Citation Profile: Computational Statistics & Data Analysis / Elsevier Science Economics Articles Archive

Computational Statistics & Data Analysis / Elsevier Science Economics Articles Archive

Most cited documents in this series:

Year Title Cited
2002 On principal component analysis in L1
RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474 [Citation Analysis] 55
2003 A global optimization heuristic for estimating agent based models
RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312 [Citation Analysis] 32
2005 PLS path modeling
RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205 [Citation Analysis] 26
2003 Testing and dating of structural changes in practice
RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123 [Citation Analysis] 26
2006 A periodogram-based metric for time series classification
RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684 [Citation Analysis] 25
2007 Robust forecasting of mortality and fertility rates: A functional data approach
RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956 [Citation Analysis] 24
2006 Unobserved heterogeneity in panel time series models
RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380 [Citation Analysis] 22
2003 Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348 [Citation Analysis] 22
2007 Comparison of semiparametric and parametric methods for estimating copulas
RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850 [Citation Analysis] 22
2006 Generalized structured additive regression based on Bayesian P-splines
RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991 [Citation Analysis] 21
1992 A classification EM algorithm for clustering and two stochastic versions
RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332 [Citation Analysis] 20
2001 Bandwidth selection for kernel conditional density estimation
RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298 [Citation Analysis] 20
1999 Beta kernel estimators for density functions
RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145 [Citation Analysis] 20
2007 Interpretation and inference in mixture models: Simple MCMC works
RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550 [Citation Analysis] 20
1998 Direct generalized additive modeling with penalized likelihood
RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209 [Citation Analysis] 19
2003 Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575 [Citation Analysis] 19
2004 Applications of optimization heuristics to estimation and modelling problems
RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223 [Citation Analysis] 18
2003 Curves discrimination: a nonparametric functional approach
RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173 [Citation Analysis] 18
2006 Bootstrap prediction for returns and volatilities in GARCH models
RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312 [Citation Analysis] 17
2006 Financial econometric analysis at ultra-high frequency: Data handling concerns
RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245 [Citation Analysis] 17
2002 SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity
RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419 [Citation Analysis] 16
1992 Smooth estimators of distribution and density functions
RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471 [Citation Analysis] 16
1990 Model conditions for asymptotic robustness in the analysis of linear relations
RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249 [Citation Analysis] 16
1999 On the accuracy of statistical procedures in Microsoft Excel 97
RePEc:eee:csdana:v:31:y:1999:i:1:p:27-37 [Citation Analysis] 16
2006 Time series of count data: modeling, estimation and diagnostics
RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364 [Citation Analysis] 15
2004 Fast and robust discriminant analysis
RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320 [Citation Analysis] 15
2001 Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach
RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319 [Citation Analysis] 14
2004 Asymptotic inference under heteroskedasticity of unknown form
RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233 [Citation Analysis] 14
2008 Volatility spillovers, interdependence and comovements: A Markov Switching approach
RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026 [Citation Analysis] 14
2003 On the performance of nonparametric specification tests in regression models
RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490 [Citation Analysis] 14
1995 An alternative approach for the numerical solution of seemingly unrelated regression equations models
RePEc:eee:csdana:v:19:y:1995:i:4:p:369-377 [Citation Analysis] 14
1994 A comparative study of several smoothing methods in density estimation
RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176 [Citation Analysis] 13
2006 Bayesian analysis of the stochastic conditional duration model
RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267 [Citation Analysis] 13
1996 Genetic algorithms and their statistical applications: an introduction
RePEc:eee:csdana:v:22:y:1996:i:6:p:633-651 [Citation Analysis] 13
1994 Report on the Numerical Reliability of Data Analysis Systems
RePEc:eee:csdana:v:18:y:1994:i:2:p:289-301 [Citation Analysis] 12
2008 Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
RePEc:eee:csdana:v:52:y:2008:i:6:p:2846-2862 [Citation Analysis] 12
2007 Improving the computation of censored quantile regressions
RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108 [Citation Analysis] 12
2004 An anova test for functional data
RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122 [Citation Analysis] 12
2003 Implementing the Bianco and Yohai estimator for logistic regression
RePEc:eee:csdana:v:44:y:2003:i:1-2:p:273-295 [Citation Analysis] 11
2003 Forecasting the US unemployment rate
RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476 [Citation Analysis] 11
2003 Choosing initial values for the EM algorithm for finite mixtures
RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590 [Citation Analysis] 11
2005 Clusterwise PLS regression on a stochastic process
RePEc:eee:csdana:v:49:y:2005:i:1:p:99-108 [Citation Analysis] 11
1987 Correspondence analysis with least absolute residuals
RePEc:eee:csdana:v:5:y:1987:i:4:p:337-356 [Citation Analysis] 11
2010 Testing, monitoring, and dating structural changes in exchange rate regimes
RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706 [Citation Analysis] 11
1994 Testing numerical reliability of data analysis systems
RePEc:eee:csdana:v:18:y:1994:i:2:p:269-286 [Citation Analysis] 11
2002 Estimation of parameters from progressively censored data using EM algorithm
RePEc:eee:csdana:v:39:y:2002:i:4:p:371-386 [Citation Analysis] 11
2002 A mixture model approach for the analysis of microarray gene expression data
RePEc:eee:csdana:v:39:y:2002:i:1:p:1-20 [Citation Analysis] 11
2004 Clustering financial time series: an application to mutual funds style analysis
RePEc:eee:csdana:v:47:y:2004:i:2:p:353-372 [Citation Analysis] 11
2003 A comparative study of algorithms for solving seemingly unrelated regressions models
RePEc:eee:csdana:v:44:y:2003:i:1-2:p:3-35 [Citation Analysis] 11
2007 Estimation of fractional integration in the presence of data noise
RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114 [Citation Analysis] 11

Citing documents used to compute impact factor 132:

Year Title See
2011 A compound class of Weibull and power series distributions
RePEc:eee:csdana:v:55:y:2011:i:3:p:1410-1425 [Citation Analysis]
2011 A New Dimension Reduction Method: Factor Discriminant K-means
RePEc:spr:jclass:v:28:y:2011:i:2:p:210-226 [Citation Analysis]
2011 Practical variable selection for generalized additive models
RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387 [Citation Analysis]
2011 Asymptotics for a Bayesian nonparametric estimator of species richness
RePEc:pav:wpaper:144 [Citation Analysis]
2011 A smoothing principle for the Huber and other location M-estimators
RePEc:eee:csdana:v:55:y:2011:i:1:p:324-337 [Citation Analysis]
2011 Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
RePEc:eee:csdana:v:55:y:2011:i:4:p:1715-1725 [Citation Analysis]
2011 On the Bayesian Nonparametric Generalization of IRT-Type Models
RePEc:spr:psycho:v:76:y:2011:i:3:p:385-409 [Citation Analysis]
2011 A mixture of generalized latent variable models for mixed mode and heterogeneous data
RePEc:eee:csdana:v:55:y:2011:i:11:p:2889-2907 [Citation Analysis]
2011 Rejoinder on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:290-292 [Citation Analysis]
2011 Iterative stepwise regression imputation using standard and robust methods
RePEc:eee:csdana:v:55:y:2011:i:10:p:2793-2806 [Citation Analysis]
2011 An imputation method for categorical variables with application to nonlinear principal component analysis
RePEc:eee:csdana:v:55:y:2011:i:7:p:2410-2420 [Citation Analysis]
2011 Multiple Imputation by Chained Equations (MICE): Implementation in Stata
RePEc:jss:jstsof:45:i04 [Citation Analysis]
2011 mice: Multivariate Imputation by Chained Equations in R
RePEc:jss:jstsof:45:i03 [Citation Analysis]
2011 Some variants of adaptive sampling procedures and their applications
RePEc:eee:csdana:v:55:y:2011:i:12:p:3183-3196 [Citation Analysis]
2011 Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
RePEc:eee:csdana:v:55:y:2011:i:8:p:2525-2539 [Citation Analysis]
2011 Error rates for multivariate outlier detection
RePEc:eee:csdana:v:55:y:2011:i:1:p:544-553 [Citation Analysis]
2011 Classification in segmented regression problems
RePEc:eee:csdana:v:55:y:2011:i:7:p:2276-2287 [Citation Analysis]
2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
RePEc:ptu:wpaper:w201128 [Citation Analysis]
2011 Long Memory Dynamics for Multivariate Dependence under Heavy Tails
RePEc:dgr:uvatin:20110175 [Citation Analysis]
2011 Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
RePEc:eee:csdana:v:55:y:2011:i:3:p:1331-1341 [Citation Analysis]
2011 The beta Burr XII distribution with application to lifetime data
RePEc:eee:csdana:v:55:y:2011:i:2:p:1118-1136 [Citation Analysis]
2011 Supersaturated designs: Are our results significant?
RePEc:eee:csdana:v:55:y:2011:i:9:p:2652-2664 [Citation Analysis]
2011 Analysis of multidimensional probability distributions with copula functions
RePEc:ris:apltrx:0077 [Citation Analysis]
2011 Analysis of multidimensional probability distributions with copula functions. II
RePEc:ris:apltrx:0094 [Citation Analysis]
2011 Identifying cluster number for subspace projected functional data clustering
RePEc:eee:csdana:v:55:y:2011:i:6:p:2090-2103 [Citation Analysis]
2011 Rank regression for accelerated failure time model with clustered and censored data
RePEc:eee:csdana:v:55:y:2011:i:7:p:2334-2343 [Citation Analysis]
2011 Robust variable selection with application to quality of life research
RePEc:spr:stmapp:v:20:y:2011:i:1:p:65-82 [Citation Analysis]
2011 Fitting marginal accelerated failure time models to clustered survival data with potentially informative cluster size
RePEc:eee:csdana:v:55:y:2011:i:12:p:3295-3303 [Citation Analysis]
2011 Estimation of a flexible simple linear model for interval data based on set arithmetic
RePEc:eee:csdana:v:55:y:2011:i:9:p:2568-2578 [Citation Analysis]
2011 On the performance of the flexible maximum entropy distributions within partially adaptive estimation
RePEc:eee:csdana:v:55:y:2011:i:6:p:2172-2182 [Citation Analysis]
2011 Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns
RePEc:igi:igierp:416 [Citation Analysis]
2011 Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models.
RePEc:swe:wpaper:2012-03 [Citation Analysis]
2011 An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
RePEc:pra:mprapa:38675 [Citation Analysis]
2011 Classification of Volatility in Presence of Changes in Model Parameters
RePEc:cns:cnscwp:201113 [Citation Analysis]
2011 Progressively Type-II censored competing risks data from Lomax distributions
RePEc:eee:csdana:v:55:y:2011:i:3:p:1285-1303 [Citation Analysis]
2011 Prediction of daily peak electricity demand in South Africa using volatility forecasting models
RePEc:eee:eneeco:v:33:y:2011:i:5:p:882-888 [Citation Analysis]
2011 Conditional copulas, association measures and their applications
RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932 [Citation Analysis]
2011 Semiparametric bivariate Archimedean copulas
RePEc:eee:csdana:v:55:y:2011:i:6:p:2038-2058 [Citation Analysis]
2011 The economic value of range-based covariance between stock and bond returns with dynamic copulas
RePEc:eee:empfin:v:18:y:2011:i:4:p:711-727 [Citation Analysis]
2011 Tails of correlation mixtures of elliptical copulas
RePEc:eee:insuma:v:48:y:2011:i:1:p:153-160 [Citation Analysis]
2011 An empirical evaluation of rotation-based ensemble classifiers for customer churn prediction
RePEc:rug:rugwps:11/717 [Citation Analysis]
2011 Ensemble classification of paired data
RePEc:eee:csdana:v:55:y:2011:i:5:p:1933-1941 [Citation Analysis]
2011 On the importance of sectoral and regional shocks for price-setting
RePEc:cpr:ceprdp:8357 [Citation Analysis]
2011 A latent process model for time series of attributed random graphs
RePEc:spr:sistpr:v:14:y:2011:i:3:p:231-253 [Citation Analysis]
2011 On estimation and influence diagnostics for zero-inflated negative binomial regression models
RePEc:eee:csdana:v:55:y:2011:i:3:p:1304-1318 [Citation Analysis]
2011 Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics
RePEc:eee:csdana:v:55:y:2011:i:1:p:588-602 [Citation Analysis]
2011 Influence diagnostics in a general class ofÂ beta regression models
RePEc:spr:testjl:v:20:y:2011:i:1:p:95-119 [Citation Analysis]
2011 Bias and skewness in a general extreme-value regression model
RePEc:eee:csdana:v:55:y:2011:i:3:p:1379-1393 [Citation Analysis]
2011 Robust likelihood inference for regression parameters in partially linear models
RePEc:eee:csdana:v:55:y:2011:i:4:p:1696-1714 [Citation Analysis]
2011 When the Tide is High: Estimating the Welfare Impact of Coastal Erosion Management
RePEc:ags:nzar11:115414 [Citation Analysis]
2011 Improving the efficiency of individualized designs for the mixed logit choice model by including covariates.
RePEc:ner:leuven:urn:hdl:123456789/322827 [Citation Analysis]
2011 A tail dependence-based dissimilarity measure for financial time series clustering
RePEc:spr:advdac:v:5:y:2011:i:4:p:323-340 [Citation Analysis]
2011 A nonparametric exponentially weighted moving average signed-rank chart for monitoring location
RePEc:eee:csdana:v:55:y:2011:i:8:p:2490-2503 [Citation Analysis]
2011 Semiparametric regression analysis of panel count data with informative observation times
RePEc:eee:csdana:v:55:y:2011:i:1:p:291-300 [Citation Analysis]
2011 Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data
RePEc:eee:csdana:v:55:y:2011:i:1:p:813-823 [Citation Analysis]
2011 Approaching Economic Issues through EpidemiologyâAn Introduction to Business Epidemiology
RePEc:rjr:romjef:v::y:2011:i:1:p:257-276 [Citation Analysis]
2011 Regression models for grouped survival data: Estimation and sensitivity analysis
RePEc:eee:csdana:v:55:y:2011:i:2:p:993-1007 [Citation Analysis]
2011 Three predictive power measures for generalized linear models: The entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient
RePEc:eee:csdana:v:55:y:2011:i:11:p:3049-3058 [Citation Analysis]
2011 The Global Financial Crisis: Countercyclical Fiscal Policy Issues and Challenges in Malaysia, Indonesia, the Philippines, and Singapore
RePEc:ris:adbiwp:0288 [Citation Analysis]
2011 Near Real-Time Disturbance Detection in Terrestrial Ecosystems Using Satellite Image Time Series: Drought Detection in Somalia
RePEc:inn:wpaper:2011-18 [Citation Analysis]
2011 Did the Indian capital controls work as a tool of macroeconomic policy?
RePEc:npf:wpaper:11/87 [Citation Analysis]
2011 Who cares about the Chinese Yuan?
RePEc:npf:wpaper:11/89 [Citation Analysis]
2011 CUSUM control charts for monitoring optimal portfolio weights
RePEc:eee:csdana:v:55:y:2011:i:11:p:2991-3009 [Citation Analysis]
2011 The exchange rate regime in Asia: From crisis to crisis
RePEc:eee:reveco:v:20:y:2011:i:1:p:32-43 [Citation Analysis]
2011 Estimating residual variance in random forest regression
RePEc:eee:csdana:v:55:y:2011:i:11:p:2937-2950 [Citation Analysis]
2011 Hierarchical Bayes multivariate estimation of poverty rates based on increasing thresholds for small domains
RePEc:eee:csdana:v:55:y:2011:i:4:p:1736-1747 [Citation Analysis]
2011 Modelling using an extended Yule distribution
RePEc:eee:csdana:v:55:y:2011:i:1:p:863-873 [Citation Analysis]
2011 A Bayesian approach to model-based clustering for binary panel probit models
RePEc:eee:csdana:v:55:y:2011:i:1:p:261-279 [Citation Analysis]
2011 The Poisson-exponential lifetime distribution
RePEc:eee:csdana:v:55:y:2011:i:1:p:677-686 [Citation Analysis]
2011 Repeated measures analysis for functional data
RePEc:eee:csdana:v:55:y:2011:i:12:p:3244-3256 [Citation Analysis]
2011 Principal components for multivariate functional data
RePEc:eee:csdana:v:55:y:2011:i:9:p:2619-2634 [Citation Analysis]
2011 Progressively Type-II censored competing risks data from Lomax distributions
RePEc:eee:csdana:v:55:y:2011:i:3:p:1285-1303 [Citation Analysis]
2011 An extension of an over-dispersion test for count data
RePEc:eee:csdana:v:55:y:2011:i:1:p:466-474 [Citation Analysis]
2011 Optimal allocation of change points in simple step-stress experiments under Type-II censoring
RePEc:eee:csdana:v:55:y:2011:i:1:p:236-247 [Citation Analysis]
2011 Dependent mixtures of Dirichlet processes
RePEc:eee:csdana:v:55:y:2011:i:6:p:2011-2025 [Citation Analysis]
2011 Practical variable selection for generalized additive models
RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387 [Citation Analysis]
2011 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
RePEc:eee:csdana:v:55:y:2011:i:2:p:1008-1017 [Citation Analysis]
2011 A note on influence diagnostics in nonlinear mixed-effects elliptical models
RePEc:eee:csdana:v:55:y:2011:i:1:p:218-225 [Citation Analysis]
2011 CUSUM control charts for monitoring optimal portfolio weights
RePEc:eee:csdana:v:55:y:2011:i:11:p:2991-3009 [Citation Analysis]
2011 Ensemble classification of paired data
RePEc:eee:csdana:v:55:y:2011:i:5:p:1933-1941 [Citation Analysis]
2011 Forecasting with many predictors: Is boosting a viable alternative?
RePEc:eee:ecolet:v:113:y:2011:i:1:p:16-18 [Citation Analysis]
2011 A nonparametric exponentially weighted moving average signed-rank chart for monitoring location
RePEc:eee:csdana:v:55:y:2011:i:8:p:2490-2503 [Citation Analysis]
2011 mstate: An R Package for the Analysis of Competing Risks and Multi-State Models
RePEc:jss:jstsof:38:i07 [Citation Analysis]
2011 Estimation of empirical null using a mixture of normals and its use in local false discovery rate
RePEc:eee:csdana:v:55:y:2011:i:7:p:2421-2432 [Citation Analysis]
2011 Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data
RePEc:eee:csdana:v:55:y:2011:i:10:p:2856-2870 [Citation Analysis]
2011 One-step minimum Hellinger distance estimation
RePEc:eee:csdana:v:55:y:2011:i:12:p:3148-3164 [Citation Analysis]
2011 A unified view on lifetime distributions arising from selection mechanisms
RePEc:eee:csdana:v:55:y:2011:i:12:p:3311-3319 [Citation Analysis]
2011 A compound class of Weibull and power series distributions
RePEc:eee:csdana:v:55:y:2011:i:3:p:1410-1425 [Citation Analysis]
2011 Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics
RePEc:eee:csdana:v:55:y:2011:i:1:p:588-602 [Citation Analysis]
2011 An imputation method for categorical variables with application to nonlinear principal component analysis
RePEc:eee:csdana:v:55:y:2011:i:7:p:2410-2420 [Citation Analysis]
2011 Generalized GIPSCAL re-revisited: a fast convergent algorithm with acceleration by the minimal polynomial extrapolation
RePEc:spr:advdac:v:5:y:2011:i:1:p:57-75 [Citation Analysis]
2011 Construction of uncertainty sets for portfolio selection problems
RePEc:zbw:ucdpse:411 [Citation Analysis]
2011 Weighted-mean trimming of multivariate data
RePEc:eee:jmvana:v:102:y:2011:i:3:p:405-421 [Citation Analysis]
2011 ECONOMETRICS FOR GRUMBLERS: A NEW LOOK AT THE LITERATURE ON CROSSâCOUNTRY GROWTH EMPIRICS
RePEc:bla:jecsur:v:25:y:2011:i:1:p:109-155 [Citation Analysis]
2011 An affine invariant multiple test procedure for assessing multivariate normality
RePEc:eee:csdana:v:55:y:2011:i:5:p:1980-1992 [Citation Analysis]
2011 Differentials in the Regional Operational Program expenditure for public services and infrastructure in the coastal cities of Sardinia (Italy) analyzed in the ruling context of the Regional Landscap
RePEc:wiw:wiwrsa:ersa10p713 [Citation Analysis]
2011 On a new NBUE property in multivariate sense: An application
RePEc:eee:csdana:v:55:y:2011:i:12:p:3283-3294 [Citation Analysis]
2011 Estimation of reliability in a series system with random sample size
RePEc:eee:csdana:v:55:y:2011:i:2:p:964-972 [Citation Analysis]
2011 Two-group classification with high-dimensional correlated data: A factor model approach
RePEc:eee:csdana:v:55:y:2011:i:11:p:2975-2990 [Citation Analysis]
2011 Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
RePEc:eee:csdana:v:55:y:2011:i:7:p:2221-2233 [Citation Analysis]
2011 Variable selection in model-based discriminant analysis
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1374-1387 [Citation Analysis]
2011 Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
RePEc:dgr:umamet:2011056 [Citation Analysis]
2011 Approximate Bayesian inference in spatial GLMM with skew normal latent variables
RePEc:eee:csdana:v:55:y:2011:i:4:p:1791-1806 [Citation Analysis]
2011 An experimental comparison of cross-validation techniques for estimating the area under the ROC curve
RePEc:eee:csdana:v:55:y:2011:i:4:p:1828-1844 [Citation Analysis]
2011 On the performance of the flexible maximum entropy distributions within partially adaptive estimation
RePEc:eee:csdana:v:55:y:2011:i:6:p:2172-2182 [Citation Analysis]
2011 Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
RePEc:eee:csdana:v:55:y:2011:i:12:p:3344-3354 [Citation Analysis]
2011 Approximate inference of the bandwidth in multivariate kernel density estimation
RePEc:eee:csdana:v:55:y:2011:i:12:p:3104-3122 [Citation Analysis]
2011 Correspondence Analysis with Linear Constraints of Ordinal Cross-Classifications
RePEc:spr:jclass:v:28:y:2011:i:1:p:70-92 [Citation Analysis]
2011 Rank regression for accelerated failure time model with clustered and censored data
RePEc:eee:csdana:v:55:y:2011:i:7:p:2334-2343 [Citation Analysis]
2011 A comparative study of nonparametric estimation in Weibull regression: A penalized likelihood approach
RePEc:eee:csdana:v:55:y:2011:i:4:p:1884-1896 [Citation Analysis]
2011 Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect ofÂ estimating the missing probability on the simplified marginal estimators
RePEc:spr:testjl:v:20:y:2011:i:3:p:524-548 [Citation Analysis]
2011 Regularized reduced rank growth curve models
RePEc:eee:csdana:v:55:y:2011:i:2:p:1041-1052 [Citation Analysis]
2011 Minimum [phi]-divergence estimation in misspecified multinomial models
RePEc:eee:csdana:v:55:y:2011:i:12:p:3365-3378 [Citation Analysis]
2011 Some variants of adaptive sampling procedures and their applications
RePEc:eee:csdana:v:55:y:2011:i:12:p:3183-3196 [Citation Analysis]
2011 Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:284-286 [Citation Analysis]
2011 Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
RePEc:eee:csdana:v:55:y:2011:i:1:p:429-445 [Citation Analysis]
2011 A dynamic copula approach to recovering the index implied volatility skew
RePEc:usg:dp2010:2010-33 [Citation Analysis]
2011 Analysis of multidimensional probability distributions with copula functions
RePEc:ris:apltrx:0077 [Citation Analysis]
2011 Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
RePEc:eee:quaeco:v:51:y:2011:i:2:p:173-188 [Citation Analysis]
2011 Approximate repeated-measures shrinkage
RePEc:eee:csdana:v:55:y:2011:i:2:p:1150-1159 [Citation Analysis]
2011 A Bayesian approach to model-based clustering for binary panel probit models
RePEc:eee:csdana:v:55:y:2011:i:1:p:261-279 [Citation Analysis]
2011 A Bayesian hybrid Huberized support vector machine and its applications in high-dimensional medical data
RePEc:eee:csdana:v:55:y:2011:i:3:p:1342-1356 [Citation Analysis]
2011 An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets
RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243 [Citation Analysis]
2011 Model-based clustering and segmentation of time series with changes in regime
RePEc:spr:advdac:v:5:y:2011:i:4:p:301-321 [Citation Analysis]
2011 Identifying cluster number for subspace projected functional data clustering
RePEc:eee:csdana:v:55:y:2011:i:6:p:2090-2103 [Citation Analysis]
2011 Globalization as a driver or bottleneck for sustainable development. General tendencies and European implications
RePEc:pra:mprapa:33227 [Citation Analysis]
2011 The âfour economic freedomsâ and life quality. General tendencies and some hard lessons for EU-27-Europe.
RePEc:pra:mprapa:33225 [Citation Analysis]
2011 Costa Rica, superstar? some reflections on the global drivers and bottlenecks of the happy planet index
RePEc:pra:mprapa:33226 [Citation Analysis]
2011 Migration, Openness and the Global Preconditions of Smart Development
RePEc:iza:izadps:dp6169 [Citation Analysis]
2011 Variable selection for functional regression models via the L1 regularization
RePEc:eee:csdana:v:55:y:2011:i:12:p:3304-3310 [Citation Analysis]
2011 Structural test in regression on functional variables
RePEc:eee:jmvana:v:102:y:2011:i:3:p:422-447 [Citation Analysis]
2011 Generating generalized inverse Gaussian random variates by fast inversion
RePEc:eee:csdana:v:55:y:2011:i:1:p:213-217 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Hedging of time discrete auto-regressive stochastic volatility options RePEc:arx:papers:1110.6322	[Citation Analysis]
2011	Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues RePEc:dgr:kubcen:2011082	[Citation Analysis]
2011	Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models RePEc:eee:csdana:v:55:y:2011:i:11:p:2908-2924	[Citation Analysis]
2011	Two-group classification with high-dimensional correlated data: A factor model approach RePEc:eee:csdana:v:55:y:2011:i:11:p:2975-2990	[Citation Analysis]
2011	Model-based SIR for dimension reduction RePEc:eee:csdana:v:55:y:2011:i:11:p:3010-3026	[Citation Analysis]
2011	Generalized linear models with clustered data: Fixed and random effects models RePEc:eee:csdana:v:55:y:2011:i:12:p:3123-3134	[Citation Analysis]
2011	An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243	[Citation Analysis]
2011	Repeated measures analysis for functional data RePEc:eee:csdana:v:55:y:2011:i:12:p:3244-3256	[Citation Analysis]
2011	A new flexible direct ROC regression model: Application to the detection of cardiovascular risk factors by anthropometric measures RePEc:eee:csdana:v:55:y:2011:i:12:p:3257-3270	[Citation Analysis]
2011	A Bayesian analysis of an agricultural field trial with three spatial dimensions RePEc:eee:csdana:v:55:y:2011:i:12:p:3320-3332	[Citation Analysis]
2011	Minimum [phi]-divergence estimation in misspecified multinomial models RePEc:eee:csdana:v:55:y:2011:i:12:p:3365-3378	[Citation Analysis]
2011	A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models RePEc:eee:csdana:v:55:y:2011:i:4:p:1748-1759	[Citation Analysis]
2011	The specification of the propensity score in multilevel observational studies RePEc:eee:csdana:v:55:y:2011:i:4:p:1770-1780	[Citation Analysis]
2011	Conditional copulas, association measures and their applications RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932	[Citation Analysis]
2011	Ensemble classification of paired data RePEc:eee:csdana:v:55:y:2011:i:5:p:1933-1941	[Citation Analysis]
2011	Some edge correction methods for marked spatio-temporal point process models RePEc:eee:csdana:v:55:y:2011:i:7:p:2209-2220	[Citation Analysis]
2011	Functional density synchronization RePEc:eee:csdana:v:55:y:2011:i:7:p:2234-2249	[Citation Analysis]
2011	A segmentation-based algorithm for large-scale partially ordered monotonic regression RePEc:eee:csdana:v:55:y:2011:i:8:p:2463-2476	[Citation Analysis]
2011	Estimation of a flexible simple linear model for interval data based on set arithmetic RePEc:eee:csdana:v:55:y:2011:i:9:p:2568-2578	[Citation Analysis]
2011	Principal components for multivariate functional data RePEc:eee:csdana:v:55:y:2011:i:9:p:2619-2634	[Citation Analysis]
2011	Robust estimators and tests for bivariate copulas based on likelihood depth RePEc:eee:csdana:v:55:y:2011:i:9:p:2724-2738	[Citation Analysis]
2011	Functional data analysis in shape analysis RePEc:eee:csdana:v:55:y:2011:i:9:p:2758-2773	[Citation Analysis]
2011	Panel data analysis: a survey on model-based clustering of time series RePEc:spr:advdac:v:5:y:2011:i:4:p:251-280	[Citation Analysis]
2011	Classification of repeated measurements data using tree-based ensemble methods RePEc:spr:compst:v:26:y:2011:i:2:p:355-369	[Citation Analysis]
2011	Modeling Rule-Based Item Generation RePEc:spr:psycho:v:76:y:2011:i:2:p:337-359	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Asset Pair-Copula Selection with Downside Risk Minimization RePEc:com:wpaper:037	[Citation Analysis]
2010	Exact Maximum Likelihood Estimation for Copula Models RePEc:com:wpaper:038	[Citation Analysis]
2010	Threshold Accepting for Credit Risk Assessment and Validation RePEc:com:wpaper:039	[Citation Analysis]
2010	Heuristic Strategies in Finance An Overview RePEc:com:wpaper:045	[Citation Analysis]
2010	Outliers in Garch models and the estimation of risk measures RePEc:cte:wsrepe:ws100502	[Citation Analysis]
2010	Asia Confronts the Impossible Trinity RePEc:eab:macroe:22814	[Citation Analysis]
2010	Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models RePEc:ebl:ecbull:eb-09-00287	[Citation Analysis]
2010	Design-based estimation for geometric quantiles with application to outlier detection RePEc:eee:csdana:v:54:y:2010:i:10:p:2214-2229	[Citation Analysis]
2010	New EWMA control charts for monitoring process dispersion RePEc:eee:csdana:v:54:y:2010:i:10:p:2328-2342	[Citation Analysis]
2010	Joint forecasts of Dow Jones stocks under general multivariate loss function RePEc:eee:csdana:v:54:y:2010:i:11:p:2360-2371	[Citation Analysis]
2010	Imputation of missing values for compositional data using classical and robust methods RePEc:eee:csdana:v:54:y:2010:i:12:p:3095-3107	[Citation Analysis]
2010	Stepwise estimation of common principal components RePEc:eee:csdana:v:54:y:2010:i:12:p:3446-3457	[Citation Analysis]
2010	Characteristics of innovating firms in Tunisia: The essential role of external knowledge sources RePEc:eee:streco:v:21:y:2010:i:3:p:181-196	[Citation Analysis]
2010	Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models RePEc:kie:kieliw:1594	[Citation Analysis]
2010	Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005. RePEc:pra:mprapa:22077	[Citation Analysis]
2010	Valuing travel time variability: Characteristics of the travel time distribution on an urban road RePEc:pra:mprapa:24330	[Citation Analysis]
2010	A review of robust clustering methods RePEc:spr:advdac:v:4:y:2010:i:2:p:89-109	[Citation Analysis]
2010	Outlier detection and robust covariance estimation using mathematical programming RePEc:spr:advdac:v:4:y:2010:i:4:p:301-334	[Citation Analysis]
2010	Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study RePEc:spr:jclass:v:27:y:2010:i:3:p:333-362	[Citation Analysis]
2010	Forecasting international stock market correlations: does anything beat a CCC? RePEc:zbw:ucdpse:710	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Long Memory and Tail dependence in Trading Volume and Volatility RePEc:aah:create:2009-30	[Citation Analysis]
2009	Measuring middle-class decline in one and many attributes RePEc:anc:wpaper:333	[Citation Analysis]
2009	Structural Inflation Models with Real Wage Rigidities: The Case of Canada RePEc:bca:bocawp:09-21	[Citation Analysis]
2009	Extraction of financial market expectations about inflation and interest rates from a liquid market RePEc:bde:wpaper:0906	[Citation Analysis]
2009	P-spline anova-type interaction models for spatio-temporal smoothing RePEc:cte:wsrepe:ws093312	[Citation Analysis]
2009	The econometrics of randomly spaced financial data: a survey RePEc:cte:wsrepe:ws097924	[Citation Analysis]
2009	An analysis of life expectancy and economic production using expectile frontier zones RePEc:dem:demres:v:21:y:2009:i:5	[Citation Analysis]
2009	Detrending Bootstrap Unit Root Tests RePEc:dgr:umamet:2009056	[Citation Analysis]
2009	Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models RePEc:ebl:ecbull:eb-08c20079	[Citation Analysis]
2009	A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect RePEc:eee:csdana:v:53:y:2009:i:10:p:3593-3600	[Citation Analysis]
2009	A generalized Waring regression model for count data RePEc:eee:csdana:v:53:y:2009:i:10:p:3717-3725	[Citation Analysis]
2009	Confidence interval estimation for lognormal data with application to health economics RePEc:eee:csdana:v:53:y:2009:i:11:p:3755-3764	[Citation Analysis]
2009	Taxonomy for characterizing ensemble methods in classification tasks: A review and annotated bibliography RePEc:eee:csdana:v:53:y:2009:i:12:p:4046-4072	[Citation Analysis]
2009	Homogeneity tests for several Poisson populations RePEc:eee:csdana:v:53:y:2009:i:12:p:4266-4278	[Citation Analysis]
2009	Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approach RePEc:eee:csdana:v:53:y:2009:i:12:p:4322-4331	[Citation Analysis]
2009	On some lifetime distributions with decreasing failure rate RePEc:eee:csdana:v:53:y:2009:i:12:p:4433-4440	[Citation Analysis]
2009	A new class of spatial concentration measures RePEc:eee:csdana:v:53:y:2009:i:12:p:4471-4481	[Citation Analysis]
2009	Generalised Procrustes Analysis with optimal scaling: Exploring data from a power supplier RePEc:eee:csdana:v:53:y:2009:i:12:p:4546-4554	[Citation Analysis]
2009	Negative binomial mixed models for analysis of stuttering rates RePEc:eee:csdana:v:53:y:2009:i:12:p:4590-4600	[Citation Analysis]
2009	Collective-agreement-based pruning of ensembles RePEc:eee:csdana:v:53:y:2009:i:4:p:1015-1026	[Citation Analysis]
2009	Distribution modeling and simulation of gene expression data RePEc:eee:csdana:v:53:y:2009:i:5:p:1650-1660	[Citation Analysis]
2009	Modified linear discriminant analysis approaches for classification of high-dimensional microarray data RePEc:eee:csdana:v:53:y:2009:i:5:p:1674-1687	[Citation Analysis]
2009	Estimating stochastic volatility models using daily returns and realized volatility simultaneously RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426	[Citation Analysis]
2009	Constant-partially accelerated life tests for Burr type-XII distribution with progressive type-II censoring RePEc:eee:csdana:v:53:y:2009:i:7:p:2511-2523	[Citation Analysis]
2009	Tests for zero-inflation and overdispersion: A new approach based on the stochastic convex order RePEc:eee:csdana:v:53:y:2009:i:7:p:2628-2639	[Citation Analysis]
2009	Special issue on correspondence analysis and related methods RePEc:eee:csdana:v:53:y:2009:i:8:p:3103-3106	[Citation Analysis]
2009	BiplotGUI: Interactive Biplots in R RePEc:jss:jstsof:30:i12	[Citation Analysis]
2009	Effect Displays in R for Multinomial and Proportional-Odds Logit Models: Extensions to the effects Package RePEc:jss:jstsof:32:i01	[Citation Analysis]
2009	On Marginal Likelihood Computation in Change-point Models RePEc:lvl:lacicr:0942	[Citation Analysis]
2009	A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. RePEc:ner:carlos:info:hdl:10016/15747	[Citation Analysis]
2009	Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II Îµ-contaminated class of prior distributions RePEc:pra:mprapa:16528	[Citation Analysis]
2009	Tests of ignoring and eliminating in nonsymmetric correspondence analysis RePEc:spr:advdac:v:3:y:2009:i:3:p:315-340	[Citation Analysis]
2009	Distributional Equivalence and Subcompositional Coherence in the Analysis of Compositional Data, Contingency Tables and Ratio-Scale Measurements RePEc:spr:jclass:v:26:y:2009:i:1:p:29-54	[Citation Analysis]
2009	Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution RePEc:tky:fseres:2009cf701	[Citation Analysis]
2009	Pricing caps with HJM models: the benefits of humped volatility RePEc:usi:wpaper:563	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	D-optimal conjoint choice designs with no-choice options for a nested logit model RePEc:ant:wpaper:2008020	[Citation Analysis]
2008	Update formulas for split-plot and block designs RePEc:ant:wpaper:2008022	[Citation Analysis]
2008	Clustering of discretely observed diffusion processes RePEc:arx:papers:0809.3902	[Citation Analysis]
2008	Clustering Heteroskedastic Time Series by Model-Based Procedures RePEc:cns:cnscwp:200801	[Citation Analysis]
2008	Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data RePEc:cns:cnscwp:200804	[Citation Analysis]
2008	Differences of Cultural Capital among Students in Transition to University. Some First Survey Evidences RePEc:cns:cnscwp:200805	[Citation Analysis]
2008	Clustering Mutual Funds by Return and Risk Levels RePEc:cns:cnscwp:200813	[Citation Analysis]
2008	Semiparametric Robust Estimation of Truncated and Censored Regression Models RePEc:dgr:kubcen:200834	[Citation Analysis]
2008	Special section on Microsoft Excel 2007 RePEc:eee:csdana:v:52:y:2008:i:10:p:4568-4569	[Citation Analysis]
2008	On the accuracy of statistical procedures in Microsoft Excel 2007 RePEc:eee:csdana:v:52:y:2008:i:10:p:4570-4578	[Citation Analysis]
2008	Teaching statistics with Excel 2007 and other spreadsheets RePEc:eee:csdana:v:52:y:2008:i:10:p:4602-4606	[Citation Analysis]
2008	The out-of-sample problem for classical multidimensional scaling RePEc:eee:csdana:v:52:y:2008:i:10:p:4635-4642	[Citation Analysis]
2008	Semisupervised learning from dissimilarity data RePEc:eee:csdana:v:52:y:2008:i:10:p:4643-4657	[Citation Analysis]
2008	Clustering heteroskedastic time series by model-based procedures RePEc:eee:csdana:v:52:y:2008:i:10:p:4685-4698	[Citation Analysis]
2008	Symbolic computation of moments of sampling distributions RePEc:eee:csdana:v:52:y:2008:i:11:p:4909-4922	[Citation Analysis]
2008	Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks RePEc:eee:csdana:v:52:y:2008:i:11:p:4998-5013	[Citation Analysis]
2008	Dirichlet component regression and its applications to psychiatric data RePEc:eee:csdana:v:52:y:2008:i:12:p:5344-5355	[Citation Analysis]
2008	Reliability inference and sample-size determination under double censoring for some two-parameter models RePEc:eee:csdana:v:52:y:2008:i:7:p:3426-3440	[Citation Analysis]
2008	Bayesian significance testing and multiple comparisons from MCMC outputs RePEc:eee:csdana:v:52:y:2008:i:7:p:3543-3559	[Citation Analysis]
2008	Favorability functions based on kernel density estimation for logistic models: A case study RePEc:eee:csdana:v:52:y:2008:i:9:p:4533-4543	[Citation Analysis]
2008	Analysis of high-dimensional repeated measures designs: The one sample case RePEc:eee:csdana:v:53:y:2008:i:2:p:416-427	[Citation Analysis]
2008	Selection between Weibull and lognormal distributions: A comparative simulation study RePEc:eee:csdana:v:53:y:2008:i:2:p:477-485	[Citation Analysis]
2008	Optimization designs of the combined Shewhart-CUSUM control charts RePEc:eee:csdana:v:53:y:2008:i:2:p:496-506	[Citation Analysis]
2008	Variational Bayesian functional PCA RePEc:eee:csdana:v:53:y:2008:i:2:p:517-533	[Citation Analysis]
2008	Improved Subset Autoregression: With R Package RePEc:jss:jstsof:28:i02	[Citation Analysis]
2008	Rainbow plots, Bagplots and Boxplots for Functional Data RePEc:msh:ebswps:2008-9	[Citation Analysis]
2008	Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise RePEc:par:dipeco:2008-me01	[Citation Analysis]
2008	Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk RePEc:ris:apltrx:0024	[Citation Analysis]
2008	Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods RePEc:ubs:wpaper:0815	[Citation Analysis]
2008	Testing For Asymmetric Information In Insurance Markets With Unobservable Types RePEc:yor:hectdg:08/26	[Citation Analysis]

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