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Statistics & Probability Letters / Elsevier

0.13

Impact Factor

0.15

5-Years IF

19

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.0114314330.02194215455382 (42.3%)0.04
19910.010.090.0116931250.022472582532367 (27.1%)10.010.04
19920.020.10.02189501110.0221831266311097 (44.5%)0.04
19930.010.110.01181682140.022593583716767 (25.9%)0.05
19940.010.120.01169851130.022313702797779 (34.2%)0.05
19950.060.190.071981049960.092813502085157118 (42%)0.07
19960.080.220.0727113201200.093753672990665126 (33.6%)40.010.09
19970.060.270.0826815881580.141846926100879132 (31.6%)30.010.09
19980.060.270.0520617941190.0733853932108753108 (32%)50.020.1
19990.070.310.0724920431770.0947647432111273132 (27.7%)80.030.13
20000.070.40.0724222851940.0841445531119289136 (32.9%)20.010.15
20010.110.40.0925325382400.09449491541236117160 (35.6%)70.030.15
20020.090.420.0922627642270.08334495461218112110 (32.9%)50.020.18
20030.080.440.0823129952380.0838747938117694107 (27.6%)70.030.18
20040.060.490.120131962890.09305457291201122104 (34.1%)80.040.2
20050.080.530.1119833943000.0930843234115312485 (27.6%)90.050.21
20060.090.510.125336473540.1293399341109114100 (34.1%)40.020.2
20070.090.440.1122838753760.121345141110912372 (33.8%)30.010.18
20080.140.470.1747743525320.12520481681111185161 (31%)80.020.2
20090.10.470.1336747195250.11327705681357173139 (42.5%)130.040.19
20100.120.440.1227749965460.11311844101152318779 (25.4%)90.030.16
20110.120.510.1127652725210.118864478160217270 (37.2%)70.030.2
20120.180.560.1630855806980.1323855398162525698 (41.2%)60.020.21
20130.180.660.1633259127480.13138584105170527955 (39.9%)100.030.23
20140.170.670.1524661586760.1183640106156022738 (45.8%)50.020.22
20150.130.820.1534965077160.115857876143921736 (62.1%)130.040.27
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
11988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

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90
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

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65
31983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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53
42001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

45
51999Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73.

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41
61986Convergence rates for partially splined models. (1986). Rice, John . In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

Full description at Econpapers || Download paper

39
71996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

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36
81997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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36
91989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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35
101999Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve . In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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34
112006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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31
122001Moments of skew-normal random vectors and their quadratic forms. (2001). He, LI ; Liu, Xiangwei ; Genton, Marc G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325.

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29
131987Estimation of integrated squared density derivatives. (1987). Marron, J. S. ; Hall, Peter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115.

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29
141990A note on the almost sure central limit theorem. (1990). Lacey, Michael T. ; Philipp, Walter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205.

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26
151993Testing the equality of nonparametric regression curves. (1993). Delgado, Miguel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204.

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21
161996Asymptotic normality of regression estimators with long memory errors. (1996). Giraitis, Liudas ; Surgailis, Donatas ; Koul, Hira L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335.

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21
171988On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250.

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21
182008On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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20
191998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

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20
201991A joint test for serial correlation and random individual effects. (1991). Li, Qi ; Baltagi, Badi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:3:p:277-280.

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19
211997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

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19
221991Testing the equality of two regression curves using linear smoothers. (1991). King, Eileen ; Wehrly, Thomas E. ; HART, Jeffrey D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:12:y:1991:i:3:p:239-247.

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19
232003Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

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19
242005Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui . In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70.

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19
251991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Jones, M. C. ; Sheather, S. J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514.

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19
261999Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409.

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18
271993A triptych of discrete distributions related to the stable law. (1993). Devroye, Luc . In: Statistics & Probability Letters. RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351.

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18
281998Change-point in the mean of dependent observations. (1998). Kokoszka, Piotr ; Leipus, Remigijus . In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393.

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18
292000The skew-Cauchy distribution. (2000). Arnold, Barry C. ; Beaver, Robert J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:3:p:285-290.

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17
301992A note on the almost sure convergence of sums of negatively dependent random variables. (1992). Matula, Przemyslaw. In: Statistics & Probability Letters. RePEc:eee:stapro:v:15:y:1992:i:3:p:209-213.

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17
311983A generalized geometric distribution and some of its properties. (1983). Philippou, Andreas N. ; Georghiou, Costas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175.

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17
322001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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17
331995On nonparametric likelihood ratio estimation of survival probabilities for censored data. (1995). Li, Gang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:25:y:1995:i:2:p:95-104.

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17
342008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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17
352000Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345.

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17
361996Unit root tests for time series with outliers. (1996). Shin, Dong Wan ; Sarkar, Sahadeb ; Lee, Jong Hyup. In: Statistics & Probability Letters. RePEc:eee:stapro:v:30:y:1996:i:3:p:189-197.

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17
371988Canonical kernels for density estimation. (1988). Nolan, D. ; Marron, J. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1988:i:3:p:195-199.

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17
381994Bias correction in ARMA models. (1994). Cordeiro, Gauss M. ; Klein, Ruben. In: Statistics & Probability Letters. RePEc:eee:stapro:v:19:y:1994:i:3:p:169-176.

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16
391998On forecasting SETAR processes. (1998). Gooijer, Jan G. ; De Bruin, Paul T.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14.

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16
402008Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306.

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16
411992Density estimation in Besov spaces. (1992). Picard, D. ; Kerkyacharian, G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24.

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15
421995On some characterizations of the t-distribution. (1995). Bolfarine, Heleno ; Arellano-Valle, Reinaldo B.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:25:y:1995:i:1:p:79-85.

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15
432000A pairwise likelihood approach to analyzing correlated binary data. (2000). Nott, David J. ; Kuk, Anthony Y. C., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:47:y:2000:i:4:p:329-335.

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15
441998Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195.

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15
452003A bivariate beta distribution. (2003). Olkin, Ingram ; Liu, Ruixue. In: Statistics & Probability Letters. RePEc:eee:stapro:v:62:y:2003:i:4:p:407-412.

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15
461999Dispersive ordering of convolutions of exponential random variables. (1999). Ma, Chunsheng ; Kochar, Subhash . In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:3:p:321-324.

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14
472010A note on bootstrap approximations for the empirical copula process. (2010). Bucher, Axel ; Dette, Holger . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932.

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14
482001Large deviations for heavy-tailed random sums in compound renewal model. (2001). Jiang, Tao ; Su, Chun ; Tang, Qihe ; Zhang, Jinsong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:52:y:2001:i:1:p:91-100.

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14
492003Skewed distributions generated by the normal kernel. (2003). Kotz, Samuel ; Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:65:y:2003:i:3:p:269-277.

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14
502008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

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14

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

#YearTitleCited
12010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

Full description at Econpapers || Download paper

36
22001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

19
32006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

Full description at Econpapers || Download paper

18
42008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

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14
52014Variable selection in infinite-dimensional problems. (2014). Aneiros, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:12-20.

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13
61996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

Full description at Econpapers || Download paper

10
71994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

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10
81988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

Full description at Econpapers || Download paper

10
92012An order-theoretic mixing condition for monotone Markov chains. (2012). Stachurski, John ; Kamihigashi, Takashi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:2:p:262-267.

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10
102008On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

Full description at Econpapers || Download paper

9
111997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

Full description at Econpapers || Download paper

9
122008Asymptotics of sums of lognormal random variables with Gaussian copula. (2008). Rojas-Nandayapa, Leonardo ; Asmussen, Soren . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2709-2714.

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9
131999Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73.

Full description at Econpapers || Download paper

9
142009Variable selection for semiparametric varying coefficient partially linear models. (2009). Xue, Liugen ; Zhao, Peixin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:20:p:2148-2157.

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9
151999Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve . In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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9
161997The model selection criterion AICu. (1997). McQuarrie, Allan ; Shumway, Robert ; Tsai, Chih-Ling . In: Statistics & Probability Letters. RePEc:eee:stapro:v:34:y:1997:i:3:p:285-292.

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8
172010On the first passage problem for correlated Brownian motion. (2010). Metzler, Adam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:5-6:p:277-284.

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8
181989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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8
192007Multivariate extensions of Spearmans rho and related statistics. (2007). Schmid, Friedrich ; Schmidt, Rafael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416.

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8
201998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

Full description at Econpapers || Download paper

7
212012Analytic calculations for the EM algorithm for multivariate skew-t mixture models. (2012). Vrbik, I. ; McNicholas, P. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:6:p:1169-1174.

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7
222013Uniform consistency of kNN regressors for functional variables. (2013). Kudraszow, Nadia L. ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:8:p:1863-1870.

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7
232012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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7
241983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

Full description at Econpapers || Download paper

7
252001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

Full description at Econpapers || Download paper

7
262005The likelihood ratio test for a separable covariance matrix. (2005). Zimmerman, Dale L. ; Lu, Nelson. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:4:p:449-457.

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7
272011Spectral convergence for a general class of random matrices. (2011). Rubio, Francisco ; Mestre, Xavier . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:5:p:592-602.

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7
282000A multivariate central limit theorem for continuous local martingales. (2000). van Zanten, Harry . In: Statistics & Probability Letters. RePEc:eee:stapro:v:50:y:2000:i:3:p:229-235.

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7
292008Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306.

Full description at Econpapers || Download paper

6
301999Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409.

Full description at Econpapers || Download paper

6
311986Convergence rates for partially splined models. (1986). Rice, John . In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

Full description at Econpapers || Download paper

6
322010Multivariate skewing mechanisms: A unified perspective based on the transformation approach. (2010). Paindaveine, Davy ; Ley, Christophe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1685-1694.

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6
332008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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6
342003The rate of consistency of the quasi-maximum likelihood estimator. (2003). Horvath, Lajos ; Berkes, Istvan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:61:y:2003:i:2:p:133-143.

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6
351989Consistent regression estimation with fixed design points under dependence conditions. (1989). Roussas, George G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:8:y:1989:i:1:p:41-50.

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6
362008Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions. (2008). Lelong, Jerome . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2632-2636.

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372008Consistency of the regression estimator with functional data under long memory conditions. (2008). Benhenni, K. ; Hedli-Griche, S. ; Vieu, P. ; Rachdi, M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:8:p:1043-1049.

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382007Optimal main effect plans in blocks of small size. (2007). Bose, Mausumi ; Bagchi, Sunanda. In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:2:p:142-147.

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392008On the shapes of bilateral Gamma densities. (2008). Tappe, Stefan ; Kuchler, Uwe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:15:p:2478-2484.

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402009Precise large deviations for dependent random variables with heavy tails. (2009). Liu, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:9:p:1290-1298.

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412003Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

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422000Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345.

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431998A Bayesian analysis of generalized threshold autoregressive models. (1998). Chen, Cathy W. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:1:p:15-22.

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442013Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions. (2013). Morris, Katherine ; McNicholas, Paul D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2088-2093.

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451986Another interpretation of the EM algorithm for mixture distributions. (1986). Hathaway, Richard J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:2:p:53-56.

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462010Subset selection for vector autoregressive processes via adaptive Lasso. (2010). Zhang, Xinsheng ; Ren, Yunwen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1705-1712.

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472001Moments of skew-normal random vectors and their quadratic forms. (2001). He, LI ; Liu, Xiangwei ; Genton, Marc G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325.

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481997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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491995Two-sample empirical likelihood method. (1995). Jing, Bing-Yi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:24:y:1995:i:4:p:315-319.

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501998Relative-error prediction. (1998). Park, Heungsun ; Stefanski, L. A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:3:p:227-236.

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Citing documents used to compute impact factor 76:

YearTitle
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2015Sharp L1(ℓq) estimate for a sequence and its predictable projection. (2015). Osekowski, Adam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:82-86.

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2015A note on testing complete independence for high dimensional data. (2015). Mao, Guangyu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:82-85.

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2015Two-sided discounted potential measures for spectrally negative Lévy processes. (2015). Zhu, Na ; Li, Yingqiu ; Zhou, Xiaowen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:67-76.

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2015A note on the large random inner-product kernel matrices. (2015). Zeng, Xingyuan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:192-201.

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2015D- and E-optimal blocked main effects plans with unequal block sizes when n is odd. (2015). Dutta, Ganesh ; SahaRay, Rita. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:37-43.

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2015A self-adaptive hybrid approach for wind speed forecasting. (2015). Hu, Jianming ; Zhang, Yixin ; Ma, Kailiang ; Wang, Jianzhou . In: Renewable Energy. RePEc:eee:renene:v:78:y:2015:i:c:p:374-385.

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2015Wind Speed Forecasting Based on FEEMD and LSSVM Optimized by the Bat Algorithm. (2015). Sun, Wei ; Liang, YI ; Liu, Mohan . In: Energies. RePEc:gam:jeners:v:8:y:2015:i:7:p:6585-6607:d:51865.

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2015On the generalized multivariate Gumbel distribution. (2015). Demirhan, Haydar ; Kalaylioglu, Zeynep . In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:93-99.

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2015Characterizations of the exponential distribution by the concept of residual life at random time. (2015). Kayid, M ; Izadkhah, S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:164-169.

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2015A generalization of Φ-moment martingale inequalities. (2015). Peng, Lihua ; Li, Junping . In: Statistics & Probability Letters. RePEc:eee:stapro:v:102:y:2015:i:c:p:61-68.

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2015A note on quadratic transportation and divergence inequality. (2015). Ding, Ying . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:115-123.

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2015Liquidity, risk measures, and concentration of measure. (2015). Lacker, Daniel . In: Papers. RePEc:arx:papers:1510.07033.

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2015The failure rate of a convolution dominates the failure rate of any IFR component. (2015). Block, Henry W ; Savits, Thomas H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:142-144.

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2015Correlation and efficiency of propensity score-based estimators for average causal effects. (2015). Waernbaum, Ingeborg ; Pingel, Ronnie . In: Working Paper Series. RePEc:hhs:ifauwp:2015_003.

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2015Quantile estimation for Lévy measures. (2015). Trabs, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:9:p:3484-3521.

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2015Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix. (2015). Madar, Vered . In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:142-147.

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2015Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies. (2015). Nikitin, Yakov ; Jovanovi, Milan ; Volkova, K. Yu., ; Obradovi, Marko ; Nikitin, Ya. Yu., ; Miloevi, Bojana . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:100-113.

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2015Characterizations of the exponential distribution by the concept of residual life at random time. (2015). Kayid, M ; Izadkhah, S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:164-169.

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2015The Fourier dimension of Brownian limsup fractals. (2015). Potgieter, Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:228-238.

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2015Residential emissions reductions through variable timing of electricity consumption. (2015). Harris, A R ; Wang, Caisheng ; McElmurry, Shawn P ; Miller, Carol J ; Rogers, Michelle Marinich . In: Applied Energy. RePEc:eee:appene:v:158:y:2015:i:c:p:484-489.

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2015On the type I optimality of blocked 2-level main effects plans having blocks of different sizes. (2015). Kealy-Dichone, Bonni ; Jacroux, Mike . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:39-43.

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2015On the use of blocked 2-level main effects plans having blocks of different sizes. (2015). Jacroux, Mike ; Kealy-Dichone, Bonni . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:362-368.

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2015D- and E-optimal blocked main effects plans with unequal block sizes when n is odd. (2015). Dutta, Ganesh ; SahaRay, Rita. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:37-43.

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2015Two-step Dirichlet random walks. (2015). Le Caer, Gerard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:430:y:2015:i:c:p:201-215.

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2015Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics. (2015). Hu, Jun ; Kanniainen, Juho . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:1-10.

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2015Reducing sample size in negative binomial UMPU test. (2015). Dutta, Dhiman ; Mukherjee, Shirsendu ; Bandyopadhyay, Uttam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:57-61.

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2015Approximating explicitly the mean reverting CEV process. (2015). Stamatiou, Ioannis ; Halidias, Nikolaos . In: Papers. RePEc:arx:papers:1502.03018.

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2015Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process. (2015). Reisinger, Christoph ; Cozma, Andrei . In: Papers. RePEc:arx:papers:1601.00919.

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2015Pitman closeness of predictors of future order statistics for two parameter exponential distribution. (2015). Sadeghian, Narjes ; Mirmostafaee, S. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:4:p:1163-1183.

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2015Valuing commodity options and futures options with changing economic conditions. (2015). Siu, Tak Kuen ; Fan, Kun ; Wang, Rongming . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:524-533.

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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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2015Limit theorems for discrete Hawkes processes. (2015). Seol, Youngsoo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:223-229.

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2015An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions. (2015). Jiang, Binyan . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:67:y:2015:i:2:p:211-227.

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2015Variance reduction for diffusions. (2015). Hwang, Chii-Ruey ; Wu, Sheng-Jhih ; Normand, Raoul . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:9:p:3522-3540.

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2015On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound. (2015). Shiu, Shang-Ying ; Chen, Ting-Li . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:14-19.

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2015Stability in distribution of neutral stochastic functional differential equations. (2015). Tan, LI ; Suo, Yongqiang ; Jin, Wei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:27-36.

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2015Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment. (2015). Kromer, E ; Overbeck, L. In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:120-129.

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2015The joint distribution of the maximum and minimum of an AR(1) process. (2015). Withers, Christopher S. ; Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:77-84.

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

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2015Maxima of a triangular array of multivariate Gaussian sequence. (2015). Peng, Liang ; Hashorva, Enkelejd ; Weng, Zhichao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:62-72.

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2015A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities. (2015). Shin, Dong Wan ; Hwang, Eunju . In: Economics Letters. RePEc:eee:ecolet:v:129:y:2015:i:c:p:95-99.

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2015Bounds on the expected value of maximum loss of fractional Brownian motion. (2015). Vardar-Acar, Ceren ; Bulut, Hatice . In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:117-122.

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2015Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions. (2015). Li, Juan ; Shi, Jianhong ; Song, Weixing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:39-45.

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2015Space–time fractional stochastic partial differential equations. (2015). Mijena, Jebessa B ; Nane, Erkan . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:9:p:3301-3326.

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2015Uncertainties in decarbonising heat in the UK. (2015). Chaudry, Modassar ; Wu, Jianzhong ; Jenkins, Nick ; Reza, Seyed Hamid ; Abeysekera, Muditha . In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:623-640.

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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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2015Optimal jackknife for unit root models. (2015). Yu, Jun ; Chen, YE. In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:135-142.

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2015A Jackknife Correction to a Test for Cointegration Rank. (2015). Chambers, Marcus. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:355-375:d:49830.

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2015Large deviations for a class of counting processes and some statistical applications. (2015). Macci, Claudio ; Pacchiarotti, Barbara . In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:36-48.

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2015Likelihood ratio order of sample minimum from heterogeneous Weibull random variables. (2015). Li, Chen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:97:y:2015:i:c:p:46-53.

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2015Analysis of the deterministic and stochastic SIRS epidemic models with nonlinear incidence. (2015). Chen, Qingmei ; Liu, Qun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:428:y:2015:i:c:p:140-153.

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2015Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias. (2015). Ding, Chang ; Bai, Peng ; Yu, Dalei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:116-135.

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2015Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions. (2015). Baltagi, Badi ; Liu, Long . In: Center for Policy Research Working Papers. RePEc:max:cprwps:183.

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2015Adaptive estimation for varying coefficient models. (2015). Wang, Qin ; Chen, Yixin ; Yao, Weixin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:17-31.

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2015Relative behavior of a coherent system with respect to another coherent system. (2015). Tutuncu, G. ; Eryilmaz, Serkan . In: Statistical Papers. RePEc:spr:stpapr:v:56:y:2015:i:2:p:519-529.

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2015Reducing model risk via positive and negative dependence assumptions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria ; Ruschendorf, Ludger . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:17-26.

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2015Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385.

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2015Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015A new strategy for optimal foldover two-level designs. (2015). Qin, Hong ; Elsawah, A. M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:116-126.

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2015Mixture discrepancy on symmetric balanced designs. (2015). Elsawah, A M ; Qin, Hong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:123-132.

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2015Large deviations for a Poisson random indexed branching process. (2015). Gao, Zhenlong ; Wang, Weigang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:143-148.

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2015On descents after maximal values in samples of discrete random variables. (2015). Yakubovich, YU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:203-208.

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2015Rates of mean square convergence of density and failure rate estimators under twice censoring. (2015). Boukeloua, Mohamed . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:121-128.

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

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2015de La Vallée Poussin’s theorem, uniform integrability, tightness and moments. (2015). Chandra, Tapas Kumar. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:136-141.

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2015Analytical approximation for distorted expectations. (2015). Sun, Xianming ; Vanmaele, Michele ; Gan, Siqing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:246-252.

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2015On the use of blocked 2-level main effects plans having blocks of different sizes. (2015). Jacroux, Mike ; Kealy-Dichone, Bonni . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:362-368.

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2015D- and E-optimal blocked main effects plans with unequal block sizes when n is odd. (2015). Dutta, Ganesh ; SahaRay, Rita. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:37-43.

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2015A generalization of quantile-based skew logistic distribution of van Staden and King. (2015). Balakrishnan, N ; So, H Y. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:44-51.

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2015Large and moderate deviations for modified Engel continued fractions. (2015). Fang, Lulu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:98-106.

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

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Recent citations received in 2014
YearCiting document
2014Semiparametric regression in Stata. (2014). Verardi, Vincenzo. In: United Kingdom Stata Users' Group Meetings 2014. RePEc:boc:usug14:09.

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2014Tail asymptotics of random sum and maximum of log-normal risks. (2014). Kortschak, Dominik ; Hashorva, Enkelejd . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:167-174.

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2014Can the bounds in the multivariate Chebyshev inequality be attained?. (2014). Navarro, Jorge . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:1-5.

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2014Random Shifting and Scaling of Insurance Risks. (2014). Hashorva, Enkelejd ; Ji, Lanpeng . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:277-288:d:38449.

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

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Recent citations received in 2013
YearCiting document
2013Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea . In: Papers. RePEc:arx:papers:1306.2834.

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2013Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. (2013). Wang, Bin ; Puccetti, Giovanni . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:821-828.

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2013General lower bounds on convex functionals of aggregate sums. (2013). Lo, Ambrose ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:884-896.

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2013A double generalized Pareto distribution. (2013). Afuecheta, Emmanuel ; Chan, Stephen ; Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:12:p:2656-2663.

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2013Pointwise and uniform convergence of kernel density estimators using random bandwidths. (2013). Goswami, Alok ; Dutta, Santanu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:12:p:2711-2720.

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2013M-estimation for the partially linear regression model under monotonic constraints. (2013). Du, Jiang ; Sun, Zhimeng ; Xie, Tianfa . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:5:p:1353-1363.

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2013Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data. (2013). Liu, Qiaojing ; Zhao, Shoujiang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:5:p:1372-1381.

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2013An almost sure limit theorem for the maxima of smooth stationary Gaussian processes. (2013). Tan, Zhongquan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2135-2141.

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2013Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions. (2013). Ma, Chunsheng . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:65:y:2013:i:5:p:941-958.

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2013Testing for marginal asymmetry of weakly dependent processes. (2013). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1022.

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Recent citations received in 2012
YearCiting document
2012Strongly consistent density estimation of the regression residual. (2012). Walk, Harro ; Gyorfi, Laszlo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1923-1929.

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2012On weak dependence conditions: The case of discrete valued processes. (2012). Fokianos, Konstantinos ; Li, Xiaoyin ; Doukhan, Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1941-1948.

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2012A Generalized Hyperbolic model for a risky asset with dependence. (2012). Finlay, Richard ; Seneta, Eugene . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2164-2169.

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2012Normal reference bandwidths for the general order, multivariate kernel density derivative estimator. (2012). Parmeter, Christopher ; Henderson, Daniel ; ChristopherF. Parmeter, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2198-2205.

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2012A note on bounds for the causal infectiousness effect in vaccine trials. (2012). Chiba, Yasutaka . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:7:p:1422-1429.

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2012Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem. (2012). Stachurski, John ; Kamihigashi, Takashi. In: Discussion Paper Series. RePEc:kob:dpaper:dp2012-27.

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