Journal Of The Royal Statistical Society Series B

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.32 57 61 0 0 4 0.07 0.16 2000 0.16 0.43 52 56 57 9 0 3 0.06 0.19 2001 0.07 0.39 46 38 109 8 0 5 0.11 0.17 2002 0.14 0.42 45 63 98 14 0 1 0.02 0.2 2003 0.13 0.47 53 55 91 12 0 3 0.06 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280 Econometric analysis of realized volatility and its use in estimating stochastic volatility models (2002). Journal Of The Royal Statistical Society Series B
Cited: 38 times.

(2) RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241 Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics (2001). Journal Of The Royal Statistical Society Series B
Cited: 22 times.

(3) RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710 The identifiability of the mixed proportional hazards competing risks model (2003). Journal Of The Royal Statistical Society Series B
Cited: 19 times.

(4) RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56 Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives (2000). Journal Of The Royal Statistical Society Series B
Cited: 15 times.

(5) RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639 Bayesian measures of model complexity and fit (2002). Journal Of The Royal Statistical Society Series B
Cited: 9 times.

(6) RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602 Statistical applications of the multivariate skew normal distribution (1999). Journal Of The Royal Statistical Society Series B
Cited: 8 times.

(7) RePEc:bla:jorssb:v:65:y:2003:i:2:p:331-355 Optimal dynamic treatment regimes (2003). Journal Of The Royal Statistical Society Series B
Cited: 7 times.

(8) RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158 Intentionally biased bootstrap methods (1999). Journal Of The Royal Statistical Society Series B
Cited: 6 times.

(9) RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389 Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution (2003). Journal Of The Royal Statistical Society Series B
Cited: 6 times.

(10) RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61 Conformal normal curvature and assessment of local influence (1999). Journal Of The Royal Statistical Society Series B
Cited: 5 times.

(11) RePEc:bla:jorssb:v:61:y:1999:i:2:p:413-438 Semiparametric methods for response-selective and missing data problems in regression (1999). Journal Of The Royal Statistical Society Series B
Cited: 5 times.

(12) RePEc:bla:jorssb:v:62:y:2000:i:2:p:461-477 Bootstrap confidence regions computed from autoregressions of arbitrary order (2000). Journal Of The Royal Statistical Society Series B
Cited: 5 times.

(13) RePEc:bla:jorssb:v:65:y:2003:i:1:p:81-94 Comprehensive definitions of breakdown points for independent and dependent observations (2003). Journal Of The Royal Statistical Society Series B
Cited: 5 times.

(14) RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815 Multivariate bandwidth selection for local linear regression (1999). Journal Of The Royal Statistical Society Series B
Cited: 5 times.

(15) RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508 Mixture Kalman filters (2000). Journal Of The Royal Statistical Society Series B
Cited: 5 times.

(16) RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80 Adaptive varying-coefficient linear models (2003). Journal Of The Royal Statistical Society Series B
Cited: 4 times.

(17) RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115 On a mixture autoregressive model (2000). Journal Of The Royal Statistical Society Series B
Cited: 4 times.

(18) RePEc:bla:jorssb:v:61:y:1999:i:1:p:39-50 Understanding exponential smoothing via kernel regression (1999). Journal Of The Royal Statistical Society Series B
Cited: 4 times.

(19) RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428 Modelling and smoothing parameter estimation with multiple quadratic penalties (2000). Journal Of The Royal Statistical Society Series B
Cited: 4 times.

(20) RePEc:bla:jorssb:v:65:y:2003:i:2:p:545-556 Inference for clusters of extreme values (2003). Journal Of The Royal Statistical Society Series B
Cited: 3 times.

(21) RePEc:bla:jorssb:v:61:y:1999:i:4:p:747-791 The achievable region approach to the optimal control of stochastic systems (1999). Journal Of The Royal Statistical Society Series B
Cited: 3 times.

(22) RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809 Dealing with label switching in mixture models (2000). Journal Of The Royal Statistical Society Series B
Cited: 3 times.

(23) RePEc:bla:jorssb:v:62:y:2000:i:2:p:355-366 Bayesian latent variable models for clustered mixed outcomes (2000). Journal Of The Royal Statistical Society Series B
Cited: 3 times.

(24) RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730 Semiparametric regression for the mean and rate functions of recurrent events (2000). Journal Of The Royal Statistical Society Series B
Cited: 3 times.

(25) RePEc:bla:jorssb:v:61:y:1999:i:4:p:945-953 On confidence intervals associated with the usual and adjusted likelihoods (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(26) RePEc:bla:jorssb:v:61:y:1999:i:3:p:661-680 Biased Bootstrap Methods for Reducing the Effects of Contamination (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(27) RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114 Thin plate regression splines (2003). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(28) RePEc:bla:jorssb:v:61:y:1999:i:4:p:881-899 Priors and component structures in autoregressive time series models (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(29) RePEc:bla:jorssb:v:66:y:2004:i:1:p:95-115 Testing for a finite mixture model with two components (2004). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(30) RePEc:bla:jorssb:v:61:y:1999:i:4:p:817-830 Analysing competing risks data with transformation models (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(31) RePEc:bla:jorssb:v:62:y:2000:i:4:p:847-860 Blur-generated non-separable space-time models (2000). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(32) RePEc:bla:jorssb:v:64:y:2002:i:1:p:79-100 Consistency of Bernstein polynomial posteriors (2002). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(33) RePEc:bla:jorssb:v:65:y:2003:i:1:p:257-273 Estimating the association parameter for copula models under dependent censoring (2003). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(34) RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285 Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(35) RePEc:bla:jorssb:v:61:y:1999:i:1:p:159-172 Test inversion bootstrap confidence intervals (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(36) RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498 A direct approach to false discovery rates (2002). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(37) RePEc:bla:jorssb:v:69:y:2007:i:4:p:659-677 L (2007). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(38) RePEc:bla:jorssb:v:61:y:1999:i:4:p:913-926 The complex Watson distribution and shape analysis (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(39) RePEc:bla:jorssb:v:63:y:2001:i:1:p:95-110 Non-conjugate prior distribution assessment for multivariate normal sampling (2001). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(40) RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410 An adaptive estimation of dimension reduction space (2002). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(41) RePEc:bla:jorssb:v:61:y:1999:i:1:p:85-93 Minimum aberration and model robustness for two-level fractional factorial designs (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(42) RePEc:bla:jorssb:v:62:y:2000:i:3:p:595-604 Median treatment effect in randomized trials (2000). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(43) RePEc:bla:jorssb:v:61:y:1999:i:2:p:439-458 Multivariate boundary kernels and a continuous least squares principle (1999). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(44) RePEc:bla:jorssb:v:62:y:2000:i:1:p:77-87 Latent variable models with mixed continuous and polytomous data (2000). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(45) RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423 Estimating the number of clusters in a data set via the gap statistic (2001). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(46) RePEc:bla:jorssb:v:63:y:2001:i:2:p:325-338 Fast sampling of Gaussian Markov random fields (2001). Journal Of The Royal Statistical Society Series B
Cited: 2 times.

(47) RePEc:bla:jorssb:v:61:y:1999:i:2:p:353-366 The effect of Monte Carlo approximation on coverage error of double-bootstrap confidence intervals (1999). Journal Of The Royal Statistical Society Series B
Cited: 1 times.

(48) RePEc:bla:jorssb:v:62:y:2000:i:4:p:773-786 Regression analysis under non-standard situations: a pairwise pseudolikelihood approach (2000). Journal Of The Royal Statistical Society Series B
Cited: 1 times.

(49) RePEc:bla:jorssb:v:63:y:2001:i:4:p:745-757 Effects of model misspecification on tests of no randomized treatment effect arising from Coxs proportional hazards model (2001). Journal Of The Royal Statistical Society Series B
Cited: 1 times.

(50) RePEc:bla:jorssb:v:64:y:2002:i:4:p:855-867 A measure of disclosure risk for microdata (2002). Journal Of The Royal Statistical Society Series B
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:dgr:kubcen:200393 Nonparametric estimation of a dependent competing risks model for unemployment durations (2003). Tilburg University, Center for Economic Research / Discussion Paper

(2) RePEc:hhs:osloec:2003_026 Identifying treatment effects of active labour market programmes for Norwegian adults (2003). Oslo University, Department of Economics / Memorandum

(3) RePEc:iza:izadps:dp898 Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers

Latest citations received in: 2002

(1) RePEc:wrk:warwec:651 Smooth Particle Filters for Likelihood Evaluation and Maximisation (2002). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

Latest citations received in: 2001

(1) RePEc:nbr:nberwo:8160 Modeling and Forecasting Realized Volatility (2001). National Bureau of Economic Research, Inc / NBER Working Papers

(2) RePEc:nuf:econwp:0104 Econometric analysis of realised volatility and its use in estimating stochastic volatility models (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers

(3) RePEc:nuf:econwp:0125 Some recent developments in stochastic volatility modelling (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers

(4) RePEc:taf:japsta:v:28:y:2001:i:1:p:5-23 Prior distribution assessment for a multivariate normal distribution: an experimental study (2001). Journal of Applied Statistics

(5) RePEc:wop:pennin:01-01 Modeling and Forecasting Realized Volatility (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

Latest citations received in: 2000

(1) RePEc:dgr:uvatin:20000024 The Stochastic Volatility in Mean Model (2000). Tinbergen Institute / Tinbergen Institute Discussion Papers

(2) RePEc:dgr:uvatin:20000104 Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility (2000). Tinbergen Institute / Tinbergen Institute Discussion Papers

(3) RePEc:taf:japsta:v:27:y:2000:i:5:p:567-577 A composite quantile function estimator with applications in bootstrapping (2000). Journal of Applied Statistics

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Source data used to compute the impact factor of RePEc series.