Citation analysis for Computational Statistics / Springer

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.09

5 Years IF

0.23

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	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0.04	0	55	55	168	2	2	0		0			0	2	0.04	0.09
1998	0.09	0.26	0.05	0.09	55	110	119	5	7	55	5	55	5	2	40		0	0.12
1999	0.04	0.27	0.04	0.04	59	169	222	7	14	110	4	110	4		0	2	0.03	0.13
2000	0.06	0.32	0.05	0.05	61	230	373	11	25	114	7	169	8		0	2	0.03	0.14
2001	0.06	0.35	0.05	0.05	82	312	112	17	42	120	7	230	12		0	3	0.04	0.15
2002	0.04	0.37	0.05	0.04	45	357	29	17	59	143	6	312	13	1	5.9		0	0.19
2003	0.05	0.4	0.08	0.08	116	473	253	35	96	127	6	302	24		0	2	0.02	0.19
2004	0.02	0.44	0.05	0.04	86	559	241	27	123	161	3	363	16		0		0	0.2
2005	0.05	0.45	0.07	0.07	65	624	148	44	167	202	11	390	27	2	4.5		0	0.21
2006	0.1	0.46	0.13	0.11	106	730	282	93	264	151	15	394	45	18	19.4	1	0.01	0.2
2007	0.14	0.42	0.15	0.13	116	846	508	123	391	171	24	418	53	18	14.6	2	0.02	0.18
2008	0.1	0.44	0.14	0.13	96	942	446	135	527	222	22	489	64	7	5.2	15	0.16	0.2
2009	0.14	0.43	0.14	0.15	111	1053	243	152	679	212	29	469	72	19	12.5	8	0.07	0.21
2010	0.21	0.43	0.16	0.2	88	1141	252	186	865	207	44	494	100	22	11.8	6	0.07	0.18
2011	0.15	0.45	0.17	0.21	83	1224	282	202	1067	199	30	517	109	22	10.9	9	0.11	0.2
2012	0.13	0.45	0.16	0.19	78	1302	227	209	1278	171	22	494	93	9	4.3	4	0.05	0.19
2013	0.2	0.5	0.2	0.25	164	1466	422	292	1570	161	33	456	114	34	11.6	12	0.07	0.21
2014	0.2	0.51	0.23	0.23	94	1560	113	358	1929	242	49	524	120	38	10.6	20	0.21	0.2
2015	0.16	0.5	0.24	0.24	61	1621	175	390	2319	258	42	507	122	36	9.2	11	0.18	0.19
2016	0.3	0.5	0.29	0.32	76	1697	90	488	2807	155	46	480	152	20	4.1	3	0.04	0.18
2017	0.26	0.5	0.25	0.28	76	1773	60	437	3244	137	36	473	131	11	2.5	3	0.04	0.18
2018	0.17	0.54	0.23	0.26	82	1855	33	421	3665	152	26	471	121	18	4.3	4	0.05	0.21
2019	0.14	0.58	0.26	0.22	82	1937	41	504	4169	158	22	389	84	42	8.3	23	0.28	0.21
2020	0.09	0.75	0.22	0.23	90	2027	15	456	4625	164	15	377	88	19	4.2	8	0.09	0.29

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers \|\| Download paper	156
2	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers \|\| Download paper	142
3	2013	Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers \|\| Download paper	103
4	1997	A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers \|\| Download paper	79
5	2007	Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers \|\| Download paper	67
6	2011	maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers \|\| Download paper	65
7	2000	The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers \|\| Download paper	61
8	2015	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÃâ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers \|\| Download paper	40
9	2000	Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers \|\| Download paper	39
10	2009	Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa. In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers \|\| Download paper	38
11	2010	Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers \|\| Download paper	37
12	2008	Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers \|\| Download paper	36
13	2011	Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers \|\| Download paper	34
14	2007	Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167. Full description at Econpapers \|\| Download paper	33
15	2008	Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms. (2008). Trenkler, Carsten. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:19-39. Full description at Econpapers \|\| Download paper	33
16	2013	A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers \|\| Download paper	30
17	1999	Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers \|\| Download paper	29
18	2006	Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers \|\| Download paper	28
19	2004	A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers \|\| Download paper	26
20	2004	Do we detect and exploit mixed strategy play by opponents?. (2004). Shachat, Jason ; Swarthout, Todd J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:359-373. Full description at Econpapers \|\| Download paper	26
21	2007	Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:373-407. Full description at Econpapers \|\| Download paper	26
22	2007	Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers \|\| Download paper	26
23	2007	PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers \|\| Download paper	25
24	2008	Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42. Full description at Econpapers \|\| Download paper	25
25	2000	The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers \|\| Download paper	25
26	2015	Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671. Full description at Econpapers \|\| Download paper	24
27	2000	Optimal portfolios for exponential LÃÂ©vy processes. (2000). Kallsen, Jan. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374. Full description at Econpapers \|\| Download paper	23
28	2010	On the convergence of the partial least squares path modeling algorithm. (2010). Henseler, Jorg. In: Computational Statistics. RePEc:spr:compst:v:25:y:2010:i:1:p:107-120. Full description at Econpapers \|\| Download paper	22
29	2007	On stochastic games in economics. (2007). Nowak, Andrzej. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:513-530. Full description at Econpapers \|\| Download paper	22
30	2012	Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers \|\| Download paper	21
31		Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm. (2013). Punzo, Antonio ; Bagnato, Luca. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:4:p:1571-1597. Full description at Econpapers \|\| Download paper	21
32	2000	Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:1:p:57-64. Full description at Econpapers \|\| Download paper	20
33	2013	Multivariate elliptically contoured stable distributions: theory and estimation. (2013). Nolan, John . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2067-2089. Full description at Econpapers \|\| Download paper	20
34	1997	Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Computational Statistics. RePEc:spr:compst:v:46:y:1997:i:2:p:193-211. Full description at Econpapers \|\| Download paper	20
35	1999	Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers \|\| Download paper	20
36	2000	Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers \|\| Download paper	19
37	2007	Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers \|\| Download paper	19
38	2007	Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261. Full description at Econpapers \|\| Download paper	19
39	2005	Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Computational Statistics. RePEc:spr:compst:v:61:y:2005:i:1:p:1-22. Full description at Econpapers \|\| Download paper	19
40	2003	Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65. Full description at Econpapers \|\| Download paper	19
41	2015	A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers \|\| Download paper	19
42	2007	An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334. Full description at Econpapers \|\| Download paper	18
43	2004	A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Schepers, Jorg ; Fekete, Sandor P.. In: Computational Statistics. RePEc:spr:compst:v:60:y:2004:i:2:p:311-329. Full description at Econpapers \|\| Download paper	18
44	2008	Computational issues in parameter estimation for stationary hidden Markov models. (2008). Bulla, Jan ; Berzel, Andreas. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:1-18. Full description at Econpapers \|\| Download paper	18
45	2003	Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:3:p:375-385. Full description at Econpapers \|\| Download paper	17
46	2007	Functional k-sample problem when data are density functions. (2007). Delicado, Pedro. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:391-410. Full description at Econpapers \|\| Download paper	17
47	2009	Cooperation under interval uncertainty. (2009). Alparslan-Gok, S. ; Tijs, Stef ; Miquel, Silvia . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:1:p:99-109. Full description at Econpapers \|\| Download paper	17
48	2015	Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, RafaÃâ ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819. Full description at Econpapers \|\| Download paper	17
49	1998	Optimality conditions for set-valued optimization problems. (1998). Chen, Guang Ya ; Jahn, Johannes. In: Computational Statistics. RePEc:spr:compst:v:48:y:1998:i:2:p:187-200. Full description at Econpapers \|\| Download paper	17
50	2008	Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:2:p:257-276. Full description at Econpapers \|\| Download paper	17

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2013	Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers \|\| Download paper	52
2	2011	maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers \|\| Download paper	40
3	2007	Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers \|\| Download paper	25
4	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers \|\| Download paper	24
5	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers \|\| Download paper	24
6	1997	A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers \|\| Download paper	20
7	2015	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÃâ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers \|\| Download paper	18
8	2013	A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers \|\| Download paper	17
9	2007	Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:373-407. Full description at Econpapers \|\| Download paper	16
10	2008	Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers \|\| Download paper	14
11	2000	The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers \|\| Download paper	14
12	2013	Multivariate elliptically contoured stable distributions: theory and estimation. (2013). Nolan, John . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2067-2089. Full description at Econpapers \|\| Download paper	13
13	2010	Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers \|\| Download paper	12
14	2004	A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers \|\| Download paper	11
15	2015	Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671. Full description at Econpapers \|\| Download paper	11
16	2013	Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm. (2013). Punzo, Antonio ; Bagnato, Luca. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:4:p:1571-1597. Full description at Econpapers \|\| Download paper	10
17	2015	Identifying BerlinÃ¢â¬â¢s land value map using adaptive weights smoothing. (2015). Wersing, Martin ; Kolbe, Jens ; Werwatz, Axel ; Schulz, Rainer . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:767-790. Full description at Econpapers \|\| Download paper	9
18	2008	Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities. (2008). Wang, Chang-yu ; Ceng, Lu-Chuan ; Yao, Jen-Chih. In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:3:p:375-390. Full description at Econpapers \|\| Download paper	9
19	2011	Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers \|\| Download paper	9
20	2000	The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers \|\| Download paper	9
21	2014	Model-based boosting in R: a hands-on tutorial using the R package mboost. (2014). Mayr, Andreas ; Robinzonov, Nikolay ; Schmid, Matthias ; Hofner, Benjamin . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:1:p:3-35. Full description at Econpapers \|\| Download paper	8
22	2015	A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers \|\| Download paper	8
23	2012	Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Zhang, Chunhong ; Lin, Xiang ; Siu, Tak. In: Computational Statistics. RePEc:spr:compst:v:75:y:2012:i:1:p:83-100. Full description at Econpapers \|\| Download paper	8
24	2015	A comparison of tests for the one-way ANOVA problem for functional data. (2015). Smaga, Ukasz ; Gorecki, Tomasz. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:4:p:987-1010. Full description at Econpapers \|\| Download paper	8
25	2007	Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167. Full description at Econpapers \|\| Download paper	8
26	1999	Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers \|\| Download paper	8
27	2000	Optimal portfolios for exponential LÃÂ©vy processes. (2000). Kallsen, Jan. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374. Full description at Econpapers \|\| Download paper	8
28	2015	Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, RafaÃâ ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819. Full description at Econpapers \|\| Download paper	7
29	2006	Inferring Efficient Weights from Pairwise Comparison Matrices. (2006). Carrizosa, E. ; Blanquero, R. ; Conde, E.. In: Computational Statistics. RePEc:spr:compst:v:64:y:2006:i:2:p:271-284. Full description at Econpapers \|\| Download paper	7
30	2010	On the convergence of the partial least squares path modeling algorithm. (2010). Henseler, Jorg. In: Computational Statistics. RePEc:spr:compst:v:25:y:2010:i:1:p:107-120. Full description at Econpapers \|\| Download paper	7
31	2007	On extracting information implied in options. (2007). HÃÆÃÂ¤rdle, Wolfgang ; Fengler, Matthias ; Benko, M. ; HaRDLE, W. ; Kopa, M.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:4:p:543-553. Full description at Econpapers \|\| Download paper	7
32	1999	Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers \|\| Download paper	7
33	2009	Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa. In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers \|\| Download paper	7
34	2017	A comparison of variational approximations for fast inference in mixed logit models. (2017). Depraetere, Nicolas ; Vandebroek, Martina. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:1:d:10.1007_s00180-015-0638-y. Full description at Econpapers \|\| Download paper	7
35	2010	Comparison and robustification of Bayes and Black-Litterman models. (2010). Schottle, Katrin ; Zagst, Rudi ; Werner, Ralf . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:3:p:453-475. Full description at Econpapers \|\| Download paper	6
36	2000	Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers \|\| Download paper	6
37	2007	PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers \|\| Download paper	6
38	2010	An extended covering model for flexible discrete and equity location problems. (2010). Marin, Alfredo ; Nickel, Stefan ; Velten, Sebastian . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:1:p:125-163. Full description at Econpapers \|\| Download paper	6
39	2007	Functional k-sample problem when data are density functions. (2007). Delicado, Pedro. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:391-410. Full description at Econpapers \|\| Download paper	6
40	2007	Computational considerations in functional principal component analysis. (2007). OcaÃÆÃÂ±a, Francisco ; Aguilera, Ana ; Escabias, Manuel ; Ocaa, Francisco . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:449-465. Full description at Econpapers \|\| Download paper	6
41	2006	Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers \|\| Download paper	6
42	2000	Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:1:p:65-77. Full description at Econpapers \|\| Download paper	6
43	2016	Clustering bivariate mixed-type data via the cluster-weighted model. (2016). Punzo, Antonio ; Ingrassia, Salvatore. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0600-z. Full description at Econpapers \|\| Download paper	6
44	2001	Extended and strongly extended well-posedness of set-valued optimization problems. (2001). Huang, X. X.. In: Computational Statistics. RePEc:spr:compst:v:53:y:2001:i:1:p:101-116. Full description at Econpapers \|\| Download paper	6
45	2014	From simple structure to sparse components: a review. (2014). Trendafilov, Nickolay . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:431-454. Full description at Econpapers \|\| Download paper	5
46	2010	Optimal investment for a pension fund under inflation risk. (2010). Zhang, Aihua ; Ewald, Christian-Oliver. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:353-369. Full description at Econpapers \|\| Download paper	5
47	2000	Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers \|\| Download paper	5
48	2013	Testing linearity in semi-parametric functional data analysis. (2013). Aneiros-Perez, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:413-434. Full description at Econpapers \|\| Download paper	5
49	2011	Markov Decision Processes with Average-Value-at-Risk criteria. (2011). Ott, Jonathan ; Bauerle, Nicole. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:361-379. Full description at Econpapers \|\| Download paper	5
50	2011	New characterizations of the constrained equal awards rule in multi-issue allocation situations. (2011). Bergantios, Gustavo ; Lorenzo-Freire, Silvia . In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:311-325. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 15

Year	Title
2020	Maximum likelihood estimators of the parameters of the log-logistic distribution. (2020). Qian, Wenshu ; Chen, Wangxue . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1011-3. Full description at Econpapers \|\| Download paper
2020	A Bayesian procedure for bandwidth selection in circular kernel density estimation. (2020). Nabil, Zougab ; Kahina, Bedouhene. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:26:y:2020:i:1:p:69-82:n:3. Full description at Econpapers \|\| Download paper
2020	The odd log-logistic Lindley-G family of distributions: properties, Bayesian and non-Bayesian estimation with applications. (2020). Ali, Sajid ; Eliwa, M S ; Afify, Ahmed Z ; Alizadeh, Morad. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00932-9. Full description at Econpapers \|\| Download paper
2020	A support vector machine based semiparametric mixture cure model. (2020). Li, Peizhi ; Dong, Qingli ; Jiang, Ping ; Peng, Yingwei. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00931-w. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Detection and estimation of additive outliers in seasonal time series. (2020). Battaglia, Francesco ; Rizzo, Manuel ; Cucina, Domenico. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00928-5. Full description at Econpapers \|\| Download paper
2020	Mining big data in tourism. (2020). Siciliano, Roberta ; Dambrosio, Antonio ; Pandolfo, Giuseppe ; Iorio, Carmela. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:54:y:2020:i:5:d:10.1007_s11135-019-00927-0. Full description at Econpapers \|\| Download paper
2020	Clustering multivariate functional data in group-specific functional subspaces. (2020). Schmutz, Amandine ; Martin, Pauline ; Cheze, Laurence ; Bouveyron, Charles ; Jacques, Julien. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00958-4. Full description at Econpapers \|\| Download paper
2020	Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103. Full description at Econpapers \|\| Download paper
2020	Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14. Full description at Econpapers \|\| Download paper
2020	Tests for multivariate normalityâa critical review with emphasis on weighted $$L^2$$ L 2 -statistics. (2020). Henze, Norbert ; Ebner, Bruno. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:4:d:10.1007_s11749-020-00740-0. Full description at Econpapers \|\| Download paper
2020	Data generation for composite-based structural equation modeling methods. (2020). Sarstedt, Marko ; Schlittgen, Rainer ; Ringle, Christian M. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:4:d:10.1007_s11634-020-00396-6. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	False discovery and its control in low rank estimation. (2020). Chandrasekaran, Venkat ; Shah, Parikshit ; Taeb, Armeen. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:4:p:997-1027. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Bayesian Mixed Effects Model with Variable Selection. (2020). Yang, Mingan. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:10:y:2020:i:2:p:27-29. Full description at Econpapers \|\| Download paper
2020	Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression. (2020). Fiszeder, Piotr ; Faldzinski, Marcin ; Orzeszko, Witold ; Fadziski, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Service data analytics and business intelligence 2017. (2020). HÃÆÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang Karl ; Wu, Desheng Dash. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-020-00968-2. Full description at Econpapers \|\| Download paper
2020	Incorporating covariate information in the covariance structure of misaligned spatial data. (2020). Rivaz, Firoozeh ; Yarali, Esmail. In: Environmetrics. RePEc:wly:envmet:v:31:y:2020:i:6:n:e2623. Full description at Econpapers \|\| Download paper
2020	Improved Estimation of Dynamic Models of Conditional Means and Variances. (2020). Wang, Weining ; Xu, Mengshan ; Wooldridge, Jeffrey M. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020021. Full description at Econpapers \|\| Download paper
2020	Tail Event Driven Factor Augmented Dynamic Model. (2020). Wang, Weining ; Yu, Lining. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020022. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	. Full description at Econpapers \|\| Download paper
2019	Editorial on the special issue on Functional Data Analysis and Related Topics. (2019). Aneiros, German ; Vieu, Philippe ; Cao, Ricardo. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00892-0. Full description at Econpapers \|\| Download paper
2019	Proceedings of Reisensburg 2016Ã¢â¬â2017. (2019). Kestler, Hans A ; Bischl, Bernd ; Schmid, Matthias. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-019-00907-w. Full description at Econpapers \|\| Download paper
2019	A tale of four cities: exploring the soul of State College, Detroit, Milledgeville and Biloxi. (2019). Loy, Adam ; Osthus, Dave ; Maurer, Karsten. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-018-00863-x. Full description at Econpapers \|\| Download paper
2019	Putting down roots: a graphical exploration of community attachment. (2019). Hare, Eric R ; Kaplan, Andee J. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-018-0850-7. Full description at Econpapers \|\| Download paper
2019	Community engagement and subgroup meta-knowledge: some factors in the soul of a community. (2019). McNamara, Amelia A. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00879-x. Full description at Econpapers \|\| Download paper
2019	Clicks and cliques: exploring the soul of the community. (2019). Alvarez-Castro, Ignacio ; Da Silva, Natalia . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00881-3. Full description at Econpapers \|\| Download paper
2019	The 2013 Data Expo of the American Statistical Association. (2019). Cook, Dianne ; Wickham, Hadley ; Hofmann, Heike . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00923-w. Full description at Econpapers \|\| Download paper
2019	An intelligent computing technique based on a dynamic-size subpopulations for unit commitment problem. (2019). Farag, M A ; Mousa, A A ; El-Shorbagy, M A. In: OPSEARCH. RePEc:spr:opsear:v:56:y:2019:i:3:d:10.1007_s12597-019-00388-x. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Proceedings of Reisensburg 2014Ã¢â¬â2015. (2018). Kestler, Hans A ; Schmid, Matthias ; Bischl, Bernd. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-018-0823-x. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Fast computation of Tukey trimmed regions and median in dimension p > 2. (2017). Mosler, Karl ; Mozharovskyi, Pavlo ; Liu, Xiaohui. In: Working Papers. RePEc:crs:wpaper:2017-71. Full description at Econpapers \|\| Download paper
2017	Rank/inertia approaches to weighted least-squares solutions of linear matrix equations. (2017). Jiang, BO ; Tian, Yongge. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:400-413. Full description at Econpapers \|\| Download paper
2017	The joint signature of coherent systems. (2017). Mohammadi, Leila. In: Naval Research Logistics (NRL). RePEc:wly:navres:v:64:y:2017:i:7:p:566-579. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	65	152
2	European Journal of Operational Research / Elsevier	108	148
3	Computational Statistics / Springer	25	144
4	Computational Statistics & Data Analysis / Elsevier	44	88
5			85
6	Journal of Multivariate Analysis / Elsevier	46	79
7	Mathematical Methods of Operations Research / Springer	21	66
8	Journal of Optimization Theory and Applications / Springer	18	58
9	Annals of Operations Research / Springer	37	58
10	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	23	53
11	Insurance: Mathematics and Economics / Elsevier	48	53