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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Statistics & Probability Letters / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.091434021500.04
19910.010.09169552582010.010.05
19920.020.0818940312600.04
19930.010.0918166358300.05
19940.020.116953370600.05
19950.010.1219839350300.06
19960.020.1627183367600.08
199700.21268954692020.010.08
19980.010.222065753970100.09
19990.010.28249914746030.010.13
20000.010.3724276455500.16
20010.010.382537249160100.16
20020.020.412266749512030.010.2
20030.020.432318147910040.020.2
20040.020.4920154457110100.22
20050.010.52198494326080.040.24
20060.010.525334399400.23
20070.020.42228244518020.010.19
20080.020.4347736481110200.21
20090.020.4336712705120100.19
20100.010.362771484412020.010.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
1996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171 [Citation Analysis]		15
1987Estimation of integrated squared density derivatives
RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115 [Citation Analysis]		14
1988Estimating the number of change-points via Schwarz criterion
RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189 [Citation Analysis]		13
1988On binomial distributions of order k
RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250 [Citation Analysis]		12
1983Descriptive statistics for multivariate distributions
RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332 [Citation Analysis]		11
2005Estimating parameters in autoregressive models with asymmetric innovations
RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70 [Citation Analysis]		10
2001Bayesian quantile regression
RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447 [Citation Analysis]		9
1986Convergence rates for partially splined models
RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208 [Citation Analysis]		9
2010Improved penalization for determining the number of factors in approximate factor models
RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813 [Citation Analysis]		9
1997Sparse spatial autoregressions
RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297 [Citation Analysis]		8
1999Recursive mean adjustment in time-series inferences
RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73 [Citation Analysis]		8
1993Sooner and later waiting time problems for Markovian Bernoulli trials
RePEc:eee:stapro:v:18:y:1993:i:2:p:153-161 [Citation Analysis]		7
2001Moments of skew-normal random vectors and their quadratic forms
RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325 [Citation Analysis]		7
1983A generalized geometric distribution and some of its properties
RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175 [Citation Analysis]		7
1996Asymptotic normality of regression estimators with long memory errors
RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335 [Citation Analysis]		7
1997Testing for constant variance in a linear model
RePEc:eee:stapro:v:33:y:1997:i:1:p:95-103 [Citation Analysis]		6
1999Estimation of the coefficient of tail dependence in bivariate extremes
RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409 [Citation Analysis]		6
1988Canonical kernels for density estimation
RePEc:eee:stapro:v:7:y:1988:i:3:p:195-199 [Citation Analysis]		6
1999A minimality property of the minimal martingale measure
RePEc:eee:stapro:v:42:y:1999:i:1:p:27-31 [Citation Analysis]		6
1994Bias correction in ARMA models
RePEc:eee:stapro:v:19:y:1994:i:3:p:169-176 [Citation Analysis]		6
1991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514 [Citation Analysis]		6
2003A bivariate beta distribution
RePEc:eee:stapro:v:62:y:2003:i:4:p:407-412 [Citation Analysis]		6
1998On forecasting SETAR processes
RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14 [Citation Analysis]		6
1996Unit root tests for time series with outliers
RePEc:eee:stapro:v:30:y:1996:i:3:p:189-197 [Citation Analysis]		6
2001Bounds for means and variances of progressive type II censored order statistics
RePEc:eee:stapro:v:54:y:2001:i:3:p:301-315 [Citation Analysis]		6
1990Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas
RePEc:eee:stapro:v:9:y:1990:i:1:p:5-11 [Citation Analysis]		6
1994Trimmed mean or sample median?
RePEc:eee:stapro:v:20:y:1994:i:5:p:401-409 [Citation Analysis]		6
1993Testing the equality of nonparametric regression curves
RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204 [Citation Analysis]		6
1997Testing independence by nonparametric kernel method
RePEc:eee:stapro:v:34:y:1997:i:2:p:201-210 [Citation Analysis]		6
2008A canonical definition of shape
RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247 [Citation Analysis]		5
1999Goodness-of-fit test for linear models based on local polynomials
RePEc:eee:stapro:v:42:y:1999:i:1:p:39-46 [Citation Analysis]		5
2004Spatial kernel regression estimation: weak consistency
RePEc:eee:stapro:v:68:y:2004:i:2:p:125-136 [Citation Analysis]		5
2001L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term
RePEc:eee:stapro:v:51:y:2001:i:2:p:121-130 [Citation Analysis]		5
1993A triptych of discrete distributions related to the stable law
RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351 [Citation Analysis]		5
1990Rates of convergence of some estimators in a class of deconvolution problems
RePEc:eee:stapro:v:9:y:1990:i:3:p:229-235 [Citation Analysis]		5
2003Skewed distributions generated by the normal kernel
RePEc:eee:stapro:v:65:y:2003:i:3:p:269-277 [Citation Analysis]		5
1993The mixture properties of the 2SHI estimators in linear regression models
RePEc:eee:stapro:v:16:y:1993:i:2:p:111-115 [Citation Analysis]		5
2001On the multivariate probability integral transformation
RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399 [Citation Analysis]		5
2002Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment
RePEc:eee:stapro:v:60:y:2002:i:1:p:75-79 [Citation Analysis]		4
1989Bandwidth selection for kernel estimate with correlated noise
RePEc:eee:stapro:v:8:y:1989:i:4:p:347-354 [Citation Analysis]		4
1994A multiplicative bias reduction method for nonparametric regression
RePEc:eee:stapro:v:19:y:1994:i:3:p:181-187 [Citation Analysis]		4
2003A simple proof of the almost sure discreteness of a class of random measures
RePEc:eee:stapro:v:65:y:2003:i:4:p:363-368 [Citation Analysis]		4
1998Parameterizations and modes of stable distributions
RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195 [Citation Analysis]		4
1999On estimation with balanced loss functions
RePEc:eee:stapro:v:45:y:1999:i:2:p:97-101 [Citation Analysis]		4
2002A uniform limit theorem for predictive distributions
RePEc:eee:stapro:v:56:y:2002:i:2:p:113-120 [Citation Analysis]		4
1999On stochastic orderings between distributions and their sample spacings
RePEc:eee:stapro:v:42:y:1999:i:4:p:345-352 [Citation Analysis]		4
2002Supermodular dependence ordering on a class of multivariate copulas
RePEc:eee:stapro:v:57:y:2002:i:4:p:375-385 [Citation Analysis]		4
1995The approximate distribution of nonparametric regression estimates
RePEc:eee:stapro:v:23:y:1995:i:2:p:193-201 [Citation Analysis]		4
2000Scaled Sibuya distribution and discrete self-decomposability
RePEc:eee:stapro:v:48:y:2000:i:2:p:181-187 [Citation Analysis]		4
2003Long memory and stochastic trend
RePEc:eee:stapro:v:61:y:2003:i:2:p:177-190 [Citation Analysis]		4

Citing documents used to compute impact factor 12:
YearTitleSee
2010Goodness-of-fit testing for regime-switching models
RePEc:pra:mprapa:22871		[Citation Analysis]
2010Influence diagnostics in the tobit censored response model
RePEc:spr:stmapp:v:19:y:2010:i:3:p:379-397		[Citation Analysis]
2010Sharp IV bounds on average treatment effects under endogeneity and noncompliance
RePEc:usg:dp2010:2010-31		[Citation Analysis]
2010On a random number of disorders
RePEc:pra:mprapa:20256		[Citation Analysis]
2010Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005
RePEc:tep:teppwp:wp1017		[Citation Analysis]
2010Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
RePEc:hal:journl:hal-00372525		[Citation Analysis]
2010On the estimation of cross-information quantities in rank-based inference
RePEc:eca:wpaper:2010_010		[Citation Analysis]
2010An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions
RePEc:xrp:wpaper:xreap2010-03		[Citation Analysis]
2010The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management
RePEc:arx:papers:0710.3959		[Citation Analysis]
2010The k-step spatial sign covariance matrix
RePEc:spr:advdac:v:4:y:2010:i:2:p:137-150		[Citation Analysis]
2010On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
RePEc:mtn:ancoec:100302		[Citation Analysis]
2010Global property of error density estimation in nonlinear autoregressive time series models
RePEc:spr:sistpr:v:13:y:2010:i:1:p:43-53		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Goodness-of-fit testing for regime-switching models
RePEc:pra:mprapa:22871		[Citation Analysis]
2010Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
RePEc:pra:mprapa:28195		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009A review on empirical likelihood methods for regression
RePEc:spr:testjl:v:18:y:2009:i:3:p:415-447		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
RePEc:eca:wpaper:2008_039		[Citation Analysis]
2008Optimal capital and risk allocations for law- and cash-invariant convex functions
RePEc:spr:finsto:v:12:y:2008:i:3:p:423-439		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Improving updating rules in multiplicativealgorithms for computing D-optimal designs
RePEc:zbw:sfb475:200728		[Citation Analysis]
2007Nonparametric option pricing with no-arbitrage constraints
RePEc:zbw:sfb475:200730		[Citation Analysis]

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.
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