chebyshev approximation of log-determinants of spatial weight matrices. (2004). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:179-196.

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2008Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. (2008). Siedenburg, F. ; HERWARTZ, H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2008:i:1:p:137-150.

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2010Identifying financial time series with similar dynamic conditional correlation. (2010). Otranto, Edoardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:1:p:1-15.

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2012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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2011Efficiently sampling nested Archimedean copulas. (2011). Hofert, Marius . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:57-70.

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2007Interpretation and inference in mixture models: Simple MCMC works. (2007). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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2014EGARCH models with fat tails, skewness and leverage. (2014). Harvey, Andrew ; Sucarrat, Genaro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

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2008Clustering heteroskedastic time series by model-based procedures. (2008). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:10:p:4685-4698.

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2008Optimal designs for conjoint experiments. (2008). Vandebroek, Martina ; KESSELS, Roselinde . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:5:p:2369-2387.

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2012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

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2012Forecasting with spatial panel data. (2012). Pirotte, Alain ; Bresson, Georges ; Baltagi, Badi H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3381-3397.

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2014Nonparametric tests for panel count data with unequal observation processes. (2014). Zhao, Hui ; Li, Yang ; Kim, KyungMann ; Sun, Jianguo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:103-111.

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2014Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter. (2014). Farcomeni, Alessio ; Riani, Marco ; Cerioli, Andrea . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:167-183.

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2014Identification of local multivariate outliers. (2014). Ruiz-Gazen, Anne ; Filzmoser, Peter ; Thomas-Agnan, Christine . In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:1:p:29-47.

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2014Tests for multivariate normality based on canonical correlations. (2014). MÃ¥ns Thulin, . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:2:p:189-208.

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2014Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning. (2014). Gottard, Anna . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_07.

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2014Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (2014). Kokonendji, Celestin C. ; Adjabi, Smail ; Zougab, Nabil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:28-38.

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2014Exact approaches for testing non-inferiority or superiority of two incidence rates. (2014). Shan, Guogen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:129-134.

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2014Efficient tests for one sample correlated binary data with applications. (2014). Ma, Changxing ; Shan, Guogen . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:2:p:175-188.

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2014Nonparametric kernel density estimation near the boundary. (2014). Schienle, Melanie ; Malec, Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:57-76.

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2014(Psycho-)analysis of benchmark experiments: A formal framework for investigating the relationship between data sets and learning algorithms. (2014). Strobl, Carolin ; Leisch, Friedrich ; Eugster, Manuel J. A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:986-1000.

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2014Numerical distribution functions for seasonal unit root tests. (2014). Diaz-Emparanza, Ignacio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:237-247.

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2014A random-projection based test of Gaussianity for stationary processes. (2014). Nieto-Reyes, Alicia ; Cuesta-Albertos, Juan Antonio ; Gamboa, Fabrice . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:124-141.

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2014Polarization of forecast densities: A new approach to time series classification. (2014). Inder, Brett ; Liu, Shen ; Maharaj, Elizabeth Ann . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:345-361.

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2014Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach. (2014). Schuler, Yves S.. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1402.

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2014Information criteria for Fay–Herriot model selection. (2014). del Carmen Pardo, Maria, ; Marhuenda, Yolanda ; Morales, Domingo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:268-280.

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2014Approximate Bayesian computation with modified log-likelihood ratios. (2014). Ventura, Laura ; Reid, Nancy . In: METRON. RePEc:spr:metron:v:72:y:2014:i:2:p:231-245.

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2014Testing constancy in monotone response models. (2014). Colubi, Ana ; Dominguez-Menchero, Santos J. ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:45-56.

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2014Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139.

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2014Minimum density power divergence estimator for covariance matrix based on skew $$t$$ . (2014). Kim, Byungsoo ; Lee, Sangyeol . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:565-575.

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2014Computational issues of generalized fiducial inference. (2014). Hannig, Jan ; Lee, Thomas C. M., ; Lai, Randy C. S., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:849-858.

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2014Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes. (2014). Bachoc, Franois . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:1-35.

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2014Bounding rare event probabilities in computer experiments. (2014). Marin, Jean-Michel ; Auffray, Yves ; Barbillon, Pierre . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:153-166.

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2014An agent-based model of population dynamics for the European regions. (2014). Pablo-Marti, Federico ; Santos, Juan Luis ; Kaszowska, Jagoda Anna . In: Journal of Socioeconomic Engineering. RePEc:uae:soceng:y:2014:i:1:p:21-34.

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2014Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

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2014Simultaneous confidence intervals for ratios of means of several lognormal distributions: A parametric bootstrap approach. (2014). Malekzadeh, A. ; Sadooghi-Alvandi, S. M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:133-140.

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2014Model-based clustering for multivariate functional data. (2014). Preda, Cristian ; Jacques, Julien . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:92-106.

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2014A survey of functional principal component analysis. (2014). Shang, Han . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:98:y:2014:i:2:p:121-142.

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2014Labour and residential accessibility: a Bayesian analysis based on Poisson gravity models with spatial effects. (2014). Alonso, M. ; Gargallo, P. ; Salvador, M. ; Beamonte, M.. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:16:y:2014:i:4:p:409-439.

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2014Covariance structure regularization via entropy loss function. (2014). Pan, Jianxin ; Higham, Nicholas J. ; Lin, Lijing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:315-327.

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2014Flexible dependence modeling of operational risk losses and its impact on total capital requirements. (2014). Czado, Claudia ; Paterlini, Sandra ; Brechmann, Eike . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:271-285.

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2014Regime switches in the dependence structure of multidimensional financial data. (2014). Czado, Claudia ; Stober, Jakob . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:672-686.

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2014Forecasting VaR and ES of stock index portfolio: A Vine copula method. (2014). Zhang, Bangzheng ; Peng, Zhenfeng ; Wei, Yu ; Lai, Xiaodong ; Yu, Jiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:112-124.

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2014Modified information criteria and selection of long memory time series models. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:116-131.

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2014Nonlinear Kalman Filtering in Affine Term Structure Models. (2014). Dorion, Christian ; Christoffersen, Peter ; Karoui, Lotfi ; Jacobs, Kris . In: Cahiers de recherche. RePEc:lvl:lacicr:1404.

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2014RcppArmadillo: Accelerating R with high-performance C++ linear algebra. (2014). Sanderson, Conrad ; Eddelbuettel, Dirk . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063.

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2014A flexible and automated likelihood based framework for inference in stochastic volatility models. (2014). Skaug, Hans J. ; Yu, Jun ; JunYu, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:642-654.

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2014Band Width Selection for High Dimensional Covariance Matrix Estimation. (2014). Qiu, Yumou . In: MPRA Paper. RePEc:pra:mprapa:59641.

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2014On some properties of Kies distribution. (2014). Dharmaja, S. ; Kumar, Satheesh C.. In: METRON. RePEc:spr:metron:v:72:y:2014:i:1:p:97-122.

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2014A revisit to correlation analysis for distortion measurement error data. (2014). Zhou, Bu ; Feng, Zhenghui ; Zhang, Jun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:116-129.

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2014Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model. (2014). Virbickaite, Audrone ; Galeano, Pedro ; Lopes, Hedibert F. ; Ausin, Concepcion . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142819.

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2014Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-06.

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2014Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). Maheu, John M ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:60102.

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2014Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2014). Jensen, Mark J.. In: Working Paper Series. RePEc:rim:rimwps:31_14.

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2014Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). . In: Working Paper Series. RePEc:rim:rimwps:34_14.

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2014Approximate inference for spatial functional data on massively parallel processors. (2014). Markussen, Bo ; Raket, Lars Lau . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:227-240.

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2014Least squares estimation of a k-monotone density function. (2014). Chee, Chew-Seng ; Wang, Yong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:209-216.

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2014Simulation-based Bayesian inference for epidemic models. (2014). Cook, Alex R. ; McKinley, Trevelyan J. ; Deardon, Rob ; Ross, Joshua V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447.

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2014Carbon price analysis using empirical mode decomposition. (2014). Zhu, Bangzhu ; Wang, Ping . In: Working Papers. RePEc:ipg:wpaper:2014-156.

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2014Detection of long-term trends in monthly hydro-climatic series of Colombia through Empirical Mode Decomposition. (2014). Carmona, Alejandra ; Poveda, German . In: Climatic Change. RePEc:spr:climat:v:123:y:2014:i:2:p:301-313.

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2014Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Papers. RePEc:ipg:wpaper:2014-473.

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2014Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Paper Series. RePEc:rim:rimwps:30_14.

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2014Component estimation for electricity prices: Procedures and comparisons. (2014). Nan, Fany ; Lisi, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:143-159.

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2014Optimal experimental designs for partial likelihood information. (2014). Lopez-Fidalgo, J. ; Rivas-Lopez, M. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:859-867.

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2014Cox proportional hazards models with frailty for negatively correlated employment processes. (2014). Gastwirth, Joseph L. ; Xu, Wenjing ; Pan, Qing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:295-307.

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2014A high-dimensional two-sample test for the mean using random subspaces. (2014). Thulin, MÃ¥ns, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:26-38.

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2014Robust estimation for survival partially linear single-index models. (2014). Wang, Xiaoguang ; Shi, Xinyong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:140-152.

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2014On the interpoint distances of Bernoulli vectors. (2014). Modarres, Reza . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:215-222.

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2014On bivariate Weibull-Geometric distribution. (2014). Gupta, Arjun K. ; Kundu, Debasis . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:19-29.

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2014Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759.

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2014Analysis of feature selection stability on high dimension and small sample data. (2014). Hanczar, Blaise ; Zucker, Jean-Daniel ; Dernoncourt, David . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:681-693.

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2014Energy regulation in China: Objective selection, potential assessment and responsibility sharing by partial frontier analysis. (2014). Alsaedi, A. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Tasawar, H.. In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:292-302.

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2014Time-efficient estimation of conditional mutual information for variable selection in classification. (2014). Todorov, Diman ; Setchi, Rossi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:105-127.

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2014A robust and efficient estimation method for single-index varying-coefficient models. (2014). Guo, Chaohui ; Lv, Jing, ; Yang, HU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:119-127.

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2014Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects. (2014). Karl, Andrew T. ; Yang, Yan ; Lohr, Sharon L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:146-162.

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2014Testing in linear composite quantile regression models. (2014). Li, Jing-Ru ; Qian, Wei-Min ; Jiang, Rong . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1381-1402.

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2014Bayesian D-optimal designs for the two parameter logistic mixed effects model. (2014). Berger, Martijn P. F., ; Van Breukelen, Gerard J. P., ; Tan, Frans E. S., ; Abebe, Haftom T.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1066-1076.

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2014Optimal sequential designs in phase I studies. (2014). Azriel, David . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:288-297.

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2014Towards Bayesian experimental design for nonlinear models that require a large number of sampling times. (2014). Pettitt, Anthony N. ; Thompson, Helen M. ; Ryan, Elizabeth G. ; Drovandi, Christopher C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:45-60.

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2014Exact fit of simple finite mixture models. (2014). . In: Papers. RePEc:arx:papers:1406.6038.

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2014Exact Fit of Simple Finite Mixture Models. (2014). . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:4:p:150-164:d:42584.

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2014Coal and the European Industrial Revolution. (2014). O'Rourke, Kevin Hjortshoj . In: NBER Working Papers. RePEc:nbr:nberwo:19802.

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2014Coal and the European Industrial Revolution. (2014). Fernihough, Alan ; O'Rourke, Kevin Hjortshoj . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp439.

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2014Coal and the European Industrial Revolution. (2014). O'Rourke, Kevin Hjortshoj . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9819.

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2014Comparison of specification tests for GARCH models. (2014). Remillard, Bruno ; Ghoudi, Kilani . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:291-300.

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2014On the empirical characteristic function process of the residuals in GARCH models and applications. (2014). Gamero, Jimenez M.. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:409-432.

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2014(Psycho-)analysis of benchmark experiments: A formal framework for investigating the relationship between data sets and learning algorithms. (2014). Strobl, Carolin ; Leisch, Friedrich ; Eugster, Manuel J. A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:986-1000.

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2014A multivariate linear regression analysis using finite mixtures of t distributions. (2014). Soffritti, Gabriele ; Galimberti, Giuliano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:138-150.

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2014Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers. (2014). Seo, Byungtae ; Kim, Daeyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:100-120.

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2014Reduced-rank vector generalized linear models with two linear predictors. (2014). Yee, Thomas W.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:889-902.

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2014Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter. (2014). Farcomeni, Alessio ; Riani, Marco ; Cerioli, Andrea . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:167-183.

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2014Influence diagnostics for Grubbs’s model with asymmetric heavy-tailed distributions. (2014). Zeller, Camila ; Lachos, Victor ; Labra, Filidor. In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:3:p:671-690.

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2014Electrogenesis reduces the combustion efficiency of sewage sludge. (2014). Zhu, Chaowei ; Wang, Zhiwei ; Wu, Zhichao ; Xu, Yinlun ; Ma, Jinxing . In: Applied Energy. RePEc:eee:appene:v:114:y:2014:i:c:p:283-289.

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2014A dynamic linear model with extended skew-normal for the initial distribution of the state parameter. (2014). Cabral, Celso Romulo Barbosa, ; Migon, Helio S. ; da-Silva, Cibele Queiroz . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:64-80.

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2014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

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2014Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51.

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2014Score driven asymmetric stochastic volatility models. (2014). Ruiz, Esther ; Mao, Xiuping . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142618.

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2014Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution. (2014). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2014cf949.

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2014A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Baldeaux, Jan ; Fung, Man Chung ; Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:343.

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2014Infinite-order, long-memory heterogeneous autoregressive models. (2014). Shin, Dong Wan ; Hwang, Eunju . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:339-358.

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2014Realized stochastic volatility with leverage and long memory. (2014). Shirota, Shinichiro ; Omori, Yasuhiro ; Hizu, Takayuki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:618-641.

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2014The functional central limit theorem and structural change test for the HAR(∞) model. (2014). Lee, Oesook . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:370-373.

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2014Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09.

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2014The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises. (2014). Fontini, Fulvio . In: MPRA Paper. RePEc:pra:mprapa:53779.

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2014GARCH-based put option valuation to maximize benefit of wind investors. (2014). Contreras, Javier ; Rodriguez, Yeny E.. In: Applied Energy. RePEc:eee:appene:v:136:y:2014:i:c:p:259-268.

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2014Designing an Index for Assessing Wind Energy Potential. (2014). Cabrera, Brenda Lpez ; Shen, Zhiwei ; Ritter, Matthias ; Deckert, Lars . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-052.

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2014Stochastic dominance with imprecise information. (2014). Miranda, Enrique ; Montes, Susana . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:868-886.

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2014Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin ; Laurini, Marcio Poletti . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:77-99.

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2014A hierarchical modeling approach for clustering probability density functions. (2014). Montanari, Angela ; Calo, Daniela G. ; Viroli, Cinzia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:79-91.

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2014Basic Singular Spectrum Analysis and forecasting with R. (2014). Korobeynikov, Anton ; Golyandina, Nina . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:934-954.

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2014Model selection and model averaging after multiple imputation. (2014). Heumann, Christian ; Schomaker, Michael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:758-770.

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2014Transformation-based model averaged tail area inference. (2014). ZHU, LI XING ; Yu, Wei ; Xu, Wangli . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:6:p:1713-1726.

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2014Transform both sides model: A parametric approach. (2014). Polpo, A. ; Lipsitz, S. ; Lin, J. ; Sinha, D. ; de Campos, C. P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:903-913.

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2014The jackknife’s edge: Inference for censored regression quantiles. (2014). Portnoy, Stephen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:273-281.

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2014Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146.

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2014Homogeneity test for functional data based on depth measures. (2014). Romo, Juan ; Lillo, Rosa E. ; Ramon Jesus Flores Diaz, . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140101.

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2014Polarization of forecast densities: A new approach to time series classification. (2014). Inder, Brett ; Liu, Shen ; Maharaj, Elizabeth Ann . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:345-361.

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2014Spatial functional normal mixed effect approach for curve classification. (2014). Romano, Elvira ; Espejo, Rosa ; Ruiz-Medina, Maria. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:3:p:257-285.

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2014Testing for unit roots in short panels allowing for a structural break. (2014). Tzavalis, Elias ; Karavias, Yiannis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:391-407.

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2014Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Kneip, Alois ; Bada, Oualid . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115.

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2014Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09.

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2014Bayesian estimation of smoothly mixing time-varying parameter GARCH models. (2014). Chen, Cathy W. S., ; Gerlach, Richard ; Lin, Edward M. H., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:194-209.

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2014Functional k-means inverse regression. (2014). Zhang, Baoxue ; Lin, Nan ; Wang, Guochang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:172-182.

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2014A COM–Poisson type generalization of the binomial distribution and its properties and applications. (2014). Bazan, Jorge ; Borges, Patrick ; Balakrishnan, Narayanaswamy ; Rodrigues, Josemar . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:158-166.

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2014Forecasting with a noncausal VAR model. (2014). Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555.

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2014Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139.

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2014The harmonic moment tail index estimator: asymptotic distribution and robustness. (2014). Schell, Dieter ; Stehlik, Milan ; Beran, Jan . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:193-220.

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2014Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk. (2014). Royset, J. O. ; Miranda, S. I. ; Rockafellar, R. T.. In: European Journal of Operational Research. RePEc:eee:ejores:v:234:y:2014:i:1:p:140-154.

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2014Maximum likelihood estimation of spatially and serially correlated panels with random effects. (2014). Millo, Giovanni . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:914-933.

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2014Testing for serial independence of panel errors. (2014). Du, Zaichao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:248-261.

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2014The effects of scale, space and time on the predictive accuracy of land use models. (2014). Ay, Jean-Sauveur ; Chakir, Raja ; Le Gallo, Julie ; LeGallo, Julie . In: Working Papers. RePEc:apu:wpaper:2014/02.

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2014Forecasting province-level $${\text {CO}}_{2}$$ . (2014). Burnett, J. ; Zhao, Xueting . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:3:p:171-183.

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2014Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets. (2014). Bianchi, Daniele ; Guidolin, Massimo . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:160-176.

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2014Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios. (2014). Bianchi, Daniele ; Guidolin, Massimo . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:49:y:2014:i:1:p:116-164.

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2014Cox proportional hazards models with frailty for negatively correlated employment processes. (2014). Gastwirth, Joseph L. ; Xu, Wenjing ; Pan, Qing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:295-307.

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2014Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

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2014Vine-copula GARCH model with dynamic conditional dependence. (2014). So, Mike K. P., ; Yeung, Cherry Y. T., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:655-671.

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2014Regime switches in the dependence structure of multidimensional financial data. (2014). Czado, Claudia ; Stober, Jakob . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:672-686.

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2014Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?. (2014). Doman, Magorzata . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:33-56.

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2014Shrinkage estimation for the mean of the inverse Gaussian population. (2014). Ahmed, S. ; Ma, Tiefeng ; Liu, Shuangzhe . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:6:p:733-752.

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2014Asymmetric least squares support vector machine classifiers. (2014). Shi, Lei ; Huang, Xiaolin ; Suykens, Johan A. K., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:395-405.

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2014Forecasting Realized Volatility with Changes of Regimes. (2014). Otranto, Edoardo ; Gallo, Giampiero M.. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03.

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2014When long memory meets the Kalman filter: A comparative study. (2014). de Magistris, Paolo Santucci ; Grassi, Stefano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:301-319.

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2014Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks. (2014). Nonejad, Nima . In: MPRA Paper. RePEc:pra:mprapa:55664.

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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273.

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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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2014Simultaneous confidence band for single-index random effects models with longitudinal data. (2014). Li, Gao Rong ; Yang, Suigen ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:6-14.

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2014Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm. (2014). Yu, Dan ; Hu, Qingpei ; Xie, Min ; Zhang, Mimi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:96-111.

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2014Addressing missing data in patient-reported outcome measures (PROMs): implications for comparing provider performance. (2014). Street, Andrew ; Gomes, Manuel ; Bojke, Chris . In: Working Papers. RePEc:chy:respap:101cherp.

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2014Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

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2014Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-062.

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2014Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Zebende, Gilney F. ; Rivera-Castro, Miguel A. ; Reboredo, Juan Carlos . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:132-139.

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2014Interest rate spreads and output: A time scale decomposition analysis using wavelets. (2014). Ramsey, James B. ; Semmler, Willi ; Gallegati, Marco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:283-290.

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2014Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis. (2014). Saiti, Buerhan ; Bacha, Obiyathulla . In: MPRA Paper. RePEc:pra:mprapa:57064.

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2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel ; Ftiti, Zied ; Guesmi, Khaled ; Tiwari, Aviral . In: Working Papers. RePEc:ipg:wpaper:2014-577.

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2014Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia. (2014). Naseri, Marjan . In: MPRA Paper. RePEc:pra:mprapa:58799.

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2014The forward looking information content of equity and bond markets for aggregate investments. (2014). Ramsey, James B. ; Gallegati, Marco . In: Journal of Economics and Business. RePEc:eee:jebusi:v:75:y:2014:i:c:p:1-24.

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2014Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

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2014Parsimonious skew mixture models for model-based clustering and classification. (2014). Vrbik, Irene ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:196-210.

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2014Multivariate measurement error models using finite mixtures of skew-Student t distributions. (2014). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Zeller, Camila Borelli . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:179-198.

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2014P-splines quantile regression estimation in varying coefficient models. (2014). Verhasselt, A. ; Andriyana, Y. ; Gijbels, I.. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:1:p:153-194.

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2014Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models. (2014). Kiviet, Jan F. ; Phillips, Garry D. A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:424-448.

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2014A note on approximating moments of least squares estimators. (2014). Liu-Evans, Gareth . In: MPRA Paper. RePEc:pra:mprapa:57543.

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2014Characterising economic trends by Bayesian stochastic model specification search. (2014). Grassi, S.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:359-374.

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2014A joint test for structural stability and a unit root in autoregressions. (2014). Pitarakis, Jean-Yves . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:577-587.

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2014The indirect continuous-GMM estimation. (2014). Kotchoni, Rachidi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:464-488.

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2014The k-NN algorithm for compositional data: a revised approach with and without zero values present. (2014). Tsagris, Michail . In: MPRA Paper. RePEc:pra:mprapa:65866.

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2014Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Lunde, Asger ; Laurent, Sebastien ; Quaedvlieg, Rogier ; Boudt, Kris . In: CREATES Research Papers. RePEc:aah:create:2014-05.

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2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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2014Modeling tails of aggregate economic processes in a stochastic growth model. (2014). Eyquem, Aurelien ; Jouneau-Sion, Frederic ; JOUNEAU -SION, Frederic . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:76-94.

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2014Fuzzy segmentation in postmodern consumers. (2014). Osti, Linda ; Massari, Riccardo ; D'Urso, Pierpaolo ; Disegna, Marta . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps20.

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2014A hierarchical Bayes model for biomarker subset effects in clinical trials. (2014). Chen, Bingshu E. ; Jiang, Wenyu ; Tu, Dongsheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:324-334.

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2014On the Fisher information matrix of a vector ARMA process. (2014). Hua, Ying ; Bao, Yong . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:1:p:14-16.

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2014SCOMDY models based on pair-copula constructions with application to exchange rates. (2014). Min, Aleksey ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:523-535.

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2014Testing constancy in monotone response models. (2014). Colubi, Ana ; Dominguez-Menchero, Santos J. ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:45-56.

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2014Functional data clustering: a survey. (2014). Preda, Cristian ; Jacques, Julien . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:3:p:231-255.

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2014The influence of a covariate on optimal designs in longitudinal studies with discrete-time survival endpoints. (2014). Safarkhani, Maryam ; Moerbeek, Mirjam . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:217-226.

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2014Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404.

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2014The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202.

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2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Baumohl, Eduard . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

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2014Variance clustering improved dynamic conditional correlation MGARCH estimators. (2014). Aielli, Gian Piero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:556-576.

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2014Stock market integration of emerging Asian economies: Patterns and causes. (2014). Narayan, S. ; Islam, S. Z. ; Sriananthakumar, S.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:19-31.

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2014How smooth is the stock market integration of CEE-3?. (2014). Baumohl, Eduard ; Lyocsa, tefan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1079.

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2014Dynamic Equicorrelation Stochastic Volatility. (2014). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2014cf941.

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2014Downside risk, portfolio diversification and the financial crisis in the euro-zone. (2014). AraujoSantos, Paulo ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:368-396.

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2014Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period. (2014). AraujoSantos, Paulo ; Liu, Tengdong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:47-68.

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2014Two-Part Models for Fractional Responses Defined as Ratios of Integers. (2014). Pfaffermayr, Michael . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2014:i:472.

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2014Two-Part Models for Fractional Responses Defined as Ratios of Integers. (2014). Pfaffermayr, Michael . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:123-144:d:40457.

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2014Discretization-based direct random sample generation. (2014). Lee, Chel Hee ; Wang, Liqun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1001-1010.

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2014Simulation-based Bayesian inference for epidemic models. (2014). Cook, Alex R. ; McKinley, Trevelyan J. ; Deardon, Rob ; Ross, Joshua V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447.

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2014Information criteria for Fay–Herriot model selection. (2014). del Carmen Pardo, Maria, ; Marhuenda, Yolanda ; Morales, Domingo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:268-280.

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2014Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation. (2014). Morales, Domingo . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:4:p:674-679.

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2014Long memory with stochastic variance model: A recursive analysis for US inflation. (2014). Bos, Charles S. ; Koopman, Siem Jan ; Ooms, Marius . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:144-157.

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2014Robust mixture regression using the t-distribution. (2014). Yu, Chun ; Wei, Yan ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:116-127.

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2014Robust mixture regression model fitting by Laplace distribution. (2014). Song, Weixing ; Xing, Yanru ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:128-137.

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2014Robust errors-in-variables linear regression via Laplace distribution. (2014). Shi, Jianhong ; Song, Weixing ; Chen, Kun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:113-120.

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2014On the usefulness of cross-validation for directional forecast evaluation. (2014). Bergmeir, Christoph ; Benitez, Jose M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:132-143.

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2014Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences. (2014). Chesang, Laban K. ; Naraidoo, Ruthira . In: Working Papers. RePEc:pre:wpaper:201437.

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2014Using random subspace method for prediction and variable importance assessment in linear regression. (2014). Mielniczuk, Jan ; Teisseyre, Pawe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:725-742.

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2014Marginal regression analysis of clustered failure time data with a cure fraction. (2014). Peng, Yingwei ; Niu, Yi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:129-142.

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2014Stochastic Volatility Estimation with GPU Computing. (2014). Andrade, Joo . In: GEMF Working Papers. RePEc:gmf:wpaper:2014-10..

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2014Multivariate Stochastic Volatility with Dynamic Cross Leverage. (2014). Trojan, Sebastian . In: Economics Working Paper Series. RePEc:usg:econwp:2014:24.

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2014Finding the optimal cut-point for Gaussian and Gamma distributed biomarkers. (2014). Antolini, Laura ; Rota, Matteo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:1-14.

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2014Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. (2014). Parrini, Alessandro ; Halbleib, Roxana . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:158-171.

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2014A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice. (2014). Kobayashi, Genya . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:167-183.

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2014Mean field variational Bayesian inference for support vector machine classification. (2014). Luts, Jan ; Ormerod, John T.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:163-176.

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2014Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm. (2014). Laih, Yih-Wenn . In: European Journal of Operational Research. RePEc:eee:ejores:v:232:y:2014:i:2:p:375-382.

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2014Strength of tail dependence based on conditional tail expectation. (2014). Joe, Harry ; Hua, Lei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:143-159.

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2014Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization. (2014). Hernandez, Jose Arreola . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:528-536.

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2014On geometric ergodicity of skewed—SVCHARME models. (2014). Rydlewski, Jerzy P. ; Snarska, Magorzata . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:192-197.

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2014Maximum likelihood estimates for positive valued dynamic score models; The DySco package. (2014). Andres, Philipp . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:34-42.

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2014Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness. (2014). . In: MPRA Paper. RePEc:pra:mprapa:62532.

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2014Efficient importance sampling in mixture frameworks. (2014). Liesenfeld, Roman ; Kleppe, Tore Selland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:449-463.

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2014A flexible and automated likelihood based framework for inference in stochastic volatility models. (2014). Skaug, Hans J. ; Yu, Jun ; JunYu, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:642-654.

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2014Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation. (2014). Afanasiev, Mikhail ; Rudenko, Victoria . In: Applied Econometrics. RePEc:ris:apltrx:0234.

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2014A non-parametric method to estimate the number of clusters. (2014). Patriota, Alexandre G. ; Takahashi, Daniel Y. ; Fujita, Andre . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:27-39.

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2014Testing for persistence change in fractionally integrated models: An application to world inflation rates. (2014). Martins, Luis F. ; Rodrigues, Paulo M. M., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:502-522.

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2014Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models. (2014). Tchatoka, Firmin Doko ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:mtl:montec:03-2014.

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2014Identification-robust inference for endogeneity parameters in linear structural models. (2014). Tchatoka, Firmin Doko ; Dufour, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-17.

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2014Specification Tests with Weak and Invalid Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05.

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2014On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-06.

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2014Option pricing under stochastic volatility and tempered stable Lévy jumps. (2014). Fabozzi, Frank J. ; Kim, Young Shin ; Zaevski, Tsvetelin S.. In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:101-108.

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2014Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def10.

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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

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2014Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def010.

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2014Choice of generalized linear mixed models using predictive crossvalidation. (2014). Bove, Daniel Sabanes ; Held, Leonhard ; Braun, Julia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:190-202.

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2014Conditional AIC under Covariate Shift with Application to Small Area Prediction. (2014). Sugasawa, Shonosuke ; Kawakubo, Yuki ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf944.

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2014A frame based shrinkage procedure for fast oscillating functions. (2014). De Canditiis, Daniela . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:142-150.

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2014An ExPosition of multivariate analysis with the singular value decomposition in R. (2014). Chin Fatt, Cherise R., ; Abdi, Herve ; Beaton, Derek . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:176-189.

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2014Nonparametric tests for panel count data with unequal observation processes. (2014). Zhao, Hui ; Li, Yang ; Kim, KyungMann ; Sun, Jianguo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:103-111.

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2014Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models. (2014). Yoo, Jae Keun ; Lee, Keunbaik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:111-116.

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2014Bayesian inference: the role of coherence to deal with a prior belief function. (2014). Vantaggi, B. ; Coletti, G. ; Petturiti, D.. In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:519-545.

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2014Comments on: “Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation”. (2014). Ugarte, M. ; Steorts, Rebecca . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:4:p:680-685.

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2014Classification with decision trees from a nonparametric predictive inference perspective. (2014). Masegosa, Andres R. ; Crossman, Richard J. ; Baker, Rebecca M. ; Abellan, Joaquin ; Coolen, Frank P. A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:789-802.

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2014Classification of molecular sequence data using Bayesian phylogenetic mixture models. (2014). Robinson, A. ; Hurn, M. A. ; Loza-Reyes, E.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:81-95.

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2014Marginal likelihood for Markov-switching and change-point GARCH models. (2014). Dufays, Arnaud ; Rombouts, Jeroen V. K., ; BAUWENS, Luc . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:508-522.

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2014Specific Markov-switching behaviour for ARMA parameters. (2014). . In: CREA Discussion Paper Series. RePEc:luc:wpaper:14-07.

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2014Specific Markov-switching behaviour for ARMA parameters. (2014). Dufays, Arnaud ; CARPANTIER, Jean-Franois . In: CORE Discussion Papers. RePEc:cor:louvco:2014014.

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2014Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation. (2014). van Dijk, Herman K. ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130060.

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2014Linear instrumental variables model averaging estimation. (2014). Martins, Luis F. ; Gabriel, Vasco J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724.

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2014Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components. (2014). Baran, Sandor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:227-238.

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2014A new semi-parametric mixture model for interval censored data, with applications in the field of antimicrobial resistance. (2014). Verbeke, Geert ; Jaspers, Stijn ; Beloeil, Pierre-Alexandre ; Aerts, Marc . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:30-42.

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2014Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (2014). Kokonendji, Celestin C. ; Adjabi, Smail ; Zougab, Nabil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:28-38.

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2014Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input. (2014). . In: Papers. RePEc:arx:papers:1407.7738.

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2014Modelling of dependence in high-dimensional financial time series by cluster-derived canonical vines. (2014). Reisinger, Christoph ; Walsh-Jones, David . In: Papers. RePEc:arx:papers:1411.4970.

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2014Financial frictions in the Euro Area and the United States: a Bayesian assessment. (2014). . In: BCAM Working Papers. RePEc:bbk:bbkcam:1407.

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2014Robust growth mixture models with non-ignorable missingness: Models, estimation, selection, and application. (2014). Lu, Zhenqiu ; Zhang, Zhiyong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:220-240.

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2014A hierarchical modeling approach for clustering probability density functions. (2014). Montanari, Angela ; Calo, Daniela G. ; Viroli, Cinzia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:79-91.

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2014Estimating mutual information for feature selection in the presence of label noise. (2014). Frenay, Benoit ; Verleysen, Michel ; Doquire, Gauthier . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:832-848.

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2014Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data. (2014). Abdali, Abdel ; Rachdi, Mustapha ; Demongeot, Jacques ; Madani, Fethi ; Laksaci, Ali . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:53-68.

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2014Spatial prediction in the presence of left-censoring. (2014). Schelin, Lina ; Luna, Sara Sjostedt-de . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:125-141.

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2014A high-dimensional two-sample test for the mean using random subspaces. (2014). Thulin, MÃ¥ns, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:26-38.

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2014Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components. (2014). Baran, Sandor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:227-238.

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2014Variable selection by Random Forests using data with missing values. (2014). Hapfelmeier, A. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:129-139.

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2014Efficient MCMC for temporal epidemics via parameter reduction. (2014). Xiang, Fei ; Neal, Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:240-250.

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2014The complexity of computation and approximation of the t-ratio over one-dimensional interval data. (2014). ern, Michal ; Hladik, Milan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:26-43.

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2014Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature. (2014). Mentre, France ; Nguyen, Thu Thuy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:57-69.

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2014The functional central limit theorem and structural change test for the HAR(∞) model. (2014). Lee, Oesook . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:370-373.

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2014Bayesian exploratory factor analysis. (2014). Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia ; Piatek, Remi ; Heckman, James J.. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:31-57.

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2014Detecting changes in cross-sectional dependence in multivariate time series. (2014). Bucher, Axel ; Rohmer, Tom ; Segers, Johan ; Kojadinovic, Ivan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:111-128.

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2014An improved robust association test for GWAS with multiple diseases. (2014). Huang, Hanwen ; Chen, Zhongxue ; Ng, Hon Keung Tony, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:153-161.

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2014The finite sample breakdown point of PCS. (2014). Schmitt, Eric ; Ollerer, Viktoria ; Vakili, Kaveh . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:214-220.

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2014Estimation of multivariate critical layers: Applications to rainfall data. (2014). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089.

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2014The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?. (2014). Lakshina, Valeria V.. In: HSE Working papers. RePEc:hig:wpaper:37/fe/2014.

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2014John Meynard Keynes : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-498.

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Paccagnini, Alessia ; kanda, Patrick T. ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014Estimating Stable Factor Models By Indirect Inference. (2014). Calzolari, Giorgio ; Halbleib, Roxana . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1425.

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2014Estimating a DSGE model with Limited Asset Market Participation for the Euro Area. (2014). . In: Working Papers. RePEc:mib:wpaper:286.

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2014Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-037.

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2014Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-045.

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2014A note on approximating moments of least squares estimators. (2014). Liu-Evans, Gareth . In: MPRA Paper. RePEc:pra:mprapa:57543.

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2014Time-Varying Persistence in US Inflation. (2014). Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201457.

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2014Row–column interaction models, with an R implementation. (2014). Hadi, Alfian ; Yee, Thomas . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:6:p:1427-1445.

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2014Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255.

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2013Bayesian Computational Tools. (2013). Robert, Christian P.. In: Working Papers. RePEc:crs:wpaper:2013-45.

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2013Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables. (2013). Fellinghauer, Bernd ; Buhlmann, Peter ; von Rhein, Michael ; Ryffel, Martin ; Reinhardt, Jan D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:132-152.

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2013Two step composite quantile regression for single-index models. (2013). Jiang, Rong ; Zhou, Zhan-Gong ; Chen, Yong ; Qian, Wei-Min . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:180-191.

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2013Logistic regression with weight grouping priors. (2013). Klęsk, P., ; Jaroszewicz, S. ; Korze, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:281-298.

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2013A new extended Birnbaum–Saunders regression model for lifetime modeling. (2013). Lemonte, Artur J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:64:y:2013:i:c:p:34-50.

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2013OLS with multiple high dimensional category variables. (2013). Gaure, Simen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:8-18.

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2013Multidimensional medians and uniqueness. (2013). Zuo, Yijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:82-88.

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2013Some properties of multivariate INAR(1) processes. (2013). Karlis, Dimitris ; Pedeli, Xanthi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:213-225.

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2013Estimation using hybrid censored data from a two-parameter distribution with bathtub shape. (2013). Rastogi, Manoj Kumar ; Tripathi, Yogesh Mani . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:268-281.

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2013Optimal risk transfer under quantile-based risk measurers. (2013). Badescu, Alexandru M. ; Verdonck, Tim ; Asimit, Alexandru V.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:252-265.

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2013Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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2013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

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2013Regression analysis of multivariate panel count data with an informative observation process. (2013). Wang, Dehui ; Kim, KyungMann ; Sun, Jianguo ; Zhao, Hui ; Zhang, Haixiang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:71-80.

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2013Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101.

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2013A note on approximate Bayesian credible sets based on modified loglikelihood ratios. (2013). Ruli, Erlis ; Racugno, Walter ; Ventura, Laura . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:11:p:2467-2472.

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2013More efficient unconditional tests for exchangeable binary data with equal cluster sizes. (2013). Shan, Guogen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:2:p:644-649.

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2013Predicción de quiebras empresariales en economías emergentes: uso de un modelo logístico mixto || Bankruptcy Prediction in Emerging Economies: Use of a Mixed Logistic Model. (2013). Porporato, Marcela ; Caro, Norma Patricia ; Diaz, Margarita . In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:16:y:2013:i:1:p:200-215.

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2013Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2013). Maheu, John M. In: MPRA Paper. RePEc:pra:mprapa:52132.

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2013Pair copula constructions in portfolio optimization ploblem. (2013). Travkin, Alexandr . In: Applied Econometrics. RePEc:ris:apltrx:0226.

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2013Bayesian lasso binary quantile regression. (2013). Benoit, Dries ; Alhamzawi, Rahim ; Yu, Keming . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:6:p:2861-2873.

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2013Rejoinder on: An updated review of Goodness-of-Fit tests for regression models. (2013). Crujeiras, Rosa ; Gonzalez-Manteiga, Wenceslao . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:3:p:442-447.

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2013.

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2012On Geometric Ergodicity of Skewed - SVCHARME models. (2012). Rydlewski, Jerzy P. ; Snarska, Malgorzata . In: Papers. RePEc:arx:papers:1209.1544.

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2012The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy. (2012). Gregoriou, Andros ; Ashton, John . In: Working Papers. RePEc:bng:wpaper:12005.

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2012Modeling financial time series with the skew slash distribution. (2012). de la Fuente, Cristina G. ; Wiper, Michael P.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws121108.

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2012Bayesian estimation of generalized hyperbolic skewed student GARCH models. (2012). DESCHAMPS, Philippe J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3035-3054.

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2012On the online estimation of local constant volatilities. (2012). Fried, Roland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3080-3090.

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2012Econometric analysis of volatile art markets. (2012). BOCART, Fabian Y. R. P., ; Hafner, Christian M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3091-3104.

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2012Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. (2012). Skaug, Hans Julius ; Kleppe, Tore Selland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3105-3119.

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2012Counterfactual distributions of wages via quantile regression with endogeneity. (2012). Martinez-Sanchis, Elena ; Mora, Juan ; Kandemir, Ilker . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3212-3229.

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2012On marginal likelihood computation in change-point models. (2012). Rombouts, Jeroen V. K., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3415-3429.

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2012Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (2012). Ishihara, Tsunehiro ; Omori, Yasuhiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3674-3689.

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2012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution. (2012). Nakajima, Jouchi ; Omori, Yasuhiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704.

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2012Locally adaptive image denoising by a statistical multiresolution criterion. (2012). Munk, Axel ; Kabluchko, Zakhar ; Hotz, Thomas ; Stichtenoth, Rahel ; Marnitz, Philipp ; Davies, Laurie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:543-558.

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2012K-sample tests for equality of variances of random fuzzy sets. (2012). Ramos-Guajardo, Ana Beln ; Lubiano, Mara Asuncin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:956-966.

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2012Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application. (2012). Vantaggi, Barbara ; Tasso, Sergio ; Gervasi, Osvaldo ; Coletti, Giulianella . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:967-980.

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2012Residual analysis of linear mixed models using a simulation approach. (2012). Schtzenmeister, Andr ; Piepho, Hans-Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1405-1416.

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2012A fast and recursive algorithm for clustering large datasets with k-medians. (2012). CARDOT, HERV ; Cnac, Peggy ; Monnez, Jean-Marie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1434-1449.

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2012A method for increasing the robustness of multiple imputation. (2012). Kenward, Michael G. ; Daniel, Rhian M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1624-1643.

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2012The least trimmed quantile regression. (2012). Neykov, N. M. ; Neytchev, P. N. ; Filzmoser, P. ; aek, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1757-1770.

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2012A study of variable selection using g-prior distribution with ridge parameter. (2012). Pommeret, D. ; Baragatti, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1920-1934.

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2012Case-deletion type diagnostics for calibration estimators in survey sampling. (2012). Barranco-Chamorro, I. ; Jimnez-Gamero, M. D. ; Muoz-Pichardo, J. M. ; Moreno-Rebollo, J. L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2219-2236.

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2012Minimizing the area of a Pareto confidence region. (2012). Fernandez, Arturo J.. In: European Journal of Operational Research. RePEc:eee:ejores:v:221:y:2012:i:1:p:205-212.

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2012Crisis and risk dependencies. (2012). Grundke, Peter ; Polle, Simone . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528.

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2012Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Joe, Harry ; Hua, Lei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503.

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2012Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields. (2012). Hautsch, Nikolaus ; Ou, Yangguoyi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2988-3007.

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2012Marginal Likelihood Estimation with the Cross-Entropy Method. (2012). Eisenstat, Eric ; Joshua C C Chan, ; Joshua C C Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2012-18.

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2012Estimating VAR-MGARCH models in multiple steps. (2012). Eratalay, Hakan M. ; M. Angeles Carnero Fernandez, . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2012-10.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012Estimating and Forecasting With A Dynamic Spatial Panel Data Model. (2012). Pirotte, Alain ; Baltagi, Badi H.. In: Center for Policy Research Working Papers. RePEc:max:cprwps:149.

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2012Marginal Likelihood Estimation with the Cross-Entropy Method. (2012). Eisenstat, Eric ; Chan, Joshua . In: MPRA Paper. RePEc:pra:mprapa:40051.

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2012Fourier--type estimation of the power garch model with stable--paretian innovations. (2012). Francq, Christian ; Meintanis, Simos . In: MPRA Paper. RePEc:pra:mprapa:41667.

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2012Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks. (2012). Tzavalis, Elias ; Karavias, Yiannis . In: MPRA Paper. RePEc:pra:mprapa:43128.

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2012STOCHASTIC VOLATILITY MODELS FOR FINANCIAL TIME SERIES ANALYSIS. (2012). Biru, Felicia Ramona . In: Anale. Seria Stiinte Economice. Timisoara. RePEc:tdt:annals:v:xviii/supplement:y:2012:p:472-475.

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2012Realized stochastic volatility with leverage and long memory. (2012). Shirota, Shinichiro ; Hizu, Takayuki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf869.

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2012A Tractable Model for Indices Approximating the Growth Optimal Portfolio. (2012). Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:318.

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Recent citations received in: 2011


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2011Hedging of time discrete auto-regressive stochastic volatility options. (2011). del castillo, Joan ; Ortega, Juan-Pablo . In: Papers. RePEc:arx:papers:1110.6322.

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2011Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models. (2011). Bogdan, Malgorzata ; Zak-Szatkowska, Malgorzata . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2908-2924.

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2011On the Fernández-Steel distribution: Inference and application. (2011). Sanhueza, Antonio ; Leiva, Victor ; Castillo, Nabor O. ; Gomez, Hector W.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2951-2961.

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2011Two-group classification with high-dimensional correlated data: A factor model approach. (2011). Pedro Duarte Silva, A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2975-2990.

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2011Model-based SIR for dimension reduction. (2011). Scrucca, Luca . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:3010-3026.

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2011Generalized linear models with clustered data: Fixed and random effects models. (2011). Brostrom, Goran ; Holmberg, Henrik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3123-3134.

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2011An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets. (2011). Reiter, Jerome P. ; Drechsler, Jorg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243.

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2011Repeated measures analysis for functional data. (2011). Corral, Norberto ; Martinez-Camblor, Pablo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3244-3256.

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2011A new flexible direct ROC regression model: Application to the detection of cardiovascular risk factors by anthropometric measures. (2011). Cadarso-Suarez, Carmen ; Rodriguez-lvarez, Maria Xose ; Roca-Pardias, Javier . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3257-3270.

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2011A Bayesian analysis of an agricultural field trial with three spatial dimensions. (2011). Alston, Clair L. ; Young, Rick R. ; Donald, Margaret ; Mengersen, Kerrie L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3320-3332.

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2011Minimum [phi]-divergence estimation in misspecified multinomial models. (2011). Moreno-Rebollo, J. L. ; Alba-Fernandez, V. ; Pino-Mejias, R. ; Jimenez-Gamero, M. D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3365-3378.

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2011A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models. (2011). Baghishani, Hossein ; Mohammadzadeh, Mohsen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1748-1759.

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2011The specification of the propensity score in multilevel observational studies. (2011). Arpino, Bruno ; Mealli, Fabrizia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1770-1780.

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2011Conditional copulas, association measures and their applications. (2011). Gijbels, Irene ; Veraverbeke, Noel ; Omelka, Marel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932.

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2011Ensemble classification of paired data. (2011). Brenning, Alexander ; Adler, Werner ; Potapov, Sergej ; Schmid, Matthias ; Lausen, Berthold . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1933-1941.

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2011Some edge correction methods for marked spatio-temporal point process models. (2011). Sarkka, Aila ; Cronie, Ottmar . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2209-2220.

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2011Functional density synchronization. (2011). Muller, Hans-Georg ; Zhang, Zhen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2234-2249.

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2011A segmentation-based algorithm for large-scale partially ordered monotonic regression. (2011). Grimvall, A. ; Sysoev, O. ; Burdakov, O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2463-2476.

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2011Estimation of a flexible simple linear model for interval data based on set arithmetic. (2011). Blanco-Fernandez, Angela ; Corral, Norberto ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2568-2578.

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2011Principal components for multivariate functional data. (2011). Justel, A. ; Svarc, M. ; Berrendero, J. R.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2619-2634.

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2011Robust estimators and tests for bivariate copulas based on likelihood depth. (2011). Muller, Christine H. ; Denecke, Liesa . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2724-2738.

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2011Functional data analysis in shape analysis. (2011). Epifanio, Irene ; Ventura-Campos, Noelia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2758-2773.

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2011The beta generalized Pareto distribution with application to lifetime data. (2011). Mahmoudi, Eisa . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:11:p:2414-2430.

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2011Panel data analysis: a survey on model-based clustering of time series. (2011). Fruhwirth-Schnatter, Sylvia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:5:y:2011:i:4:p:251-280.

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2011Classification of repeated measurements data using tree-based ensemble methods. (2011). Lausen, Berthold ; Adler, Werner ; Potapov, Sergej . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:2:p:355-369.

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2011Modeling Rule-Based Item Generation. (2011). Glas, Cees ; Linden, Wim ; Geerlings, Hanneke . In: Psychometrika. RePEc:spr:psycho:v:76:y:2011:i:2:p:337-359.

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2011Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2011). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:1:p:132-142.

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2011Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues. (2011). De Luca, G.. In: Discussion Paper. RePEc:tiu:tiucen:3aa66f2e-55c5-4ddb-8acf-710e61072f9a.

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2011WALS estimation and forecasting in factor-based dynamic models with an application to Armenia. (2011). . In: Discussion Paper. RePEc:tiu:tiucen:419d588e-7827-4cdd-b989-447a0a76fe8d.

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