Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Computational Statistics & Data Analysis / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.010.08606040.0734831020.030.04
19910.010.085911920.025394100.04
19920.030.089721650.02115119300.04
19930.010.096027640.01661561020.030.05
19940.18235840.01150157020.020.04
19950.060.19107465250.05108142887.50.07
19960.060.23120585400.071651891163.630.030.09
19970.020.29123708420.0611422754010.010.1
19980.050.2999807350.041212431241.720.020.11
19990.080.3380887660.071492221752.930.040.14
20000.040.4284971580.06116179728.60.16
20010.080.44841055530.051571641323.10.17
20020.040.441141169690.0631416865050.040.19
20030.120.4612212911350.14391982450140.110.2
20040.220.5316814592090.143022365248.190.050.22
20050.140.5612815871490.093112904017.5100.080.23
20060.180.5336819553280.177712965464.8450.120.22
20070.250.4641123664660.274749612461.3340.080.19
20080.30.4934227086100.2354477923353.6340.10.21
20090.260.534630547170.2332775319654.6370.110.2
20100.240.4628433387520.2327568816761.7210.070.16
20110.230.5727436127860.2214363014655.5250.090.22
20120.260.6627238849530.259955814452.8270.10.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

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76
2003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

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50
2005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

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40
2007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

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34
2007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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34
1999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

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32
2003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

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31
2006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

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30
2006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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29
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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28
2007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

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28
2006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

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28
2001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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25
1992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

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25
2003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

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24
2003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). BIERNACKI, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

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23
2006Time series of count data: modeling, estimation and diagnostics. (2006). Jung, Robert ; Kukuk, Martin ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364.

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23
2004Applications of optimization heuristics to estimation and modelling problems. (2004). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223.

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22
2006Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991.

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22
2007Improving the computation of censored quantile regressions. (2007). Winker, Peter ; Fitzenberger, Bernd. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:88-108.

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20
2008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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20
2008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

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20
1998Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209.

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20
1992Smooth estimators of distribution and density functions. (1992). Lejeune, Michel ; Sarda, Pascal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:4:p:457-471.

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20
2001Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Anselin, Luc ; Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319.

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19
2010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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19
2002SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity. (2002). Feng, Yuanhua ; Beran, Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419.

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19
2004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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18
1994A comparative study of several smoothing methods in density estimation. (1994). Cuevas, Antonio ; Manteiga, Wensceslao Gonzalez ; Cao, Ricardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176.

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18
2006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

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18
2006Bayesian analysis of the stochastic conditional duration model. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267.

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17
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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17
1990Model conditions for asymptotic robustness in the analysis of linear relations. (1990). Satorra, Albert ; Bentler, Peter M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:10:y:1990:i:3:p:235-249.

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17
2002Estimation of parameters from progressively censored data using EM algorithm. (2002). Balakrishnan, N. ; Chan, P. S. ; Ng, H. K. T., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:39:y:2002:i:4:p:371-386.

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16
2008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

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16
2007Multivariate mixed normal conditional heteroskedasticity. (2007). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3551-3566.

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16
1996Genetic algorithms and their statistical applications: an introduction. (1996). Lynch, Lucy A. ; Chatterjee, Sangit ; Laudato, Matthew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:22:y:1996:i:6:p:633-651.

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16
2003On the performance of nonparametric specification tests in regression models. (2003). Mora, Juan ; Miles, Daniel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490.

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16
2004Fast and robust discriminant analysis. (2004). Van Driessen, Katrien ; Hubert, Mia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:301-320.

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15
2003Modelling high-dimensional data by mixtures of factor analyzers. (2003). Peel, D. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:379-388.

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15
2003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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14
1999On the accuracy of statistical procedures in Microsoft Excel 97. (1999). McCullough, B ; Wilson, Berry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:1:p:27-37.

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14
1995An alternative approach for the numerical solution of seemingly unrelated regression equations models. (1995). Kontoghiorghes, Erricos ; Clarke, M. R. B., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:19:y:1995:i:4:p:369-377.

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14
2009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Omori, Yasuhiro ; Takahashi, Makoto ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

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14
2004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

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14
2007Estimation of fractional integration in the presence of data noise. (2007). Nielsen, Morten ; Haldrup, Niels. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:3100-3114.

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14
2003Latent class models for classification. (2003). Magidson, Jay ; Vermunt, Jeroen K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:531-537.

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13
2007Efficient algorithms for computing the best subset regression models for large-scale problems. (2007). Kontoghiorghes, Erricos ; Gatu, Cristian ; Hofmann, Marc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:16-29.

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13
2007Variable selection in regression models using nonstandard optimisation of information criteria. (2007). Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:4-15.

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13
2006A fuzzy representation of random variables: An operational tool in exploratory analysis and hypothesis testing. (2006). Colubi, Ana ; Gil, Maria Angeles ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:1:p:163-176.

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13

Citing documents used to compute impact factor 144:

YearTitleSee
2012Residual analysis of linear mixed models using a simulation approach. (2012). Schtzenmeister, Andr ; Piepho, Hans-Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1405-1416.

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[Citation Analysis]
2012Model effect on projected mortality indicators. (2012). Otranto, Edoardo ; Debon, A. ; Haberman, S. ; Montes, F.. In: Working Paper CRENoS. RePEc:cns:cnscwp:201215.

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[Citation Analysis]
2012Analyzing longitudinal clinical trial data with nonignorable missingness and unknown missingness reasons. (2012). Xie, Hui . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:5:p:1287-1300.

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[Citation Analysis]
2012Objective Bayesian analysis for the normal compositional model. (2012). Kazianka, Hannes . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1528-1544.

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[Citation Analysis]
2012Assessment of variance components in nonlinear mixed-effects elliptical models. (2012). Russo, Cibele ; Aoki, Reiko ; Paula, Gilberto . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:519-545.

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[Citation Analysis]
2012Bayesian multiscale analysis of images modeled as Gaussian Markov random fields. (2012). Godtliebsen, Fred ; Skrovseth, Stein Olav ; Thon, Kevin ; Rue, Hvard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:49-61.

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[Citation Analysis]
2012Testing non-inferiority for clustered matched-pair binary data in diagnostic medicine. (2012). Hardin, James W. ; Yang, Zhao ; Sun, Xuezheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:5:p:1301-1320.

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[Citation Analysis]
2012A combined overdispersed and marginalized multilevel model. (2012). Molenberghs, Geert ; Iddi, Samuel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1944-1951.

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[Citation Analysis]
2012Supervised classification for functional data: A weighted distance approach. (2012). Alonso, Andrs M. ; Romo, Juan ; Casado, David . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2334-2346.

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[Citation Analysis]
2012Generalized estimating equations and regression diagnostics for longitudinal controlled clinical trials: A case study. (2012). Ziegler, Andreas ; Vens, Maren . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:5:p:1232-1242.

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[Citation Analysis]
2012Archetypal Scientists. (2012). Wohlrabe, Klaus ; Seiler, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3990.

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[Citation Analysis]
2012Recursive partitioning on incomplete data using surrogate decisions and multiple imputation. (2012). Hapfelmeier, A. ; Hothorn, T. ; Ulm, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1552-1565.

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[Citation Analysis]
2012New Taxonomies for Limited Dependent Variables Models. (2012). Biorn, Erik ; Wangen, Knut R.. In: MPRA Paper. RePEc:pra:mprapa:41461.

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[Citation Analysis]
2012Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis. (2012). Marn, J. M. ; Rodrguez-Bernal, M. T.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1898-1907.

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[Citation Analysis]
2012A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data. (2012). Lemonte, Artur J. ; Ortega, Edwin M. M., ; Cordeiro, Gauss M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:698-718.

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[Citation Analysis]
2012Optimal acceptance sampling plans for log-location–scale lifetime models using average risks. (2012). Fernndez, Arturo J. ; Prez-Gonzlez, Carlos J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:719-731.

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[Citation Analysis]
2012Model selection in binary and tobit quantile regression using the Gibbs sampler. (2012). Zhang, Baoxue ; Ji, Yonggang ; Lin, Nan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:827-839.

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[Citation Analysis]
2012Stratified additive Poisson models: Computational methods and applications in clinical epidemiology. (2012). Gillett, Alexandra C. ; OaConnell, Rachel L. ; Marschner, Ian C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:5:p:1115-1130.

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[Citation Analysis]
2012Least squares type estimation for Cox regression model and specification error. (2012). Gradowska, P. L. ; Cooke, R. M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2288-2302.

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[Citation Analysis]
2012A Stahel–Donoho estimator based on huberized outlyingness. (2012). Vandervieren, E. ; Van Aelst, S. ; Willems, G.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:531-542.

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[Citation Analysis]
2012Selection of the number of clusters via the bootstrap method. (2012). Wang, Junhui ; Fang, Yixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:468-477.

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[Citation Analysis]
2012Dependence modeling in non-life insurance using the Bernstein copula. (2012). Eling, Martin ; Diers, Dorothea ; Marek, Sebastian D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:430-436.

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[Citation Analysis]
2012A space-time analysis of knowledge production. (2012). Parent, Olivier. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:49-73.

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[Citation Analysis]
2012Dynamic spatial panels: models, methods, and inferences. (2012). Elhorst, J.Paul. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:5-28.

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[Citation Analysis]
2012Spatial dynamic panel data models with random effects. (2012). Parent, Olivier ; LeSage, James. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:4:p:727-738.

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[Citation Analysis]
2012Spatial propagation of macroeconomic shocks in Europe. (2012). Toffano, C. Priscilla ; Houssa, Romain ; Dewachter, Hans. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:148:y:2012:i:2:p:377-402.

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[Citation Analysis]
2012Cost-effective designs for trials with discrete-time survival endpoints. (2012). Jwiak, Katarzyna ; Moerbeek, Mirjam. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2086-2096.

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[Citation Analysis]
2012On unbiased optimal L-statistics quantile estimators. (2012). Guo, Bo ; Lee, Loo-Hay ; Li, Ling-Wei ; Chen, Chun-Hung . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1891-1897.

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[Citation Analysis]
2012Support Vector Machines with Evolutionary Feature Selection for Default Prediction. (2012). Prastyo, Dedy ; Härdle, Wolfgang ; Hafner, Christian ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-030.

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[Citation Analysis]
2012Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods. (2012). Strachan, Rodney. In: MPRA Paper. RePEc:pra:mprapa:39360.

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[Citation Analysis]
2012Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2012). Chan, Joshua ; Joshua C C Chan, . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-591.

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[Citation Analysis]
2012The HESSIAN method: Highly efficient simulation smoothing, in a nutshell. (2012). McCausland, William. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:189-206.

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2012An exponentiated exponential binomial distribution with application. (2012). Asgharzadeh, A. ; Ristia, Miroslav M. ; Esmaily, L. ; Bakouch, Hassan S. ; Al-Zahrani, Bander M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:6:p:1067-1081.

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2012Bayesian semiparametric additive quantile regression. (2012). Waldmann, Elisabeth ; Yu, Yu Ryan ; Kneib, Thomas ; Lang, Stefan . In: Working Papers. RePEc:inn:wpaper:2012-06.

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2012Geoadditive expectile regression. (2012). Sobotka, Fabian ; Kneib, Thomas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:755-767.

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2012Bayesian analysis of quantile regression for censored dynamic panel data. (2012). Kobayashi, Genya ; Kozumi, Hideo . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:359-380.

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2012A simple bootstrap method for constructing nonparametric confidence bands for functions. (2012). Horowitz, Joel ; Hall, Paul . In: CeMMAP working papers. RePEc:ifs:cemmap:14/12.

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2012Inference on the probability P(T1<T2) as a measurement of treatment effect under a density ratio model and random censoring. (2012). Tu, Dongsheng ; Jiang, Shan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:5:p:1069-1078.

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2012A study of variable selection using g-prior distribution with ridge parameter. (2012). Pommeret, D. ; Baragatti, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1920-1934.

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2012Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time. (2012). du Jardin, Philippe ; Severin, eric . In: European Journal of Operational Research. RePEc:eee:ejores:v:221:y:2012:i:2:p:378-396.

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2012Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods. (2012). Fouskakis, D.. In: European Journal of Operational Research. RePEc:eee:ejores:v:220:y:2012:i:2:p:414-422.

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2012Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time. (2012). du Jardin, Philippe ; Severin, eric . In: MPRA Paper. RePEc:pra:mprapa:39935.

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2012Comparison of quantiles for several normal populations. (2012). Muindi, Josephia R. ; Li, Xinmin ; Tian, Lili ; Wang, Juan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2129-2138.

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2012Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models. (2012). Sun, Jianguo ; Li, Yang ; Song, Shuguang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2041-2050.

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2012Initializing the EM algorithm in Gaussian mixture models with an unknown number of components. (2012). Melnykov, Igor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1381-1395.

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2012Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization. (2012). Jhun, Myoungshic ; Bang, Sungwan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:813-826.

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2012Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters. (2012). Lee, Sangin ; Kim, Yongdai ; Kwon, Sunghoon . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:9:p:1710-1717.

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2012How informative are in-sample information criteria to forecasting? the case of Chilean GDP. (2012). Medel, Carlos A.. In: MPRA Paper. RePEc:pra:mprapa:35949.

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2012How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP. (2012). Medel Vera, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:657.

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2012Progressively first-failure censored reliability sampling plans with cost constraint. (2012). Wu, Shuo-Jye ; Huang, Syuan-Rong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2018-2030.

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2012On generalised asymmetric stochastic volatility models. (2012). Tsiotas, Georgios . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:151-172.

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2012On Geometric Ergodicity of Skewed - SVCHARME models. (2012). Snarska, Malgorzata ; Rydlewski, Jerzy P.. In: Papers. RePEc:arx:papers:1209.1544.

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2012Robust Deviance Information Criterion for Latent Variable Models. (2012). Yu, Jun ; Li, Yong ; JunYu, ; Zeng, Tao . In: Working Papers. RePEc:siu:wpaper:30-2012.

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2012Structural and reduced-form modeling and forecasting with application to Armenia.. (2012). Poghosyan, K.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5590845.

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2012A new estimator of the discovery probability. (2012). Lijoi, Antonio ; Favaro, Stefano ; Prunster, Igor . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0007.

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2012Robust joint modeling of mean and dispersion through trimming. (2012). Neykov, N. M. ; Neytchev, P. N. ; Filzmoser, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:34-48.

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2012Case-deletion type diagnostics for calibration estimators in survey sampling. (2012). Barranco-Chamorro, I. ; Jimnez-Gamero, M. D. ; Muoz-Pichardo, J. M. ; Moreno-Rebollo, J. L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2219-2236.

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2012On simultaneously identifying outliers and heteroscedasticity without specific form. (2012). Cheng, Tsung-Chi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2258-2272.

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2012Multifractal Scaling for Risky Asset Modelling. (2012). Taufer, Emanuele ; Leonenko, Nikolai ; Petherick, EStuart . In: DISA Working Papers. RePEc:trt:disawp:2012/07.

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2012INTEGRATED ESTIMATION MODEL OF THE DIFFICULTY STATUS OF ENTREPRISE. (2012). Diana, Dadalau . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2012:v:4ii:p:130-143.

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2012On the estimation and diagnostic checking of the ARFIMA–HYGARCH model. (2012). Li, Guodong ; Kwan, Wilson . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3632-3644.

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2012An exponentiated exponential binomial distribution with application. (2012). Asgharzadeh, A. ; Ristia, Miroslav M. ; Esmaily, L. ; Bakouch, Hassan S. ; Al-Zahrani, Bander M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:6:p:1067-1081.

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2012Clustering of functional data in a low-dimensional subspace. (2012). . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:6:y:2012:i:3:p:219-247.

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2012On a rapid simulation of the Dirichlet process. (2012). Al Labadi, Luai ; Zarepour, Mahmoud. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:916-924.

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2012Multiple imputation of household income in the first wave of PASS. (2012). Sakshaug, Joseph W. ; Jaenichen, Ursula . In: FDZ Methodenreport. RePEc:iab:iabfme:201202_en.

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2012Univariate Multiple Imputation for Coarse Employee Income Data. (2012). Daniels, Reza. In: SALDRU Working Papers. RePEc:ldr:wpaper:88.

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2012A mixed effects least squares support vector machine model for classification of longitudinal data. (2012). Molenberghs, Geert ; Suykens, Johan A. K., ; Van Huffel, Sabine ; Luts, Jan ; Verbeke, Geert . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:611-628.

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2012Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes. (2012). Raknerud, Arvid ; Skare, Oivind. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3260-3275.

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2012Small area estimation via M-quantile geographically weighted regression. (2012). Pratesi, M. ; Chambers, R. ; Tzavidis, N. ; Salvati, N.. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:1:p:1-28.

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2012Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. (2012). Tsay, Ruey S. ; Ando, Tomohiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3345-3365.

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2012k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA. (2012). Jacho-Chávez, David ; Chu, Ba ; Jacho-Chavez, David T.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:769-803_00.

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2012On the Discrete Cramér-von Mises Statistics under Random Censorship. (2012). Leo, Dorival ; Ohashi, Alberto . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_275.

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2012Efficient Bayesian inference for stochastic time-varying copula models. (2012). Almeida, Carlos ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1511-1527.

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2012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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2012Modelling multi-output stochastic frontiers using copulas. (2012). Steel, Mark ; Carta, Alessandro ; Steel, Mark F. J., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3757-3773.

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2012Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions. (2012). Poskitt, Donald ; Zhang, Xibin ; Hu, Shuowen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:732-740.

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2012Shrinkage averaging estimation. (2012). Schomaker, Michael . In: Statistical Papers. RePEc:spr:stpapr:v:53:y:2012:i:4:p:1015-1034.

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2012Improving the efficiency of individualized designs for the mixed logit choice model by including covariates. (2012). Crabbe, M. ; Vandebroek, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2059-2072.

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2012Phase and amplitude-based clustering for functional data. (2012). Claeskens, Gerda ; Hubert, Mia ; Slaets, Leen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2360-2374.

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2012On the definition of phase and amplitude variability in functional data analysis. (2012). Vantini, Simone . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:4:p:676-696.

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2012Detection of structural breaks in linear dynamic panel data models. (2012). Tzavalis, Elias ; De Wachter, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3020-3034.

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2012Discussion of “An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas. (2012). Piccolo, Domenico . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:3:p:363-369.

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2012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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2012Trade liberalisation, market competition and wage inequality in Chinas manufacturing sector. (2012). Sun, Sizhong ; Anwar, Sajid. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1268-1277.

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2012Long memory and nonlinearities in realized volatility: A Markov switching approach. (2012). Raggi, Davide ; Bordignon, Silvano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3730-3742.

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2012Reconciling Performance and Interpretability in Customer Churn Prediction using Ensemble Learning based on Generalized Additive Models. (2012). Van den Poel, Dirk ; DE BOCK, K. W.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/805.

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2012Consistency of support vector machines using additive kernels for additive models. (2012). Christmann, Andreas ; Hable, Robert . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:854-873.

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2012Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. (2012). Ooms, Marius ; Koopman, Siem Jan ; Dordonnat, Virginie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3134-3152.

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2012Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. (2012). Chen, Qian ; Lu, Zudi ; Gerlach, Richard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3498-3516.

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2012Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization. (2012). Jhun, Myoungshic ; Bang, Sungwan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:813-826.

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2012On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. (2012). Cao, Chun-Zheng ; Zhu, Xiao-Xin ; Lin, Jin-guan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:2:p:438-448.

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2012Diagnostic procedures in Birnbaum–Saunders nonlinear regression models. (2012). Cysneiros, Francisco José A., ; Rondn, Luz Marina ; Vanegas, Luis Hernando . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1662-1680.

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2012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

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2012Robust estimates in generalized partially linear single-index models. (2012). Rodriguez, Daniela ; Boente, Graciela . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:2:p:386-411.

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2012I-optimal versus D-optimal split-plot response surface designs. (2012). Goos P., ; Jones B., . In: Working Papers. RePEc:ant:wpaper:2012002.

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2012Nonparametric tests for stochastic ordering. (2012). WYUPEK, GRZEGORZ ; Ledwina, Teresa. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:4:p:730-756.

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2012A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity. (2012). Shi, Jian-Hong ; Lv, Jiang-Long, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:1:p:96-102.

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2012EM algorithm for one-shot device testing under the exponential distribution. (2012). Ling, M. H. ; Balakrishnan, N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:502-509.

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2012Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models. (2012). Sun, Jianguo ; Li, Yang ; Song, Shuguang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2041-2050.

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2012Estimation with left-truncated and right censored data: A comparison study. (2012). Parsian, Ahmad ; Doostparast, Mahdi ; Ahmadi, Jafar . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:7:p:1391-1400.

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2012The power of weather. (2012). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3793-3807.

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2012Estimating GARCH volatility in the presence of outliers. (2012). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel . In: Economics Letters. RePEc:eee:ecolet:v:114:y:2012:i:1:p:86-90.

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2012Bayesian and non-Bayesian inferences of the Burr-XII distribution for progressive first-failure censored data. (2012). Abd Ellah, Ahmed ; Modhesh, A. ; Abou-elheggag, N. ; Soliman, Ahmed . In: METRON. RePEc:spr:metron:v:70:y:2012:i:1:p:1-25.

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2012Multivariate mixture modeling using skew-normal independent distributions. (2012). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Prates, Marcos O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:126-142.

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2012Robust fitting of mixture regression models. (2012). Boyer, John E. ; Bai, Xiuqin ; Yao, Weixin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2347-2359.

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2012Residual analysis of linear mixed models using a simulation approach. (2012). Schtzenmeister, Andr ; Piepho, Hans-Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1405-1416.

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2012Computing and estimating information matrices of weak ARMA models. (2012). Francq, Christian ; Mainassara, Boubacar Y. ; Carbon, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:2:p:345-361.

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2012A new model for explaining long-range correlations in human time interval production. (2012). Diniz, Ana ; Crato, Nuno ; Barreiros, Joo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1908-1919.

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2012A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data. (2012). Lemonte, Artur J. ; Ortega, Edwin M. M., ; Cordeiro, Gauss M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:698-718.

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2012An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks. (2012). Tsiaplias, Sarantis ; Suardi, Sandy ; Chua, Chew. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:2:p:452-454.

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2012A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS. (2012). Nunes, Luis ; Lopes, Jose Mario . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:4:p:1141-1153.

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2012No contagion, only globalization and flight to quality. (2012). Szafarz, Ariane ; Chapelle, Ariane ; Briere, Marie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1729-1744.

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2012Transmission of Government Default Risk in the Eurozone. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:43823.

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2012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

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2012New approaches to nonparametric density estimation and selection of smoothing parameters. (2012). Pepelyshev, Andrey ; Golyandina, Nina ; Steland, Ansgar . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2206-2218.

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2012Exploring incomplete data using visualization techniques. (2012). Alfons, Andreas ; Filzmoser, Peter ; Templ, Matthias . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:6:y:2012:i:1:p:29-47.

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2012The role of ambiguity tolerance in consumer perception of remanufactured products. (2012). Jones-Farmer, Allison L. ; Overstreet, Robert E. ; Field, Hubert S. ; Hazen, Benjamin T.. In: International Journal of Production Economics. RePEc:eee:proeco:v:135:y:2012:i:2:p:781-790.

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2012Discriminant analysis for compositional data and robust parameter estimation. (2012). Hron, Karel ; Filzmoser, Peter ; Templ, Matthias . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:4:p:585-604.

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2012Dynamic risk exposures in hedge funds. (2012). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3517-3532.

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2012New Insights Into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach. (2012). Savin, Ivan ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V.. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2012-008.

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2012Credit scoring analysis using a fuzzy probabilistic rough set model. (2012). Capotorti, Andrea ; Barbanera, Eva . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:981-994.

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2012Optimal control of nonlinear dynamic econometric models: An algorithm and an application. (2012). Neck, Reinhard ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3230-3240.

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2012Progressively first-failure censored reliability sampling plans with cost constraint. (2012). Wu, Shuo-Jye ; Huang, Syuan-Rong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2018-2030.

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2012Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?. (2012). Shah, Ajay ; Patnaik, Ila. In: IMF Economic Review. RePEc:pal:imfecr:v:60:y:2012:i:3:p:439-464.

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2012Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks. (2012). Crespo Cuaresma, Jesus ; Walde, Janette ; Windberger, Thomas . In: Working Papers. RePEc:inn:wpaper:2012-21.

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2012On the online estimation of local constant volatilities. (2012). Fried, Roland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3080-3090.

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2012A periodic Levinson-Durbin algorithm for entropy maximization. (2012). Boshnakov, Georgi N. ; Lambert-Lacroix, Sophie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:15-24.

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2012Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:639-656.

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2012Relaxing monotonicity in the identification of local average treatment effects. (2012). Mellace, Giovanni ; Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2012:12.

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2012Applications of the Characteristic Function Based Continuum GMM in Finance. (2012). Kotchoni, Rachidi. In: Post-Print. RePEc:hal:journl:hal-00867795.

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2012Jump robust daily covariance estimation by disentangling variance and correlation components. (2012). Croux, Christophe ; Boudt, Kris ; Cornelissen, Jonathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:2993-3005.

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2012Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment. (2012). Hyde, Stuart ; Guidolin, Massimo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3546-3566.

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2012Applications of the characteristic function-based continuum GMM in finance. (2012). Kotchoni, Rachidi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3599-3622.

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2012K-sample tests for equality of variances of random fuzzy sets. (2012). Ramos-Guajardo, Ana Beln ; Lubiano, Mara Asuncin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:956-966.

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2012Robust joint modeling of mean and dispersion through trimming. (2012). Neykov, N. M. ; Neytchev, P. N. ; Filzmoser, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:34-48.

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2012More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138.

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2012A comparison of algorithms for the multivariate L 1-median. (2012). Croux, Christophe ; Filzmoser, Peter ; Fritz, Heinrich . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:393-410.

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2012Stochastic orders of the Marshall–Olkin extended distribution. (2012). Nanda, Asok K. ; Das, Suchismita . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:2:p:295-302.

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2012Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers. (2012). Fan, Tsai-Hung ; Wang, Wan-Lun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:300-310.

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2012Data augmentation strategies for the Bayesian spatial probit regression model. (2012). Berrett, Candace ; Calder, Catherine A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:478-490.

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2012Bayesian model selection for logistic regression models with random intercept. (2012). DULLER, CHRISTINE ; Wagner, Helga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:5:p:1256-1274.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm. (2012). Mira, A. ; Rigat, F.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1450-1467.

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2012Variance estimation in censored quantile regression via induced smoothing. (2012). Wang, Huixia Judy ; Lu, Wenbin ; Pang, Lei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:785-796.

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2012On Geometric Ergodicity of Skewed - SVCHARME models. (2012). Snarska, Malgorzata ; Rydlewski, Jerzy P.. In: Papers. RePEc:arx:papers:1209.1544.

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2012The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy. (2012). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:12005.

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2012Bayesian estimation of generalized hyperbolic skewed student GARCH models. (2012). Deschamps, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3035-3054.

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2012On the online estimation of local constant volatilities. (2012). Fried, Roland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3080-3090.

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2012Econometric analysis of volatile art markets. (2012). Hafner, Christian ; BOCART, Fabian Y. R. P., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3091-3104.

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2012Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. (2012). Kleppe, Tore ; Skaug, Hans Julius. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3105-3119.

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2012Counterfactual distributions of wages via quantile regression with endogeneity. (2012). Martinez-Sanchis, Elena ; Mora, Juan ; Kandemir, Ilker . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3212-3229.

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2012Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (2012). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3674-3689.

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2012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution. (2012). Omori, Yasuhiro ; Nakajima, Jouchi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704.

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2012Locally adaptive image denoising by a statistical multiresolution criterion. (2012). Munk, Axel ; Kabluchko, Zakhar ; Hotz, Thomas ; Stichtenoth, Rahel ; Marnitz, Philipp ; Davies, Laurie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:543-558.

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2012K-sample tests for equality of variances of random fuzzy sets. (2012). Ramos-Guajardo, Ana Beln ; Lubiano, Mara Asuncin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:956-966.

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2012Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application. (2012). Vantaggi, Barbara ; Tasso, Sergio ; Gervasi, Osvaldo ; Coletti, Giulianella . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:967-980.

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2012Residual analysis of linear mixed models using a simulation approach. (2012). Schtzenmeister, Andr ; Piepho, Hans-Peter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1405-1416.

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2012A fast and recursive algorithm for clustering large datasets with k-medians. (2012). CARDOT, HERV ; Cnac, Peggy ; Monnez, Jean-Marie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1434-1449.

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2012A method for increasing the robustness of multiple imputation. (2012). Kenward, Michael G. ; Daniel, Rhian M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1624-1643.

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2012The least trimmed quantile regression. (2012). Cizek, Pavel ; Neykov, N. M. ; Neytchev, P. N. ; Filzmoser, P. ; aek, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1757-1770.

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2012A study of variable selection using g-prior distribution with ridge parameter. (2012). Pommeret, D. ; Baragatti, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1920-1934.

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2012Case-deletion type diagnostics for calibration estimators in survey sampling. (2012). Barranco-Chamorro, I. ; Jimnez-Gamero, M. D. ; Muoz-Pichardo, J. M. ; Moreno-Rebollo, J. L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2219-2236.

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2012Crisis and risk dependencies. (2012). Grundke, Peter ; Polle, Simone . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528.

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2012Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Joe, Harry ; Hua, Lei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503.

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2012Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields. (2012). Hautsch, Nikolaus ; Ou, Yangguoyi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2988-3007.

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2012Marginal Likelihood Estimation with the Cross-Entropy Method. (2012). Chan, Joshua ; Eisenstat, Eric ; Joshua C C Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2012-18.

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2012Estimating VAR-MGARCH models in multiple steps. (2012). Eratalay, Mustafa ; Carnero, M. Angeles ; M. Angeles Carnero Fernandez, . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2012-10.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012Estimating and Forecasting With A Dynamic Spatial Panel Data Model. (2012). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain . In: Center for Policy Research Working Papers. RePEc:max:cprwps:149.

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2012Fourier--type estimation of the power garch model with stable--paretian innovations. (2012). Francq, Christian ; Meintanis, Simos . In: MPRA Paper. RePEc:pra:mprapa:41667.

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2012A Tractable Model for Indices Approximating the Growth Optimal Portfolio. (2012). Platen, Eckhard ; Baldeaux, Jan ; Ignatieva, Katja . In: Research Paper Series. RePEc:uts:rpaper:318.

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2011Hedging of time discrete auto-regressive stochastic volatility options. (2011). del castillo, Joan ; Ortega, Juan-Pablo . In: Papers. RePEc:arx:papers:1110.6322.

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2011Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues. (2011). De Luca, Giuseppe ; Magnus, J. R.. In: Discussion Paper. RePEc:dgr:kubcen:2011082.

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2011Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models. (2011). Bogdan, Malgorzata ; Zak-Szatkowska, Malgorzata . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2908-2924.

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2011Two-group classification with high-dimensional correlated data: A factor model approach. (2011). Silva, Pedro ; Pedro Duarte Silva, A., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:2975-2990.

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2011Model-based SIR for dimension reduction. (2011). Scrucca, Luca . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:11:p:3010-3026.

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2011Generalized linear models with clustered data: Fixed and random effects models. (2011). Brostrom, Goran ; Holmberg, Henrik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3123-3134.

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2011An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets. (2011). Drechsler, Joerg ; Reiter, Jerome P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3232-3243.

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2011Repeated measures analysis for functional data. (2011). Corral, Norberto ; Martinez-Camblor, Pablo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3244-3256.

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2011A new flexible direct ROC regression model: Application to the detection of cardiovascular risk factors by anthropometric measures. (2011). Cadarso-Suarez, Carmen ; Rodriguez-lvarez, Maria Xose ; Roca-Pardias, Javier . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3257-3270.

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2011A Bayesian analysis of an agricultural field trial with three spatial dimensions. (2011). Alston, Clair L. ; Young, Rick R. ; Donald, Margaret ; Mengersen, Kerrie L.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3320-3332.

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2011Minimum [phi]-divergence estimation in misspecified multinomial models. (2011). Moreno-Rebollo, J. L. ; Alba-Fernandez, V. ; Pino-Mejias, R. ; Jimenez-Gamero, M. D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:12:p:3365-3378.

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2011A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models. (2011). Baghishani, Hossein ; Mohammadzadeh, Mohsen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1748-1759.

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2011The specification of the propensity score in multilevel observational studies. (2011). Mealli, Fabrizia ; arpino, bruno. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1770-1780.

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2011Conditional copulas, association measures and their applications. (2011). GIJBELS, Irene ; Veraverbeke, Noel ; Omelka, Marel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932.

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2011Ensemble classification of paired data. (2011). Brenning, Alexander ; Adler, Werner ; Potapov, Sergej ; Schmid, Matthias ; Lausen, Berthold . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1933-1941.

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2011Some edge correction methods for marked spatio-temporal point process models. (2011). Sarkka, Aila ; Cronie, Ottmar . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2209-2220.

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2011Functional density synchronization. (2011). Muller, Hans-Georg ; Zhang, Zhen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2234-2249.

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2011A segmentation-based algorithm for large-scale partially ordered monotonic regression. (2011). Grimvall, A. ; Sysoev, O. ; Burdakov, O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2463-2476.

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2011Estimation of a flexible simple linear model for interval data based on set arithmetic. (2011). Blanco-Fernandez, Angela ; Corral, Norberto ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2568-2578.

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2011Principal components for multivariate functional data. (2011). Justel, A. ; Svarc, M. ; Berrendero, J. R.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2619-2634.

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2011Robust estimators and tests for bivariate copulas based on likelihood depth. (2011). Muller, Christine H. ; Denecke, Liesa . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2724-2738.

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2011Functional data analysis in shape analysis. (2011). Epifanio, Irene ; Ventura-Campos, Noelia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2758-2773.

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2011Panel data analysis: a survey on model-based clustering of time series. (2011). Fruhwirth-Schnatter, Sylvia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:5:y:2011:i:4:p:251-280.

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2011Classification of repeated measurements data using tree-based ensemble methods. (2011). Lausen, Berthold ; Adler, Werner ; Potapov, Sergej . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:2:p:355-369.

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2011Modeling Rule-Based Item Generation. (2011). Glas, Cees ; Linden, Wim ; Geerlings, Hanneke . In: Psychometrika. RePEc:spr:psycho:v:76:y:2011:i:2:p:337-359.

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Recent citations received in: 2010

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2010Asset Pair-Copula Selection with Downside Risk Minimization. (2010). Maringer, Dietmar ; Zhang, Jin . In: Working Papers. RePEc:com:wpaper:037.

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2010Exact Maximum Likelihood Estimation for Copula Models. (2010). Zhang, Jin . In: Working Papers. RePEc:com:wpaper:038.

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2010Threshold Accepting for Credit Risk Assessment and Validation. (2010). Winker, Peter ; Lyra, Marianna ; Onwunta, Akwum . In: Working Papers. RePEc:com:wpaper:039.

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2010Heuristic Strategies in Finance – An Overview. (2010). Lyra, Marianna. In: Working Papers. RePEc:com:wpaper:045.

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2010Outliers in Garch models and the estimation of risk measures. (2010). Veiga, Helena ; Grane, Aurea . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws100502.

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2010Asia Confronts the Impossible Trinity. (2010). Shah, Ajay ; Patnaik, Ila. In: Macroeconomics Working Papers. RePEc:eab:macroe:22814.

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2010Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models. (2010). Fantazzini, Dean. In: Economics Bulletin. RePEc:ebl:ecbull:eb-09-00287.

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2010Design-based estimation for geometric quantiles with application to outlier detection. (2010). Goga, Camelia ; Chaouch, Mohamed . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:10:p:2214-2229.

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2010New EWMA control charts for monitoring process dispersion. (2010). Huang, Chun-Jung ; Wang, Yi-Hua Tina ; Huwang, Longcheen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:10:p:2328-2342.

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2010Joint forecasts of Dow Jones stocks under general multivariate loss function. (2010). Demetrescu, Matei ; Alp, Tansel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2360-2371.

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2010Imputation of missing values for compositional data using classical and robust methods. (2010). Hron, K. ; Filzmoser, P. ; Templ, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:12:p:3095-3107.

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2010Stepwise estimation of common principal components. (2010). Trendafilov, Nickolay T.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:12:p:3446-3457.

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2010INARCH(1) processes: Higher-order moments and jumps. (2010). Wei, Christian H.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1771-1780.

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2010Characteristics of innovating firms in Tunisia: The essential role of external knowledge sources. (2010). Yildizoglu, Murat ; RAHMOUNI, Mohieddine ; Ayadi, Mohamed . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:21:y:2010:i:3:p:181-196.

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2010Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models. (2010). Lux, Thomas ; Liu, Ruipeng. In: Kiel Working Papers. RePEc:kie:kieliw:1594.

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2010Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido. In: MPRA Paper. RePEc:pra:mprapa:22077.

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2010Valuing travel time variability: Characteristics of the travel time distribution on an urban road. (2010). Fukuda, Daisuke ; Fosgerau, Mogens. In: MPRA Paper. RePEc:pra:mprapa:24330.

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2010A review of robust clustering methods. (2010). Mayo-Iscar, Agustin ; Garcia-Escudero, Luis ; Matran, Carlos ; Gordaliza, Alfonso. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:4:y:2010:i:2:p:89-109.

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2010Outlier detection and robust covariance estimation using mathematical programming. (2010). Welsch, Roy ; Nguyen, Tri-Dzung . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:4:y:2010:i:4:p:301-334.

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2010Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study. (2010). Vilar, Jose ; Diaz, Sonia . In: Journal of Classification. RePEc:spr:jclass:v:27:y:2010:i:3:p:333-362.

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2010Forecasting international stock market correlations: does anything beat a CCC?. (2010). Manner, Hans ; Reznikova, Olga . In: Discussion Papers in Statistics and Econometrics. RePEc:zbw:ucdpse:710.

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Recent citations received in: 2009

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2009Long Memory and Tail dependence in Trading Volume and Volatility. (2009). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: CREATES Research Papers. RePEc:aah:create:2009-30.

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2009Measuring middle-class decline in one and many attributes. (2009). Mosler, Karl ; Gigliarano, Chiara. In: Working Papers. RePEc:anc:wpaper:333.

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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada. (2009). Khalaf, Lynda ; Dufour, Jean-Marie ; Kichian, Maral . In: Working Papers. RePEc:bca:bocawp:09-21.

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2009Extraction of financial market expectations about inflation and interest rates from a liquid market. (2009). Marqués Sevillano, Jose Manuel ; Gimeno, Ricardo ; Marqus, Jos Manuel . In: Banco de España Working Papers. RePEc:bde:wpaper:0906.

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2009Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf198.

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2009P-spline anova-type interaction models for spatio-temporal smoothing. (2009). Lee, Dae-Jin ; Durban, Maria . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws093312.

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2009The econometrics of randomly spaced financial data: a survey. (2009). Monteiro, Andre. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws097924.

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2009An analysis of life expectancy and economic production using expectile frontier zones. (2009). Paul H. C. Eilers, ; Schnabel, Sabine K.. In: Demographic Research. RePEc:dem:demres:v:21:y:2009:i:5.

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2009Detrending Bootstrap Unit Root Tests. (2009). Smeekes, Stephan. In: Research Memoranda. RePEc:dgr:umamet:2009056.

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2009Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models. (2009). Veiga, Helena. In: Economics Bulletin. RePEc:ebl:ecbull:eb-08c20079.

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2009A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. (2009). Veiga, Helena ; Ruiz, Esther ; Perez, Ana . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:10:p:3593-3600.

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2009A generalized Waring regression model for count data. (2009). Conde-Sanchez, A. ; Olmo-Jimenez, M. J. ; Rodriguez-Avi, J. ; Martinez-Rodriguez, A. M. ; Saez-Castillo, A. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:10:p:3717-3725.

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2009Confidence interval estimation for lognormal data with application to health economics. (2009). Huo, Cindy Y. ; Taleban, Julia ; Zou, Guang Yong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:11:p:3755-3764.

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2009Taxonomy for characterizing ensemble methods in classification tasks: A review and annotated bibliography. (2009). Rokach, Lior . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4046-4072.

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2009Homogeneity tests for several Poisson populations. (2009). Wang, Ling ; Chiu, Sung Nok . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4266-4278.

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2009Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approach. (2009). Ruiz-Molina, J. C. ; Fernandez-Alcala, R. M. ; Navarro-Moreno, J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4322-4331.

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2009On some lifetime distributions with decreasing failure rate. (2009). Chahkandi, M. ; Ganjali, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4433-4440.

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2009A new class of spatial concentration measures. (2009). Piras, Gianfranco ; arbia, giuseppe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4471-4481.

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2009Generalised Procrustes Analysis with optimal scaling: Exploring data from a power supplier. (2009). van Perlo, Frederieke ; Gower, John ; Wieringa, Jaap ; Dijksterhuis, Garmt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4546-4554.

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2009Negative binomial mixed models for analysis of stuttering rates. (2009). Dobson, Annette ; Onslow, Mark ; Jones, Mark ; Carey, Brenda . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:12:p:4590-4600.

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2009Collective-agreement-based pruning of ensembles. (2009). Rokach, Lior . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:4:p:1015-1026.

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2009Distribution modeling and simulation of gene expression data. (2009). Spencer, Horace J. ; Parrish, Rudolph S. ; Xu, Ping . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:5:p:1650-1660.

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2009Modified linear discriminant analysis approaches for classification of high-dimensional microarray data. (2009). Brock, Guy N. ; Parrish, Rudolph S. ; Xu, Ping . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:5:p:1674-1687.

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2009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Omori, Yasuhiro ; Takahashi, Makoto ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

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2009Constant-partially accelerated life tests for Burr type-XII distribution with progressive type-II censoring. (2009). Abdel-Hamid, Alaa H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:7:p:2511-2523.

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2009Tests for zero-inflation and overdispersion: A new approach based on the stochastic convex order. (2009). Baillo, A. ; Berrendero, J. R. ; Carcamo, J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:7:p:2628-2639.

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2009Special issue on correspondence analysis and related methods. (2009). Greenacre, Michael ; Groenen, Patrick ; Blasius, J. ; van de Velden, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:8:p:3103-3106.

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2009A note on the convergence rate of the kernel density estimator of the mode. (2009). Miao, Baiqi ; Wu, Yuehua ; Shi, Xiaoping . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:17:p:1866-1871.

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2009Efficient and robust scale estimation for trended time series. (2009). Croux, Christophe ; Gelper, Sarah ; Caliskan, Derya . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:18:p:1900-1905.

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2009Prediction in a trivariate normal distribution via a linear combination of order statistics. (2009). Jamalizadeh, A. ; Balakrishnan, N.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:21:p:2289-2296.

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2009BiplotGUI: Interactive Biplots in R. (2009). la Grange, Anthony ; Gardner-Lubbe, Sugnet. In: Journal of Statistical Software. RePEc:jss:jstsof:30:i12.

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2009Effect Displays in R for Multinomial and Proportional-Odds Logit Models: Extensions to the effects Package. (2009). Hong, Jangman ; Fox, John . In: Journal of Statistical Software. RePEc:jss:jstsof:32:i01.

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2009On Marginal Likelihood Computation in Change-point Models. (2009). Rombouts, Jeroen ; Bauwens, Luc ; Jeroen V. K. Rombouts, . In: Cahiers de recherche. RePEc:lvl:lacicr:0942.

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2009Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions. (2009). Sinha, Pankaj ; Jayaraman, Prabha . In: MPRA Paper. RePEc:pra:mprapa:16528.

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2009Tests of ignoring and eliminating in nonsymmetric correspondence analysis. (2009). Jung, Sunho ; Takane, Yoshio . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:3:y:2009:i:3:p:315-340.

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2009Distributional Equivalence and Subcompositional Coherence in the Analysis of Compositional Data, Contingency Tables and Ratio-Scale Measurements. (2009). Greenacre, Michael ; Lewi, Paul. In: Journal of Classification. RePEc:spr:jclass:v:26:y:2009:i:1:p:29-54.

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2009Pricing caps with HJM models: the benefits of humped volatility. (2009). Falini, Jury . In: Department of Economics University of Siena. RePEc:usi:wpaper:563.

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