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Journal of the Royal Statistical Society Series B / Royal Statistical Society

0.68

Impact Factor

0.81

5-Years IF

32

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27000 (%)0.09
19980.270100 (%)0.1
19990.31575780.1451200 (%)80.140.13
20000.120.40.1252109140.13503577577 (%)50.10.15
20010.160.40.1646155320.215611091710917 (%)120.260.15
20020.370.420.3145200510.261161983615548 (%)20.040.18
20030.370.440.3253253710.285399134200631 (%)30.060.18
20040.490.490.51533061430.473859848253130 (%)50.090.2
20050.280.530.31423481070.313581063024978 (%)10.020.21
20060.210.510.59413892160.564299520239140 (%)20.050.2
20070.30.440.61454342640.612948325234143 (%)30.070.18
20080.510.470.56514853320.682958644234130 (%)40.080.2
20090.30.470.52475323920.742629629232121 (%)60.130.19
20100.40.440.47315633520.6317898392261061 (%)30.10.16
20110.410.510.53235864430.761257832215115 (%)40.170.2
20120.630.560.82336195720.92705434197162 (%)0.21
20130.480.660.89366557201.11285627185164 (%)130.360.23
20140.720.670.91396947891.14616950170154 (%)70.180.22
20150.680.820.81397337641.04237551162132 (%)60.150.27
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:

#YearTitleCited
12002Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280.

Full description at Econpapers || Download paper

517
22002Bayesian measures of model complexity and fit. (2002). van der Linde, Angelika ; Best, Nicola G. ; Spiegelhalter, David J. ; Carlin, Bradley P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639.

Full description at Econpapers || Download paper

312
32001Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241.

Full description at Econpapers || Download paper

289
42005Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320.

Full description at Econpapers || Download paper

175
52005Addendum: Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:5:p:768-768.

Full description at Econpapers || Download paper

156
62003Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. (2003). Azzalini, Adelchi ; Capitanio, Antonella . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389.

Full description at Econpapers || Download paper

123
72006Model selection and estimation in regression with grouped variables. (2006). Yuan, Ming ; Lin, Yi. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:49-67.

Full description at Econpapers || Download paper

102
81999Statistical applications of the multivariate skew normal distribution. (1999). Azzalini, A. ; Capitanio, A.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602.

Full description at Econpapers || Download paper

99
92002An adaptive estimation of dimension reduction space. (2002). Tong, Howell ; Xia, Yingcun ; Li, W. K. ; Zhu, Li-Xing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410.

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97
102007Probabilistic forecasts, calibration and sharpness. (2007). Raftery, Adrian E. ; Gneiting, Tilmann ; Balabdaoui, Fadoua . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268.

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72
112010Particle Markov chain Monte Carlo methods. (2010). Doucet, Arnaud ; Holenstein, Roman ; Andrieu, Christophe . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:3:p:269-342.

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71
122003The identifiability of the mixed proportional hazards competing risks model. (2003). van den Berg, Gerard ; Abbring, Jaap. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710.

Full description at Econpapers || Download paper

67
132002A direct approach to false discovery rates. (2002). Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498.

Full description at Econpapers || Download paper

62
141999Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. (1999). Booth, J. G. ; Hobert, J. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285.

Full description at Econpapers || Download paper

60
152008Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; Lv, Jinchi ; Jinchi Lv, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911.

Full description at Econpapers || Download paper

60
162000Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. (2000). Koopman, Siem Jan ; Durbin, J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56.

Full description at Econpapers || Download paper

59
172001Estimating the number of clusters in a data set via the gap statistic. (2001). Walther, Guenther ; Hastie, Trevor ; Tibshirani, Robert . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423.

Full description at Econpapers || Download paper

54
182009Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). Chopin, Nicolas ; HÅVARD RUE, ; Martino, Sara . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:319-392.

Full description at Econpapers || Download paper

54
192003Thin plate regression splines. (2003). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114.

Full description at Econpapers || Download paper

49
202006Empirical likelihood confidence regions in a partially linear single-index model. (2006). Zhu, Lixing ; Xue, Liugen . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:549-570.

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48
212000Dealing with label switching in mixture models. (2000). Stephens, Matthew. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809.

Full description at Econpapers || Download paper

48
222005Sparsity and smoothness via the fused lasso. (2005). Zhu, JI ; Rosset, Saharon ; Tibshirani, Robert ; Saunders, Michael ; Knight, Keith . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:1:p:91-108.

Full description at Econpapers || Download paper

47
232006Sequential Monte Carlo samplers. (2006). Jasra, Ajay ; Del Moral, Pierre ; Doucet, Arnaud . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:411-436.

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44
242003A skew extension of the t-distribution, with applications. (2003). Jones, M. C. ; Faddy, M. J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174.

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40
252000Modelling and smoothing parameter estimation with multiple quadratic penalties. (2000). Wood, S. N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428.

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39
262013Large covariance estimation by thresholding principal orthogonal complements. (2013). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:75:y:2013:i:4:p:603-680.

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37
272000Two-step estimation of functional linear models with applications to longitudinal data. (2000). Fan, Jianqing ; J.-T. Zhang, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322.

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37
282003Adaptive varying-coefficient linear models. (2003). Fan, Jianqing ; Cai, Zongwu ; Yao, Qiwei . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80.

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37
292008The group lasso for logistic regression. (2008). Meier, Lukas ; van de Geer, Sara ; Buhlmann, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:53-71.

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35
301999Conformal normal curvature and assessment of local influence. (1999). W.-Y. Poon, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61.

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34
312011Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. (2011). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:1:p:3-36.

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33
322007Regression coefficient and autoregressive order shrinkage and selection via the lasso. (2007). Wang, Hansheng ; Tsai, Chih-Ling . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:1:p:63-78.

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32
332004Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. (2004). Siegmund, David ; Taylor, Jonathan E. ; Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205.

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32
342006Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion). (2006). Papaspiliopoulos, Omiros ; Beskos, Alexandros ; Fearnhead, Paul ; Roberts, Gareth O.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:333-382.

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30
352000Semiparametric regression for the mean and rate functions of recurrent events. (2000). Lin, D. Y. ; Ying, Z. ; Wei, L. J. ; Yang, I.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730.

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30
361999Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables. (1999). Wakefield, J. ; Walker, S. ; Damlen, P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:331-344.

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28
372006On properties of functional principal components analysis. (2006). Hosseini-Nasab, Mohammad ; Hall, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:109-126.

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28
381999Intentionally biased bootstrap methods. (1999). Presnell, B. ; HALL, P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158.

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27
392006On parametric bootstrap methods for small area prediction. (2006). Hall, Peter ; Maiti, Tapabrata . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:2:p:221-238.

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27
402004Likelihood ratio tests in linear mixed models with one variance component. (2004). Crainiceanu, Ciprian M. ; Ruppert, David . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185.

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27
411999Inference in generalized additive mixed modelsby using smoothing splines. (1999). Lin, X.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400.

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27
422000On a mixture autoregressive model. (2000). Wong, C. S. ; Li, W. K.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115.

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27
432001A modified likelihood ratio test for homogeneity in finite mixture models. (2001). Chen, Hanfeng ; Kalbfleisch, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29.

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24
442003An empirical likelihood goodness-of-fit test for time series. (2003). Härdle, Wolfgang ; Chen, Song ; Li, Ming ; Hardle, Wolfgang ; Song Xi Chen, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:663-678.

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24
452006Semiparametric estimation in general repeated measures problems. (2006). Carroll, Raymond J. ; Lin, Xihong . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:69-88.

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24
462009Shrinkage tuning parameter selection with a diverging number of parameters. (2009). Wang, Hansheng ; Li, Bo ; Leng, Chenlei . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:3:p:671-683.

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24
472004Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. (2004). Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Dellaportas, Petros . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393.

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23
482001Local influence for incomplete data models. (2001). Zhu, Hong-Tu ; Lee, Sik-Yum . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:1:p:111-126.

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23
492009Some asymptotic results on generalized penalized spline smoothing. (2009). Kauermann, Goran ; Fahrmeir, Ludwig . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:487-503.

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23
502006Generalized linear array models with applications to multidimensional smoothing. (2006). Currie, I. D. ; P. H. C. Eilers, ; Durban, M.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:2:p:259-280.

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23

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12002Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280.

Full description at Econpapers || Download paper

142
22002Bayesian measures of model complexity and fit. (2002). van der Linde, Angelika ; Best, Nicola G. ; Spiegelhalter, David J. ; Carlin, Bradley P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639.

Full description at Econpapers || Download paper

132
32005Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320.

Full description at Econpapers || Download paper

100
42001Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241.

Full description at Econpapers || Download paper

95
52005Addendum: Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:5:p:768-768.

Full description at Econpapers || Download paper

94
62006Model selection and estimation in regression with grouped variables. (2006). Yuan, Ming ; Lin, Yi. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:49-67.

Full description at Econpapers || Download paper

65
72003Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. (2003). Azzalini, Adelchi ; Capitanio, Antonella . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389.

Full description at Econpapers || Download paper

47
82007Probabilistic forecasts, calibration and sharpness. (2007). Raftery, Adrian E. ; Gneiting, Tilmann ; Balabdaoui, Fadoua . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268.

Full description at Econpapers || Download paper

38
92010Particle Markov chain Monte Carlo methods. (2010). Doucet, Arnaud ; Holenstein, Roman ; Andrieu, Christophe . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:3:p:269-342.

Full description at Econpapers || Download paper

38
102013Large covariance estimation by thresholding principal orthogonal complements. (2013). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:75:y:2013:i:4:p:603-680.

Full description at Econpapers || Download paper

36
112008Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; Lv, Jinchi ; Jinchi Lv, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911.

Full description at Econpapers || Download paper

35
122002An adaptive estimation of dimension reduction space. (2002). Tong, Howell ; Xia, Yingcun ; Li, W. K. ; Zhu, Li-Xing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410.

Full description at Econpapers || Download paper

33
131999Statistical applications of the multivariate skew normal distribution. (1999). Azzalini, A. ; Capitanio, A.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602.

Full description at Econpapers || Download paper

32
142005Sparsity and smoothness via the fused lasso. (2005). Zhu, JI ; Rosset, Saharon ; Tibshirani, Robert ; Saunders, Michael ; Knight, Keith . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:1:p:91-108.

Full description at Econpapers || Download paper

31
152001Estimating the number of clusters in a data set via the gap statistic. (2001). Walther, Guenther ; Hastie, Trevor ; Tibshirani, Robert . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423.

Full description at Econpapers || Download paper

25
162003Thin plate regression splines. (2003). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114.

Full description at Econpapers || Download paper

22
172006Sequential Monte Carlo samplers. (2006). Jasra, Ajay ; Del Moral, Pierre ; Doucet, Arnaud . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:411-436.

Full description at Econpapers || Download paper

22
182002A direct approach to false discovery rates. (2002). Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498.

Full description at Econpapers || Download paper

22
192009Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). Chopin, Nicolas ; HÅVARD RUE, ; Martino, Sara . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:319-392.

Full description at Econpapers || Download paper

22
202011Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. (2011). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:1:p:3-36.

Full description at Econpapers || Download paper

21
212000Dealing with label switching in mixture models. (2000). Stephens, Matthew. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809.

Full description at Econpapers || Download paper

20
222008The group lasso for logistic regression. (2008). Meier, Lukas ; van de Geer, Sara ; Buhlmann, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:53-71.

Full description at Econpapers || Download paper

19
232012Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. (2012). Prangle, Dennis ; Fearnhead, Paul . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:74:y:2012:i:3:p:419-474.

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19
242000Two-step estimation of functional linear models with applications to longitudinal data. (2000). Fan, Jianqing ; J.-T. Zhang, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322.

Full description at Econpapers || Download paper

18
252006Empirical likelihood confidence regions in a partially linear single-index model. (2006). Zhu, Lixing ; Xue, Liugen . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:549-570.

Full description at Econpapers || Download paper

17
262003The identifiability of the mixed proportional hazards competing risks model. (2003). van den Berg, Gerard ; Abbring, Jaap. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710.

Full description at Econpapers || Download paper

16
272011Regression shrinkage and selection via the lasso: a retrospective. (2011). Tibshirani, Robert . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:3:p:273-282.

Full description at Econpapers || Download paper

16
281999Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. (1999). Booth, J. G. ; Hobert, J. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285.

Full description at Econpapers || Download paper

15
292000Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. (2000). Koopman, Siem Jan ; Durbin, J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56.

Full description at Econpapers || Download paper

15
302009Shrinkage tuning parameter selection with a diverging number of parameters. (2009). Wang, Hansheng ; Li, Bo ; Leng, Chenlei . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:3:p:671-683.

Full description at Econpapers || Download paper

14
312001Bayesian calibration of computer models. (2001). O'Hagan, Anthony ; Kennedy, Marc C.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:3:p:425-464.

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13
322011An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach. (2011). Lindgren, Finn ; Lindstrom, Johan ; Rue, Hvard . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:4:p:423-498.

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13
332007Regression coefficient and autoregressive order shrinkage and selection via the lasso. (2007). Wang, Hansheng ; Tsai, Chih-Ling . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:1:p:63-78.

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13
342003A skew extension of the t-distribution, with applications. (2003). Jones, M. C. ; Faddy, M. J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174.

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12
352006On properties of functional principal components analysis. (2006). Hosseini-Nasab, Mohammad ; Hall, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:109-126.

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12
362006Semiparametric estimation in general repeated measures problems. (2006). Carroll, Raymond J. ; Lin, Xihong . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:69-88.

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12
372010Stability selection. (2010). Meinshausen, Nicolai ; Buhlmann, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:4:p:417-473.

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12
382006On parametric bootstrap methods for small area prediction. (2006). Hall, Peter ; Maiti, Tapabrata . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:2:p:221-238.

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12
392001Functional linear discriminant analysis for irregularly sampled curves. (2001). James, Gareth M. ; Hastie, Trevor J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:3:p:533-550.

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12
402000Semiparametric regression for the mean and rate functions of recurrent events. (2000). Lin, D. Y. ; Ying, Z. ; Wei, L. J. ; Yang, I.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730.

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11
412004Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. (2004). Siegmund, David ; Taylor, Jonathan E. ; Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205.

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11
422003Adaptive varying-coefficient linear models. (2003). Fan, Jianqing ; Cai, Zongwu ; Yao, Qiwei . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80.

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11
432010Combining probability forecasts. (2010). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:1:p:71-91.

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11
442008Gaussian predictive process models for large spatial data sets. (2008). Gelfand, Alan E. ; Banerjee, Sudipto ; Sang, Huiyan ; Finley, Andrew O.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:4:p:825-848.

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11
452000Generalized spectral tests for serial dependence. (2000). Hong, Yongmiao . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:3:p:557-574.

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11
461999Conformal normal curvature and assessment of local influence. (1999). W.-Y. Poon, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61.

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11
472011Riemann manifold Langevin and Hamiltonian Monte Carlo methods. (2011). Calderhead, Ben ; Girolami, Mark . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:2:p:123-214.

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11
482010Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression. (2010). Kai, Bo ; Li, Runze ; Zou, Hui . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:1:p:49-69.

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10
492008Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. (2008). de Haan, Laurens ; Gomes, Ivette M. ; Rodrigues, Ligia Henriques. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:31-52.

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10
502001Local influence for incomplete data models. (2001). Zhu, Hong-Tu ; Lee, Sik-Yum . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:1:p:111-126.

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10

Citing documents used to compute impact factor 51:

YearTitle
2015Robust inference on average treatment effects with possibly more covariates than observations. (2015). Farrell, Max H. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:1-23.

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2015Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality. (2015). Yu, Bin ; Vatter, Thibault ; Wu, Hau-Tieng ; Chavez-Demoulin, Valrie . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:864-887:d:60871.

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2015Estimation and inference on central mean subspace for multivariate response data. (2015). Zhu, Liping ; Zhong, Wei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:92:y:2015:i:c:p:68-83.

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2015Comparing Distribution and Quantile Regression. (2015). Peracchi, Franco ; Leorato, Samantha. In: EIEF Working Papers Series. RePEc:eie:wpaper:1511.

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2015Economics at the FTC: Fraud, Mergers and Exclusion. (2015). McAlvanah, Patrick ; Lafontaine, Francine ; Schmidt, David ; Raval, Devesh ; DeGraba, Patrick ; de Graba, Patrick ; Balan, David . In: Review of Industrial Organization. RePEc:kap:revind:v:47:y:2015:i:4:p:371-398.

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2015Statistical Models for Analysis of Social Network Dynamics in Educational Studies. (2015). valeeva, diliara ; Dokuka, Sofia . In: Educational Studies. RePEc:nos:voprob:2015:i:1:p:201-213.

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2015On Consistency of Approximate Bayesian Computation. (2015). Frazier, David T ; Robert, Christian P ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-19.

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2015Financial time series modeling using the Hurst exponent. (2015). Anagnostopoulos, Christoforos ; Tzouras, Spilios ; McCoy, Emma . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:425:y:2015:i:c:p:50-68.

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2015An adaptive test for the mean vector in large-p-small-n problems. (2015). Shen, Yanfeng ; Lin, Zhengyan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:25-38.

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2015A high dimensional two-sample test under a low dimensional factor structure. (2015). Ma, Yingying ; Wang, Hansheng ; Lan, Wei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:162-170.

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2015Tree-based varying coefficient regression for longitudinal ordinal responses. (2015). Ritschard, Gilbert ; Burgin, Reto . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:86:y:2015:i:c:p:65-80.

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2015Maximum Likelihood Difference Scaling versus Ordinal Difference Scaling of emotion intensity: a comparison. (2015). Junge, Martin ; Reisenzein, Rainer . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:49:y:2015:i:5:p:2169-2185.

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2015Outlier robust small area estimation under spatial correlation. (2015). Tzavidis, Nikos ; Schmid, Timo ; Chambers, Ray ; Munnich, Ralf . In: Discussion Papers. RePEc:zbw:fubsbe:20158.

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2015Parametric transformed Fay–Herriot model for small area estimation. (2015). Kubokawa, Tatsuya ; Sugasawa, Shonosuke . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:295-311.

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2015Inferential issues in model-based small area estimation: some new developments. (2015). , . In: Statistics in Transition new series. RePEc:csb:stintr:v:16:y:2015:i:4:p:491-510.

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2015Almost sure behavior of functionals of stationary Gibbs point processes. (2015). Coeurjolly, Jean-Franois . In: Statistics & Probability Letters. RePEc:eee:stapro:v:97:y:2015:i:c:p:241-246.

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2015A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response. (2015). Pertile, Paolo ; Forster, Martin ; Chick, Stephen . In: Discussion Papers. RePEc:yor:yorken:15/09.

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2015Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process. (2015). Das, Bikramjit ; Hashorva, Enkelejd . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:2:p:780-796.

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2015The SAR Model for Very Large Datasets: A Reduced Rank Approach. (2015). Steel, David G. ; Burden, Sandy ; Cressie, Noel . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:317-338:d:49389.

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2015Random effects specifications in eigenvector spatial filtering: a simulation study. (2015). Griffith, Daniel . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:17:y:2015:i:4:p:311-331.

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2015Statistical Theory for the RCT-YES Software: Design-Based Causal Inference for RCTs. (2015). Schochet, Peter Z.. In: Mathematica Policy Research Reports. RePEc:mpr:mprres:a0c005c003c242308a92c02dcca08793.

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2015Local Instruments, Global Extrapolation: External Validity of the Labor Supply-Fertility Local Average Treatment Effect. (2015). Samii, Cyrus ; Pop-Eleches, Cristian ; Dehejia, Rajeev ; Bisbee, James . In: NBER Working Papers. RePEc:nbr:nberwo:21663.

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2015Two-sample Hotellings T² statistics based on the functional Mahalanobis semi-distance. (2015). Galeano, Pedro ; Esdras, Joseph ; Lillo, Rosa E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1503.

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2015Functional regression with repeated eigenvalues. (2015). Reimherr, Matthew . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:62-70.

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2015In-sample forecasting applied to reserving and mesothelioma mortality. (2015). Mammen, Enno ; Martinez Miranda, Maria Dolores, ; Nielsen, Jens Perch . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:76-86.

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2015.

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2015The Capital Markets Research Based on the Financial Quantitative Models. (2015). Caragea, Nicoleta ; Alexandru, Ciprian. In: Eco-Economics Review. RePEc:eub:ecoecr:v:1:y:2015:i:1:p:3-16.

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2015A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression. (2015). von Rosen, Dietrich ; Uden, Peter ; Li, Ying . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:347-359.

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2015Discussion of Secchi, Vantini and Vitelli paper. (2015). Ramsay, James. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:2:p:301-304.

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2015Rejoinder to the discussion of “Analysis of Spatio-Temporal Mobile Phone Data: a Case Study in the Metropolitan Area of Milan”. (2015). Secchi, Piercesare ; Vitelli, Valeria ; Vantini, Simone . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:2:p:335-338.

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2015Penalized functional spatial regression. (2015). Aguilera, Ana M ; Aguilera-Morillo, Carmen M ; Durban, Maria . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21206.

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2015New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models. (2015). Li, Degui ; Xia, Yingcun ; Chen, Jia . In: Discussion Papers. RePEc:yor:yorken:15/17.

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2015Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. (2015). Aknouche, Abdelhakim . In: MPRA Paper. RePEc:pra:mprapa:69572.

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2015Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. (2015). Ziel, Florian . In: Papers. RePEc:arx:papers:1502.06557.

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2015Weighted least squares-based inference for stable and unstable threshold power ARCH processes. (2015). Aknouche, Abdelhakim ; Touche, Nassim . In: Statistics & Probability Letters. RePEc:eee:stapro:v:97:y:2015:i:c:p:108-115.

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2015Hausman tests for the error distribution in conditionally heteroskedastic models. (2015). Zhu, Ke. In: MPRA Paper. RePEc:pra:mprapa:66991.

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2015Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:67195.

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2015Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (2015). Zhu, Ke ; Chen, Min . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:313-320.

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2015A test for second order stationarity of a multivariate time series. (2015). Jentsch, Carsten ; Rao, Suhasini Subba . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:124-161.

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2015Estimation of the Global Minimum Variance Portfolio in High Dimensions. (2015). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1406.0437.

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2015Robust Inference of Risks of Large Portfolios. (2015). Vickers, Byron ; Fan, Jianqing ; Liu, Han ; Han, Fang . In: Papers. RePEc:arx:papers:1501.02382.

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2015Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models. (2015). Kubokawa, Tatsuya ; Ikeda, Yuki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf958.

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2015Risks of large portfolios. (2015). Liao, Yuan ; Shi, Xiaofeng ; Fan, Jianqing . In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:2:p:367-387.

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2015A lava attack on the recovery of sums of dense and sparse signals. (2015). Liao, Yuan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:05/15.

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2015Semiparametric Model Averaging of Ultra-High Dimensional Time Series. (2015). Li, Degui ; LINTON, OLIVER ; Lu, Zudi ; Chen, Jia . In: Discussion Papers. RePEc:yor:yorken:15/18.

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2015A lava attack on the recovery of sums of dense and sparse signals. (2015). Liao, Yuan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:56/15.

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2015Semiparametric model averaging of ultra-high dimensional time series. (2015). Li, Degui ; LINTON, OLIVER ; Lu, Zudi ; Chen, Jia . In: CeMMAP working papers. RePEc:ifs:cemmap:62/15.

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2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices. (2015). Bailey, Natalia ; Smith, Vanessa L ; Pesaran, Hashem M. In: Working Papers. RePEc:qmw:qmwecw:wp764.

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2015Fama–MacBeth two-pass regressions: Improving risk premia estimates. (2015). Zhou, Guofu ; Bai, Jushan. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:31-40.

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2015Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/218748.

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2015Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Parametric and nonparametric bootstrap methods for general MANOVA. (2015). Konietschke, Frank ; Pauly, Markus ; Harrar, Solomon W ; Bathke, Arne C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:291-301.

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2015Max-stable processes and stationary systems of Lévy particles. (2015). Kabluchko, Zakhar . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:11:p:4272-4299.

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2015Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series. (2015). Paparoditis, E. ; Kreiss, J.-P., ; Krampe, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:54-63.

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2015Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor. (2015). Pourahmadi, Mohsen ; Wang, Xiao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:5-12.

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2015Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs. (2015). Smaga, Ukasz . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:215-220.

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2015New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models. (2015). Li, Degui ; Xia, Yingcun ; Chen, Jia . In: Discussion Papers. RePEc:yor:yorken:15/17.

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Recent citations received in 2014
YearCiting document
2014Inference in High-dimensional Dynamic Panel Data Models. (2014). Kock, Anders ; Tang, Haihan . In: CREATES Research Papers. RePEc:aah:create:2014-58.

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2014High-dimensional sparse MANOVA. (2014). Cai, Tony T. ; Xia, Yin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:174-196.

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2014The lasso for high-dimensional regression with a possible change-point. (2014). Shin, Youngki ; SEO, MYUNG HWAN ; Lee, Sokbae (Simon). In: CeMMAP working papers. RePEc:ifs:cemmap:26/14.

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2014Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation. (2014). Chen, Song ; Li, Jun ; Song Xi Chen, ; Zhong, Pingshou . In: MPRA Paper. RePEc:pra:mprapa:59815.

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2014Tests for High Dimensional Generalized Linear Models. (2014). Chen, Song ; Guo, Bin ; Song Xi Chen, . In: MPRA Paper. RePEc:pra:mprapa:59816.

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

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2014An M-estimator of Spatial Tail Dependence. (2014). Krajina, Andrea ; Einmahl, John ; Kiriliouk, A. ; Segers, J. ; Einmahl, J. H. J., . In: Discussion Paper. RePEc:tiu:tiucen:2d5c1a3b-a5f6-4329-8df2-f7d0bb2f1243.

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Recent citations received in 2013
YearCiting document
2013Oracle Inequalities for Convex Loss Functions with Non-Linear Targets. (2013). Kock, Anders ; Caner, Mehmet. In: CREATES Research Papers. RePEc:aah:create:2013-51.

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2013Factor Models in High-Dimensional Time Series: A Time-Domain Approach. (2013). Lippi, Marco ; Hallin, Marc. In: Working Papers ECARES. RePEc:eca:wpaper:2013/142428.

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2013Two algorithms for fitting constrained marginal models. (2013). Forcina, A. ; Evans, R. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:1-7.

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2013Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence. (2013). Tarantola, Claudia ; Ntzoufras, Ioannis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:161-177.

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2013Least-squares estimation of a convex discrete distribution. (2013). Durot, Cecile ; Huet, Sylvie ; Robin, Stephane ; Koladjo, Franois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:282-298.

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

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2013Best permutation analysis. (2013). Rajaratnam, Bala ; Salzman, Julia . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:121:y:2013:i:c:p:193-223.

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2013Asymptotic normality of the principal components of functional time series. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:5:p:1546-1562.

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2013Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series. (2013). Tavakoli, Shahin ; Panaretos, Victor M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2779-2807.

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2013A class of hazard rate mixtures for combining survival data from different experiments. (2013). Lijoi, Antonio ; Nipoti, Bernardo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0059.

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2013Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (2013). Zhu, Ke ; Chen, Min . In: MPRA Paper. RePEc:pra:mprapa:50487.

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2013Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified. (2013). Francq, Christian ; el Ghourabi, Mohamed ; Telmoudi, Fedya . In: MPRA Paper. RePEc:pra:mprapa:51150.

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2013A new Pearson-type QMLE for conditionally heteroskedastic models. (2013). Zhu, Ke ; Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52344.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team