Citation analysis for Computational Statistics / Springer

Computational Statistics / Springer

0.13

Impact Factor

0.19

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27		55	55	1	0.02	40	0		0		5 (12.5%)	1	0.02	0.09
1998	0.09	0.27	0.09	55	110	5	0.05	46	55	5	55	5	4 (8.7%)			0.1
1999		0.31		59	169			104	110		110		14 (13.5%)			0.13
2000	0.04	0.4	0.03	55	224	7	0.03	155	114	4	169	5	7 (4.5%)	2	0.04	0.15
2001	0.04	0.4	0.03	48	272	10	0.04	60	114	4	224	7	6 (10%)	3	0.06	0.15
2002	0.04	0.42	0.02	15	287	6	0.02	10	103	4	272	6	2 (20%)			0.18
2003	0.03	0.44	0.05	101	388	14	0.04	90	63	2	232	12	10 (11.1%)			0.18
2004	0.03	0.49	0.04	86	474	15	0.03	116	116	3	278	11	10 (8.6%)			0.2
2005	0.03	0.53	0.05	65	539	26	0.05	95	187	5	305	14	15 (15.8%)			0.21
2006	0.07	0.51	0.1	106	645	70	0.11	119	151	11	315	31	17 (14.3%)	1	0.01	0.2
2007	0.11	0.44	0.11	116	761	93	0.12	203	171	19	373	42	24 (11.8%)	2	0.02	0.18
2008	0.07	0.47	0.09	96	857	87	0.1	243	222	15	474	45	18 (7.4%)	7	0.07	0.2
2009	0.12	0.47	0.12	111	968	106	0.11	118	212	25	469	57	12 (10.2%)	8	0.07	0.19
2010	0.16	0.44	0.16	88	1056	136	0.13	91	207	33	494	81	10 (11%)	6	0.07	0.16
2011	0.14	0.51	0.17	83	1139	147	0.13	84	199	27	517	86	10 (11.9%)	3	0.04	0.2
2012	0.08	0.56	0.13	78	1217	141	0.12	83	171	13	494	66	12 (14.5%)	4	0.05	0.21
2013	0.15	0.66	0.22	164	1381	227	0.16	100	161	24	456	101	12 (12%)	10	0.06	0.23
2014	0.16	0.67	0.2	94	1475	282	0.19	26	242	38	524	104	10 (38.5%)	5	0.05	0.22
2015	0.13	0.82	0.19	61	1536	288	0.19	28	258	33	507	96	5 (17.9%)	1	0.02	0.27

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:

#	Year	Title	Cited
1	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers \|\| Download paper	103
2	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers \|\| Download paper	94
3	2008	Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms. (2008). Trenkler, Carsten. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:19-39. Full description at Econpapers \|\| Download paper	31
4	2000	Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers \|\| Download paper	24
5	2007	Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers \|\| Download paper	22
6	2009	Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers \|\| Download paper	21
7	2004	Do we detect and exploit mixed strategy play by opponents?. (2004). Shachat, Jason ; Swarthout, Todd J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:359-373. Full description at Econpapers \|\| Download paper	19
8	2000	The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers \|\| Download paper	19
9	2008	Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan . In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42. Full description at Econpapers \|\| Download paper	18
10	2005	Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Computational Statistics. RePEc:spr:compst:v:61:y:2005:i:1:p:1-22. Full description at Econpapers \|\| Download paper	16
11	2007	Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers \|\| Download paper	16
12	1999	Some applications of impulse control in mathematical finance. (1999). Korn, Ralf . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers \|\| Download paper	16
13	2007	Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel . In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167. Full description at Econpapers \|\| Download paper	14
14	2013	Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers \|\| Download paper	13
15	2006	Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers \|\| Download paper	12
16	2007	PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers \|\| Download paper	12
17	2008	Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers \|\| Download paper	12
18	2007	On stochastic games in economics. (2007). Nowak, Andrzej . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:513-530. Full description at Econpapers \|\| Download paper	12
19	2007	An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334. Full description at Econpapers \|\| Download paper	12
20	2003	Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:3:p:375-385. Full description at Econpapers \|\| Download paper	12
21	1997	A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers \|\| Download paper	11
22	2004	A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia . In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers \|\| Download paper	11
23	2009	The convergence of estimators based on heuristics: theory and application to a GARCH model. (2009). Winker, Peter ; Maringer, Dietmar . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:533-550. Full description at Econpapers \|\| Download paper	11
24	2001	Reward functionals, salvage values, and optimal stopping. (2001). Luis H. R. Alvarez, . In: Computational Statistics. RePEc:spr:compst:v:54:y:2001:i:2:p:315-337. Full description at Econpapers \|\| Download paper	10
25	2007	Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers \|\| Download paper	10
26	2009	Cooperation under interval uncertainty. (2009). Alparslan-Gok, S. ; Tijs, Stef ; Miquel, Silvia . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:1:p:99-109. Full description at Econpapers \|\| Download paper	9
27	1999	Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers \|\| Download paper	9
28	2011	Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262. Full description at Econpapers \|\| Download paper	9
29	2007	Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261. Full description at Econpapers \|\| Download paper	9
30	2010	Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers \|\| Download paper	9
31	2011	maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers \|\| Download paper	9
32	2007	Scalarization for pointwise well-posed vectorial problems. (2007). Durea, M.. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:409-418. Full description at Econpapers \|\| Download paper	9
33	2011	Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan . In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers \|\| Download paper	9
34	2012	Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers \|\| Download paper	9
35	2015	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÅ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers \|\| Download paper	9
36	1997	Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Computational Statistics. RePEc:spr:compst:v:46:y:1997:i:2:p:193-211. Full description at Econpapers \|\| Download paper	9
37	2000	A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:69-89. Full description at Econpapers \|\| Download paper	9
38	2015	Partial 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. Full description at Econpapers \|\| Download paper	8
39	2005	Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach. (2005). Menkens, Olaf ; Korn, Ralf . In: Computational Statistics. RePEc:spr:compst:v:62:y:2005:i:1:p:123-140. Full description at Econpapers \|\| Download paper	8
40	2000	The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers \|\| Download paper	8
41	2004	Nash equilibria in electricity markets with discrete prices. (2004). Anderson, E. J. ; Xu, H.. In: Computational Statistics. RePEc:spr:compst:v:60:y:2004:i:2:p:215-238. Full description at Econpapers \|\| Download paper	8
42	2009	Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:497-508. Full description at Econpapers \|\| Download paper	8
43	1999	Vector network equilibrium problems and nonlinear scalarization methods. (1999). Goh, C. J. ; Yang, X. Q. ; Chen, G. Y.. In: Computational Statistics. RePEc:spr:compst:v:49:y:1999:i:2:p:239-253. Full description at Econpapers \|\| Download paper	8
44	2010	Optimal dividend strategies in a dual model with capital injections. (2010). Dai, Hongshuai ; Liu, Zaiming ; Luan, Nana . In: Computational Statistics. RePEc:spr:compst:v:72:y:2010:i:1:p:129-143. Full description at Econpapers \|\| Download paper	7
45	1999	Risk sensitive portfolio optimization. (1999). Stettner, Lukasz . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:463-474. Full description at Econpapers \|\| Download paper	7
46	2000	Consumption-investment problems with transaction costs: Survey and open problems. (2000). Cadenillas, Abel . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:43-68. Full description at Econpapers \|\| Download paper	7
47	2000	On quadratic hedging in continuous time. (2000). Pham, Huyen . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:315-339. Full description at Econpapers \|\| Download paper	7
48	2006	Shortfall risk minimising strategies in the binomial model: characterisation and convergence. (2006). Favero, Gino ; Vargiolu, Tiziano . In: Computational Statistics. RePEc:spr:compst:v:64:y:2006:i:2:p:237-253. Full description at Econpapers \|\| Download paper	7
49	2003	Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65. Full description at Econpapers \|\| Download paper	7
50	2000	Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers \|\| Download paper	7

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

#	Year	Title	Cited
1	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers \|\| Download paper	50
2	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers \|\| Download paper	50
3	2013	Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers \|\| Download paper	13
4	2009	Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers \|\| Download paper	12
5	2007	Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers \|\| Download paper	12
6	2000	The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers \|\| Download paper	12
7	2008	Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers \|\| Download paper	9
8	2011	Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262. Full description at Econpapers \|\| Download paper	9
9	2015	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÅ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers \|\| Download paper	9
10	2011	Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan . In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers \|\| Download paper	8
11	2010	Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers \|\| Download paper	8
12	2007	Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers \|\| Download paper	8
13	2015	Partial 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. Full description at Econpapers \|\| Download paper	8
14	2011	maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers \|\| Download paper	7
15	2008	Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan . In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42. Full description at Econpapers \|\| Download paper	7
16	2012	Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers \|\| Download paper	7
17	2006	Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers \|\| Download paper	7
18	2014	Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna . In: Computational Statistics. RePEc:spr:compst:v:79:y:2014:i:1:p:1-30. Full description at Econpapers \|\| Download paper	7
19	2012	Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486. Full description at Econpapers \|\| Download paper	7
20	2007	Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers \|\| Download paper	7
21	2007	PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers \|\| Download paper	6
22	2004	A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia . In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers \|\| Download paper	6
23	2009	Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:497-508. Full description at Econpapers \|\| Download paper	6
24	2000	Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers \|\| Download paper	6
25	2013	A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul . In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers \|\| Download paper	6
26	2000	Optimal portfolios for exponential LÃ©vy processes. (2000). Kallsen, Jan . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374. Full description at Econpapers \|\| Download paper	5
27	2011	Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. (2011). Wei, Gregor . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:1:p:31-54. Full description at Econpapers \|\| Download paper	5
28	2000	On quadratic hedging in continuous time. (2000). Pham, Huyen . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:315-339. Full description at Econpapers \|\| Download paper	5
29	1999	Some applications of impulse control in mathematical finance. (1999). Korn, Ralf . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers \|\| Download paper	5
30	1999	Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers \|\| Download paper	5
31	2007	An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334. Full description at Econpapers \|\| Download paper	5
32	1997	Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Computational Statistics. RePEc:spr:compst:v:46:y:1997:i:2:p:193-211. Full description at Econpapers \|\| Download paper	5
33	2014	From simple structure to sparse components: a review. (2014). Trendafilov, Nickolay . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:431-454. Full description at Econpapers \|\| Download paper	4
34	2013	An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers. (2013). Wang, Wan-Lun ; Tsung-I Lin, . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:751-769. Full description at Econpapers \|\| Download paper	4
35	2006	Principal component analysis on interval data. (2006). Lauro, Carlo ; Gioia, Federica. In: Computational Statistics. RePEc:spr:compst:v:21:y:2006:i:2:p:343-363. Full description at Econpapers \|\| Download paper	4
36	2010	Optimal dividend strategies in a dual model with capital injections. (2010). Dai, Hongshuai ; Liu, Zaiming ; Luan, Nana . In: Computational Statistics. RePEc:spr:compst:v:72:y:2010:i:1:p:129-143. Full description at Econpapers \|\| Download paper	4
37	2015	A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers \|\| Download paper	4
38	2000	Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers \|\| Download paper	4
39	2004	Do we detect and exploit mixed strategy play by opponents?. (2004). Shachat, Jason ; Swarthout, Todd J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:359-373. Full description at Econpapers \|\| Download paper	4
40	2009	The convergence of estimators based on heuristics: theory and application to a GARCH model. (2009). Winker, Peter ; Maringer, Dietmar . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:533-550. Full description at Econpapers \|\| Download paper	4
41	2013	Multivariate elliptically contoured stable distributions: theory and estimation. (2013). Nolan, John . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2067-2089. Full description at Econpapers \|\| Download paper	4
42	2012	A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches. (2012). Liquet, Benoit ; Saracco, Jerome . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:103-125. Full description at Econpapers \|\| Download paper	4
43	2012	Efficient solution of interval optimization problem. (2012). Bhurjee, A. ; Panda, G.. In: Computational Statistics. RePEc:spr:compst:v:76:y:2012:i:3:p:273-288. Full description at Econpapers \|\| Download paper	4
44	2009	Computationally efficient learning of multivariate t mixture models with missing information. (2009). Ho, Hsiu ; Tsung-I Lin, ; Shen, Pao . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:375-392. Full description at Econpapers \|\| Download paper	4
45	2011	Optimal spot market inventory strategies in the presence of cost and price risk. (2011). Yuen, M. ; Guo, X. ; Tomecek, P. ; Kaminsky, P.. In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:1:p:109-137. Full description at Econpapers \|\| Download paper	4
46	2013	Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. (2013). Muler, Nora ; Azcue, Pablo . In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:2:p:177-206. Full description at Econpapers \|\| Download paper	4
47	2012	Density estimation and comparison with a penalized mixture approach. (2012). Schellhase, Christian ; Kauermann, Goran . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:4:p:757-777. Full description at Econpapers \|\| Download paper	4
48	2013	Testing linearity in semi-parametric functional data analysis. (2013). Aneiros-Perez, German ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:413-434. Full description at Econpapers \|\| Download paper	4
49	1998	Optimality conditions for set-valued optimization problems. (1998). Chen, Guang Ya ; Jahn, Johannes . In: Computational Statistics. RePEc:spr:compst:v:48:y:1998:i:2:p:187-200. Full description at Econpapers \|\| Download paper	4
50	2000	Linear preselective policies for stochastic project scheduling. (2000). Stork, Frederik ; Mohring, Rolf H.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:3:p:501-515. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 33:

Year	Title
2015	Maximum 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. Full description at Econpapers \|\| Download paper
2015	Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model. (2015). Datta, Somnath ; Meira-Machado, Luis ; Ua-Alvarez, Jacobo . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:377-397. Full description at Econpapers \|\| Download paper
2015	Volatility behavior of visibility graph EMD financial time series from Ising interacting system. (2015). Zhang, BO ; Wang, Jun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:432:y:2015:i:c:p:301-314. Full description at Econpapers \|\| Download paper
2015	Low-rank retractions: a survey and new results. (2015). , ; Oseledets, I. In: Computational Optimization and Applications. RePEc:spr:coopap:v:62:y:2015:i:1:p:5-29. Full description at Econpapers \|\| Download paper
2015	Variable selection after screening: with or without data splitting?. (2015). Zhu, Xiaoyi ; Yang, Yuhong . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:1:p:191-203. Full description at Econpapers \|\| Download paper
2015	A note on using the HodrickâPrescott filter in electricity markets. (2015). Zator, MichaÅ ; Weron, RafaÅ. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:1-6. Full description at Econpapers \|\| Download paper
2015	Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. (2015). Meintanis, Simos G ; Taufer, Emanuele ; Ngatchou-Wandji, Joseph . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:171-192. Full description at Econpapers \|\| Download paper
2015	Comorbidity 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. Full description at Econpapers \|\| Download paper
2015	Efficient 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. Full description at Econpapers \|\| Download paper
2015	Partial 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. Full description at Econpapers \|\| Download paper
2015	Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015). (2015). Idrovo, Byron ; Aguirre, Byron Idrovo . In: MPRA Paper. RePEc:pra:mprapa:67387. Full description at Econpapers \|\| Download paper
2015	The semismooth Newton method for the solution of quasi-variational inequalities. (2015). Facchinei, Francisco ; Sagratella, Simone ; Karl, Sebastian ; Kanzow, Christian . In: Computational Optimization and Applications. RePEc:spr:coopap:v:62:y:2015:i:1:p:85-109. Full description at Econpapers \|\| Download paper
2015	Reduced $$k$$ k -means clustering with MCA in a low-dimensional space. (2015). Mitsuhiro, Masaki ; Yadohisa, Hiroshi . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:463-475. Full description at Econpapers \|\| Download paper
2015	Solving Dynamic Programming Problems on a Computational Grid. (2015). Judd, Kenneth ; Cai, Yongyang ; Thain, Greg ; Wright, Stephen . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:261-284. Full description at Econpapers \|\| Download paper
2015	Dynamic programming with Hermite approximation. (2015). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:3:p:245-267. Full description at Econpapers \|\| Download paper
2015	A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems. (2015). Steinbuks, Jevgenijs ; Judd, Kenneth ; Cai, Yongyang. In: NBER Working Papers. RePEc:nbr:nberwo:21590. Full description at Econpapers \|\| Download paper
2015	A bivariate risk model with mutual deficit coverage. (2015). Ivanovs, Jevgenijs ; Boxma, Onno . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:126-134. Full description at Econpapers \|\| Download paper
2015	Erratum to: The Generalized Linear Mixed Cluster-Weighted Model. (2015). Vittadini, Giorgio ; Minotti, Simona ; Punzo, Antonio . In: Journal of Classification. RePEc:spr:jclass:v:32:y:2015:i:2:p:327-355. Full description at Econpapers \|\| Download paper
2015	The Generalized Linear Mixed Cluster-Weighted Model. (2015). Vittadini, Giorgio ; Punzo, Antonio ; Minotti, Simona. In: Journal of Classification. RePEc:spr:jclass:v:32:y:2015:i:1:p:85-113. Full description at Econpapers \|\| Download paper
2015	A misspecification test for finite-mixture logistic models for clustered binary and ordered responses. (2015). Pigini, Claudia ; Bartolucci, Francesco ; Bacci, Silvia ; Silvia, Bacci ; Claudia, Pigini . In: MPRA Paper. RePEc:pra:mprapa:64220. Full description at Econpapers \|\| Download paper
2015	Specification of random effects in multilevel models: a review. (2015). Rampichini, Carla ; Grilli, Leonardo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:49:y:2015:i:3:p:967-976. Full description at Econpapers \|\| Download paper
2015	Detecting non-simultaneous changes in means of vectors. (2015). Jarukova, Daniela . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:4:p:681-700. Full description at Econpapers \|\| Download paper
2015	On the genetic algorithm with adaptive mutation rate and selected statistical applications. (2015). Pereira, Andre ; Andrade, Bernardo . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:1:p:131-150. Full description at Econpapers \|\| Download paper
2015	Dynamic portfolio optimization with transaction costs and state-dependent drift. (2015). Schenk-HoppÃÂ©, Klaus ; Wang, Huamao ; Poulsen, Rolf ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:243:y:2015:i:3:p:921-931. Full description at Econpapers \|\| Download paper
2015	A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers \|\| Download paper
2015	Pitman 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. Full description at Econpapers \|\| Download paper
2015	Optimal Dividend Strategies for Two Collaborating Insurance Companies. (2015). Albrecher, Hansjoerg ; Muler, Nora ; Azcue, Pablo . In: Papers. RePEc:arx:papers:1505.03980. Full description at Econpapers \|\| Download paper
2015	Optimal investmentâreinsurance strategy for meanâvariance insurers with square-root factor process. (2015). Zeng, Yan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:118-137. Full description at Econpapers \|\| Download paper
2015	Subadditivity of Value-at-Risk for Bernoulli random variables. (2015). McNeil, Alexander J. ; Hofert, Marius . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:79-88. Full description at Econpapers \|\| Download paper
2015	A robust factor analysis model using the restricted skew- $$t$$ t distribution. (2015). , ; Lee, Sharon ; McLachlan, Geoffrey ; Wu, Pal . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:3:p:510-531. Full description at Econpapers \|\| Download paper
2015	Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve. (2015). Park, Taesung ; Yu, Wenbao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:15-27. Full description at Econpapers \|\| Download paper
2015	ROC-based model estimation for forecasting large changes in demand. (2015). Schneider, Matthew J. ; Gorr, Wilpen L.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:253-262. Full description at Econpapers \|\| Download paper
2015	When are Static and Adjustable Robust Optimization with Constraint-Wise Uncertainty Equivalent?. (2015). Den Hertog, Dick ; Marandi, Ahmadreza . In: Discussion Paper. RePEc:tiu:tiucen:c901a041-6c9b-4233-9052-cd93ddcb42a8. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Editorial to the special issue on Applicable semiparametrics of computational statistics. (2015). Trueck, Stefan ; Okhrin, Ostap ; Truck, Stefan . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:641-646. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:178-190. Full description at Econpapers \|\| Download paper
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper
2014	Proceedings of Reisensburg 2011. (2014). Kestler, Hans ; Schmid, Matthias ; Binder, Harald . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:1:p:1-2. Full description at Econpapers \|\| Download paper
2014	The 2011 data Expo of the American Statistical Association. (2014). Cook, Dianne . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:1:p:117-119. Full description at Econpapers \|\| Download paper
2014	Sparse matrices in data analysis. (2014). Zou, Hui ; Trendafilov, Nickolay ; Kleinsteuber, Martin . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:403-405. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Simple Le Cam Optimal Inference for the Tail Weight of Multivariate Student t Distributions: Testing Procedures and Estimation. (2013). Neven, Anouk ; Ley, Christophe . In: Working Papers ECARES. RePEc:eca:wpaper:2013/143830. Full description at Econpapers \|\| Download paper
2013	Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732. Full description at Econpapers \|\| Download paper
2013	Asymptotic cumulants of ability estimators using fallible item parameters. (2013). Ogasawara, Haruhiko . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:144-162. Full description at Econpapers \|\| Download paper
2013	Introduction into the literature of cooperative game theory with special emphasis on dynamic games and the core. (2013). Szikora, Peter . In: Proceedings- 11th International Conference on Mangement, Enterprise and Benchmarking (MEB 2013). RePEc:pkk:meb013:273-280. Full description at Econpapers \|\| Download paper
2013	Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data. (2013). Cagnone, Silvia ; Bartolucci, Francesco. In: MPRA Paper. RePEc:pra:mprapa:51037. Full description at Econpapers \|\| Download paper
2013	Model-based clustering of high-dimensional data streams with online mixture of probabilistic PCA. (2013). Bellas, Anastasios ; Cottrell, Marie ; Lacaille, Jerome ; Bouveyron, Charles . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:7:y:2013:i:3:p:281-300. Full description at Econpapers \|\| Download paper
2013	Multinomial logit models with implicit variable selection. (2013). Zahid, Faisal ; Tutz, Gerhard . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:7:y:2013:i:4:p:393-416. Full description at Econpapers \|\| Download paper
2013	Transshipment games with identical newsvendors and cooperation costs. (2013). Hezarkhani, Behzad ; Kubiak, Wiesaw . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:78:y:2013:i:3:p:315-339. Full description at Econpapers \|\| Download paper
2013	Resource Allocation Problems with Concave Reward Functions. (2013). Borm, Peter ; Borm, P. E. M., ; Grundel, S. ; Hamers, H. J. M., ; Hamers,H. J. M., . In: Discussion Paper. RePEc:tiu:tiucen:b72ed3dc-ecc8-49d4-86af-d4598cb9ddfd. Full description at Econpapers \|\| Download paper
2013	Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Productivity Growth and Product Choice in Fisheries: the Case of the Alaskan Pollock Fishery Revisited. (2012). Felthoven, Ronald G. ; Torres, Marcelo de Oliveira, . In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124851. Full description at Econpapers \|\| Download paper
2012	A general control variate method for option pricing under LÃ©vy processes. (2012). Dinge, Kemal Diner ; Hormann, Wolfgang . In: European Journal of Operational Research. RePEc:eee:ejores:v:221:y:2012:i:2:p:368-377. Full description at Econpapers \|\| Download paper
2012	The socio-technical transition of distributed electricity storage into future networksâSystem value and stakeholder views. (2012). Pearson, Peter ; Contestabile, Marcello ; Cockerill, Timothy T. ; Grunewald, Philipp H. ; Pearson, Peter J. G., . In: Energy Policy. RePEc:eee:enepol:v:50:y:2012:i:c:p:449-457. Full description at Econpapers \|\| Download paper
2012	An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models. (2012). Battaglia, Francesco ; Protopapas, Mattheos . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:21:y:2012:i:3:p:315-334. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Computational Statistics / Springer	81
2	European Journal of Operational Research / Elsevier	69
3	Mathematical Methods of Operations Research / Springer	53
4	Computational Statistics & Data Analysis / Elsevier	39
5	Papers / arXiv.org	34
6	Insurance: Mathematics and Economics / Elsevier	31
7	Journal of Multivariate Analysis / Elsevier	22
8	Economics Series Working Papers / University of Oxford, Department of Economics	18
9	Journal of Global Optimization / Springer	17
10	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	15
11	International Journal of Forecasting / Elsevier	14

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.