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

Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
25
Impact Factor
0.12
5 Years IF
0.11
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0.02 0 143 143 253 3 3 215 455 2 0 0 0.04
1991 0.01 0.1 0.02 0.01 169 312 299 5 8 258 2 532 3 0 1 0.01 0.04
1992 0.02 0.09 0.02 0.01 189 501 298 11 19 312 6 631 9 0 0 0.04
1993 0.01 0.11 0.02 0.01 181 682 316 14 33 358 3 716 5 0 0 0.05
1994 0.01 0.11 0.02 0.01 169 851 300 13 46 370 2 797 6 0 0 0.04
1995 0.06 0.19 0.1 0.06 198 1049 371 98 146 350 21 851 54 55 56.1 0 0.07
1996 0.09 0.22 0.1 0.07 271 1320 448 127 273 367 32 906 60 95 74.8 4 0.01 0.09
1997 0.06 0.26 0.11 0.07 268 1588 537 168 443 469 30 1008 72 75 44.6 4 0.01 0.09
1998 0.06 0.27 0.07 0.05 206 1794 464 130 573 539 31 1087 52 73 56.2 5 0.02 0.1
1999 0.08 0.31 0.09 0.06 249 2043 623 184 758 474 36 1112 68 86 46.7 8 0.03 0.13
2000 0.08 0.38 0.1 0.08 242 2285 562 228 988 455 36 1192 96 105 46.1 4 0.02 0.15
2001 0.11 0.39 0.1 0.09 253 2538 662 265 1254 491 54 1236 109 133 50.2 8 0.03 0.14
2002 0.11 0.4 0.09 0.1 226 2764 477 257 1511 495 54 1218 118 98 38.1 8 0.04 0.17
2003 0.09 0.42 0.09 0.08 231 2995 506 267 1780 479 45 1176 98 82 30.7 7 0.03 0.18
2004 0.08 0.47 0.1 0.11 201 3196 414 325 2105 457 35 1201 130 107 32.9 10 0.05 0.19
2005 0.08 0.51 0.1 0.1 198 3394 431 336 2441 432 36 1153 115 96 28.6 9 0.05 0.2
2006 0.1 0.5 0.11 0.11 253 3647 404 401 2843 399 38 1109 123 125 31.2 5 0.02 0.2
2007 0.09 0.44 0.11 0.11 228 3875 317 429 3274 451 40 1109 121 122 28.4 3 0.01 0.17
2008 0.14 0.47 0.14 0.17 477 4352 787 621 3895 481 69 1111 188 252 40.6 11 0.02 0.19
2009 0.12 0.49 0.15 0.15 367 4719 523 685 4580 705 86 1357 204 228 33.3 16 0.04 0.19
2010 0.14 0.46 0.14 0.13 277 4996 470 677 5257 844 114 1523 203 188 27.8 13 0.05 0.16
2011 0.13 0.48 0.12 0.11 276 5272 334 610 5870 644 83 1602 175 160 26.2 7 0.03 0.19
2012 0.18 0.51 0.14 0.16 308 5580 402 796 6666 553 101 1625 256 217 27.3 6 0.02 0.19
2013 0.19 0.58 0.14 0.15 332 5912 297 846 7512 584 109 1705 262 218 25.8 10 0.03 0.2
2014 0.18 0.58 0.13 0.15 246 6158 203 828 8340 640 114 1560 230 131 15.8 5 0.02 0.19
2015 0.16 0.59 0.14 0.17 349 6507 171 937 9277 578 90 1439 249 246 26.3 16 0.05 0.19
2016 0.19 0.64 0.15 0.16 279 6786 131 1007 10284 595 114 1511 238 186 18.5 19 0.07 0.19
2017 0.13 0.66 0.13 0.14 312 7098 57 917 11201 628 80 1514 215 184 20.1 15 0.05 0.2
2018 0.12 0.89 0.12 0.11 273 7371 45 855 12056 591 71 1518 167 176 20.6 48 0.18 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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.

Full description at Econpapers || Download paper

123
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.

Full description at Econpapers || Download paper

113
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.

Full description at Econpapers || Download paper

91
41999Functional 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

68
51983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

Full description at Econpapers || Download paper

62
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.

Full description at Econpapers || Download paper

45
72006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

Full description at Econpapers || Download paper

45
81986Convergence rates for partially splined models. (1986). Rice, John. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

Full description at Econpapers || Download paper

44
91989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

Full description at Econpapers || Download paper

43
101997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

Full description at Econpapers || Download paper

41
111996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

Full description at Econpapers || Download paper

40
121998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

34
142001Moments 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.

Full description at Econpapers || Download paper

34
151990A 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.

Full description at Econpapers || Download paper

31
162001On 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

31
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

28
192008A 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

27
202012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

Full description at Econpapers || Download paper

26
211991Using 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.

Full description at Econpapers || Download paper

26
222016Efficient 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.

Full description at Econpapers || Download paper

26
231998Change-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.

Full description at Econpapers || Download paper

26
241994Expectiles 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

26
251997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

Full description at Econpapers || Download paper

25
262001Identifiability 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

25
272000A 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.

Full description at Econpapers || Download paper

25
281988On 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.

Full description at Econpapers || Download paper

24
292000Kernel-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.

Full description at Econpapers || Download paper

24
302007Multivariate 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

24
311992Density 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.

Full description at Econpapers || Download paper

24
321991Testing 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.

Full description at Econpapers || Download paper

23
331998Parameterizations 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.

Full description at Econpapers || Download paper

23
342014Variable 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.

Full description at Econpapers || Download paper

23
351999Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409.

Full description at Econpapers || Download paper

23
361993Testing 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.

Full description at Econpapers || Download paper

23
371983A 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.

Full description at Econpapers || Download paper

23
381996Asymptotic 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.

Full description at Econpapers || Download paper

23
392000The 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.

Full description at Econpapers || Download paper

22
402008Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306.

Full description at Econpapers || Download paper

22
411995On 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.

Full description at Econpapers || Download paper

22
421993A 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.

Full description at Econpapers || Download paper

22
432008On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

Full description at Econpapers || Download paper

21
441991A 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.

Full description at Econpapers || Download paper

21
452008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

Full description at Econpapers || Download paper

21
462002An 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.

Full description at Econpapers || Download paper

21
472006Empirical likelihood for semiparametric varying-coefficient partially linear regression models. (2006). You, Jinhong ; Zhou, Yong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:4:p:412-422.

Full description at Econpapers || Download paper

21
482013Extinction 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.

Full description at Econpapers || Download paper

21
492010A note on bootstrap approximations for the empirical copula process. (2010). Bucher, Axel ; Dette, Holger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932.

Full description at Econpapers || Download paper

20
501998A 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.

Full description at Econpapers || Download paper

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

38
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

25
32016Efficient 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.

Full description at Econpapers || Download paper

24
41999Functional 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

18
51988Estimating 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

16
62011Multivariate 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.

Full description at Econpapers || Download paper

16
72013Extinction 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.

Full description at Econpapers || Download paper

16
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.

Full description at Econpapers || Download paper

13
91994Expectiles 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

11
102006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

Full description at Econpapers || Download paper

11
112001On 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
122005Estimating 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
132001Identifiability 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

9
142008A 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.

Full description at Econpapers || Download paper

9
152002An 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.

Full description at Econpapers || Download paper

9
162011The 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.

Full description at Econpapers || Download paper

8
172013Uniform 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.

Full description at Econpapers || Download paper

8
182008A 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

8
192014Variable 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.

Full description at Econpapers || Download paper

8
202000A 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.

Full description at Econpapers || Download paper

8
211989Sharp 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.

Full description at Econpapers || Download paper

7
221997Studentized 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.

Full description at Econpapers || Download paper

7
231998A 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.

Full description at Econpapers || Download paper

7
241985A 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.

Full description at Econpapers || Download paper

6
251984A 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.

Full description at Econpapers || Download paper

6
261998Parameterizations 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.

Full description at Econpapers || Download paper

6
272009Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process. (2009). Nagakura, Daisuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:24:p:2476-2483.

Full description at Econpapers || Download paper

6
281990The 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.

Full description at Econpapers || Download paper

6
291998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

Full description at Econpapers || Download paper

6
302007Multivariate 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

6
312013Skewness and the linear discriminant function. (2013). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:1:p:93-99.

Full description at Econpapers || Download paper

6
322004A 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.

Full description at Econpapers || Download paper

6
332010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Nualart, David ; Hu, Yaozhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

Full description at Econpapers || Download paper

5
341989Maxima 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.

Full description at Econpapers || Download paper

5
351992Density 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.

Full description at Econpapers || Download paper

5
362008On the shapes of bilateral Gamma densities. (2008). Tappe, Stefan ; Kuchler, Uwe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:15:p:2478-2484.

Full description at Econpapers || Download paper

5
372018On 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.

Full description at Econpapers || Download paper

5
381988A 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.

Full description at Econpapers || Download paper

5
392000An Edgeworth expansion for the m out of n bootstrapped median. (2000). Sakov, Anat ; Bickel, Peter J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:3:p:217-223.

Full description at Econpapers || Download paper

5
402009Stability 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.

Full description at Econpapers || Download paper

5
412010A note on bootstrap approximations for the empirical copula process. (2010). Bucher, Axel ; Dette, Holger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932.

Full description at Econpapers || Download paper

5
422013Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process. (2013). Alfonsi, Aurelien. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:2:p:602-607.

Full description at Econpapers || Download paper

5
432009Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises. (2009). Long, Hongwei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:19:p:2076-2085.

Full description at Econpapers || Download paper

5
442018On 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.

Full description at Econpapers || Download paper

5
451997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

Full description at Econpapers || Download paper

5
461983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

Full description at Econpapers || Download paper

5
471997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

Full description at Econpapers || Download paper

5
482009Precise 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.

Full description at Econpapers || Download paper

5
492006Empirical likelihood for semiparametric varying-coefficient partially linear regression models. (2006). You, Jinhong ; Zhou, Yong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:4:p:412-422.

Full description at Econpapers || Download paper

5
502018The role of statistics in data-centric engineering. (2018). Lau, Din-Houn F ; Butler, Liam J ; Girolami, Mark A ; Adams, Niall M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:58-62.

Full description at Econpapers || Download paper

5
Citing documents used to compute impact factor: 71
YearTitle
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Can behavioral tools improve online student outcomes? Experimental evidence from a massive open online course. (2018). Patterson, Richard W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:293-321.

Full description at Econpapers || Download paper

2018The mixed vs the integrated approach to style investing: Much ado about nothing?. (2018). Leippold, Markus ; Rueegg, Roger. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:829-855.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Tail estimates for exponential functionals and applications to SDEs. (2018). Nguyen, Tien Dung. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:12:p:4154-4170.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Strong approximations for the p-fold integrated empirical process with applications to statistical tests. (2018). Alvarez-Andrade, Sergio ; Lachal, Aime ; Bouzebda, Salim. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:4:d:10.1007_s11749-017-0572-0.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Wavelet regression estimations with strong mixing data. (2018). Kou, Junke ; Liu, Youming. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-018-00430-0.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Semiparametric Bayes Multiple Imputation for Regression Models with Missing Mixed Continuous-Discrete Covariates. (2018). Kato, Ryo ; Hoshino, Takahiro. In: Discussion Paper Series. RePEc:kob:dpaper:dp2018-15.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Testing Composite Hypothesis Based on the Density Power Divergence. (2018). Basu, A ; Pardo, L ; Martin, N ; Mandal, A. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-017-0143-0.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios. (2018). Nadeb, Hossein ; Dolati, Ali ; Torabi, Hamzeh. In: Papers. RePEc:arx:papers:1812.06166.

Full description at Econpapers || Download paper

2018Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios. (2018). Nadeb, Hossein ; Dolati, Ali ; Torabi, Hamzeh. In: Papers. RePEc:arx:papers:1812.08343.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models. (2018). Yang, Fengkai. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9704-6.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY. (2018). Gapeev, Pavel V ; Dubois, Mathieu ; Brockhaus, Oliver. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:01:n:s0219024918500012.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS. (2018). Sottinen, Tommi ; Viitasaari, Lauri. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:02:n:s0219024918500152.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2018

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Invariance principles for tempered fractionally integrated processes. (2018). Sabzikar, Farzad ; Surgailis, Donatas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:10:p:3419-3438.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper