Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Annals of the Institute of Statistical Mathematics / Springer

0.17

Impact Factor

0.16

5-Years IF

16

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1515130.069411411416 (17%)0.04
19910.090.015110220.0295107165215 (15.8%)0.04
19920.010.10.035916180.05691021216715 (21.7%)0.04
19930.110.016322440.02107110275317 (15.9%)0.05
19940.020.120.0357281150.051401222280827 (19.3%)10.020.05
19950.070.190.0753334400.1210512082812032 (30.5%)0.07
19960.070.220.0653387380.110311082831721 (20.4%)10.020.09
19970.070.270.0849436470.1112110672852426 (21.5%)10.020.09
19980.090.270.0843479450.0910110292752113 (12.9%)10.020.1
19990.090.310.148527590.11679282552514 (20.9%)10.020.13
20000.020.40.1155582690.121839122462718 (9.8%)30.050.15
20010.050.40.0860642630.118610352482116 (8.6%)40.070.15
20020.080.420.0868710790.1111711592552110 (8.5%)60.090.18
20030.130.440.1456766960.13113128162743913 (11.5%)20.040.18
20040.060.490.146812840.19012482872815 (16.7%)30.070.2
20050.090.530.1147859940.1110010292853116 (16%)20.040.21
20060.120.510.11499081270.146393112773114 (22.2%)10.020.2
20070.050.440.12419491220.13849652663113 (15.5%)10.020.18
20080.160.470.15449931780.187590142393612 (16%)10.020.2
20090.080.470.144610391480.14928572273215 (16.3%)10.020.19
20100.210.440.255410931640.15539019227565 (9.4%)10.020.16
20110.090.510.155911521500.13561009234346 (10.7%)10.020.2
20120.140.560.215812102070.175411316244529 (16.7%)90.160.21
20130.240.660.264312532730.222211728261674 (18.2%)0.23
20140.270.670.264012932440.193210127260672 (6.3%)60.150.22
20150.170.820.164213352240.1711831425441 (%)10.020.27
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
11969Fitting autoregressive models for prediction. (1969). Akaike, Hirotugu . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:243-247.

Full description at Econpapers || Download paper

137
22000Probability Density Function Estimation Using Gamma Kernels. (2000). Chen, Song. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:471-480.

Full description at Econpapers || Download paper

57
31991Bayesian image restoration, with two applications in spatial statistics. (1991). Mollie, Annie ; Besag, Julian ; York, Jeremy. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:43:y:1991:i:1:p:1-20.

Full description at Econpapers || Download paper

44
41993On the accuracy of empirical likelihood confidence regions for linear regression model. (1993). Chen, Song. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:45:y:1993:i:4:p:621-637.

Full description at Econpapers || Download paper

28
51995Runs, scans and URN model distributions: A unified Markov chain approach. (1995). Koutras, M. ; Alexandrou, V.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:4:p:743-766.

Full description at Econpapers || Download paper

25
62009Conditional independence, conditional mixing and conditional association. (2009). Rao, Prakasa B.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:61:y:2009:i:2:p:441-460.

Full description at Econpapers || Download paper

25
71996Asymptotically efficient autoregressive model selection for multistep prediction. (1996). Bhansali, R.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:48:y:1996:i:3:p:577-602.

Full description at Econpapers || Download paper

25
82001Lévy-Driven Carma Processes. (2001). Brockwell, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:1:p:113-124.

Full description at Econpapers || Download paper

24
91994The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family. (1994). Lindsay, Bruce ; Schaub, Rainer ; Schlattmann, Peter ; Dietz, Ekkehart ; Bohning, Dankmar . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:2:p:373-388.

Full description at Econpapers || Download paper

23
102005Generalized skew-elliptical distributions and their quadratic forms. (2005). Loperfido, Nicola ; Genton, Marc . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401.

Full description at Econpapers || Download paper

22
112000Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes. (2000). Honda, Toshio. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:459-470.

Full description at Econpapers || Download paper

21
122002Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors. (2002). Feng, Yuanhua ; Beran, Jan . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:54:y:2002:i:2:p:291-311.

Full description at Econpapers || Download paper

21
131994Minimum disparity estimation for continuous models: Efficiency, distributions and robustness. (1994). Basu, Ayanendranath ; Lindsay, Bruce . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:4:p:683-705.

Full description at Econpapers || Download paper

19
141998Space-Time Point-Process Models for Earthquake Occurrences. (1998). Ogata, Yosihiko . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:2:p:379-402.

Full description at Econpapers || Download paper

18
152007Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases. (2007). Poskitt, Donald. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:4:p:697-725.

Full description at Econpapers || Download paper

18
161990Bootstrap in Markov-sequences based on estimates of transition density. (1990). Rajarshi, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:42:y:1990:i:2:p:253-268.

Full description at Econpapers || Download paper

16
172008Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. (2008). Yoshida, Nakahiro ; Hayashi, Takaki . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:60:y:2008:i:2:p:367-406.

Full description at Econpapers || Download paper

16
181989A framework for positive dependence. (1989). Sampson, Allan ; Kimeldorf, George. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:41:y:1989:i:1:p:31-45.

Full description at Econpapers || Download paper

15
191997Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency. (1997). Fan, Jianqing ; Gijbels, Irene ; Gasser, Theo ; Brockmann, Michael ; Engel, Joachim. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:1:p:79-99.

Full description at Econpapers || Download paper

15
202001Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data. (2001). Fahrmeir, Ludwig ; Lang, Stefan . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:1:p:11-30.

Full description at Econpapers || Download paper

14
212003Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution. (2003). Childs, A. ; Balakrishnan, N. ; Kundu, D. ; Chandrasekar, B.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:55:y:2003:i:2:p:319-330.

Full description at Econpapers || Download paper

14
221969The calculation of cumulants via conditioning. (1969). Brillinger, David. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:215-218.

Full description at Econpapers || Download paper

14
231990On Mittag-Leffler functions and related distributions. (1990). Pillai, R.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:42:y:1990:i:1:p:157-161.

Full description at Econpapers || Download paper

14
241995Parametric ranked set sampling. (1995). Stokes, Lynne . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:3:p:465-482.

Full description at Econpapers || Download paper

13
251992Waiting time problems for a sequence of discrete random variables. (1992). Aki, Sigeo . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:44:y:1992:i:2:p:363-378.

Full description at Econpapers || Download paper

13
262008The admissible parameter space for exponential smoothing models. (2008). Hyndman, Rob ; Archibald, Blyth ; Akram, Muhammad . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:60:y:2008:i:2:p:407-426.

Full description at Econpapers || Download paper

13
271999On the Estimation of Jump Points in Smooth Curves. (1999). Kneip, Alois ; Hall, Peter ; Gijbels, Irene . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:51:y:1999:i:2:p:231-251.

Full description at Econpapers || Download paper

13
281969Partial orderings of permutations and monotonicity of a rank correlation statistic. (1969). Okamoto, Masashi ; Yanagimoto, Takemi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:489-506.

Full description at Econpapers || Download paper

13
292007Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise. (2007). Lambert, Alexandre ; Qiu, Peihua ; Gijbels, Irene . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:2:p:235-272.

Full description at Econpapers || Download paper

13
302000Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function. (2000). Gurtler, Nora ; Henze, Norbert . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:2:p:267-286.

Full description at Econpapers || Download paper

12
312007Multivariate measures of concordance. (2007). Taylor, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:4:p:789-806.

Full description at Econpapers || Download paper

12
322001Asymptotic Normality of Kernel Density Estimators under Dependence. (2001). Lu, Zudi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:3:p:447-468.

Full description at Econpapers || Download paper

12
332009Goodness of fit test for ergodic diffusion processes. (2009). Negri, Ilia ; Nishiyama, Yoichi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:61:y:2009:i:4:p:919-928.

Full description at Econpapers || Download paper

12
342005Central limit theorem for asymmetric kernel functionals. (2005). Monteiro, Paulo ; Fernandes, Marcelo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:57:y:2005:i:3:p:425-442.

Full description at Econpapers || Download paper

12
352000The Local Bootstrap for Kernel Estimators under General Dependence Conditions. (2000). Politis, Dimitris ; Paparoditis, Efstathios . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:1:p:139-159.

Full description at Econpapers || Download paper

12
362000A Cautionary Note on Likelihood Ratio Tests in Mixture Models. (2000). Mosler, Karl ; Alker, Manfred ; Seidel, Wilfried. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:481-487.

Full description at Econpapers || Download paper

12
371976Adaptive estimates for autoregressive processes. (1976). Beran, Rudolf. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:28:y:1976:i:1:p:77-89.

Full description at Econpapers || Download paper

12
381997Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression. (1997). van Keilegom, Ingrid ; Veraverbeke, Noel ; VanKeilegom, Ingrid . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:3:p:467-491.

Full description at Econpapers || Download paper

11
391969Power spectrum estimation through autoregressive model fitting. (1969). Akaike, Hirotugu . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:407-419.

Full description at Econpapers || Download paper

11
401969Nonparametric estimation in Markov processes. (1969). Roussas, George. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:73-87.

Full description at Econpapers || Download paper

10
412001Stochastic Ordering of Multivariate Normal Distributions. (2001). Müller, Alfred ; Muller, Alfred . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:3:p:567-575.

Full description at Econpapers || Download paper

10
422003Forecasting non-stationary time series by wavelet process modelling. (2003). Fryzlewicz, Piotr ; Bellegem, Sebastien ; Sachs, Rainer. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:55:y:2003:i:4:p:737-764.

Full description at Econpapers || Download paper

10
431977The likelihood ratio criterion and the asymptotic expansion of its distribution. (1977). Hayakawa, Takesi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:29:y:1977:i:1:p:359-378.

Full description at Econpapers || Download paper

10
441997Bootstrapping Log Likelihood and EIC, an Extension of AIC. (1997). Kitagawa, Genshiro ; Sakamoto, Yosiyuki ; Ishiguro, Makio. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:3:p:411-434.

Full description at Econpapers || Download paper

10
451995Joint distributions of numbers of success-runs and failures until the first consecutivek successes. (1995). Hirano, Katuomi ; Aki, Sigeo . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:2:p:225-235.

Full description at Econpapers || Download paper

10
461998Testing for Varying Dispersion in Exponential Family Nonlinear Models. (1998). Wei, Bo-Cheng ; Hu, Yue-Qing ; Fung, Wing-Kam ; Shi, Jian-Qing. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:2:p:277-294.

Full description at Econpapers || Download paper

10
471988Monotonicity of quadratic-approximation algorithms. (1988). Lindsay, Bruce ; Bohning, Dankmar . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:40:y:1988:i:4:p:641-663.

Full description at Econpapers || Download paper

10
481992Estimating densities, quantiles, quantile densities and density quantiles. (1992). Jones, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:44:y:1992:i:4:p:721-727.

Full description at Econpapers || Download paper

9
492004Bootstrap bandwidth selection in kernel density estimation from a contaminated sample. (2004). Delaigle, A. ; Gijbels, I.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:56:y:2004:i:1:p:19-47.

Full description at Econpapers || Download paper

9
501989Estimation of entropy and other functionals of a multivariate density. (1989). Joe, Harry . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:41:y:1989:i:4:p:683-697.

Full description at Econpapers || Download paper

9

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

#YearTitleCited
11969Fitting autoregressive models for prediction. (1969). Akaike, Hirotugu . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:243-247.

Full description at Econpapers || Download paper

23
22009Conditional independence, conditional mixing and conditional association. (2009). Rao, Prakasa B.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:61:y:2009:i:2:p:441-460.

Full description at Econpapers || Download paper

19
32000Probability Density Function Estimation Using Gamma Kernels. (2000). Chen, Song. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:471-480.

Full description at Econpapers || Download paper

14
41994The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family. (1994). Lindsay, Bruce ; Schaub, Rainer ; Schlattmann, Peter ; Dietz, Ekkehart ; Bohning, Dankmar . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:2:p:373-388.

Full description at Econpapers || Download paper

13
51991Bayesian image restoration, with two applications in spatial statistics. (1991). Mollie, Annie ; Besag, Julian ; York, Jeremy. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:43:y:1991:i:1:p:1-20.

Full description at Econpapers || Download paper

12
62001Lévy-Driven Carma Processes. (2001). Brockwell, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:1:p:113-124.

Full description at Econpapers || Download paper

11
72008Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. (2008). Yoshida, Nakahiro ; Hayashi, Takaki . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:60:y:2008:i:2:p:367-406.

Full description at Econpapers || Download paper

9
81998Space-Time Point-Process Models for Earthquake Occurrences. (1998). Ogata, Yosihiko . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:2:p:379-402.

Full description at Econpapers || Download paper

8
92007Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases. (2007). Poskitt, Donald. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:4:p:697-725.

Full description at Econpapers || Download paper

6
102005Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE. (2005). Takemura, Akimichi ; Matsui, Muneya . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:57:y:2005:i:1:p:183-199.

Full description at Econpapers || Download paper

6
112008The admissible parameter space for exponential smoothing models. (2008). Hyndman, Rob ; Archibald, Blyth ; Akram, Muhammad . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:60:y:2008:i:2:p:407-426.

Full description at Econpapers || Download paper

6
122007Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise. (2007). Lambert, Alexandre ; Qiu, Peihua ; Gijbels, Irene . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:2:p:235-272.

Full description at Econpapers || Download paper

6
131997Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency. (1997). Fan, Jianqing ; Gijbels, Irene ; Gasser, Theo ; Brockmann, Michael ; Engel, Joachim. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:1:p:79-99.

Full description at Econpapers || Download paper

6
142011Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. (2011). Yoshida, Nakahiro . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:63:y:2011:i:3:p:431-479.

Full description at Econpapers || Download paper

6
152000Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function. (2000). Gurtler, Nora ; Henze, Norbert . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:2:p:267-286.

Full description at Econpapers || Download paper

6
162003A new class of metric divergences on probability spaces and its applicability in statistics. (2003). sterreicher, Ferdinand ; Vajda, Igor. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:55:y:2003:i:3:p:639-653.

Full description at Econpapers || Download paper

5
171999On the Estimation of Jump Points in Smooth Curves. (1999). Kneip, Alois ; Hall, Peter ; Gijbels, Irene . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:51:y:1999:i:2:p:231-251.

Full description at Econpapers || Download paper

5
182010Latent class analysis variable selection. (2010). Raftery, Adrian ; Dean, Nema . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:62:y:2010:i:1:p:11-35.

Full description at Econpapers || Download paper

5
192005Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval. (2005). Marchand, ric ; Strawderman, William . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:57:y:2005:i:1:p:129-143.

Full description at Econpapers || Download paper

5
202009Goodness of fit test for ergodic diffusion processes. (2009). Negri, Ilia ; Nishiyama, Yoichi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:61:y:2009:i:4:p:919-928.

Full description at Econpapers || Download paper

5
211997Bootstrapping Log Likelihood and EIC, an Extension of AIC. (1997). Kitagawa, Genshiro ; Sakamoto, Yosiyuki ; Ishiguro, Makio. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:3:p:411-434.

Full description at Econpapers || Download paper

5
222003On multivariate Gaussian tails. (2003). Hashorva, Enkelejd ; Husler, Jurg . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:55:y:2003:i:3:p:507-522.

Full description at Econpapers || Download paper

5
231993Shrinkage estimators of the location parameter for certain spherically symmetric distributions. (1993). Brandwein, Ann ; Strawderman, William ; Ralescu, Stefan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:45:y:1993:i:3:p:551-565.

Full description at Econpapers || Download paper

4
242014Testing covariates in high-dimensional regression. (2014). Tsai, Chih-Ling ; Lan, Wei ; Wang, Hansheng . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:2:p:279-301.

Full description at Econpapers || Download paper

4
252000On the Bessel Distribution and Related Problems. (2000). Kalbfleisch, John ; Yuan, Lin . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:438-447.

Full description at Econpapers || Download paper

4
262014Momentum-space approach to asymptotic expansion for stochastic filtering. (2014). Fujii, Masaaki . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:93-120.

Full description at Econpapers || Download paper

4
272000Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures. (2000). Balakrishnan, N. ; Chan, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:1:p:184-196.

Full description at Econpapers || Download paper

4
281992Estimating densities, quantiles, quantile densities and density quantiles. (1992). Jones, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:44:y:1992:i:4:p:721-727.

Full description at Econpapers || Download paper

4
292011Penalized likelihood regression for generalized linear models with non-quadratic penalties. (2011). Antoniadis, Anestis ; Nikolova, Mila ; Gijbels, Irene . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:63:y:2011:i:3:p:585-615.

Full description at Econpapers || Download paper

4
302014Simulated likelihood inference for stochastic volatility models using continuous particle filtering. (2014). Doucet, Arnaud ; Malik, Sheheryar ; Pitt, Michael . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:3:p:527-552.

Full description at Econpapers || Download paper

4
311990Bootstrap in Markov-sequences based on estimates of transition density. (1990). Rajarshi, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:42:y:1990:i:2:p:253-268.

Full description at Econpapers || Download paper

4
321969The calculation of cumulants via conditioning. (1969). Brillinger, David. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:215-218.

Full description at Econpapers || Download paper

3
331959Bivariate extreme statistics, I. (1959). Sibuya, Masaaki . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:11:y:1959:i:2:p:195-210.

Full description at Econpapers || Download paper

3
342009Efficient and fast spline-backfitted kernel smoothing of additive models. (2009). Yang, Lijian ; Wang, Jing . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:61:y:2009:i:3:p:663-690.

Full description at Econpapers || Download paper

3
352012On estimating distribution functions using Bernstein polynomials. (2012). Leblanc, Alexandre. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:5:p:919-943.

Full description at Econpapers || Download paper

3
362002Estimation in Linear Models with Random Effects and Errors-in-Variables. (2002). Wei, Bo-Cheng ; Zhong, Xu-Ping ; Fung, Wing-Kam. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:54:y:2002:i:3:p:595-606.

Full description at Econpapers || Download paper

3
371998An Application of Multiple Comparison Techniques to Model Selection. (1998). Shimodaira, Hidetoshi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:1:p:1-13.

Full description at Econpapers || Download paper

3
382002Generalized Pseudo-Likelihood Estimates for Markov Random Fields on Lattice. (2002). Huang, Fuchun ; Ogata, Yosihiko . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:54:y:2002:i:1:p:1-18.

Full description at Econpapers || Download paper

3
391994Minimum disparity estimation for continuous models: Efficiency, distributions and robustness. (1994). Basu, Ayanendranath ; Lindsay, Bruce . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:4:p:683-705.

Full description at Econpapers || Download paper

3
402013Testing statistical hypotheses based on the density power divergence. (2013). Basu, A. ; Martin, N. ; Pardo, L. ; Mandal, A.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:65:y:2013:i:2:p:319-348.

Full description at Econpapers || Download paper

3
412011Asymptotic properties of sample quantiles of discrete distributions. (2011). Parzen, Emanuel ; Ma, Yanyuan ; Genton, Marc . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:63:y:2011:i:2:p:227-243.

Full description at Econpapers || Download paper

3
422007Multivariate measures of concordance. (2007). Taylor, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:4:p:789-806.

Full description at Econpapers || Download paper

3
431996Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates. (1996). Cramer, Erhard ; Kamps, Udo . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:48:y:1996:i:3:p:535-549.

Full description at Econpapers || Download paper

3
442014On data depth in infinite dimensional spaces. (2014). Chakraborty, Anirvan ; Chaudhuri, Probal . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:2:p:303-324.

Full description at Econpapers || Download paper

3
452001Kullback-Leibler Information Consistent Estimation for Censored Data. (2001). Suzukawa, Akio ; Sato, Yoshiharu ; Imai, Hideyuki. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:2:p:262-276.

Full description at Econpapers || Download paper

3
462012Some properties of skew-symmetric distributions. (2012). Azzalini, Adelchi ; Regoli, Giuliana . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:4:p:857-879.

Full description at Econpapers || Download paper

3
472011Constrained estimation using judgment post-stratification. (2011). Frey, Jesse ; Ozturk, Omer . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:63:y:2011:i:4:p:769-789.

Full description at Econpapers || Download paper

3
481988Monotonicity of quadratic-approximation algorithms. (1988). Lindsay, Bruce ; Bohning, Dankmar . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:40:y:1988:i:4:p:641-663.

Full description at Econpapers || Download paper

3
491998Second Order Representations of the Least Absolute Deviation Regression Estimator. (1998). Arcones, Miguel. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:1:p:87-117.

Full description at Econpapers || Download paper

3
501969Power spectrum estimation through autoregressive model fitting. (1969). Akaike, Hirotugu . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:407-419.

Full description at Econpapers || Download paper

3

Citing documents used to compute impact factor 14:

YearTitle
2015Levy-driven CARMA Random Fields on Rn. (2015). Brockwell, Peter J ; Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:339.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Half-region depth for stochastic processes. (2015). Kuelbs, James ; Zinn, Joel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:142:y:2015:i:c:p:86-105.

Full description at Econpapers || Download paper

2015Consistency of non-integrated depths for functional data. (2015). Gijbels, Irene ; Nagy, Stanislav . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:259-282.

Full description at Econpapers || Download paper

2015Threshold effect test in censored quantile regression. (2015). Tang, Yanlin ; Zhu, Zhongyi ; Song, Xinyuan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:149-156.

Full description at Econpapers || Download paper

2015Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net. (2015). Stankiewicz, Sandra . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1512.

Full description at Econpapers || Download paper

2015Estimating rational stock-market bubbles with sequential Monte Carlo methods. (2015). Wilfling, Bernd ; Rotermann, Benedikt . In: CQE Working Papers. RePEc:cqe:wpaper:4015.

Full description at Econpapers || Download paper

2015Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency. (2015). Kalnina, Ilze ; Xiu, Dacheng . In: Cahiers de recherche. RePEc:mtl:montec:09-2015.

Full description at Econpapers || Download paper

2015Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data. (2015). Watanabe, Hiroki ; Pavlenko, Tatjana ; Seo, Takashi ; Hyodo, Masashi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:234-244.

Full description at Econpapers || Download paper

2015CARMA processes as solutions of integral equations. (2015). Brockwell, Peter J ; Lindner, Alexander . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:221-227.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Nonparametric check for partial linear errors-in-covariables models with validation data. (2015). Zhu, Lixing ; Xu, Wangli . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:67:y:2015:i:4:p:793-815.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Robust tests for the equality of two normal means based on the density power divergence. (2015). Pardo, L. ; Basu, A. ; Mandal, A. ; Martin, N.. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:5:p:611-634.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Statistical inference for panel dynamic simultaneous equations models. (2015). hsiao, cheng ; Zhou, Qiankun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:383-396.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document
2014RMCMC: A system for updating Bayesian models. (2014). Gandy, Axel ; Lau, Din-Houn F.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:99-110.

Full description at Econpapers || Download paper

2014Robust variable selection for nonlinear models with diverging number of parameters. (2014). Zhu, Huiming ; Lv, Zhike, ; Yu, Keming . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:90-97.

Full description at Econpapers || Download paper

2014A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent. (2014). Shin, Youngki ; Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Park, Hyunmin . In: CeMMAP working papers. RePEc:ifs:cemmap:39/14.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Recent results in the theory and applications of CARMA processes. (2014). Brockwell, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:4:p:647-685.

Full description at Econpapers || Download paper

2014Spatial depth-based classification for functional data. (2014). Galeano, Pedro ; Sguera, Carlo ; Lillo, Rosa . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:4:p:725-750.

Full description at Econpapers || Download paper

Recent citations received in 2013
YearCiting document

Recent citations received in 2012
YearCiting document
2012Evolution of coupled lives dependency across generations and pricing impact. (2012). Spreeuw, Jaap ; luciano, elisa ; Vigna, Elena . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:258.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2012Sojourn times and the fragility index. (2012). Hofmann, Martin ; Falk, Michael . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:3:p:1110-1128.

Full description at Econpapers || Download paper

2012On 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.

Full description at Econpapers || Download paper

2012Multilevel structured additive regression. (2012). Harttgen, Kenneth ; Kneib, Thomas ; Lang, Stefan ; Wechselberger, Peter ; Umlauf, Nikolaus . In: Working Papers. RePEc:inn:wpaper:2012-07.

Full description at Econpapers || Download paper

2012Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:413-438.

Full description at Econpapers || Download paper

2012Comments on: Some recent theory for autoregressive count time series. (2012). Fokianos, Konstantinos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:451-454.

Full description at Econpapers || Download paper

2012Rejoinder on: Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:469-476.

Full description at Econpapers || Download paper

2012A hybrid SETARX model for spikes in tight electricity markets. (2012). Lucheroni, Carlo . In: Operations Research and Decisions. RePEc:wut:journl:v:1:y:2012:p:13-49:id:1019.

Full description at Econpapers || Download paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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

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