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Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics

0.25

Impact Factor

0.21

5-Years IF

18

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
19990.31404011200 (%)0.13
20000.050.40.05478730.03223402402 (%)10.020.15
20010.070.40.074313070.05113876876 (%)0.15
20020.020.420.063816890.051269021308 (%)10.030.18
20030.120.440.252220350.16178811016834 (%)10.020.18
20040.20.490.1645265380.14145901822035 (%)0.2
20050.120.530.1841306520.17169971222540 (%)20.050.21
20060.120.510.1652358690.19273861021934 (%)30.060.2
20070.230.440.2345403870.22104932122853 (%)70.160.18
20080.370.470.35454481440.3280973623583 (%)10.020.2
20090.20.470.33464941410.29160901822875 (%)60.130.19
20100.270.440.29405341200.22639125229661 (1.6%)0.16
20110.260.510.33465801560.2754862222876 (%)10.020.2
20120.260.560.27516311990.3245862222261 (%)40.080.21
20130.250.660.35486792370.3552972422879 (%)20.040.23
20140.290.670.32717502150.2935992923175 (%)40.060.22
20150.250.820.21698192040.25131193025654 (%)10.010.27
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
12006Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation. (2006). Remillard, Bruno ; RMILLARD, BRUNO ; Quessy, Jean-Franois ; Genest, Christian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366.

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64
22009Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps. (2009). Mancini, Cecilia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296.

Full description at Econpapers || Download paper

63
32005The Skew-normal Distribution and Related Multivariate Families. (2005). Azzalini, Adelchi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188.

Full description at Econpapers || Download paper

60
42007Latent Variable Modelling: A Survey. (2007). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745.

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38
52006Non-parametric Estimation of Tail Dependence. (2006). Schmidt, Rafael ; STADTMLLER, ULRICH. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335.

Full description at Econpapers || Download paper

33
62000Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models. (2000). Fan, Jianqing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731.

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32
72000Multivariate Dispersion Models Generated From Gaussian Copula. (2000). Song, Peter Xue-Kun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320.

Full description at Econpapers || Download paper

31
82006On the Unification of Families of Skew-normal Distributions. (2006). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574.

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31
92001Non-parametric Estimation of the Residual Distribution. (2001). Akritas, Michael G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567.

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28
102000Autoregressive Forecasting of Some Functional Climatic Variations. (2000). Besse, Philippe C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687.

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24
112003The Cusum Test for Parameter Change in Time Series Models. (2003). Ha, Jeongcheol ; Na, Seongryong ; Lee, Sangyeol . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796.

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24
122000Spectral Density Based Goodness-of-Fit Tests for Time Series Models. (2000). Paparoditis, Efstathios . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:143-176.

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23
132003Unsupervised Curve Clustering using B-Splines. (2003). Abraham, C. ; Cornillon, P. A. ; Molinari, N. ; Matzner-Lober, E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595.

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22
141999Smoothing Splines and Shape Restrictions. (1999). Mammen, Enno. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252.

Full description at Econpapers || Download paper

19
152013Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. (2013). Wintenberger, Olivier. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:846-867.

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19
162002Model Checks for Generalized Linear Models. (2002). Stute, Winfried . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545.

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18
172004Local Linear Additive Quantile Regression. (2004). Yu, Keming ; Lu, Zudi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346.

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18
181999Random Bernstein Polynomials. (1999). Petrone, Sonia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393.

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18
192003Testing Hypotheses in the Functional Linear Model. (2003). Cardot, Herve . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255.

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17
202002Empirical Likelihood-based Inference in Linear Models with Missing Data. (2002). Wang, Qihua . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:563-576.

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17
212004Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach. (2004). Shen, Haipeng ; Huang, Jianhua Z.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:515-534.

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16
222006Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing. (2006). Podolskij, Mark ; Dette, Holger ; Vetter, Mathias . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:259-278.

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16
232005Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation. (2005). Hazelton, Martin L. ; Duong, Tarn . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:3:p:485-506.

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16
242008Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case. (2008). KLPPELBERG, CLAUDIA ; Peng, Liang ; KUHN, GABRIEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:4:p:701-718.

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15
252004Flexible Class of Skew-Symmetric Distributions. (2004). Genton, Marc G. ; Ma, Yanyuan . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468.

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15
262005On Maximum Depth and Related Classifiers. (2005). Ghosh, Anil K. ; Chaudhuri, Probal . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350.

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14
272003Sieve Empirical Likelihood and Extensions of the Generalized Least Squares. (2003). Zhang, Jian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:1-24.

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14
282000Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process. (2000). Kessler, Mathieu . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:65-82.

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14
292002On Block Updating in Markov Random Field Models for Disease Mapping. (2002). Knorr-Held, Leonhard . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:4:p:597-614.

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14
302009Posterior Analysis for Normalized Random Measures with Independent Increments. (2009). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:1:p:76-97.

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13
311999Beta-Bernstein Smoothing for Regression Curves with Compact Support. (1999). Brown, Bruce M.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:1:p:47-59.

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13
322003Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models. (2003). Barndorff-Nielsen, Ole. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295.

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13
332004Direct and Indirect Causal Effects via Potential Outcomes. (2004). . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:2:p:161-170.

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13
342006Semiparametric Estimation of a Two-component Mixture Model where One Component is known. (2006). DELMAS, CLINE ; Vandekerkhove, Pierre ; Bordes, Laurent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:4:p:733-752.

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13
352006Conjugacy as a Distinctive Feature of the Dirichlet Process. (2006). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:1:p:105-120.

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13
362007Semiparametric Regression with Kernel Error Model. (2007). Gooijer, Jan G. ; Yuan, Ao. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:841-869.

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12
372001Boundary and Bias Correction in Kernel Hazard Estimation. (2001). Nielsen, Jens Perch . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698.

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12
382008The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. (2008). Sørensen, Michael ; FORMAN, JULIE LYNG ; SRENSEN, MICHAEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465.

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12
392005On the Breakdown Properties of Some Multivariate M-Functionals. (2005). Tyler, David E. ; DMBGEN, LUTZ. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:247-264.

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12
402004Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions. (2004). Uchida, Masayuki . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:553-566.

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11
412001Likelihood Asymptotics. (2001). Skovgaard, Ib M.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:1:p:3-32.

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11
422012Coverage Properties of Confidence Intervals for Generalized Additive Model Components. (2012). Marra, Giampiero ; Wood, Simon N.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:1:p:53-74.

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11
432004Inference for Observations of Integrated Diffusion Processes. (2004). Sørensen, Michael ; Sorensen, Michael ; DITLEVSEN, SUSANNE . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:417-429.

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10
442007Putting a Price on Temperature. (2007). Koekebakker, Steen ; Benth, Fred Espen ; JŪRATĖ SALTYTĖ BENTH, . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:746-767.

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10
452000Consistency of the GMLE with Mixed Case Interval-Censored Data. (2000). Schick, Anton . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:45-55.

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10
462005Uniform Representation of Product-Limit Integrals with Applications. (2005). SELLERO, CSAR SNCHEZ ; GONZLEZMANTEIGA, WENCESLAO ; Keilegom, Ingrid . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:4:p:563-581.

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9
472010On the Validity of the Bootstrap in Non-Parametric Functional Regression. (2010). FERRATY, FRDRIC ; Vieu, Philippe ; VanKeilegom, Ingrid ; van Keilegom, Ingrid . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:286-306.

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9
482000Matrix-analytic Models and their Analysis. (2000). Asmussen, Soren . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:193-226.

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9
492003Graphical models for skew-normal variates. (2003). Stanghellini, Elena ; Azzalini, A. ; Capitanio, A.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144.

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9
502000Quasi-likelihood Estimation of Non-invertible Moving Average Processes. (2000). Huang, Jian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:689-702.

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9

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

#YearTitleCited
12009Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps. (2009). Mancini, Cecilia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296.

Full description at Econpapers || Download paper

39
22005The Skew-normal Distribution and Related Multivariate Families. (2005). Azzalini, Adelchi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188.

Full description at Econpapers || Download paper

20
32013Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. (2013). Wintenberger, Olivier. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:846-867.

Full description at Econpapers || Download paper

19
42006Non-parametric Estimation of Tail Dependence. (2006). Schmidt, Rafael ; STADTMLLER, ULRICH. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335.

Full description at Econpapers || Download paper

17
52000Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models. (2000). Fan, Jianqing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731.

Full description at Econpapers || Download paper

12
62000Multivariate Dispersion Models Generated From Gaussian Copula. (2000). Song, Peter Xue-Kun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320.

Full description at Econpapers || Download paper

12
72006On the Unification of Families of Skew-normal Distributions. (2006). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574.

Full description at Econpapers || Download paper

11
82006Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation. (2006). Remillard, Bruno ; RMILLARD, BRUNO ; Quessy, Jean-Franois ; Genest, Christian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366.

Full description at Econpapers || Download paper

10
92004Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach. (2004). Shen, Haipeng ; Huang, Jianhua Z.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:515-534.

Full description at Econpapers || Download paper

10
102006Semiparametric Estimation of a Two-component Mixture Model where One Component is known. (2006). DELMAS, CLINE ; Vandekerkhove, Pierre ; Bordes, Laurent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:4:p:733-752.

Full description at Econpapers || Download paper

9
112001Non-parametric Estimation of the Residual Distribution. (2001). Akritas, Michael G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567.

Full description at Econpapers || Download paper

9
122005On Maximum Depth and Related Classifiers. (2005). Ghosh, Anil K. ; Chaudhuri, Probal . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350.

Full description at Econpapers || Download paper

8
131999Smoothing Splines and Shape Restrictions. (1999). Mammen, Enno. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252.

Full description at Econpapers || Download paper

7
142012Coverage Properties of Confidence Intervals for Generalized Additive Model Components. (2012). Marra, Giampiero ; Wood, Simon N.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:1:p:53-74.

Full description at Econpapers || Download paper

7
152003Unsupervised Curve Clustering using B-Splines. (2003). Abraham, C. ; Cornillon, P. A. ; Molinari, N. ; Matzner-Lober, E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595.

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7
162011Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo. (2011). Tsagaris, Theodoros ; Jasra, Ajay ; Stephens, David A. ; Doucet, Arnaud . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:1:p:1-22.

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7
171999Random Bernstein Polynomials. (1999). Petrone, Sonia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393.

Full description at Econpapers || Download paper

6
182010A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data. (2010). Huang, Jian ; Zhang, Ying . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:338-354.

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6
192005Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation. (2005). Hazelton, Martin L. ; Duong, Tarn . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:3:p:485-506.

Full description at Econpapers || Download paper

6
202004On Non-parametric Testing, the Uniform Behaviour of the t-test, and Related Problems. (2004). Romano, Joseph P.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:567-584.

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6
212003Sieve Empirical Likelihood and Extensions of the Generalized Least Squares. (2003). Zhang, Jian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:1-24.

Full description at Econpapers || Download paper

6
222014Spectral Estimation of Covolatility from Noisy Observations Using Local Weights. (2014). Bibinger, Markus ; Rei, Markus . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:1:p:23-50.

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5
232004Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions. (2004). Uchida, Masayuki . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:553-566.

Full description at Econpapers || Download paper

5
242004Local Linear Additive Quantile Regression. (2004). Yu, Keming ; Lu, Zudi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346.

Full description at Econpapers || Download paper

5
252003Testing Hypotheses in the Functional Linear Model. (2003). Cardot, Herve . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255.

Full description at Econpapers || Download paper

5
262008The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. (2008). Sørensen, Michael ; FORMAN, JULIE LYNG ; SRENSEN, MICHAEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465.

Full description at Econpapers || Download paper

5
272007Latent Variable Modelling: A Survey. (2007). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745.

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4
282006Identifiability of Finite Mixtures of Elliptical Distributions. (2006). Munk, Axel ; Gneiting, Tilmann ; Holzmann, Hajo . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:4:p:753-763.

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4
292000Autoregressive Forecasting of Some Functional Climatic Variations. (2000). Besse, Philippe C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687.

Full description at Econpapers || Download paper

4
302007Semiparametric Regression with Kernel Error Model. (2007). Gooijer, Jan G. ; Yuan, Ao. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:841-869.

Full description at Econpapers || Download paper

4
312000Consistency of the GMLE with Mixed Case Interval-Censored Data. (2000). Schick, Anton . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:45-55.

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4
322013Flexible Copula Density Estimation with Penalized Hierarchical B-splines. (2013). Schellhase, Christian ; Kauermann, Goran ; Ruppert, David . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:685-705.

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4
332003Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models. (2003). Barndorff-Nielsen, Ole. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295.

Full description at Econpapers || Download paper

4
342010On the Bumpy Road to the Dominant Mode. (2010). Zhou, Hua ; LANGE, KENNETH L.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:4:p:612-631.

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4
352013Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions. (2013). Contreras-Reyes, Javier E. ; Arellano-Valle, Reinaldo B. ; Genton, Marc G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:1:p:42-62.

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362001Likelihood Asymptotics. (2001). Skovgaard, Ib M.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:1:p:3-32.

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372013Non-Parametric Change-Point Tests for Long-Range Dependent Data. (2013). ROOCH, AENEAS ; Taqqu, Murad S. ; Dehling, Herold . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:1:p:153-173.

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382000Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process. (2000). Kessler, Mathieu . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:65-82.

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392003Graphical models for skew-normal variates. (2003). Stanghellini, Elena ; Azzalini, A. ; Capitanio, A.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144.

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402010On the Validity of the Bootstrap in Non-Parametric Functional Regression. (2010). FERRATY, FRDRIC ; Vieu, Philippe ; VanKeilegom, Ingrid ; van Keilegom, Ingrid . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:286-306.

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3
412005Uniform Representation of Product-Limit Integrals with Applications. (2005). SELLERO, CSAR SNCHEZ ; GONZLEZMANTEIGA, WENCESLAO ; Keilegom, Ingrid . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:4:p:563-581.

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422005Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes. (2005). Barndorff-Nielsen, Ole ; Stelzer, Robert . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:4:p:617-637.

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3
432008Asymmetry and Gradient Asymmetry Functions: Density-Based Skewness and Kurtosis. (2008). Critchley, Frank ; Jones, M. C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:415-437.

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442014Variance Components Testing in ANOVA-Type Mixed Models. (2014). Chen, Fei ; Li, Zaixing ; Zhu, Lixing . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:2:p:482-496.

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452012Statistical Analysis of the Hirsch Index. (2012). Baccini, Alberto ; Marcheselli, Marzia ; Barabesi, Lucio ; Pratelli, Luca . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:4:p:681-694.

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462008Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case. (2008). KLPPELBERG, CLAUDIA ; Peng, Liang ; KUHN, GABRIEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:4:p:701-718.

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472005Asymptotic Normality of Kernel-Type Deconvolution Estimators. (2005). VAN ES, BERT ; UH, HAE-WON. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:3:p:467-483.

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482001Boundary and Bias Correction in Kernel Hazard Estimation. (2001). Nielsen, Jens Perch . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698.

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492010Asymptotics for the Hirsch Index. (2010). Einmahl, John ; Beirlant, Jan ; John H. J. Einmahl, . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:3:p:355-364.

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502014The Copula Information Criteria. (2014). Hjort, Nils Lid ; Gronneberg, Steffen . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:2:p:436-459.

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3

Citing documents used to compute impact factor 30:

YearTitle
2015Bayesian nonparametric estimation of test equating functions with covariates. (2015). Gonzalez, Jorge ; Quintana, Fernando A. ; Barrientos, Andres F.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:222-244.

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2015Efficient maximum approximated likelihood inference for Tukey’s g-and-h distribution. (2015). Xu, Ganggang ; Genton, Marc G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:91:y:2015:i:c:p:78-91.

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2015Density deconvolution from repeated measurements without symmetry assumption on the errors. (2015). Comte, Fabienne ; Kappus, Johanna . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:31-46.

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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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2015Covariance components selection in high-dimensional growth curve model with random coefficients. (2015). von Rosen, Dietrich ; Imori, Shinpei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:86-94.

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2015A residual-based test for variance components in linear mixed models. (2015). Li, Zaixing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:73-78.

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2015Tail risk premia and return predictability. (2015). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:113-134.

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2015Heteroscedastic Nested Error Regression Models with Variance Functions. (2015). Sugasawa, Shonosuke ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf978.

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2015Small Area Predictors with Dual Shrinkage of Means and Variances. (2015). Tamae, Hiromasa ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf982.

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2015Dynamic Vector Mode Regression. (2015). Gordon C R Kemp, ; Paulo M D C Parente, ; J M C Santos Silva, . In: Economics Discussion Papers. RePEc:esx:essedp:761.

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2015Government, politics and health policy: A quantitative analysis of 30 European countries. (2015). MacKenbach, Johan P ; McKee, Martin . In: Health Policy. RePEc:eee:hepoli:v:119:y:2015:i:10:p:1298-1308.

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2015A comparison of tests for the one-way ANOVA problem for functional data. (2015). Smaga, Ukasz ; Gorecki, Tomasz . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:4:p:987-1010.

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2015Functional stable limit theorems for quasi-efficient spectral covolatility estimators. (2015). Altmeyer, Randolf ; Bibinger, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:12:p:4556-4600.

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2015A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises. (2015). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2015cf964.

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2015Microstructure noise in the continuous case: Approximate efficiency of the adaptive pre-averaging method. (2015). Jacod, Jean ; Mykland, Per A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:8:p:2910-2936.

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2015Estimación del riesgo mediante el ajuste de cópulas. (2015). Guillen, Montserrat ; Padilla, Alemar ; Bolance, Catalina . In: Working Papers. RePEc:bak:wpaper:201501.

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2015Common Trends and Common Cycles – Bayesian Approach. (2015). Wróblewska, Justyna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:2:p:91-110.

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2015On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications. (2015). , EmanueleTaufer ; Taufer, Emanuele . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:262-271.

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2015Threshold models in time series analysis—Some reflections. (2015). Tong, Howell. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:485-491.

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2015On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1503.

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2015Risk-parameter estimation in volatility models. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:158-173.

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2015On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150022.

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2015Qml inference for volatility models with covariates. (2015). Francq, Christian ; Thieu, Le Quyen . In: MPRA Paper. RePEc:pra:mprapa:63198.

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2015On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:78126.

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2015Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns. (2015). Sucarrat, Genaro ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:67140.

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2015Almost opposite regression dependence in bivariate distributions. (2015). Stoimenov, Pavel ; Siburg, Karl . In: Statistical Papers. RePEc:spr:stpapr:v:56:y:2015:i:4:p:1033-1039.

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2015On Bayesian asymptotics in stochastic differential equations with random effects. (2015). Maitra, Trisha ; Bhattacharya, Sourabh . In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:148-159.

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2015Robust linear functional mixed models. (2015). Bolfarine, Heleno ; Riquelme, Marco ; Galea, Manuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:134:y:2015:i:c:p:82-98.

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2015Rényi entropy and complexity measure for skew-gaussian distributions and related families. (2015). Contreras-Reyes, Javier E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:433:y:2015:i:c:p:84-91.

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2015Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. (2015). Koul, Hira L. ; Zhu, Xiaoqing . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:141-160.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Regression under Cox’s model for recall-based time-to-event data in observational studies. (2015). Salehabadi, Sedigheh Mirzaei ; Sengupta, Debasis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:92:y:2015:i:c:p:134-147.

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Recent citations received in 2014
YearCiting document
2014ECB monetary policy surprises: identification through cojumps in interest rates. (2014). Bibinger, Markus . In: Working Paper Series. RePEc:ecb:ecbwps:20141674.

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

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

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2014On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation. (2014). Sugasawa, Shonosuke ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf934.

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

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2013Test of independence for functional data. (2013). 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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Recent citations received in 2012
YearCiting document
2012Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data. (2012). thier, Franois ; Quessy, Jean-Franois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2097-2111.

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

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

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

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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