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Citation Profile [Updated: 2021-10-07 07:43:44]
5 Years H
29
Impact Factor
0.13
5 Years IF
0.13
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 0.09 0.03 0.01 143 143 281 5 5 215 455 4 0 0 0.04
1991 0.01 0.08 0.02 0.01 169 312 325 5 10 258 2 532 3 0 1 0.01 0.04
1992 0.02 0.09 0.02 0.02 189 501 326 12 22 312 6 631 10 0 0 0.04
1993 0.01 0.11 0.02 0.01 181 682 348 14 36 358 3 716 5 0 0 0.05
1994 0.01 0.12 0.02 0.01 169 851 336 14 50 370 3 797 7 0 0 0.06
1995 0.06 0.19 0.1 0.06 198 1049 421 99 151 350 21 851 55 55 55.6 0 0.08
1996 0.09 0.22 0.1 0.07 271 1320 496 129 280 367 32 906 60 95 73.6 4 0.01 0.1
1997 0.06 0.22 0.11 0.07 268 1588 627 171 453 469 30 1008 74 75 43.9 4 0.01 0.1
1998 0.06 0.26 0.07 0.05 206 1794 540 131 584 539 31 1087 52 73 55.7 5 0.02 0.12
1999 0.08 0.28 0.09 0.06 249 2043 697 193 778 474 36 1112 71 86 44.6 8 0.03 0.13
2000 0.08 0.32 0.11 0.09 242 2285 627 239 1019 455 37 1192 102 105 43.9 4 0.02 0.14
2001 0.11 0.35 0.11 0.09 253 2538 773 270 1290 491 54 1236 110 133 49.3 8 0.03 0.15
2002 0.11 0.37 0.1 0.1 226 2764 556 267 1557 495 54 1218 124 98 36.7 8 0.04 0.19
2003 0.1 0.4 0.09 0.09 231 2995 567 276 1835 479 46 1176 101 82 29.7 7 0.03 0.19
2004 0.09 0.45 0.11 0.12 201 3196 485 359 2194 457 40 1201 142 107 29.8 10 0.05 0.2
2005 0.08 0.46 0.1 0.1 198 3394 516 346 2540 432 36 1153 116 96 27.7 10 0.05 0.21
2006 0.1 0.46 0.11 0.11 253 3647 470 411 2952 399 39 1109 126 125 30.4 7 0.03 0.21
2007 0.1 0.42 0.12 0.12 228 3875 368 446 3400 451 44 1109 128 122 27.4 4 0.02 0.18
2008 0.15 0.44 0.14 0.17 477 4352 975 625 4025 481 70 1111 191 252 40.3 11 0.02 0.2
2009 0.13 0.43 0.15 0.16 367 4719 632 708 4733 705 92 1357 213 228 32.2 16 0.04 0.21
2010 0.14 0.43 0.14 0.14 277 4996 595 698 5431 844 118 1523 210 188 26.9 13 0.05 0.18
2011 0.13 0.45 0.12 0.11 276 5272 412 644 6078 644 85 1602 181 160 24.8 8 0.03 0.2
2012 0.18 0.45 0.15 0.16 308 5580 508 838 6916 553 101 1625 264 217 25.9 8 0.03 0.19
2013 0.19 0.51 0.15 0.16 332 5912 422 874 7790 584 111 1705 270 218 24.9 11 0.03 0.21
2014 0.18 0.52 0.14 0.16 246 6158 288 862 8652 640 118 1560 242 131 15.2 5 0.02 0.2
2015 0.16 0.51 0.15 0.17 349 6507 276 963 9615 578 90 1439 250 246 25.5 16 0.05 0.2
2016 0.2 0.51 0.16 0.16 279 6786 274 1058 10674 595 119 1511 246 186 17.6 19 0.07 0.18
2017 0.13 0.52 0.14 0.15 312 7098 156 973 11647 628 83 1514 224 184 18.9 15 0.05 0.19
2018 0.13 0.56 0.13 0.12 273 7371 158 934 12581 591 78 1518 185 175 18.7 51 0.19 0.22
2019 0.15 0.62 0.13 0.15 276 7647 62 967 13548 585 89 1459 215 175 18.1 14 0.05 0.22
2020 0.13 0.86 0.12 0.13 243 7890 18 929 14477 549 69 1489 194 130 14 8 0.03 0.34
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

Full description at Econpapers || Download paper

155
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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155
32001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

121
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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81
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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75
62016Efficient 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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72
72006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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54
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.

Full description at Econpapers || Download paper

53
91989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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52
101999Recursive 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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47
111986Convergence 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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46
121996On 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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44
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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43
141987Estimation 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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39
152001Moments 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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38
162001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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37
171994Expectiles 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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37
182013Extinction 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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36
192005Estimating 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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34
202012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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33
211990A 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
222005A note on comparisons among coherent systems with dependent components using signatures. (2005). Sandoval, Carlos J. ; Ruiz, Jose M. ; Navarro, Jorge. In: Statistics & Probability Letters. RePEc:eee:stapro:v:72:y:2005:i:2:p:179-185.

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31
232001Identifiability 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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31
242003Elliptical 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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31
252007Multivariate 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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31
261997Sparse 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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31
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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30
281998Parameterizations 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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30
292000A 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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29
301988On 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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29
312005Realistic 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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28
321983A 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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28
331991Using 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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28
342010A 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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27
352004A 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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27
361998Change-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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27
371996Asymptotic 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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27
381997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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26
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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26
401998A 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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26
412004Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

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26
421999Estimation 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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26
432000Kernel-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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25
442002An 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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25
452008A 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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25
462011Multivariate 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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25
472008Testing 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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25
482008On 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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24
491995On 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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24
502014Variable 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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24
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.

Full description at Econpapers || Download paper

55
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

Full description at Econpapers || Download paper

44
31988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

Full description at Econpapers || Download paper

31
42001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

25
51999Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

Full description at Econpapers || Download paper

18
62013Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Lahrouz, Aadil ; Omari, Lahcen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968.

Full description at Econpapers || Download paper

16
72006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

Full description at Econpapers || Download paper

14
81994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

Full description at Econpapers || Download paper

14
92005Realistic 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.

Full description at Econpapers || Download paper

13
101983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

Full description at Econpapers || Download paper

12
112010Parameter 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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10
122018The 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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10
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.

Full description at Econpapers || Download paper

9
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.

Full description at Econpapers || Download paper

9
151997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

Full description at Econpapers || Download paper

9
162011Multivariate causality tests with simulation and application. (2011). Wong, Wing-Keung ; Zhang, Bingzhi ; Bai, Zhidong ; Li, Heng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1063-1071.

Full description at Econpapers || Download paper

9
171997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

Full description at Econpapers || Download paper

8
181998Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195.

Full description at Econpapers || Download paper

8
191989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

Full description at Econpapers || Download paper

8
202004Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

Full description at Econpapers || Download paper

8
212002An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution. (2002). Karlis, Dimitris. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:1:p:43-52.

Full description at Econpapers || Download paper

8
221997Unifying the derivations for the Akaike and corrected Akaike information criteria. (1997). Cavanaugh, Joseph E.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208.

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7
232004A 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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7
242010Consistent density deconvolution under partially known error distribution. (2010). Van Bellegem, Sebastien ; SCHWARZ, Maik ; VanBellegem, Sebastien . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:3-4:p:236-241.

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7
252017CoVaR of families of copulas. (2017). Durante, Fabrizio ; Bernardi, M ; Jaworski, P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:8-17.

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6
261998Identifying the multifractional function of a Gaussian process. (1998). Benassi, Albert ; Cohen, Serge ; Istas, Jacques . In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:4:p:337-345.

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6
272001A note on kernel assisted estimators in missing covariate regression. (2001). Wang, C. Y.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:55:y:2001:i:4:p:439-449.

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6
282012Analytic calculations for the EM algorithm for multivariate skew-t mixture models. (2012). Vrbik, I. ; McNicholas, P. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:6:p:1169-1174.

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6
292018Optimal allocation of active redundancies in weighted k-out-of-n systems. (2018). Zhang, Yiying. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:110-117.

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302003Kendall distribution functions. (2003). Rodriguez-Lallena, Jose Antonio ; Nelsen, Roger B. ; beda-Flores, Manuel ; Quesada-Molina, Jose Juan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:65:y:2003:i:3:p:263-268.

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312000An 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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322008Weak 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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332001Identifiability 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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341987Estimation 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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352009Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises. (2009). Long, Hongwei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:19:p:2076-2085.

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362014Capturing patterns via parsimonious t mixture models. (2014). Ho, Hsiu J. ; McNicholas, Paul D. ; Lin, Tsung-I, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:80-87.

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372014On 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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382005Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. (2005). Lepeltier, J.-P., ; Xu, M. ; Lepeltier, J. -P., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:75:y:2005:i:1:p:58-66.

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391993On 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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402000Central Limit Theorems revisited. (2000). Mukherjee, Kanchan ; Majumdar, Suman ; Kundu, Subrata . In: Statistics & Probability Letters. RePEc:eee:stapro:v:47:y:2000:i:3:p:265-275.

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412014Inverse 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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421985Robust model selection in regression. (1985). Ronchetti, Elvezio . In: Statistics & Probability Letters. RePEc:eee:stapro:v:3:y:1985:i:1:p:21-23.

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432013Skewness 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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441998Relative-error prediction. (1998). Park, Heungsun ; Stefanski, L. A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:3:p:227-236.

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452018A nonparametric test for covariate-adjusted models. (2018). Zhao, Jingxin ; Xie, Chuanlong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:133:y:2018:i:c:p:65-70.

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462001On 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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472014A generalized boxplot for skewed and heavy-tailed distributions. (2014). Verardi, Vincenzo ; Vermandele, Catherine ; Bruffaerts, Christopher . In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:110-117.

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482009Principal points and elliptical distributions from the multivariate setting to the functional case. (2009). Boente, Graciela ; Bali, Juan Lucas . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:17:p:1858-1865.

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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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502005Kernel density estimation on Riemannian manifolds. (2005). Pelletier, Bruno. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:3:p:297-304.

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2020On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains. (2020). Kiseleva, K M ; Satin, Y A ; Zeifman, A I. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s016771522030033x.

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2020On an integer-valued stochastic intensity model for time series of counts. (2020). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:105406.

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2020Reflected backward stochastic partial differential equations in a convex domain. (2020). Zhang, Tusheng ; Yang, Xue. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:10:p:6038-6063.

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2020Existence and uniqueness results for a class of fractional stochastic neutral differential equations. (2020). Mahmudov, Nazim I ; Ahmadova, Arzu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920306494.

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2020Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure. (2020). Izmirlian, Grant. In: Statistics & Probability Letters. RePEc:eee:stapro:v:160:y:2020:i:c:s016771522030016x.

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2020Observer based guaranteed cost control for Markovian jump stochastic neutral-type neural networks. (2020). Sakthivel, R ; Karthick, S A ; Leelamani, A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s0960077920300205.

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2020Accurate reliability inference based on Wiener process with random effects for degradation data. (2020). Wang, Xiaofei ; Hong, Yili ; Jiang, Pei Hua. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019303977.

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Recent citations received in 2020

YearCiting document
2020Management of an island and grid-connected microgrid using hybrid economic model predictive control with weather data. (2020). Rocha, Maxsuel M ; Fardin, Jussara F ; Felix, Jose L. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920310916.

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2020Distorted stochastic dominance: A generalized family of stochastic orders. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:132-139.

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2020The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries. (2020). Vo, Duc ; Nguyen, Minh ; Ho, Chi Minh. In: Renewable Energy. RePEc:eee:renene:v:161:y:2020:i:c:p:278-292.

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2020A modified version of stochastic dominance involving dependence. (2020). Montes, Susana ; Salamanca, Juan Jesus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301516.

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2020Online estimation of integrated squared density derivatives. (2020). Pelletier, Mariane ; Mokkadem, Abdelkader. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301838.

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2020A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions. (2020). Chen, Xiongzhi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302145.

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2020Stochastic dominance relations for generalised parametric distributions obtained through composition. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: METRON. RePEc:spr:metron:v:78:y:2020:i:3:d:10.1007_s40300-020-00184-4.

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2020Improving Matching Process with Expanding and Classifying Criterial Keywords leveraging Word Embedding and Hierarchical Clustering Methods. (2020). Iwashita, Motoi ; Takuma, Hironori ; Iwakami, Yutaka. In: The Review of Socionetwork Strategies. RePEc:spr:trosos:v:14:y:2020:i:2:d:10.1007_s12626-020-00063-4.

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Recent citations received in 2019

YearCiting document
2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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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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2019Affine forward variance models. (2019). Keller-Ressel, Martin ; Gatheral, Jim. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00392-5.

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2019A Mixture of Coalesced Generalized Hyperbolic Distributions. (2019). Tortora, Cristina ; McNicholas, Paul D ; Browne, Ryan P ; Franczak, Brian C. In: Journal of Classification. RePEc:spr:jclass:v:36:y:2019:i:1:d:10.1007_s00357-019-09319-3.

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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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2019A simple proof of Pitman–Yor’s Chinese restaurant process from its stick-breaking representation. (2019). Julyan, Arbel ; Caroline, Lawless. In: Dependence Modeling. RePEc:vrs:demode:v:7:y:2019:i:1:p:45-52:n:3.

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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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2018Statistical test for fractional Brownian motion based on detrending moving average algorithm. (2018). Sikora, Grzegorz. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:116:y:2018:i:c:p:54-62.

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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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2018Farmland Use Transitions After the CAP Greening: a Preliminary Analysis Using Markov Chains Approach. (2018). Aletti, Giacomo ; Bertoni, Danilo ; Pretolani, Roberto ; Cavicchioli, Daniele ; Micheletti, Alessandra ; Ferrandi, Giulia . In: Land Use Policy. RePEc:eee:lauspo:v:79:y:2018:i:c:p:789-800.

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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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2018On total capacity of k‐out‐of‐n systems with random weights. (2018). Zhang, Yiying ; Zhao, Peng ; Ding, Weiyong. In: Naval Research Logistics (NRL). RePEc:wly:navres:v:65:y:2018:i:4:p:347-359.

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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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