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Statistics & Probability Letters / Elsevier


0.11

Impact Factor

0.11

5-Years IF

24

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.0114314330.02250215455389 (35.6%)0.04
19910.010.10.0116931250.022992582532374 (24.7%)10.010.04
19920.020.090.02189501110.02294312663110111 (37.8%)0.04
19930.010.110.01181682140.023113583716772 (23.2%)0.05
19940.010.120.01169851130.022913702797789 (30.6%)0.04
19950.060.20.0719810491000.13633502185160140 (38.6%)0.07
19960.090.230.0827113201270.14453673290669141 (31.7%)40.010.09
19970.070.260.0926815881700.1151946931100887156 (30.1%)40.010.09
19980.060.280.0520617941300.0744853931108756120 (26.8%)50.020.1
19990.080.320.0724920431860.0961047436111281152 (24.9%)80.030.13
20000.080.390.0924222852300.1546455361192108151 (27.7%)40.020.15
20010.120.390.125325382670.11643491581236128179 (27.8%)80.030.14
20020.120.40.1122627642580.09455495571218128119 (26.2%)70.030.17
20030.090.430.0923129952680.09497479451176105133 (26.8%)70.030.18
20040.080.480.1120131963210.1407457361201138116 (28.5%)90.040.19
20050.090.520.1219833943330.142243237115313396 (22.7%)90.050.2
20060.10.510.1225336474010.11390399391109132116 (29.7%)30.010.2
20070.10.440.1322838754300.1130545143110913980 (26.2%)30.010.17
20080.150.480.1947743526180.14759481721111210187 (24.6%)110.020.2
20090.130.490.1736747196860.15498705891357232160 (32.1%)160.040.19
20100.150.470.1527749966760.14441844123152322890 (20.4%)130.050.17
20110.140.490.1327652726140.1231264488160220393 (29.8%)70.030.19
20120.190.520.1830855807940.143775531051625296119 (31.6%)60.020.19
20130.190.580.1833259128440.14263584112170531288 (33.5%)100.030.2
20140.190.60.1724661588220.13178640120156026057 (32%)50.020.2
20150.160.610.1934965079360.1415157892143927664 (42.4%)140.040.19
20160.190.680.18279678610030.1594595115151127327 (28.7%)190.070.2
20170.130.720.1531270989200.133962883151423414 (35.9%)150.050.21
20180.110.940.1127373717890.112259163151817012 (54.5%)220.080.31
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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117
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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106
32001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

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89
41983Descriptive 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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60
51999Functional 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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59
61999Recursive 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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45
71986Convergence rates for partially splined models. (1986). Rice, John. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

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44
81989Maxima 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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42
91997Backward 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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41
101996On 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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40
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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40
122001Moments of skew-normal random vectors and their quadratic forms. (2001). , Lihe ; Liu, Xiangwei ; Genton, Marc G. ; He, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325.

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34
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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34
141998A 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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32
152001On 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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31
161990A 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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30
172005Estimating 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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29
182003Elliptical 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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27
191991Using 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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26
202008A 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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25
211998Change-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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25
222000A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161.

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24
231988On 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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24
242000Kernel-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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24
251997Sparse 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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24
261993Testing 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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23
271996Asymptotic 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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23
282012On 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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23
291991Testing 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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23
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.

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23
312001Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

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23
321993A 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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22
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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22
341983A 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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22
352007Multivariate 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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22
361994Expectiles 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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22
372008Testing 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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22
381992Density 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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22
391991A 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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22
402000The 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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22
411998Parameterizations 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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22
422008On 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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21
432008A 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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21
442014Variable 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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20
451992A 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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20
461996Unit 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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20
471995On 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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20
482004A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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20
491995On geometric ergodicity of nonlinear autoregressive models. (1995). Lee, Chanho ; Bhattacharya, Rabi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:22:y:1995:i:4:p:311-315.

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20
502005On diagnostics in symmetrical nonlinear models. (2005). Cysneiros, Francisco Jose A., ; Galea, Manuel ; Paula, Gilberto A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:4:p:459-467.

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20

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

30
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

23
32011Multivariate causality tests with simulation and application. (2011). Wong, Wing-Keung ; Zhang, Bingzhi ; Bai, Zhidong ; Li, Heng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1063-1071.

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13
42013Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Lahrouz, Aadil ; Omari, Lahcen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968.

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12
51999Functional 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.

Full description at Econpapers || Download paper

11
61988Estimating 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

11
72016Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40.

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11
82012On 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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10
92005Estimating 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.

Full description at Econpapers || Download paper

10
102001On 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

10
112011The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test. (2011). Wong, Wing-Keung ; Wang, Keyan ; Bai, Zhidong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1078-1085.

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8
121994Expectiles 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.

Full description at Econpapers || Download paper

7
131989Sharp inequalities between skewness and kurtosis. (1989). Szekely, Gabor J. ; Rohatgi, Vijay K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:8:y:1989:i:4:p:297-299.

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7
142001Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

Full description at Econpapers || Download paper

7
152008A note on the closed-form identification of regression models with a mismeasured binary regressor. (2008). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:12:p:1473-1479.

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7
162000A 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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6
171985A concept of negative dependence using stochastic ordering. (1985). Block, Henry W. ; Savits, Thomas H. ; Shaked, Moshe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:3:y:1985:i:2:p:81-86.

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6
181990The performance of kernel density functions in kernel distribution function estimation. (1990). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:2:p:129-132.

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6
192006Semi-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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6
202008A 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.

Full description at Econpapers || Download paper

6
212004A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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6
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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6
231998Parameterizations 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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5
241998A 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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5
252018On the role of statistics in the era of big data: A call for a debate. (2018). Secchi, Piercesare. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:10-14.

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5
261997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold . In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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5
272005Realistic variation of shock models. (2005). Gut, Allan ; Husler, Jurg . In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204.

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5
282007Multivariate 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.

Full description at Econpapers || Download paper

5
292009Precise 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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5
301997Backward 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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5
311984A note on L-estimates for linear models. (1984). Koenker, Roger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:2:y:1984:i:6:p:323-325.

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5
321988A finite mixture model for the clustering of mixed-mode data. (1988). Everitt, B. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:5:p:305-309.

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5
332009Stability in distribution of neutral stochastic differential delay equations with Markovian switching. (2009). Yuan, Chenggui ; Hou, Zhenting ; Bao, Jianhai . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:15:p:1663-1673.

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5
342002An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution. (2002). Karlis, Dimitris. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:1:p:43-52.

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5
352014Variable 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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5
361992Note on the spatial quantile of a random vector. (1992). Abdous, B. ; Theodorescu, R.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:4:p:333-336.

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4
372000Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions. (2000). VAN ES, BERT ; Mokveld, Philip J. ; Klaassen, Chris A. J., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:50:y:2000:i:2:p:131-135.

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4
381987Estimation 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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4
392003Elliptical 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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4
402003Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM. (2003). Biernacki, Christophe ; Chretien, Stephane . In: Statistics & Probability Letters. RePEc:eee:stapro:v:61:y:2003:i:4:p:373-382.

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4
412012Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility. (2012). Hwang, Kyo-Shin ; Su, Xiaonan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:10:p:1777-1785.

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4
422004Testing for parameter constancy in GARCH(p,q) models. (2004). Horvath, Lajos ; Berkes, Istvan ; Kokoszka, Piotr. In: Statistics & Probability Letters. RePEc:eee:stapro:v:70:y:2004:i:4:p:263-273.

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4
431990Full maximum likelihood analysis of structural equation models with polytomous variables. (1990). Bentler, P. M. ; Poon, Wai-Yin ; Lee, Sik-Yum . In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:1:p:91-97.

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4
441989Maxima 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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4
451991Rating systems based on paired comparison models. (1991). Joe, Harry. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:4:p:343-347.

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4
461998A 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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4
472008Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process. (2008). Mancini, Cecilia . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:7:p:869-879.

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4
481994Cramers estimate for Lévy processes. (1994). Bertoin, J. ; Doney, R. A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:21:y:1994:i:5:p:363-365.

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4
492007Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors. (2007). Zou, Guohua ; Wan, Alan ; Wu, Xiaoyong ; Wan, Alan T. K., ; Chen, Ti. In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:8:p:803-810.

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4
502006Sieves estimator of the operator of a functional autoregressive process. (2006). Bensmain, Nawel ; Mourid, Tahar . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:1:p:93-108.

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4

Citing documents used to compute impact factor 63:


YearTitle
2018New fat-tail normality test based on conditional second moments with applications to finance. (2018). Jelito, Damian ; Pitera, Marcin. In: Papers. RePEc:arx:papers:1811.05464.

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2018Some results on joint record events. (2018). Falk, M ; Padoan, S A ; Chokami, Khorrami A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:11-19.

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2018Reliability evaluation of unrepairable k-out-of-n: G systems with phased-mission requirements based on record values. (2018). Wang, Guan Jun ; Xing, Liudong ; Peng, Rui. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:178:y:2018:i:c:p:191-197.

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2018Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations. (2018). Barczy, Matyas ; Pap, Gyula ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Papers. RePEc:arx:papers:1711.02140.

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2018Numerical algorithm for time-fractional Sawada-Kotera equation and Ito equation with Bernstein polynomials. (2018). Wang, Jiao ; Xu, Tian-Zhou. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:338:y:2018:i:c:p:1-11.

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2018Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Working Papers. RePEc:umc:wpaper:1801.

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2018Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:143-166.

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2018On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. (2018). Rabehasaina, Landy ; Woo, Jae-Kyung. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:90:y:2018:i:3:d:10.1007_s11134-018-9583-0.

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2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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2018An extension of Feller’s strong law of large numbers. (2018). Liang, Han-Ying ; Rosalsky, Andrew. In: Statistics & Probability Letters. RePEc:eee:stapro:v:132:y:2018:i:c:p:83-90.

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2018Comment on “Sum of squares of uniform random variables” by I. Weissman. (2018). Forrester, Peter J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:142:y:2018:i:c:p:118-122.

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2018Scale and shape mixtures of multivariate skew-normal distributions. (2018). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Ferreira, Clecio S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:98-110.

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2018On the large deviation principle for maximum likelihood estimator of α-Brownian bridge. (2018). Zhao, Shoujiang ; Chen, Ting ; Liu, Qiaojing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:143-150.

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2018Large deviations of time-averaged statistics for Gaussian processes. (2018). Gajda, J ; Sikora, G ; Chechkin, A V ; Kantz, H ; Wyomaska, A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:143:y:2018:i:c:p:47-55.

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2018On dimension reduction models for functional data. (2018). Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:134-138.

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2018Interval estimation of $$P(X. (2018). Mahdizadeh, M ; Zamanzade, Ehsan. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-018-0795-x.

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2018Stochastic orders and co-risk measures under positive dependence. (2018). Sordo, M A ; Suarez-Llorens, A ; Bello, A J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:105-113.

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2018Remarks for the singular multivariate skew-normal distribution and its quadratic forms. (2018). Li, Baokun ; Wang, Tonghui ; Tian, Weizhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:105-112.

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2018Demonstration of exponential random graph models in tourism studies: Is tourism a means of global peace or the bottom line?. (2018). Khalilzadeh, Jalayer. In: Annals of Tourism Research. RePEc:eee:anture:v:69:y:2018:i:c:p:31-41.

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2018Testing equivalence to families of multinomial distributions with application to the independence model. (2018). Ostrovski, Vladimir. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:61-66.

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2018Banach Contraction Principle and ruin probabilities in regime-switching models. (2018). Gajek, Lesaw ; Rud, Marcin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:45-53.

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2018The residual extropy of order statistics. (2018). Qiu, Guoxin ; Jia, Kai. In: Statistics & Probability Letters. RePEc:eee:stapro:v:133:y:2018:i:c:p:15-22.

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2018Extropy estimators with applications in testing uniformity. (2018). Qiu, Guoxin ; Jia, Kai. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:182-196.

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2018Choice of optimal second stage designs in two-stage experiments. (2018). Elsawah, A M. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0778-3.

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2018On success runs in a sequence of dependent trials with a change point. (2018). Eryilmaz, Serkan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:132:y:2018:i:c:p:91-98.

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2018The continuous-time triangular Pólya process. (2018). Chen, Chen ; Mahmoud, Hosam. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:2:d:10.1007_s10463-016-0594-5.

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2018Optimal allocation of active redundancies in weighted k-out-of-n systems. (2018). Zhang, Yiying . In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:110-117.

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2018Strong laws of large numbers for pairwise quadrant dependent random variables. (2018). da Silva, Joo Lita. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:349-358.

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2018Explosion in the quasi-Gaussian HJM model. (2018). Pirjol, Dan ; Zhu, Lingjiong. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0367-5.

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2018Scale and shape mixtures of multivariate skew-normal distributions. (2018). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Ferreira, Clecio S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:98-110.

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2018Performance of global random search algorithms for large dimensions. (2018). Pepelyshev, Andrey ; Ilinskas, Antanas ; Zhigljavsky, Anatoly. In: Journal of Global Optimization. RePEc:spr:jglopt:v:71:y:2018:i:1:d:10.1007_s10898-017-0535-8.

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2018Extremes of q-Ornstein–Uhlenbeck processes. (2018). Wang, Yizao. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:9:p:2979-3005.

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2018Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index. (2018). Horta, Eduardo ; Ziegelmann, Flavio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:75-88.

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2018Conjugate processes: Theory and application to risk forecasting. (2018). Horta, Eduardo ; Ziegelmann, Flavio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:3:p:727-755.

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2018Time-varying tandem queues with blocking: modeling, analysis, and operational insights via fluid models with reflection. (2018). Zychlinski, Noa ; Momilovi, Petar ; Mandelbaum, Avishai. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:89:y:2018:i:1:d:10.1007_s11134-018-9578-x.

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2018Continuous inventory control with stochastic and non-stationary Markovian demand. (2018). Nasr, Walid W ; Elshar, Ibrahim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:198-217.

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2018Ordering properties of the smallest order statistics from generalized Birnbaum–Saunders models with associated random shocks. (2018). Fang, Longxiang ; Balakrishnan, N. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:1:d:10.1007_s00184-017-0632-1.

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2018Weak and one-sided strong laws for random variables with infinite mean. (2018). Adler, Andre ; Pakes, Anthony G. In: Statistics & Probability Letters. RePEc:eee:stapro:v:142:y:2018:i:c:p:8-16.

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2018Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure. (2018). He, Yong ; Zhang, Liwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:132-150.

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2018Robust Forecast Aggregation. (2018). Areili, Itai ; Smorodinsky, Rann ; Babichenko, Yakov. In: Papers. RePEc:arx:papers:1710.02838.

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2018A dynamic Markov regime-switching GARCH model and its cumulative impulse response function. (2018). Kim, Yujin ; Hwang, Eunju. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:20-30.

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2018Evaluating the effects of a targeted home visiting program on maternal and child health outcomes. (2018). Sandner, Malte ; Herrmann, Peggy ; Jungmann, Tanja ; Cornelissen, Thomas. In: Journal of Health Economics. RePEc:eee:jhecon:v:58:y:2018:i:c:p:269-283.

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2018Evaluation of the Reggio approach to early education. (2018). Heckman, James ; Del Boca, Daniela ; Biroli, Pietro ; Pronzato, Chiara D ; Moktan, Sidharth ; Kuperman, Sylvi ; Kyung, YU ; Ziff, Anna L. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:1-32.

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2018Voting behavior and the terrestrial digital divide. (2018). Belloc, Marianna. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:14-17.

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2018Early Stimulation and Nutrition: The Impacts of a Scalable Intervention. (2018). Meghir, Costas ; Rubio-Codina, Marta ; Pineda, Diana ; Bernal, Raquel ; Baker-Henningham, Helen ; Attanasio, Orazio. In: DOCUMENTOS CEDE. RePEc:col:000089:016618.

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2018Growing Together: Assessing Equity and Efficiency in an Early-Life Health Program in Chile. (2018). Clarke, Damian ; Sepulveda, Diego Vergara ; Mendez, Gustavo Cortes. In: IZA Discussion Papers. RePEc:iza:izadps:dp11847.

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2018Early Stimulation and Nutrition: The Impacts of a Scalable Intervention. (2018). Meghir, Costas ; Rubio-Codina, Marta ; Pineda, Diana ; Bernal, Raquel ; Baker-Henningham, Helen ; Attanasio, Orazio P. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2145.

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2018Early Stimulation and Nutrition: The Impacts of a Scalable Intervention. (2018). Meghir, Costas ; Rubio-Codina, Marta ; Pineda, Diana ; Bernal, Raquel ; Baker-Henningham, Helen ; Attanasio, Orazio. In: Working Papers. RePEc:hka:wpaper:2018-073.

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2018Gender differences in the benefits of an influential early childhood program. (2018). Garcia, Jorge Luis ; Ziff, Anna L ; Heckman, James J. In: European Economic Review. RePEc:eee:eecrev:v:109:y:2018:i:c:p:9-22.

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2018Extreme value statistics for censored data with heavy tails under competing risks. (2018). Worms, Julien. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:7:d:10.1007_s00184-018-0662-3.

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2018A clustering approach and a rule of thumb for risk aggregation. (2018). Marta, F ; Puccetti, Giovanni ; Giammusso, Davide. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:236-248.

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2018Remarks for the singular multivariate skew-normal distribution and its quadratic forms. (2018). Li, Baokun ; Wang, Tonghui ; Tian, Weizhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:105-112.

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2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

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2018Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. (2018). Beirlant, J ; Verster, A ; Maribe, G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:114-122.

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2018An EM algorithm for the destructive COM-Poisson regression cure rate model. (2018). Pal, Suvra ; Balakrishnan, N ; Majakwara, Jacob. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:2:d:10.1007_s00184-017-0638-8.

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2018A review of more than one hundred Pareto-tail index estimators. (2018). Fedotenkov, Igor. In: MPRA Paper. RePEc:pra:mprapa:90072.

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2018Reliability analysis of multi-state system with three-state components and its application to wind energy. (2018). Eryilmaz, Serkan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:172:y:2018:i:c:p:58-63.

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2018An elementary analysis of the probability that a binomial random variable exceeds its expectation. (2018). Doerr, Benjamin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:67-74.

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2018Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization. (2018). Nikitin, Yakov ; Yu, YA. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0673-0.

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2018Generalized skew-elliptical distributions are closed under affine transformations. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:134:y:2018:i:c:p:1-4.

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2018Quantile-based cumulative inaccuracy measures. (2018). Kayal, Suchandan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:329-344.

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2018Subsampling based inference for U statistics under thick tails using self-normalization. (2018). Chen, Willa W ; Deo, Rohit S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:95-103.

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2018A random walk on the profinite completion of a finitely generated group. (2018). Cruz-Lopez, Manuel ; Estala-Arias, Samuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:143:y:2018:i:c:p:7-16.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Nonparametric Bayesian volatility estimation. (2018). Gugushvili, Shota ; Spreij, Peter ; Schauer, Moritz ; van der Meulen, Frank . In: Papers. RePEc:arx:papers:1801.09956.

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2018Option Pricing in a Regime Switching Jump Diffusion Model. (2018). Goswami, Anindya ; Manjarekar, Omkar. In: Papers. RePEc:arx:papers:1811.11379.

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2018Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process. (2018). Sabzikar, Farzad ; PEter, ; Wang, Qiying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2131.

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2018The joint distribution of the sum and maximum of dependent Pareto risks. (2018). Arendarczyk, Marek ; Panorska, Anna K ; Kozubowski, Tomasz J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:136-156.

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2018Reliability evaluation of circular k-out-of-n: G balanced systems through minimal path sets. (2018). Endharta, Alfonsus Julanto ; Ko, Young Myoung ; Yun, Won Young. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:180:y:2018:i:c:p:226-236.

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2018Quality of life, big data and the power of statistics. (2018). Gupta, Shivam ; Pebesma, Edzer ; Degbelo, Auriol ; Mateu, Jorge. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:101-104.

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2018Big data and public policies: Opportunities and challenges. (2018). Azzone, Giovanni. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:116-120.

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2018How do statisticians analyse big data—Our story. (2018). Shi, Jian Qing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:130-133.

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2018When small data beats big data. (2018). Faraway, Julian J ; Augustin, Nicole H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:142-145.

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2018Data learning from big data. (2018). Torrecilla, Jose L ; Romo, Juan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:15-19.

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2018Big questions, informative data, excellent science. (2018). Bowman, Adrian W. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:34-36.

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2018Statistics for big data: A perspective. (2018). Buhlmann, Peter ; van De, Sara . In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:37-41.

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2018Statistical science in the world of big data. (2018). Reid, Nancy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:42-45.

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2018The future of statistics and data science. (2018). Olhede, Sofia C ; Wolfe, Patrick J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:46-50.

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2018On the role of statistics in the era of big data: A computer science perspective. (2018). Ceri, Stefano. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:68-72.

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2018Nonparametric recursive method for kernel-type function estimators for spatial data. (2018). Bouzebda, Salim ; Slaoui, Yousri. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:103-114.

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2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

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2018Towards a Topological Representation of Risks and Their Measures. (2018). Shushi, Tomer. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:134-:d:183882.

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2018Air Quality Monitoring Network Design Optimisation for Robust Land Use Regression Models. (2018). Gupta, Shivam ; Degbelo, Auriol ; Mateu, Jorge ; Pebesma, Edzer. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1442-:d:144778.

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2018A Multistage Distribution-Generation Planning Model for Clean Power Generation under Multiple Uncertainties—A Case Study of Urumqi, China. (2018). Wang, Shen ; Fan, Yurui ; Huang, Guohe. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3263-:d:169433.

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2018Ergodicity conditions for a double mixed Poisson autoregression. (2018). Aknouche, Abdelhakim ; Demouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:88843.

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2018Rejoinder on: Some recent work on multivariate Gaussian Markov random fields. (2018). MacNab, Ying C. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-018-0608-0.

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Recent citations received in 2017

YearCiting document
2017Conditional-Mean Hedging Under Transaction Costs in Gaussian Models. (2017). Sottinen, Tommi ; Viitasaari, Lauri. In: Papers. RePEc:arx:papers:1708.03242.

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2017Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658.

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2017Equilibrium distributions and discrete Schur-constant models. (2017). Castaner, Anna ; Claramunt, Merce M. In: Papers. RePEc:arx:papers:1709.09955.

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2017A Theorem at the Core of Colliding Bias. (2017). Doron, Shahar ; Eyal, Shahar . In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:11:n:7.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2017Finite time Parisian ruin of an integrated Gaussian risk model. (2017). Peng, Xiaofan ; Luo, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:22-29.

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2017Multiplying a Gaussian matrix by a Gaussian vector. (2017). Mattei, Pierre-Alexandre . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:67-70.

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2017Asymptotic normality of one-step M-estimators based on non-identically distributed observations. (2017). Yu, Yuliana . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:216-221.

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2017Fractional smoothness of derivative of self-intersection local times. (2017). Shi, Qun ; Yu, Xianye . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:241-251.

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2017Hedging in fractional Black–Scholes model with transaction costs. (2017). Shokrollahi, Foad ; Sottinen, Tommi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:130:y:2017:i:c:p:85-91.

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2017Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. (2017). Anastasiou, Andreas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83635.

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2017BAYESIAN ESTIMATION OF MEASLES VACCINATION COVERAGE UNDER RANKED SET SAMPLING. (2017). Das, Radhakanta ; Nath, Dilip C ; Verma, Vivek. In: Statistics in Transition New Series. RePEc:exl:29stat:v:18:y:2017:i:4:p:589-608.

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2017Optional Defaultable Markets. (2017). Abdelghani, Mohamed N ; Melnikov, Alexander V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:56-:d:115997.

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2017Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67.

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2017BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM. (2017). Deng, Pingjin ; Li, Xiufang. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s021902491750042x.

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Recent citations received in 2016

YearCiting document
2016HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf.

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2016Multiple-Output Quantile Regression. (2016). Hallin, Marc ; Iman, Miroslav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/224753.

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2016The impact of universal prekindergarten on family behavior and child outcomes. (2016). Andresen, Martin ; Chor, Elise ; Kalil, Ariel. In: Economics of Education Review. RePEc:eee:ecoedu:v:55:y:2016:i:c:p:168-181.

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2016Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property. (2016). Piliszek, Agnieszka ; Wesoowski, Jacek . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:15-27.

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2016Role of spatial analysis technology in power system industry: An overview. (2016). Al-Ramadan, Baqer ; Rahman, Syed Masiur ; Shafiullah, MD ; Golam, MD. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:66:y:2016:i:c:p:584-595.

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2016Conditional independence and conditioned limit laws. (2016). Papastathopoulos, Ioannis . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:1-4.

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2016Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas. (2016). McLachlan, Geoffrey J ; Lee, Sharon X. In: Statistics & Probability Letters. RePEc:eee:stapro:v:116:y:2016:i:c:p:1-5.

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2016Covariate adjustment in randomization-based causal inference for 2K factorial designs. (2016). Lu, Jiannan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:11-20.

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2016Kernel estimation of the tail index of a right-truncated Pareto-type distribution. (2016). Benchaira, Souad ; Necir, Abdelhakim ; Meraghni, Djamel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:186-193.

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2016Simulation of Gamma records. (2016). Stepanov, A ; Pakhteev, A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:204-212.

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2016Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction. (2016). Matsuda, Takeru ; Strawderman, William E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:21-29.

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2016Automatic variable selection for varying coefficient models with longitudinal data. (2016). Tian, Ruiqin ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:84-90.

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2016Operation Optimization of Steam Accumulators as Thermal Energy Storage and Buffer Units. (2016). Sun, Wen Qiang ; Wang, Yanhui ; Hong, Yuhao . In: Energies. RePEc:gam:jeners:v:10:y:2016:i:1:p:17-:d:86053.

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2016The Life-cycle Benefits of an Influential Early Childhood Program. (2016). Prados, María José ; Heckman, James ; Garcia, Jorge Luis ; Leaf, Duncan Ermini . In: Working Papers. RePEc:hka:wpaper:2016-035.

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2016Stochastic Comparison of Parallel Systems with Finite Range Distributed Components. (2016). Chowdhury, Shovan ; Kundu, Amarjit . In: Working papers. RePEc:iik:wpaper:201.

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2016Type I Censored Acceptance Sampling Plan for the Generalized Weibull Model. (2016). Chowdhury, Shovan . In: Working papers. RePEc:iik:wpaper:208.

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2016Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9.

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2016Quantification of relative ageing in discrete time. (2016). Sankaran, P G ; Ramesh, Nidhi P ; Nair, Unnikrishnan N. In: METRON. RePEc:spr:metron:v:74:y:2016:i:3:d:10.1007_s40300-016-0097-4.

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2016Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function. (2016). Meintanis, Simos G ; Santana, Leonard ; Allison, James . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:4:d:10.1007_s00362-016-0760-0.

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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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2015Game of Singular Stochastic Control and Strategic Exit. (2015). Kwon, Dharma H ; Zhang, Hongzhong. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:40:y:2015:i:4:p:869-887.

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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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