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Computational Statistics & Data Analysis / Elsevier

0.31

Impact Factor

0.34

5-Years IF

29

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.010.10.01606040.0751831179211 (21.6%)20.030.04
19910.010.090.015911930.0370941204321 (30%)0.04
19920.030.10.029721650.021451193243565 (44.8%)0.04
19930.010.110.016027640.01911561299246 (50.5%)20.030.05
19940.1208235840.01188157310180 (42.6%)20.020.05
19950.060.190.05107465280.0615114283581852 (34.4%)0.07
19960.070.220.09120585490.08221189134053678 (35.3%)30.030.09
19970.030.270.06123708460.0616022774662965 (40.6%)10.010.09
19980.050.270.0599807400.05151243124922556 (37.1%)20.020.1
19990.080.310.0980887710.08219222175314671 (32.4%)30.040.13
20000.040.40.0684971660.0717917985293464 (35.8%)0.15
20010.090.40.08841055590.06214164145063874 (34.6%)0.15
20020.060.420.081141169800.075151681047036156 (30.3%)50.040.18
20030.130.440.1112212911430.116761982546151214 (31.7%)120.10.18
20040.240.490.216814592310.164452365748499187 (42%)90.050.2
20050.140.530.1312815871640.14842904057277156 (32.2%)100.080.21
20060.20.510.2636819553710.19124229660616163432 (34.8%)460.130.2
20070.280.440.3241123665150.221291496138900284439 (34%)340.080.18
20080.320.470.3234227086660.2510127792531197386358 (35.4%)340.10.2
20090.280.470.334630547790.266437532141417421234 (36.4%)360.10.19
20100.280.440.3128433388780.266656881901595494224 (33.7%)270.10.16
20110.250.510.327436128980.254766301591751522171 (35.9%)330.120.2
20120.350.560.36272388412060.315875581941657589177 (30.2%)380.140.21
20130.340.660.35221410512750.31264546183151853590 (34.1%)260.120.23
20140.530.670.41318442314870.34283493259139757463 (22.3%)360.110.22
20150.310.820.34133455611500.2540539169136946016 (40%)100.080.27
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
12002On 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

183
22005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

85
32003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

85
42006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

70
52003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; 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

64
62006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

62
72007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; 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

56
81999Beta kernel estimators for density functions. (1999). Chen, Song ; 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

55
92008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

51
102008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; 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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45
112007Comparison 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

44
122008Wavelet 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

43
132007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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42
142003Curves 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

39
152009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Omori, Yasuhiro ; 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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39
161992A 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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36
172003Choosing 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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35
182003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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34
192006Time series of count data: modeling, estimation and diagnostics. (2006). Jung, Robert ; 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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34
202001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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33
212006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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33
222006Bootstrap 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.

Full description at Econpapers || Download paper

33
232010Market 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

32
242013Selecting 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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31
252006Generalized 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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31
262000BACON: 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.

Full description at Econpapers || Download paper

30
272012A 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

29
282012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; Baştürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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29
292006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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29
302004Asymptotic 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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28
312010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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27
322004Applications of optimization heuristics to estimation and modelling problems. (2004). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223.

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27
332003Modified 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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27
342003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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27
352009Additive 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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27
362002Stochastic 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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26
372001Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Anselin, Luc ; Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319.

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25
382007Multivariate mixed normal conditional heteroskedasticity. (2007). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566.

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25
392008Optimal designs for conjoint experiments. (2008). Goos, Peter ; 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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25
402007Estimation of fractional integration in the presence of data noise. (2007). Nielsen, Morten ; Haldrup, Niels. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114.

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24
412007Improving the computation of censored quantile regressions. (2007). Winker, Peter ; Fitzenberger, Bernd. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108.

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24
421994A 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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24
432005Statistical 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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23
442006Bayesian analysis of the stochastic conditional duration model. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267.

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23
451998Direct 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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23
461990Model 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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23
472012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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23
482007Robust fitting of mixtures using the trimmed likelihood estimator. (2007). Filzmoser, Peter ; Neykov, N. ; Dimova, R. ; Neytchev, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:299-308.

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23
492012Vine 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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23
501992Smooth 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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23

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

#YearTitleCited
12002On 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

72
22005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

36
32006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

36
42008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

29
52003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; 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

29
62012A 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

26
72013Selecting 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.

Full description at Econpapers || Download paper

26
82008Wavelet 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

25
92006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

24
102003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

24
112009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Omori, Yasuhiro ; 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

22
122000BACON: 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.

Full description at Econpapers || Download paper

21
132010Market 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

20
142008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; 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

20
152007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; 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
162012Vine 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.

Full description at Econpapers || Download paper

16
172012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

Full description at Econpapers || Download paper

16
182006Bootstrap 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.

Full description at Econpapers || Download paper

15
192007Comparison 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
202012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; Baştürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

Full description at Econpapers || Download paper

14
212008Subset 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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14
222014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

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14
232010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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14
241999Beta kernel estimators for density functions. (1999). Chen, Song ; 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

14
252009Additive 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.

Full description at Econpapers || Download paper

13
262005Statistical 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

13
272003Curves 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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13
282010Robust 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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292011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

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302006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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12
312003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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322003Choosing 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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11
332012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution. (2012). Omori, Yasuhiro ; Nakajima, Jouchi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704.

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342012A 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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352002Stochastic 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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362014Ancillarity-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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372005A mixture model for preferences data analysis. (2005). Piccolo, Domenico ; D'Elia, Angela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:3:p:917-934.

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382008The random Tukey depth. (2008). Nieto-Reyes, A. ; Cuesta-Albertos, J. A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:11:p:4979-4988.

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392014Parsimonious 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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402012Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (2012). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3674-3689.

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10
412012Long 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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422007High-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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10
432011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

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442007Inference via kernel smoothing of bootstrap P values. (2007). Racine, Jeffrey ; MacKinnon, James. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:5949-5957.

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452012On 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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462007Constrained monotone EM algorithms for finite mixture of multivariate Gaussians. (2007). Rocci, Roberto ; Ingrassia, Salvatore. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:11:p:5339-5351.

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472012Modelling and forecasting noisy realized volatility. (2012). Medeiros, Marcelo ; McAleer, Michael ; Asai, Manabu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:217-230.

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482007Robust fitting of mixtures using the trimmed likelihood estimator. (2007). Filzmoser, Peter ; Neykov, N. ; Dimova, R. ; Neytchev, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:299-308.

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492003Modified 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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502007Wavelet based time-varying vector autoregressive modelling. (2007). Amaro, Edson ; Morettin, Pedro A. ; Arantes, Paula R. ; Sato, Joao R.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:5847-5866.

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2015The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

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2015A classification of university courses based on students’ satisfaction: an application of a two-level mixture item response model. (2015). Bacci, Silvia ; Gnaldi, Michela . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:49:y:2015:i:3:p:927-940.

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2015Long-term developments of respondent financial product portfolios in the EU: a multilevel latent class analysis. (2015). Paas, Leonard ; Vermunt, Jeroen ; Bijmolt, Tammo . In: METRON. RePEc:spr:metron:v:73:y:2015:i:2:p:249-262.

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2015An Exact Method for Partitioning Dichotomous Items Within the Framework of the Monotone Homogeneity Model. (2015). Steinley, Douglas ; Brusco, Michael ; Kohn, Hans-Friedrich . In: Psychometrika. RePEc:spr:psycho:v:80:y:2015:i:4:p:949-967.

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2015Model based clustering of high-dimensional binary data. (2015). McNicholas, Paul D. ; Tang, Yang ; Browne, Ryan P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:84-101.

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2015Mixture model selection via hierarchical BIC. (2015). Zhao, Jian Hua ; Jin, Libin ; Shi, Lei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:139-153.

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2015Mixture model averaging for clustering. (2015). McNicholas, Paul ; Wei, Yuhong . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:9:y:2015:i:2:p:197-217.

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2015Introducing non-normality of latent psychological constructs in choice modeling with an application to bicyclist route choice. (2015). Bhat, Chandra R ; Nagel, Kai ; Dubey, Subodh K. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:78:y:2015:i:c:p:341-363.

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2015Robust model-based clustering via mixtures of skew-t distributions with missing information. (2015). Wang, Wan-Lun. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:9:y:2015:i:4:p:423-445.

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2015Fractionally-Supervised Classification. (2015). McNicholas, Paul ; Vrbik, Irene . In: Journal of Classification. RePEc:spr:jclass:v:32:y:2015:i:3:p:359-381.

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2015Bayesian Model Averaging and Jointness Measures for gretl. (2015). Błażejowski, Marcin ; Kwiatkowski, Jacek ; Baejowski, Marcin . In: Journal of Statistical Software. RePEc:jss:jstsof:v:068:i05.

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2015New wind speed forecasting approaches using fast ensemble empirical model decomposition, genetic algorithm, Mind Evolutionary Algorithm and Artificial Neural Networks. (2015). Liu, Hui ; Liang, Xifeng ; Tian, Hongqi . In: Renewable Energy. RePEc:eee:renene:v:83:y:2015:i:c:p:1066-1075.

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2015Bayesian Model Averaging and Jointness Measures for gretl. (2015). Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: gretl working papers. RePEc:anc:wgretl:2.

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2015Short-term wind speed prediction using empirical wavelet transform and Gaussian process regression. (2015). Hu, Jianming ; Wang, Jianzhou . In: Energy. RePEc:eee:energy:v:93:y:2015:i:p2:p:1456-1466.

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2015A robust combination approach for short-term wind speed forecasting and analysis – Combination of the ARIMA (Autoregressive Integrated Moving Average), ELM (Extreme Learning Machine), SVM (Support V. (2015). Wang, Jianzhou ; Hu, Jianming . In: Energy. RePEc:eee:energy:v:93:y:2015:i:p1:p:41-56.

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2015Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending. (2015). Sanso, Andreu ; del Barrio Castro, Tomás ; Rossello, Andreu Sanso ; Bodnar, Andrii . In: DEA Working Papers. RePEc:ubi:deawps:73.

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2015Spectral Approach to Parameter-Free Unit Root Testing. (2015). Bailey, Natalia ; Giraitis, Liudas . In: Working Papers. RePEc:qmw:qmwecw:wp746.

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2015An Empirical Study of the Dynamic Correlation of Japanese Stock Returns.. (2015). Isogai, Takashi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e07.

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2015Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries. (2015). Ghosh, Sugata ; Fidrmuc, Jan ; Samargandi, Nahla . In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:66-81.

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2015The hybrid method of FSIR and FSAVE for functional effective dimension reduction. (2015). Wang, Guochang ; Zhang, Baoxue ; Feng, Xiang-Nan ; Zhou, Yan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:91:y:2015:i:c:p:64-77.

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2015Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:13.

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2015Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?. (2015). Wied, Dominik ; Berens, Tobias ; Weiß, Gregor N. F., . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:135-152.

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2015Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111.

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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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2015How industrialization and urbanization process impacts on CO2 emissions in China: Evidence from nonparametric additive regression models. (2015). Xu, Bin ; Lin, Boqiang . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:188-202.

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2015Bayesian structure learning in graphical models. (2015). Banerjee, Sayantan ; Ghosal, Subhashis . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:147-162.

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2015Power transformations of absolute returns and long memory estimation. (2015). Dalla, Violetta . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:1-18.

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2015Measuring Risk in Fixed Income Portfolios using Yield Curve Models. (2015). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:1:p:65-82.

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2015A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes. (2015). Bercu, Bernard ; Blandin, Vassili . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:4:p:1218-1243.

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2015Limit theorems for bifurcating integer-valued autoregressive processes. (2015). Bercu, Bernard ; Blandin, Vassili . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:1:p:33-67.

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2015A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model. (2015). Shin, Dong Wan ; Hwang, Eunju . In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:167-176.

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2015Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. (2015). . In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:58-67.

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2015Truncation of vine copulas using fit indices. (2015). Joe, Harry ; Brechmann, Eike C.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:19-33.

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2015Variational algorithms for biclustering models. (2015). Vu, Duy ; Aitkin, Murray . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:12-24.

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2015Using the structure of social networks to map inter-agency relationships in public health services. (2015). West, Robert M ; Ward, Vicky L ; Keen, Justin ; House, Allan O. In: Social Science & Medicine. RePEc:eee:socmed:v:145:y:2015:i:c:p:107-114.

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2015Sparse principal component regression with adaptive loading. (2015). Kawano, Shuichi ; Shiroishi, Toshihiko ; Takada, Toyoyuki ; Fujisawa, Hironori . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:192-203.

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2015Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods. (2015). Funke, Benedikt ; Kawka, Rafael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:92:y:2015:i:c:p:148-162.

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2015Estimation of a jump point in random design regression. (2015). Kohler, Michael ; Krzyak, Adam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:247-255.

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2015Convergent stochastic Expectation Maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation. (2015). Allassonniere, Stephanie ; Kuhn, Estelle . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:91:y:2015:i:c:p:4-19.

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2015Maximum likelihood estimation for a special exponential family under random double-truncation. (2015). Hu, Ya-Hsuan ; Emura, Takeshi . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:4:p:1199-1229.

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2015A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density. (2015). Sriram, Karthik . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:18-26.

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2015On longitudinal moving average model for prediction of subpopulation total. (2015). ado, Tomasz . In: Statistical Papers. RePEc:spr:stpapr:v:56:y:2015:i:3:p:749-771.

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2015The Influence of Land Cover, Vertical Structure, and Socioeconomic Factors on Outdoor Water Use in a Western US City. (2015). Gage, Edward ; Cooper, David . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:29:y:2015:i:10:p:3877-3890.

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2015Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations. (2015). Ginsbourger, D. ; Roustant, O. ; Binois, M.. In: European Journal of Operational Research. RePEc:eee:ejores:v:243:y:2015:i:2:p:386-394.

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2015Kriging of financial term-structures. (2015). Rulliere, Didier ; Cousin, Areski . In: Working Papers. RePEc:hal:wpaper:hal-01206388.

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2015Inference on the parameters of two Weibull distributions based on record values. (2015). Jafari, A. ; Zakerzadeh, H.. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:1:p:25-40.

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2015Entropy test and residual empirical process for autoregressive conditional duration models. (2015). Oh, Haejune ; Lee, Sangyeol . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:86:y:2015:i:c:p:1-12.

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2015A semiparametric approach for joint modeling of median and skewness. (2015). Paula, Gilberto ; Vanegas, Luis . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:1:p:110-135.

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2015A lack-of-fit test for quantile regression models with high-dimensional covariates. (2015). Sanchez-Sellero, Cesar ; Gonzalez-Manteiga, Wenceslao ; Conde-Amboage, Mercedes . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:128-138.

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2015Confidence interval construction for sensitivity difference of two continuous-scale diagnostic tests at the fixed level of two specificities. (2015). Tang, Nian-Sheng ; Luo, Xian-Gui . In: Statistics & Probability Letters. RePEc:eee:stapro:v:97:y:2015:i:c:p:32-40.

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2015Partially linear beta regression model with autoregressive errors. (2015). Castro, Mario ; Ferreira, Guillermo ; Figueroa-Zuiga, Jorge . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:4:p:752-775.

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2015Default Probability Estimation via Pair Copula Constructions. (2015). Dalla Valle, Luciana ; Tarantola, Claudia ; de Giuli, Maria Elena ; DeGiuli, Maria Elena ; Manelli, Claudio . In: Papers. RePEc:arx:papers:1405.1309.

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2015Nonparametric estimation of pair-copula constructions with the empirical pair-copula. (2015). Haff, Ingrid Hobak ; Segers, Johan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:84:y:2015:i:c:p:1-13.

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2015Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market. (2015). Travkin, A.. In: Journal of the New Economic Association. RePEc:nea:journl:y:2015:i:25:p:39-55.

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2015Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses. (2015). Czado, Claudia ; Ghosh, Pulak ; Stober, Jakob ; Hong, Hyokyoung Grace . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:28-39.

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2015Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates. (2015). Siburg, Karl Friedrich ; Weiß, Gregor N. F., ; Stoimenov, Pavel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:129-140.

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2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

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2015Truncation of vine copulas using fit indices. (2015). Joe, Harry ; Brechmann, Eike C.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:19-33.

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2015Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review. (2015). Schepsmeier, Ulf . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:34-52.

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2015Structured factor copula models: Theory, inference and computation. (2015). Joe, Harry ; Krupskii, Pavel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:53-73.

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2015Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry. (2015). Stavrakoudis, Athanassios ; Papagiotou, Dimitrios . In: MPRA Paper. RePEc:pra:mprapa:65451.

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2015Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution. (2015). Matos, Larissa A ; Lachos, Victor H ; Castro, Luis M ; Bandyopadhyay, Dipankar . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:141:y:2015:i:c:p:104-117.

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2015Semiparametric regression of multivariate panel count data with informative observation times. (2015). Li, Yang ; Sun, Jianguo ; Zhang, Bin ; Wang, Hai Ying ; He, Xin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:209-219.

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2015Estimation of correlations in portfolio credit risk models based on noisy security prices. (2015). Gauthier, Genevieve ; Thomassin, Tommy ; Boudreault, Mathieu . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:61:y:2015:i:c:p:334-349.

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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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2015Pooled parametric inference for minimal repair systems. (2015). Balakrishnan, Narayanaswamy ; Amini, Morteza . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:605-623.

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2015Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671.

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2015An efficient and robust variable selection method for longitudinal generalized linear models. (2015). Lv, Jing, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:82:y:2015:i:c:p:74-88.

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2015The modified Weibull geometric distribution. (2015). Wang, Min ; Elbatal, Ibrahim . In: METRON. RePEc:spr:metron:v:73:y:2015:i:3:p:303-315.

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2015Semiparametric stochastic volatility modelling using penalized splines. (2015). Sohn, Alexander ; Michelot, Theo ; Langrock, Roland ; Kneib, Thomas . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:517-537.

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2015On the consistency of a spatial-type interval-valued median for random intervals. (2015). Sinova, Beatriz ; van Aelst, Stefan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:130-136.

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2015An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods. (2015). Balakrishnan, N. ; Pal, Suvra . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:1:p:151-189.

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2015Bayesian Spatial Modelling with R-INLA. (2015). Lindgren, Finn ; Rue, Hvard . In: Journal of Statistical Software. RePEc:jss:jstsof:v:063:i19.

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2015Estimating the density of ethnic minorities and aged people in Berlin: Multivariate kernel density estimation applied to sensitive geo-referenced administrative data protected via measurement error. (2015). Gro, Marcus ; Rendtel, Ulrich ; Schmid, Timo ; Schmon, Sebastian ; Tzavidis, Nikos . In: Discussion Papers. RePEc:zbw:fubsbe:20157.

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2015Cumulants of a random variable distributed uniformly on the first $$n$$ n integers. (2015). Withers, Christopher ; Nadarajah, Saralees . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:2:p:229-236.

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2015On second order efficient robust inference. (2015). Basu, Ayanendranath ; Paul, Subhadeep . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:187-207.

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2015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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2015Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267.

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2015Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues. (2015). Balakrishnan, N. ; Zhu, Xiaojun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:1-10.

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2015Estimation for mixed exponential distributions under type-II progressively hybrid censored samples. (2015). Tian, Yuzhu ; Zhu, Qianqian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:85-96.

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2015Exact likelihood inference for the two-parameter exponential distribution under Type-II progressively hybrid censoring. (2015). Chan, Ping ; Su, Feng ; Ng, Hon . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:6:p:747-770.

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2015Non-parametric entropy estimators based on simple linear regression. (2015). Hino, Hideitsu ; Murata, Noboru ; Koshijima, Kensuke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:72-84.

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2015Choosing the number of clusters in a finite mixture model using an exact integrated completed likelihood criterion. (2015). Bertoletti, Marco ; Rastelli, Riccardo ; Friel, Nial . In: METRON. RePEc:spr:metron:v:73:y:2015:i:2:p:177-199.

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2015Piecewise aggregate representations and lower-bound distance functions for multivariate time series. (2015). Li, Hailin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:427:y:2015:i:c:p:10-25.

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2015Theoretical investigation of an exploratory approach for log-density in scale-space. (2015). Huh, Jib ; Park, Cheolwoo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:272-279.

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2015Efficiency and productivity of the cement industry: Pakistani experience of deregulation and privatisation. (2015). Jaffry, Shabbar ; Ghulam, Yaseen . In: Omega. RePEc:eee:jomega:v:54:y:2015:i:c:p:101-115.

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2015DC approximation approaches for sparse optimization. (2015). Le Thi, H. A. ; Vo, X. T. ; Dinh, Pham T.. In: European Journal of Operational Research. RePEc:eee:ejores:v:244:y:2015:i:1:p:26-46.

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2015GEE type inference for clustered zero-inflated negative binomial regression with application to dental caries. (2015). Kong, Maiying ; Levy, Steven M. ; Datta, Somnath ; Xu, Sheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:85:y:2015:i:c:p:54-66.

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2015Variance estimation in ranked set sampling using a concomitant variable. (2015). Zamanzade, Ehsan ; Vock, Michael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:1-5.

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2015Adapting a classification rule to local and global shift when only unlabelled data are available. (2015). Hofer, Vera . In: European Journal of Operational Research. RePEc:eee:ejores:v:243:y:2015:i:1:p:177-189.

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2015A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching. (2015). Mittag, Nikolas. In: CERGE-EI Working Papers. RePEc:cer:papers:wp532.

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2015A group VISA algorithm for variable selection. (2015). Mkhadri, Abdallah ; Ouhourane, Mohamed . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:1:p:41-60.

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2015Model detection and estimation for single-index varying coefficient model. (2015). Feng, Sanying ; Xue, Liugen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:227-244.

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2015S-estimation of hidden Markov models. (2015). Farcomeni, Alessio ; Greco, Luca . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:1:p:57-80.

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2015Marshall lemma in discrete convex estimation. (2015). Durot, Cecile ; Balabdaoui, Fadoua . In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:143-148.

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2015Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. (2015). Xu, Pei-Rong ; Zhao, Yan-Yong ; Ye, Xu-Guo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:204-221.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775.

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2015Approximate maximum likelihood estimation of the autologistic model. (2015). Bee, Marco ; Giuliani, Diego ; Espa, Giuseppe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:84:y:2015:i:c:p:14-26.

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2015Kappa statistic for clustered physician–patients polytomous data. (2015). Zhou, Ming ; Yang, Zhao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:1-17.

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2015Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering. (2015). Wraith, Darren ; Forbes, Florence . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:61-73.

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2015Modeling electoral choices in multiparty systems with high-dimensional data: A regularized selection of parameters using the lasso approach. (2015). Mauerer, Ingrid ; Tutz, Gerhard ; Thurner, Paul W ; Possnecker, Wolfgang . In: Journal of choice modelling. RePEc:eee:eejocm:v:16:y:2015:i:c:p:23-42.

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2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

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2015Interval estimation for proportional reversed hazard family based on lower record values. (2015). Wang, Bing Xing ; Yu, Keming ; Coolen, Frank P. A., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:115-122.

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2015Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework. (2015). Niemeyer, Andreas . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:1:p:35-60:d:44878.

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2015Tabellenauswertungen im Zensus unter Berücksichtigung fehlender Werte. (2015). Enderle, Tobias ; Kolb, Jan-Philipp ; Munnich, Ralf ; Gabler, Siegfried ; Zimmermann, Thomas ; Burgard, Jan Pablo ; Bruch, Christian . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:9:y:2015:i:3:p:269-304.

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2015Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory . (2015). Ito, Tsubasa ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf995.

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Recent citations received in 2014
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2014Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input. (2014). Addo, Peter Martey. 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). Villa, Stefania. In: BCAM Working Papers. RePEc:bbk:bbkcam:1407.

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2014Methods of Reducing Dimension for Functional Data. (2014). Woyski, Waldemar ; Waszak, Ukasz ; Gorecki, Tomasz ; Krzyko, Mirosaw . In: Statistics in Transition new series. RePEc:csb:stintr:v:15:y:2014:i:2:p:231-242.

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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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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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2014Mixtures of skew-t factor analyzers. (2014). Murray, Paula M. ; Browne, Ryan P. ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:77:y:2014:i:c:p:326-335.

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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). Heckman, James ; Conti, Gabriella ; Fruhwirth-Schnatter, Sylvia . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:31-57.

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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). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014Estimating Stable Factor Models By Indirect Inference. (2014). Halbleib, Roxana ; Calzolari, Giorgio. 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). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. 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. 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. In: PIER Working Paper Archive. RePEc:pen:papers:14-045.

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

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2014Time-Varying Persistence in US Inflation. (2014). GUPTA, RANGAN ; Caporin, Massimiliano. 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). Horvath, Lajos ; Rice, Gregory . 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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Recent citations received in 2013
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2013Bayesian Computational Tools. (2013). Robert, Christian P.. In: Working Papers. RePEc:crs:wpaper:2013-45.

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2013The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach. (2013). Dehon, Catherine ; De Rock, Bram ; Bruffaerts, Christopher . In: Working Papers ECARES. RePEc:eca:wpaper:2013/147877.

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2013Smoothing survival densities in practice. (2013). Gamiz Perez, M. Luz, ; Martinez Miranda, Maria Dolores, ; Nielsen, Jens Perch . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:58:y:2013:i:c:p:368-382.

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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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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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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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2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine. (2013). Brechmann, Eike Christian ; Schepsmeier, Ulf . In: Journal of Statistical Software. RePEc:jss:jstsof:v:052:i03.

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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 ; Jensen, Mark. 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). Alhamzawi, Rahim ; Benoit, Dries ; 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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Recent citations received in 2012
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2012The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy. (2012). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:12005.

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

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2012Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends. (2012). van den Brakel, Jan A. ; Krieg, Sabine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:10:p:2918-2933.

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2012Bayesian estimation of generalized hyperbolic skewed student GARCH models. (2012). Deschamps, Philippe. 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). Hafner, Christian ; BOCART, Fabian Y. R. P., . 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). Kleppe, Tore ; Skaug, Hans Julius . 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). Mora, Juan ; Martinez-Sanchis, Elena ; 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 ; Bauwens, Luc ; 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). Omori, Yasuhiro ; Ishihara, Tsunehiro . 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). Omori, Yasuhiro ; Nakajima, Jouchi . 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). Cizek, Pavel ; 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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2012The marginal likelihood of dynamic mixture models. (2012). Rossi, Alessandro ; Planas, Christophe ; Fiorentini, Gabriele. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:9:p:2650-2662.

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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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2012Reserve constrained dynamic optimal power flow subject to valve-point effects, prohibited zones and multi-fuel constraints. (2012). Narimani, Mohammad Rasoul ; Niknam, Taher ; Azizipanah-Abarghooee, Rasoul . In: Energy. RePEc:eee:energy:v:47:y:2012:i:1:p:451-464.

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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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2012Nonparametric maximum likelihood estimation for dependent truncation data based on copulas. (2012). Wang, Weijing ; Emura, Takeshi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:171-188.

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2012Marginal Likelihood Estimation with the Cross-Entropy Method. (2012). Eisenstat, Eric ; Chan, Joshua ; 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, Mustafa ; Carnero, M. Angeles ; 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). Voev, Valeri ; Halbleib, Roxana. 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). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain . 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. 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). Omori, Yasuhiro ; 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). Platen, Eckhard ; Baldeaux, Jan ; Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:318.

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