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 2004 0.2 0.51 53 9 98 20 0 1 0.02 0.23
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).
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).
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).
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).
Cited: 15 times.

(5) RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639 Bayesian measures of model complexity and fit (2002).
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).
Cited: 8 times.

(7) RePEc:bla:jorssb:v:65:y:2003:i:2:p:331-355 Optimal dynamic treatment regimes (2003).
Cited: 7 times.

(8) RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158 Intentionally biased bootstrap methods (1999).
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).
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).
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).
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).
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).
Cited: 5 times.

(14) RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815 Multivariate bandwidth selection for local linear regression (1999).
Cited: 5 times.

(15) RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508 Mixture Kalman filters (2000).
Cited: 5 times.

(16) RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80 Adaptive varying-coefficient linear models (2003).
Cited: 4 times.

(17) RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115 On a mixture autoregressive model (2000).
Cited: 4 times.

(18) RePEc:bla:jorssb:v:61:y:1999:i:1:p:39-50 Understanding exponential smoothing via kernel regression (1999).
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).
Cited: 4 times.

(20) RePEc:bla:jorssb:v:65:y:2003:i:2:p:545-556 Inference for clusters of extreme values (2003).
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).
Cited: 3 times.

(22) RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809 Dealing with label switching in mixture models (2000).
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).
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).
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).
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).
Cited: 2 times.

(27) RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114 Thin plate regression splines (2003).
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).
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).
Cited: 2 times.

(30) RePEc:bla:jorssb:v:61:y:1999:i:4:p:817-830 Analysing competing risks data with transformation models (1999).
Cited: 2 times.

(31) RePEc:bla:jorssb:v:62:y:2000:i:4:p:847-860 Blur-generated non-separable space-time models (2000).
Cited: 2 times.

(32) RePEc:bla:jorssb:v:64:y:2002:i:1:p:79-100 Consistency of Bernstein polynomial posteriors (2002).
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).
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).
Cited: 2 times.

(35) RePEc:bla:jorssb:v:61:y:1999:i:1:p:159-172 Test inversion bootstrap confidence intervals (1999).
Cited: 2 times.

(36) RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498 A direct approach to false discovery rates (2002).
Cited: 2 times.

(37) RePEc:bla:jorssb:v:69:y:2007:i:4:p:659-677 L (2007).
Cited: 2 times.

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

(40) RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410 An adaptive estimation of dimension reduction space (2002).
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).
Cited: 2 times.

(42) RePEc:bla:jorssb:v:62:y:2000:i:3:p:595-604 Median treatment effect in randomized trials (2000).
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).
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).
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).
Cited: 2 times.

(46) RePEc:bla:jorssb:v:63:y:2001:i:2:p:325-338 Fast sampling of Gaussian Markov random fields (2001).
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).
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).
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).
Cited: 1 times.

(50) RePEc:bla:jorssb:v:64:y:2002:i:4:p:855-867 A measure of disclosure risk for microdata (2002).
Cited: 1 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:gen:geneem:2004.07 A Latent Variable Approach for the Construction of Continuous Health Indicators (2004). Département d'Econométrie, Université de Genève / Cahiers du Département d'Econométrie

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

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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