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Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
21
Impact Factor
0.16
5 Years IF
0.24
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 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.04
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.07
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1997 0 0.26 0.04 0 55 55 129 2 2 0 0 0 2 0.04 0.09
1998 0.09 0.27 0.05 0.09 55 110 102 5 7 55 5 55 5 2 40 0 0.1
1999 0.02 0.31 0.02 0.02 59 169 182 3 10 110 2 110 2 0 0 0.13
2000 0.06 0.38 0.05 0.05 55 224 285 11 21 114 7 169 8 0 2 0.04 0.15
2001 0.04 0.39 0.05 0.04 48 272 87 14 35 114 5 224 10 0 3 0.06 0.14
2002 0.04 0.4 0.05 0.04 15 287 19 14 49 103 4 272 10 0 0 0.17
2003 0.06 0.42 0.08 0.09 101 388 182 29 79 63 4 232 21 0 2 0.02 0.18
2004 0.03 0.47 0.05 0.05 86 474 185 22 101 116 3 278 13 0 0 0.19
2005 0.04 0.51 0.07 0.07 65 539 129 36 137 187 8 305 20 2 5.6 0 0.2
2006 0.09 0.5 0.14 0.13 106 645 220 87 228 151 14 315 41 18 20.7 1 0.01 0.2
2007 0.14 0.44 0.16 0.14 116 761 376 121 353 171 24 373 52 18 14.9 2 0.02 0.17
2008 0.1 0.47 0.16 0.13 96 857 367 133 487 222 22 474 62 7 5.3 15 0.16 0.19
2009 0.13 0.49 0.15 0.15 111 968 190 147 635 212 28 469 69 19 12.9 8 0.07 0.19
2010 0.2 0.46 0.17 0.2 88 1056 178 181 816 207 42 494 98 22 12.2 6 0.07 0.16
2011 0.15 0.48 0.17 0.21 83 1139 174 191 1007 199 30 517 106 22 11.5 9 0.11 0.19
2012 0.13 0.51 0.17 0.18 78 1217 152 202 1211 171 23 494 90 9 4.5 4 0.05 0.19
2013 0.19 0.58 0.2 0.24 164 1381 253 280 1491 161 31 456 111 34 12.1 11 0.07 0.2
2014 0.2 0.58 0.24 0.22 94 1475 66 350 1842 242 48 524 115 38 10.9 20 0.21 0.19
2015 0.16 0.59 0.24 0.23 61 1536 100 375 2217 258 41 507 119 36 9.6 11 0.18 0.19
2016 0.3 0.64 0.28 0.3 76 1612 35 458 2675 155 46 480 145 21 4.6 3 0.04 0.19
2017 0.27 0.66 0.24 0.26 76 1688 13 410 3085 137 37 473 124 11 2.7 2 0.03 0.2
2018 0.16 0.89 0.21 0.24 80 1768 2 371 3456 152 24 471 111 18 4.9 4 0.05 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
12008Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335.

Full description at Econpapers || Download paper

135
22008Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339.

Full description at Econpapers || Download paper

121
31997A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435.

Full description at Econpapers || Download paper

62
42013Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580.

Full description at Econpapers || Download paper

54
52007Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496.

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45
62000The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236.

Full description at Econpapers || Download paper

40
72000Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42.

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33
82008Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms. (2008). Trenkler, Carsten. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:19-39.

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33
92009Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa. In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473.

Full description at Econpapers || Download paper

31
102008Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205.

Full description at Econpapers || Download paper

26
112015Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, Rafał ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803.

Full description at Econpapers || Download paper

25
122010Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399.

Full description at Econpapers || Download paper

24
132007Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167.

Full description at Econpapers || Download paper

24
142007Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369.

Full description at Econpapers || Download paper

24
152011maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458.

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24
162004Do we detect and exploit mixed strategy play by opponents?. (2004). Shachat, Jason ; Swarthout, Todd J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:359-373.

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23
171999Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518.

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23
182006Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186.

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22
192008Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42.

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22
202011Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310.

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22
212007On stochastic games in economics. (2007). Nowak, Andrzej. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:513-530.

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21
222007PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235.

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19
232000Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374.

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19
242005Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Computational Statistics. RePEc:spr:compst:v:61:y:2005:i:1:p:1-22.

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19
252000The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248.

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18
261997Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Computational Statistics. RePEc:spr:compst:v:46:y:1997:i:2:p:193-211.

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17
272000Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:1:p:57-64.

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17
282007An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334.

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17
292004A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403.

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17
302003Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:3:p:375-385.

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17
312015Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671.

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17
321999Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296.

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16
332013A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432.

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16
342009The convergence of estimators based on heuristics: theory and application to a GARCH model. (2009). Winker, Peter ; Maringer, Dietmar . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:533-550.

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16
352004A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Schepers, Jorg ; Fekete, Sandor P.. In: Computational Statistics. RePEc:spr:compst:v:60:y:2004:i:2:p:311-329.

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15
361998Optimality conditions for set-valued optimization problems. (1998). Chen, Guang Ya ; Jahn, Johannes. In: Computational Statistics. RePEc:spr:compst:v:48:y:1998:i:2:p:187-200.

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15
372007Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367.

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15
382007Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261.

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15
392015A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692.

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15
402012Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49.

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15
412011Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes. In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262.

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14
422000Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494.

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14
432003Second order necessary conditions in set constrained differentiable vector optimization. (2003). Jimenez, Bienvenido ; Novo, Vicente . In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:2:p:299-317.

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14
442000A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:69-89.

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14
452008Computational issues in parameter estimation for stationary hidden Markov models. (2008). Bulla, Jan ; Berzel, Andreas. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:1-18.

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13
461999Vector network equilibrium problems and nonlinear scalarization methods. (1999). Goh, C. J. ; Yang, X. Q. ; Chen, G. Y.. In: Computational Statistics. RePEc:spr:compst:v:49:y:1999:i:2:p:239-253.

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13
472012Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486.

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13
482003Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65.

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13
492008Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:2:p:257-276.

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13
502003Cooperation and competition in inventory games. (2003). Meca, Ana ; Borm, Peter ; Garcia-Jurado, Ignacio. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:3:p:481-493.

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13
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580.

Full description at Econpapers || Download paper

34
21997A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435.

Full description at Econpapers || Download paper

22
32007Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496.

Full description at Econpapers || Download paper

21
42008Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339.

Full description at Econpapers || Download paper

15
52015Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, Rafał ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803.

Full description at Econpapers || Download paper

15
62008Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335.

Full description at Econpapers || Download paper

15
72000The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236.

Full description at Econpapers || Download paper

13
82011maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458.

Full description at Econpapers || Download paper

12
92015A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692.

Full description at Econpapers || Download paper

11
102010Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399.

Full description at Econpapers || Download paper

11
112009Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa. In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473.

Full description at Econpapers || Download paper

9
122000The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248.

Full description at Econpapers || Download paper

9
132000Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374.

Full description at Econpapers || Download paper

9
142013A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432.

Full description at Econpapers || Download paper

9
152008Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205.

Full description at Econpapers || Download paper

8
162015Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, Rafał ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819.

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8
172015Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671.

Full description at Econpapers || Download paper

8
182006Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186.

Full description at Econpapers || Download paper

8
191999Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296.

Full description at Econpapers || Download paper

7
202007Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167.

Full description at Econpapers || Download paper

7
212007Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369.

Full description at Econpapers || Download paper

6
222008Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:2:p:257-276.

Full description at Econpapers || Download paper

6
232011Inverse p-median problems with variable edge lengths. (2011). Gassner, Elisabeth ; Burkard, Rainer ; Bonab, Fahimeh Baroughi . In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:263-280.

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6
242011Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310.

Full description at Econpapers || Download paper

6
252006Inferring Efficient Weights from Pairwise Comparison Matrices. (2006). Carrizosa, E. ; Blanquero, R. ; Conde, E.. In: Computational Statistics. RePEc:spr:compst:v:64:y:2006:i:2:p:271-284.

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6
262000Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42.

Full description at Econpapers || Download paper

6
272000Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494.

Full description at Econpapers || Download paper

6
282011Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes. In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262.

Full description at Econpapers || Download paper

6
292007Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:373-407.

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5
302012Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486.

Full description at Econpapers || Download paper

5
312013Testing linearity in semi-parametric functional data analysis. (2013). Aneiros-Perez, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:413-434.

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5
322012A private contributions game for joint replenishment. (2012). , Alperen ; Guler, Kemal ; Korpeolu, Evren ; En, Alper. In: Computational Statistics. RePEc:spr:compst:v:75:y:2012:i:1:p:67-82.

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5
332016Clustering bivariate mixed-type data via the cluster-weighted model. (2016). Punzo, Antonio ; Ingrassia, Salvatore. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0600-z.

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5
342012Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49.

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352007Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261.

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362008Classification trees for ordinal variables. (2008). Piccarreta, Raffaella . In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:3:p:407-427.

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372013Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm. (2013). Punzo, Antonio ; Bagnato, Luca. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:4:p:1571-1597.

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382012Empirical properties of forecasts with the functional autoregressive model. (2012). Didericksen, Devin ; Zhang, XI ; Kokoszka, Piotr. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:285-298.

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392015Penalized function-on-function regression. (2015). Greven, Sonja ; Ivanescu, Andrada ; Staicu, Ana-Maria ; Scheipl, Fabian. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:539-568.

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402010An extended covering model for flexible discrete and equity location problems. (2010). Marin, Alfredo ; Nickel, Stefan ; Velten, Sebastian . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:1:p:125-163.

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412013Adaptive approximate Bayesian computation for complex models. (2013). Jabot, Franck ; Lenormand, Maxime ; Deffuant, Guillaume. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:6:p:2777-2796.

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422010Optimal investment for a pension fund under inflation risk. (2010). Zhang, Aihua ; Ewald, Christian-Oliver. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:353-369.

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432007Risk-sensitive capacity control in revenue management. (2007). Barz, C. ; Waldmann, K.. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:3:p:565-579.

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442012Functional outlier detection with robust functional principal component analysis. (2012). Shin, Hyejin ; Sawant, Pallavi ; Billor, Nedret . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:83-102.

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452014Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density. (2014). Shang, Han Lin. In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:829-848.

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462003Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65.

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471999Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518.

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482013An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers. (2013). Wang, Wan-Lun ; Tsung-I Lin, . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:751-769.

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492011New characterizations of the constrained equal awards rule in multi-issue allocation situations. (2011). Bergantios, Gustavo ; Lorenzo-Freire, Silvia . In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:311-325.

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502013Multivariate elliptically contoured stable distributions: theory and estimation. (2013). Nolan, John . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2067-2089.

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Citing documents used to compute impact factor: 24
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2018Symmetric rank covariances: a generalized framework for nonparametric measures of dependence. (2018). Weihs, L ; Meinshausen, N ; Drton, M. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:547-562..

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2018Some Statistical Problems with High Dimensional Financial data. (2018). Chakrabarti, Arnab ; Sen, Rituparna. In: Papers. RePEc:arx:papers:1808.02953.

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2018Bayesian estimation of Weibull mixture in heavily censored data setting. (2018). Ducros, Florence ; Pamphile, Patrick. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:180:y:2018:i:c:p:453-462.

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2018Fisher dispersion index for multivariate count distributions: A review and a new proposal. (2018). Kokonendji, Celestin C ; Puig, Pedro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:180-193.

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2018On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models. (2018). Seibold, Heidi ; de Bin, Riccardo ; Boulesteix, Anne-Laure ; Bernau, Christoph . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0773-8.

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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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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini. (2018). Heritier, Stephane ; Victoria-Feser, Maria-Pia. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0412-0.

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2018Modeling returns volatility: Realized GARCH incorporating realized risk measure. (2018). Jiang, Wei ; Li, YE ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:249-258.

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2018Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

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2018A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0784-5.

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2018Estimation and prediction for power Lindley distribution under progressively type II right censored samples. (2018). Valiollahi, R ; Alqallaf, F A ; Asgharzadeh, A ; Raqab, Mohammad Z. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:149:y:2018:i:c:p:32-47.

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2018Classical and Bayesian estimation in log-logistic distribution under random censoring. (2018). Kumar, Kapil. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:9:y:2018:i:2:d:10.1007_s13198-017-0688-3.

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2018The Tempered Discrete Linnik distribution. (2018). Barabesi, Lucio ; Marcheselli, Marzia ; Becatti, Carolina. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0386-y.

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2018Quantile regression for linear models with autoregressive errors using EM algorithm. (2018). Tian, Yuzhu ; Zang, Yanchao ; Tang, Man Lai . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0811-1.

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2018Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies. (2018). Tian, Maozai ; Tang, ManLai . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0812-0.

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2018New results on quaternary codes and their Gray map images for constructing uniform designs. (2018). Elsawah, A M ; Fang, Kai-Tai . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:3:d:10.1007_s00184-018-0644-5.

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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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2018Hotelling’s T2 in separable Hilbert spaces. (2018). Pini, Alessia ; Vantini, Simone ; Stamm, Aymeric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:284-305.

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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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2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

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Recent citations
Recent citations received in 2018

YearCiting document
2018Proceedings of Reisensburg 2014–2015. (2018). Kestler, Hans A ; Schmid, Matthias ; Bischl, Bernd. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-018-0823-x.

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Recent citations received in 2017

YearCiting document
2017Fast computation of Tukey trimmed regions and median in dimension p > 2. (2017). Mosler, Karl ; Mozharovskyi, Pavlo ; Liu, Xiaohui. In: Working Papers. RePEc:crs:wpaper:2017-71.

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2017Rank/inertia approaches to weighted least-squares solutions of linear matrix equations. (2017). Jiang, BO ; Tian, Yongge. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:400-413.

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Recent citations received in 2016

YearCiting document
2016Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima. In: Papers. RePEc:arx:papers:1605.00230.

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2016Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries. (2016). Chen, Shyh-Wei ; Pen, Cyun-Jhen ; Hsu, Chi-Sheng . In: Journal of Economics and Management. RePEc:jec:journl:v:12:y:2016:i:1:p:119-155.

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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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Recent citations received in 2015

YearCiting document
2015Editorial to the special issue on Applicable semiparametrics of computational statistics. (2015). Trueck, Stefan ; Okhrin, Ostap ; Truck, Stefan. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:641-646.

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