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Citation Profile [Updated: 2020-01-06 15:15:11]
5 Years H
26
Impact Factor
0.13
5 Years IF
0.12
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 0.08 0.03 0.01 143 143 259 5 5 215 455 4 0 0 0.04
1991 0.01 0.08 0.02 0.01 169 312 299 5 10 258 2 532 3 0 1 0.01 0.04
1992 0.02 0.08 0.02 0.01 189 501 302 11 21 312 6 631 9 0 0 0.04
1993 0.01 0.1 0.02 0.01 181 682 319 14 35 358 3 716 5 0 0 0.05
1994 0.01 0.11 0.02 0.01 169 851 302 14 49 370 3 797 7 0 0 0.05
1995 0.06 0.19 0.1 0.06 198 1049 373 98 149 350 21 851 54 55 56.1 0 0.08
1996 0.09 0.22 0.1 0.07 271 1320 452 128 277 367 32 906 60 95 74.2 4 0.01 0.1
1997 0.06 0.22 0.11 0.07 268 1588 548 169 448 469 30 1008 73 75 44.4 4 0.01 0.09
1998 0.06 0.26 0.07 0.05 206 1794 470 130 578 539 31 1087 52 73 56.2 5 0.02 0.12
1999 0.08 0.28 0.09 0.06 249 2043 633 189 768 474 36 1112 68 86 45.5 8 0.03 0.14
2000 0.08 0.33 0.1 0.08 242 2285 569 231 1001 455 36 1192 99 105 45.5 4 0.02 0.15
2001 0.11 0.36 0.1 0.09 253 2538 668 265 1267 491 53 1236 108 133 50.2 8 0.03 0.15
2002 0.11 0.38 0.09 0.1 226 2764 486 259 1526 495 54 1218 118 98 37.8 8 0.04 0.21
2003 0.09 0.4 0.09 0.08 231 2995 514 267 1795 479 45 1176 98 82 30.7 7 0.03 0.2
2004 0.08 0.45 0.1 0.11 201 3196 425 326 2121 457 35 1201 130 107 32.8 10 0.05 0.2
2005 0.08 0.46 0.1 0.1 198 3394 439 336 2457 432 36 1153 115 96 28.6 9 0.05 0.21
2006 0.1 0.46 0.11 0.11 253 3647 410 402 2860 399 38 1109 123 125 31.1 5 0.02 0.21
2007 0.09 0.42 0.11 0.11 228 3875 321 429 3291 451 40 1109 121 122 28.4 3 0.01 0.18
2008 0.14 0.44 0.14 0.17 477 4352 805 621 3912 481 69 1111 188 252 40.6 11 0.02 0.21
2009 0.12 0.44 0.15 0.15 367 4719 536 685 4597 705 86 1357 204 228 33.3 16 0.04 0.21
2010 0.14 0.43 0.14 0.13 277 4996 485 677 5274 844 114 1523 203 188 27.8 13 0.05 0.18
2011 0.13 0.46 0.12 0.11 276 5272 345 610 5887 644 83 1602 175 160 26.2 7 0.03 0.21
2012 0.18 0.47 0.14 0.16 308 5580 413 796 6683 553 101 1625 256 217 27.3 6 0.02 0.19
2013 0.19 0.53 0.14 0.15 332 5912 316 846 7529 584 109 1705 262 218 25.8 10 0.03 0.22
2014 0.18 0.55 0.13 0.15 246 6158 215 828 8357 640 114 1560 230 131 15.8 5 0.02 0.22
2015 0.16 0.56 0.14 0.17 349 6507 193 937 9294 578 90 1439 249 246 26.3 16 0.05 0.21
2016 0.19 0.57 0.15 0.16 279 6786 153 1007 10301 595 114 1511 238 186 18.5 19 0.07 0.2
2017 0.13 0.59 0.13 0.14 312 7098 73 922 11223 628 80 1514 215 184 20 15 0.05 0.21
2018 0.12 0.75 0.12 0.11 273 7371 64 871 12094 591 72 1518 170 176 20.2 48 0.18 0.3
2019 0.13 0.1 0.12 276 7647 9 752 12846 585 77 1459 178 175 23.3 10 0.04
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.

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127
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

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118
32001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

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93
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.

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71
51983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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63
62006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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47
71999Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73.

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45
81997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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45
91986Convergence rates for partially splined models. (1986). Rice, John. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

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44
101989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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44
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.

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40
121987Estimation of integrated squared density derivatives. (1987). Marron, J. S. ; Hall, Peter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115.

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35
131998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

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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.

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34
152005Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70.

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32
162016Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40.

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32
171990A note on the almost sure central limit theorem. (1990). Lacey, Michael T. ; Philipp, Walter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205.

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32
182001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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31
192003Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

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29
201994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

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28
212012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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28
222008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

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27
231991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Jones, M. C. ; Sheather, S. J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514.

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26
241998Change-point in the mean of dependent observations. (1998). Kokoszka, Piotr ; Leipus, Remigijus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393.

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26
252000A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161.

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26
261988On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250.

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26
272001Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

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25
281997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

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25
291992Density estimation in Besov spaces. (1992). Picard, D. ; Kerkyacharian, G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24.

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24
302000Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345.

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24
312007Multivariate extensions of Spearmans rho and related statistics. (2007). Schmid, Friedrich ; Schmidt, Rafael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416.

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24
321996Asymptotic normality of regression estimators with long memory errors. (1996). Giraitis, Liudas ; Surgailis, Donatas ; Koul, Hira L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335.

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24
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.

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24
341983A generalized geometric distribution and some of its properties. (1983). Philippou, Andreas N. ; Georghiou, Costas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175.

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23
352014Variable selection in infinite-dimensional problems. (2014). Aneiros, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:12-20.

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23
361999Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409.

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23
371991Testing the equality of two regression curves using linear smoothers. (1991). King, Eileen ; Wehrly, Thomas E. ; HART, Jeffrey D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:12:y:1991:i:3:p:239-247.

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23
382013Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Lahrouz, Aadil ; Omari, Lahcen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968.

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23
391993Testing the equality of nonparametric regression curves. (1993). Delgado, Miguel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204.

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23
401993A triptych of discrete distributions related to the stable law. (1993). Devroye, Luc. In: Statistics & Probability Letters. RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351.

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22
412000The skew-Cauchy distribution. (2000). Arnold, Barry C. ; Beaver, Robert J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:3:p:285-290.

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22
422008Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306.

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22
431995On nonparametric likelihood ratio estimation of survival probabilities for censored data. (1995). Li, Gang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:25:y:1995:i:2:p:95-104.

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22
442010A 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.

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22
452006Empirical 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.

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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.

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21
472008On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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21
482004A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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21
492008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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21
501991A joint test for serial correlation and random individual effects. (1991). Li, Qi ; Baltagi, Badi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:3:p:277-280.

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21
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40.

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27
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

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20
32011Multivariate causality tests with simulation and application. (2011). Wong, Wing-Keung ; Zhang, Bingzhi ; Bai, Zhidong ; Li, Heng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1063-1071.

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17
42005Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70.

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13
51999Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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13
62001Bayesian 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

12
71988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

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11
82011The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test. (2011). Wong, Wing-Keung ; Wang, Keyan ; Bai, Zhidong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1078-1085.

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10
92013Extinction 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

10
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.

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10
112018The 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.

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9
121994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

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9
132010Parameter 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.

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8
142012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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8
152001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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8
162013Skewness and the linear discriminant function. (2013). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:1:p:93-99.

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7
171997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold . In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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6
181998A Bayesian analysis of generalized threshold autoregressive models. (1998). Chen, Cathy W. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:1:p:15-22.

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6
192008A note on the closed-form identification of regression models with a mismeasured binary regressor. (2008). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:12:p:1473-1479.

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6
202002An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution. (2002). Karlis, Dimitris. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:1:p:43-52.

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6
212000A multivariate central limit theorem for continuous local martingales. (2000). van Zanten, Harry. In: Statistics & Probability Letters. RePEc:eee:stapro:v:50:y:2000:i:3:p:229-235.

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6
222013Moderate deviations for Hawkes processes. (2013). Zhu, Lingjiong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:3:p:885-890.

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5
232018On the role of statistics in the era of big data: A call for a debate. (2018). Secchi, Piercesare. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:10-14.

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5
242014On pre-exit joint occupation times for spectrally negative Lévy processes. (2014). Zhou, Xiaowen ; Li, Yingqiu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:48-55.

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5
252018Statistics in the big data era: Failures of the machine. (2018). Dunson, David B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:4-9.

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5
262008On 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.

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5
272008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

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5
282010A 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.

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5
292013Strong 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.

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5
302018On dimension reduction models for functional data. (2018). Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:134-138.

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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.

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322001Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

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332000An 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.

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342014Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion. (2014). Lieli, Robert ; Hsu, Yu-Chin ; Donald, Stephen G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:132-138.

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352008Weak convergence of the supremum distance for supersmooth kernel deconvolution. (2008). Gugushvili, Shota ; VAN ES, BERT. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:17:p:2932-2938.

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371997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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382013Uniform consistency of kNN regressors for functional variables. (2013). Kudraszow, Nadia L. ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:8:p:1863-1870.

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391985A concept of negative dependence using stochastic ordering. (1985). Block, Henry W. ; Savits, Thomas H. ; Shaked, Moshe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:3:y:1985:i:2:p:81-86.

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402004A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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412011Mixed effects regression trees for clustered data. (2011). Hajjem, Ahlem ; Bellavance, Franois ; Larocque, Denis. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:4:p:451-459.

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422011Extreme shock models: An alternative perspective. (2011). Cirillo, Pasquale ; Husler, Jurg . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:1:p:25-30.

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431993On the moving block bootstrap under long range dependence. (1993). Lahiri, S. N.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:18:y:1993:i:5:p:405-413.

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442004Testing for parameter constancy in GARCH(p,q) models. (2004). Horvath, Lajos ; Berkes, Istvan ; Kokoszka, Piotr. In: Statistics & Probability Letters. RePEc:eee:stapro:v:70:y:2004:i:4:p:263-273.

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452005Realistic variation of shock models. (2005). Gut, Allan ; Husler, Jurg . In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204.

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461989Sharp inequalities between skewness and kurtosis. (1989). Szekely, Gabor J. ; Rohatgi, Vijay K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:8:y:1989:i:4:p:297-299.

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471989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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482012Quantile based entropy function. (2012). Sankaran, P. G. ; Sunoj, S. M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:6:p:1049-1053.

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492008Simple relations between principal stratification and direct and indirect effects. (2008). Tyler J. Vander Weele, ; VanderWeele, Tyler J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:17:p:2957-2962.

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501983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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Citing documents used to compute impact factor: 77
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2019Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

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2019On limiting characteristics for a non-stationary two-processor heterogeneous system. (2019). Korolev, V ; Kiseleva, K ; Satin, Y ; Zeifman, A ; Panfilova, T. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:351:y:2019:i:c:p:48-65.

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2019Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’. (2019). Xue, Xiaofeng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:133-133.

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2019Testing for the Poisson–Tweedie distribution. (2019). Alba-Fernandez, M V ; Jimenez-Gamero, M D. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:164:y:2019:i:c:p:146-162.

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2019Asymptotics of generalized depth-based spread processes and applications. (2019). Wang, Jin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:363-380.

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2019Data depth for measurable noisy random functions. (2019). Ferraty, Frederic ; Nagy, Stanislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:95-114.

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2019Sliced Latin hypercube designs with both branching and nested factors. (2019). Liu, Min-Qian ; Ennis, D ; Dennis, ; Yang, Jinyu ; Chen, Hao. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:124-131.

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2019Neyman-type sample allocation for domains-efficient estimation in multistage sampling. (2019). Wesoowski, Jacek ; M. G. M. Khan, . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:4:d:10.1007_s10182-018-00340-2.

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2019The density flatness phenomenon. (2019). Molchanov, S ; Alhakim, Abbas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:152:y:2019:i:c:p:156-161.

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2019New fat-tail normality test based on conditional second moments with applications to finance. (2019). Pitera, Marcin ; Jelito, Damian. In: Papers. RePEc:arx:papers:1811.05464.

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2019A note on strong-consistency of componentwise ARH(1) predictors. (2019). Ruiz-Medina, M D ; Alvarez-Liebana, J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:224-228.

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2019Haar wavelet method for approximating the solution of a coupled system of fractional-order integral–differential equations. (2019). Quan, Long ; Zhang, Jun ; Ren, Zhongkai ; Wang, Tao ; Xie, Jiaquan. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:163:y:2019:i:c:p:80-89.

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2019Asymptotics for discrete time hedging errors under fractional Black–Scholes models. (2019). Wang, Wensheng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:160-170.

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2019Optimal loss-carry-forward taxation for L\{e}vy risk processes stopped at general draw-down time. (2019). Zhang, Zhimin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:1904.08029.

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2019Nonparametric Bayesian volatility estimation. (2019). Gugushvili, Shota ; Spreij, Peter ; Schauer, Moritz ; van der Meulen, Frank . In: Papers. RePEc:arx:papers:1801.09956.

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2019Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models. (2019). Uehara, Yuma . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:10:p:4051-4081.

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2019A note on the coefficients of elliptical random variables. (2019). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:152:y:2019:i:c:p:153-155.

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2019Ergodicity conditions for a double mixed Poisson autoregression. (2019). Demmouche, Nacer ; Aknouche, Abdelhakim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:6-11.

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2019Couplings for processes with independent increments. (2019). Criens, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:161-167.

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2019Best linear predictor of a C[0,1]-valued functional autoregressive process. (2019). Mourid, Tahar ; Kloucha, Meryem Kada. In: Statistics & Probability Letters. RePEc:eee:stapro:v:150:y:2019:i:c:p:114-120.

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2019Reliability and optimal replacement policy for a k-out-of-n system subject to shocks. (2019). Devrim, Yilser ; Eryilmaz, Serkan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:188:y:2019:i:c:p:393-397.

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2019Real options with illiquidity of exercise opportunities. (2019). Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1901.

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2019The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

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2019Improved loss estimation for a normal mean matrix. (2019). Matsuda, Takeru ; Strawderman, William E. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:300-311.

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2019Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764.

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2019The Minkowski length of a spherical random vector. (2019). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:153:y:2019:i:c:p:104-107.

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2019Prediction regions for interval-valued time series. (2019). Gonzalez-Rivera, Gloria ; Luo, Yun ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29054.

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2019Exceedances point processes in the plane of stationary Gaussian sequences with data missing. (2019). Weng, Zhichao ; Tong, Jinjun ; Peng, Zuoxiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:73-79.

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2019Degradation analysis based on an extended inverse Gaussian process model with skew-normal random effects and measurement errors. (2019). Yang, Jun ; Hao, Songhua ; Berenguer, Christophe. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:189:y:2019:i:c:p:261-270.

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2019Option Pricing in a Regime Switching Jump Diffusion Model. (2019). , Anjana ; Manjarekar, Omkar ; Goswami, Anindya. In: Papers. RePEc:arx:papers:1811.11379.

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2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

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2019Controlled Morris method: A new factor screening approach empowered by a distribution-free sequential multiple testing procedure. (2019). Chen, XI ; Shi, Wen. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:189:y:2019:i:c:p:299-314.

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2019A nonparametric ensemble binary classifier and its statistical properties. (2019). Murthy, C A ; Chakraborty, Ashis Kumar. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:16-23.

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2019Comparative energy and greenhouse gas assessment of industrial rooftop-integrated PV and solar thermal collectors. (2019). Taylor, Robert A ; Kara, Sami ; Mousa, Osama Bany . In: Applied Energy. RePEc:eee:appene:v:241:y:2019:i:c:p:113-123.

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2019Assessing the equity and effectiveness of the GB energy price caps using smart meter data. (2019). Gorse, C ; Glew, D ; Hardy, A. In: Energy Policy. RePEc:eee:enepol:v:127:y:2019:i:c:p:179-185.

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2019Turkey and the changing energy geopolitics of Eurasia. (2019). Elikpala, Mitat ; Eren, Emre. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:584-592.

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2019How to maximise the value of residual biomass resources: The case of straw in Denmark. (2019). Munster, Marie ; Pizarro-Alonso, Amalia ; Venturini, Giada. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:369-388.

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2019Modelling system integration of a micro solar Organic Rankine Cycle plant into a residential building. (2019). Tascioni, Roberto ; del Zotto, Luca ; Arteconi, Alessia ; Cioccolanti, Luca. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:46.

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2019Biolubricants through renewable hydrocarbons: A perspective for new opportunities. (2019). Peppley, Brant A ; McAuley, Kimberley B ; Ho, Calvin K. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:113:y:2019:i:c:7.

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2019Reliable-economical equilibrium based short-term scheduling towards hybrid hydro-photovoltaic generation systems: Case study from China. (2019). Xu, Jiuping ; Xie, Yachen ; Wang, Fengjuan. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:82.

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2019Big Data Analytics Capabilities and Eco-Innovation: A Study of Energy Companies. (2019). Johl, Satirenjit Kaur ; Munodawafa, Russell Tatenda. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4254-:d:255298.

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2019Estimation and testing for partially functional linear errors-in-variables models. (2019). Liu, Yanghui ; Lian, Heng ; Yu, Zhou ; Zhang, Riquan ; Zhu, Hanbing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:296-314.

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2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

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2019Optimal shrinkage estimator for high-dimensional mean vector. (2019). Parolya, Nestor ; Okhrin, Ostap ; Bodnar, Taras. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:63-79.

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2019Characterization of distributions of Q-independent random variables on locally compact Abelian groups. (2019). Myronyuk, Margaryta. In: Statistics & Probability Letters. RePEc:eee:stapro:v:152:y:2019:i:c:p:82-88.

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2019On a spectrally negative Lévy risk process with periodic dividends and capital injections. (2019). Zhou, Xiaowen ; Dong, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:16.

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2019On the moment generating function for random vectors via inverse survival function. (2019). Song, Pingfan ; Wang, Shaochen ; Tan, Changchun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:345-350.

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2019Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes. (2019). Pacchiarotti, Barbara ; Macci, Claudio ; Giuliano, Rita. In: Statistics & Probability Letters. RePEc:eee:stapro:v:150:y:2019:i:c:p:13-22.

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Recent citations received in 2019

YearCiting document
2019On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721.

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2019Poissonian occupation times of spectrally negative L\evy processes with applications. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09990.

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2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

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2019Fatigue life reliability evaluation in a high-speed train bogie frame using accelerated life and numerical test. (2019). Chen, Tianli ; Zeng, Jing ; Zheng, Heyan ; Lu, Yaohui ; Wu, Pingbo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:188:y:2019:i:c:p:221-232.

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2019Local binary regression with spherical predictors. (2019). di Marzio, Marco ; Taylor, Charles C ; Panzera, Agnese ; Fensore, Stefania. In: Statistics & Probability Letters. RePEc:eee:stapro:v:144:y:2019:i:c:p:30-36.

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2019Extremal properties of the multivariate extended skew-normal distribution, Part B. (2019). Sisson, S A ; Xu, Y ; Padoan, S A ; Beranger, B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:105-114.

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2019Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response. (2019). Laib, Naamane ; Chaouch, Mohamed. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:18.

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2019
2019Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5.

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2019A hybrid regression model for water quality prediction. (2019). Mansoor, Zubia ; Chakraborty, Ashis Kumar. In: OPSEARCH. RePEc:spr:opsear:v:56:y:2019:i:4:d:10.1007_s12597-019-00386-z.

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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.

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

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

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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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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Recent citations received in 2017

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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Recent citations received in 2016

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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