0.15
Impact Factor
0.13
5-Years IF
18
5-Years H index
0.15
Impact Factor
0.13
5-Years IF
18
5-Years H index
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.09 | 0.01 | 143 | 143 | 3 | 0.02 | 179 | 215 | 455 | 3 | 79 (44.1%) | 0.03 | ||||
1991 | 0.01 | 0.09 | 0.01 | 169 | 312 | 5 | 0.02 | 224 | 258 | 2 | 532 | 3 | 65 (29%) | 1 | 0.01 | 0.04 |
1992 | 0.02 | 0.09 | 0.02 | 189 | 501 | 10 | 0.02 | 205 | 312 | 6 | 631 | 10 | 95 (46.3%) | 0.04 | ||
1993 | 0.01 | 0.1 | 0.01 | 181 | 682 | 14 | 0.02 | 229 | 358 | 3 | 716 | 7 | 67 (29.3%) | 0.05 | ||
1994 | 0.01 | 0.11 | 0.01 | 169 | 851 | 13 | 0.02 | 210 | 370 | 2 | 797 | 7 | 77 (36.7%) | 0.05 | ||
1995 | 0.05 | 0.19 | 0.06 | 198 | 1049 | 93 | 0.09 | 251 | 350 | 19 | 851 | 54 | 115 (45.8%) | 0.07 | ||
1996 | 0.08 | 0.23 | 0.07 | 271 | 1320 | 119 | 0.09 | 339 | 367 | 29 | 906 | 65 | 126 (37.2%) | 4 | 0.01 | 0.09 |
1997 | 0.06 | 0.27 | 0.08 | 268 | 1588 | 155 | 0.1 | 374 | 469 | 26 | 1008 | 77 | 126 (33.7%) | 3 | 0.01 | 0.09 |
1998 | 0.06 | 0.27 | 0.05 | 206 | 1794 | 115 | 0.06 | 291 | 539 | 32 | 1087 | 52 | 104 (35.7%) | 5 | 0.02 | 0.1 |
1999 | 0.06 | 0.31 | 0.06 | 249 | 2043 | 171 | 0.08 | 422 | 474 | 30 | 1112 | 69 | 126 (29.9%) | 8 | 0.03 | 0.13 |
2000 | 0.07 | 0.39 | 0.07 | 242 | 2285 | 192 | 0.08 | 369 | 455 | 31 | 1192 | 88 | 134 (36.3%) | 2 | 0.01 | 0.15 |
2001 | 0.11 | 0.41 | 0.09 | 253 | 2538 | 240 | 0.09 | 391 | 491 | 54 | 1236 | 117 | 150 (38.4%) | 7 | 0.03 | 0.16 |
2002 | 0.09 | 0.43 | 0.09 | 226 | 2764 | 224 | 0.08 | 301 | 495 | 46 | 1218 | 112 | 103 (34.2%) | 6 | 0.03 | 0.19 |
2003 | 0.08 | 0.45 | 0.08 | 231 | 2995 | 230 | 0.08 | 343 | 479 | 36 | 1176 | 91 | 101 (29.4%) | 7 | 0.03 | 0.19 |
2004 | 0.06 | 0.51 | 0.1 | 201 | 3196 | 280 | 0.09 | 267 | 457 | 28 | 1201 | 118 | 102 (38.2%) | 8 | 0.04 | 0.21 |
2005 | 0.07 | 0.54 | 0.1 | 198 | 3394 | 290 | 0.09 | 261 | 432 | 31 | 1153 | 118 | 82 (31.4%) | 9 | 0.05 | 0.22 |
2006 | 0.07 | 0.52 | 0.09 | 253 | 3647 | 336 | 0.09 | 245 | 399 | 29 | 1109 | 102 | 91 (37.1%) | 3 | 0.01 | 0.21 |
2007 | 0.08 | 0.45 | 0.11 | 228 | 3875 | 358 | 0.09 | 181 | 451 | 38 | 1109 | 119 | 62 (34.3%) | 3 | 0.01 | 0.18 |
2008 | 0.14 | 0.48 | 0.16 | 477 | 4352 | 510 | 0.12 | 416 | 481 | 66 | 1111 | 180 | 142 (34.1%) | 8 | 0.02 | 0.2 |
2009 | 0.1 | 0.48 | 0.12 | 367 | 4719 | 512 | 0.11 | 266 | 705 | 67 | 1357 | 168 | 126 (47.4%) | 13 | 0.04 | 0.19 |
2010 | 0.12 | 0.44 | 0.12 | 277 | 4996 | 532 | 0.11 | 228 | 844 | 99 | 1523 | 181 | 68 (29.8%) | 9 | 0.03 | 0.16 |
2011 | 0.11 | 0.53 | 0.1 | 276 | 5272 | 486 | 0.09 | 128 | 644 | 72 | 1602 | 160 | 58 (45.3%) | 6 | 0.02 | 0.21 |
2012 | 0.16 | 0.58 | 0.15 | 308 | 5580 | 624 | 0.11 | 158 | 553 | 89 | 1625 | 239 | 72 (45.6%) | 6 | 0.02 | 0.22 |
2013 | 0.15 | 0.71 | 0.14 | 332 | 5912 | 642 | 0.11 | 89 | 584 | 88 | 1705 | 242 | 40 (44.9%) | 10 | 0.03 | 0.25 |
2014 | 0.15 | 0.81 | 0.13 | 246 | 6158 | 601 | 0.1 | 29 | 640 | 93 | 1560 | 203 | 17 (58.6%) | 5 | 0.02 | 0.28 |
  IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y 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 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %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 |
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50 most cited documents in this series:
[Click on heading to sort table]
Year | Title | Cited |
---|---|---|
1988 | Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189. Full description at Econpapers || Download paper | 83 |
1983 | Descriptive statistics for multivariate distributions. (1983). Oja, Hannu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332. Full description at Econpapers || Download paper | 49 |
2010 | Improved penalization for determining the number of factors in approximate factor models. (2010). Alessi, Lucia ; Barigozzi, Matteo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813. Full description at Econpapers || Download paper | 43 |
1999 | Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73. Full description at Econpapers || Download paper | 37 |
1986 | Convergence rates for partially splined models. (1986). Rice, John . In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208. Full description at Econpapers || Download paper | 34 |
2001 | Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447. Full description at Econpapers || Download paper | 33 |
1997 | Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430. Full description at Econpapers || Download paper | 31 |
1987 | Estimation of integrated squared density derivatives. (1987). Marron, J. S. ; Hall, Peter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115. Full description at Econpapers || Download paper | 29 |
1989 | Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286. Full description at Econpapers || Download paper | 28 |
1999 | Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve . In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22. Full description at Econpapers || Download paper | 26 |
1996 | On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). . In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171. Full description at Econpapers || Download paper | 26 |
2001 | Moments of skew-normal random vectors and their quadratic forms. (2001). He, Li ; Liu, Xiangwei ; Genton, Marc G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325. Full description at Econpapers || Download paper | 25 |
1990 | A note on the almost sure central limit theorem. (1990). Lacey, Michael T. ; Philipp, Walter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205. Full description at Econpapers || Download paper | 23 |
1996 | Asymptotic normality of regression estimators with long memory errors. (1996). Surgailis, Donatas ; Giraitis, Liudas ; Koul, Hira L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335. Full description at Econpapers || Download paper | 20 |
1997 | Sparse spatial autoregressions. (1997). Barry, Ronald. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297. Full description at Econpapers || Download paper | 19 |
1988 | On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250. Full description at Econpapers || Download paper | 19 |
2006 | Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110. Full description at Econpapers || Download paper | 19 |
1993 | Testing the equality of nonparametric regression curves. (1993). Delgado, Miguel A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204. Full description at Econpapers || Download paper | 19 |
2005 | Estimating parameters in autoregressive models with asymmetric innovations. (2005). Bian, Guorui . In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70. Full description at Econpapers || Download paper | 18 |
1991 | Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Jones, M. C. ; Sheather, S. J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514. Full description at Econpapers || Download paper | 17 |
1991 | A joint test for serial correlation and random individual effects. (1991). Li, Qi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:3:p:277-280. Full description at Econpapers || Download paper | 17 |
1992 | A note on the almost sure convergence of sums of negatively dependent random variables. (1992). Matula, Przemyslaw. In: Statistics & Probability Letters. RePEc:eee:stapro:v:15:y:1992:i:3:p:209-213. Full description at Econpapers || Download paper | 17 |
1991 | Testing the equality of two regression curves using linear smoothers. (1991). King, Eileen ; Wehrly, Thomas E. ; HART, Jeffrey D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:12:y:1991:i:3:p:239-247. Full description at Econpapers || Download paper | 17 |
1993 | A triptych of discrete distributions related to the stable law. (1993). Devroye, Luc . In: Statistics & Probability Letters. RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351. Full description at Econpapers || Download paper | 17 |
2008 | On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188. Full description at Econpapers || Download paper | 16 |
1998 | Change-point in the mean of dependent observations. (1998). Kokoszka, Piotr ; Leipus, Remigijus . In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393. Full description at Econpapers || Download paper | 16 |
1988 | Canonical kernels for density estimation. (1988). Nolan, D. ; Marron, J. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1988:i:3:p:195-199. Full description at Econpapers || Download paper | 16 |
1996 | Unit root tests for time series with outliers. (1996). Shin, Dong Wan ; Sarkar, Sahadeb ; Lee, Jong Hyup. In: Statistics & Probability Letters. RePEc:eee:stapro:v:30:y:1996:i:3:p:189-197. Full description at Econpapers || Download paper | 15 |
1983 | A generalized geometric distribution and some of its properties. (1983). Philippou, Andreas N. ; Georghiou, Costas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175. Full description at Econpapers || Download paper | 15 |
2000 | The skew-Cauchy distribution. (2000). Arnold, Barry C. ; Beaver, Robert J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:3:p:285-290. Full description at Econpapers || Download paper | 15 |
1994 | Bias correction in ARMA models. (1994). Cordeiro, Gauss M. ; Klein, Ruben. In: Statistics & Probability Letters. RePEc:eee:stapro:v:19:y:1994:i:3:p:169-176. Full description at Econpapers || Download paper | 15 |
2000 | A pairwise likelihood approach to analyzing correlated binary data. (2000). Nott, David J. ; Kuk, Anthony Y. C., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:47:y:2000:i:4:p:329-335. Full description at Econpapers || Download paper | 15 |
1998 | On forecasting SETAR processes. (1998). De Bruin, Paul T.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14. Full description at Econpapers || Download paper | 14 |
2001 | On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399. Full description at Econpapers || Download paper | 14 |
1999 | Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409. Full description at Econpapers || Download paper | 14 |
1992 | Density estimation in Besov spaces. (1992). Picard, D. ; Kerkyacharian, G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24. Full description at Econpapers || Download paper | 14 |
2003 | Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286. Full description at Econpapers || Download paper | 14 |
1999 | Dispersive ordering of convolutions of exponential random variables. (1999). Ma, Chunsheng ; Kochar, Subhash . In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:3:p:321-324. Full description at Econpapers || Download paper | 13 |
2003 | Skewed distributions generated by the normal kernel. (2003). Kotz, Samuel ; Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:65:y:2003:i:3:p:269-277. Full description at Econpapers || Download paper | 13 |
2002 | Supermodular dependence ordering on a class of multivariate copulas. (2002). Wei, Gang ; Hu, Taizhong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:4:p:375-385. Full description at Econpapers || Download paper | 13 |
2000 | Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345. Full description at Econpapers || Download paper | 13 |
2005 | On diagnostics in symmetrical nonlinear models. (2005). Cysneiros, Francisco Jose A., ; Galea, Manuel ; Paula, Gilberto A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:4:p:459-467. Full description at Econpapers || Download paper | 13 |
2003 | A bivariate beta distribution. (2003). Olkin, Ingram ; Liu, Ruixue. In: Statistics & Probability Letters. RePEc:eee:stapro:v:62:y:2003:i:4:p:407-412. Full description at Econpapers || Download paper | 13 |
1995 | On geometric ergodicity of nonlinear autoregressive models. (1995). Lee, Chanho ; Bhattacharya, Rabi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:22:y:1995:i:4:p:311-315. Full description at Econpapers || Download paper | 13 |
1998 | On almost sure max-limit theorems. (1998). Fahrner, I. ; Stadtmuller, U.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:37:y:1998:i:3:p:229-236. Full description at Econpapers || Download paper | 13 |
2001 | Bounds for means and variances of progressive type II censored order statistics. (2001). Cramer, E. ; Kamps, U. ; Balakrishnan, N.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:3:p:301-315. Full description at Econpapers || Download paper | 13 |
1998 | Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195. Full description at Econpapers || Download paper | 13 |
2001 | Large deviations for heavy-tailed random sums in compound renewal model. (2001). Su, Chun ; Jiang, Tao ; Tang, Qihe ; Zhang, Jinsong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:52:y:2001:i:1:p:91-100. Full description at Econpapers || Download paper | 13 |
2008 | Testing for random effects and spatial lag dependence in panel data models. (2008). Liu, Long . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306. Full description at Econpapers || Download paper | 13 |
2001 | Weighted Nadaraya-Watson regression estimation. (2001). Cai, Zongwu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:3:p:307-318. Full description at Econpapers || Download paper | 12 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
Year | Title | Cited |
---|---|---|
2010 | Improved penalization for determining the number of factors in approximate factor models. (2010). Alessi, Lucia ; Barigozzi, Matteo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813. Full description at Econpapers || Download paper | 27 |
1988 | Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189. Full description at Econpapers || Download paper | 14 |
2006 | Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110. Full description at Econpapers || Download paper | 12 |
1999 | Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73. Full description at Econpapers || Download paper | 12 |
2001 | Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447. Full description at Econpapers || Download paper | 12 |
1997 | Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430. Full description at Econpapers || Download paper | 10 |
1989 | Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286. Full description at Econpapers || Download paper | 10 |
2008 | A note on endogenous control variables in causal studies. (2008). . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195. Full description at Econpapers || Download paper | 10 |
2012 | An order-theoretic mixing condition for monotone Markov chains. (2012). Stachurski, John ; Kamihigashi, Takashi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:2:p:262-267. Full description at Econpapers || Download paper | 9 |
2010 | A note on bootstrap approximations for the empirical copula process. (2010). Bucher, Axel ; Dette, Holger . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932. Full description at Econpapers || Download paper | 9 |
1994 | Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153. Full description at Econpapers || Download paper | 8 |
2007 | Multivariate extensions of Spearmans rho and related statistics. (2007). Schmid, Friedrich ; Schmidt, Rafael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416. Full description at Econpapers || Download paper | 8 |
2001 | On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399. Full description at Econpapers || Download paper | 7 |
2008 | Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions. (2008). Lelong, Jerome . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2632-2636. Full description at Econpapers || Download paper | 7 |
2012 | A note on a dependent risk model with constant interest rate. (2012). Gao, Qingwu ; Wang, Yuebao ; Liu, Xijun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:707-712. Full description at Econpapers || Download paper | 6 |
1999 | Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve . In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22. Full description at Econpapers || Download paper | 6 |
2013 | Sharp bounds on the expected shortfall for a sum of dependent random variables. (2013). Puccetti, Giovanni . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:1227-1232. Full description at Econpapers || Download paper | 6 |
2007 | A new family of slash-distributions with elliptical contours. (2007). Quintana, Fernando A. ; Gomez, Hector W. ; Torres, Francisco J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:7:p:717-725. Full description at Econpapers || Download paper | 6 |
2003 | Asymptotics for polynomial spline regression under weak conditions. (2003). Huang, Jianhua Z.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:65:y:2003:i:3:p:207-216. Full description at Econpapers || Download paper | 6 |
2012 | On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948. Full description at Econpapers || Download paper | 6 |
2008 | Testing for random effects and spatial lag dependence in panel data models. (2008). Liu, Long . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306. Full description at Econpapers || Download paper | 6 |
1986 | Convergence rates for partially splined models. (1986). Rice, John . In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208. Full description at Econpapers || Download paper | 6 |
1983 | Descriptive statistics for multivariate distributions. (1983). Oja, Hannu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332. Full description at Econpapers || Download paper | 6 |
2008 | On the shapes of bilateral Gamma densities. (2008). Tappe, Stefan ; Kuchler, Uwe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:15:p:2478-2484. Full description at Econpapers || Download paper | 6 |
2009 | Variable selection for semiparametric varying coefficient partially linear models. (2009). Xue, Liugen ; Zhao, Peixin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:20:p:2148-2157. Full description at Econpapers || Download paper | 6 |
2008 | On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188. Full description at Econpapers || Download paper | 5 |
1995 | The Bahadur representation of sample quantiles for sequences of strongly mixing random variables. (1995). Yoshihara, Ken-ichi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:24:y:1995:i:4:p:299-304. Full description at Econpapers || Download paper | 5 |
2003 | The rate of consistency of the quasi-maximum likelihood estimator. (2003). Berkes, Istvan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:61:y:2003:i:2:p:133-143. Full description at Econpapers || Download paper | 5 |
2010 | On the first passage problem for correlated Brownian motion. (2010). Metzler, Adam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:5-6:p:277-284. Full description at Econpapers || Download paper | 5 |
2010 | Regularization and integral representations of Hermite processes. (2010). Taqqu, Murad S. ; Pipiras, Vladas . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:2014-2023. Full description at Econpapers || Download paper | 5 |
1997 | A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Justel, Ana ; Zamar, Ruben ; Pea, Daniel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259. Full description at Econpapers || Download paper | 5 |
2008 | An alternative multivariate skew-slash distribution. (2008). Arslan, Olcay . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2756-2761. Full description at Econpapers || Download paper | 5 |
2012 | On the distribution of functionals of discrete ordinal variables. (2012). Cerchiello, Paola . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2044-2049. Full description at Econpapers || Download paper | 5 |
2012 | Variable selection and coefficient estimation via composite quantile regression with randomly censored data. (2012). Jiang, Rong ; Zhou, Zhangong ; Qian, Weimin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:2:p:308-317. Full description at Econpapers || Download paper | 5 |
2003 | A bivariate beta distribution. (2003). Olkin, Ingram ; Liu, Ruixue. In: Statistics & Probability Letters. RePEc:eee:stapro:v:62:y:2003:i:4:p:407-412. Full description at Econpapers || Download paper | 5 |
2008 | Inverse beta transformation in kernel density estimation. (2008). Bolance, Catalina ; Nielsen, Jens Perch . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:13:p:1757-1764. Full description at Econpapers || Download paper | 5 |
2008 | Asymptotics of sums of lognormal random variables with Gaussian copula. (2008). Rojas-Nandayapa, Leonardo ; Asmussen, Soren . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2709-2714. Full description at Econpapers || Download paper | 5 |
1989 | Consistent regression estimation with fixed design points under dependence conditions. (1989). Roussas, George G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:8:y:1989:i:1:p:41-50. Full description at Econpapers || Download paper | 5 |
1987 | Estimation of integrated squared density derivatives. (1987). Marron, J. S. ; Hall, Peter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115. Full description at Econpapers || Download paper | 5 |
2003 | A Kolmogorov-type test for monotonicity of regression. (2003). Durot, Cecile . In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:4:p:425-433. Full description at Econpapers || Download paper | 5 |
2012 | Constructing archimedean copulas from diagonal sections. (2012). Wysocki, Wodzimierz . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:818-826. Full description at Econpapers || Download paper | 5 |
2007 | On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance. (2007). Sen, Amit . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:1:p:63-68. Full description at Econpapers || Download paper | 5 |
1999 | Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409. Full description at Econpapers || Download paper | 4 |
2008 | Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process. (2008). Kiselak, Jozef ; Stehlik, Milan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:12:p:1388-1396. Full description at Econpapers || Download paper | 4 |
1988 | Canonical kernels for density estimation. (1988). Nolan, D. ; Marron, J. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1988:i:3:p:195-199. Full description at Econpapers || Download paper | 4 |
2000 | A multivariate central limit theorem for continuous local martingales. (2000). van Zanten, Harry . In: Statistics & Probability Letters. RePEc:eee:stapro:v:50:y:2000:i:3:p:229-235. Full description at Econpapers || Download paper | 4 |
2007 | Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms. (2007). Swanepoel, Jan ; Meintanis, Simos . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:10:p:1004-1013. Full description at Econpapers || Download paper | 4 |
1991 | A joint test for serial correlation and random individual effects. (1991). Li, Qi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:3:p:277-280. Full description at Econpapers || Download paper | 4 |
2013 | Limit laws for extremes of dependent stationary Gaussian arrays. (2013). Hashorva, Enkelejd ; Weng, Zhichao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:1:p:320-330. Full description at Econpapers || Download paper | 4 |
2000 | A pairwise likelihood approach to analyzing correlated binary data. (2000). Nott, David J. ; Kuk, Anthony Y. C., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:47:y:2000:i:4:p:329-335. Full description at Econpapers || Download paper | 4 |
Citing documents used to compute impact factor 93:
[Click on heading to sort table]
Year | Title | See |
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2014 | Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design. (2014). Kohler, Michael . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:197-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A note on the fourth cumulant of a finite mixture distribution. (2014). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:386-394. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A percolation system with extremely long range connections and node dilution. (2014). Albuquerque, E. L. ; Fulco, U. L. ; Serva, M. ; de Almeida, M. L.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:273-278. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exact approaches for testing non-inferiority or superiority of two incidence rates. (2014). Shan, Guogen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:129-134. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Generalized Hermite processes, discrete chaos and limit theorems. (2014). Taqqu, Murad S. ; Bai, Shuyang . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:4:p:1710-1739. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Functional limit theorems for generalized variations of the fractional Brownian sheet. (2014). Reveillac, Anthony ; Pakkanen, Mikko S.. In: CREATES Research Papers. RePEc:aah:create:2014-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the effect of perturbation of conditional probabilities in total variation. (2014). Abate, Alessandro ; Tkachev, Ilya ; Redig, Frank . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:1-8. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rényiâs residual entropy: A quantile approach. (2014). Nanda, Asok K. ; Sunoj, S. M. ; Sankaran, P. G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:114-121. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Default barrier intensity model for credit risk evaluation. (2014). Elhiwi, Majdi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:125-131. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk aggregation with dependence uncertainty. (2014). Bernard, Carole ; Jiang, Xiao ; Wang, Ruodu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | New measure selection for HuntâDevolder semi-Markov regime switching interest rate models. (2014). Sheraz, Muhammad ; Preda, Vasile ; Dedu, Silvia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:350-359. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the E-optimality of blocked main effects plans when nâ¡3 (mod 4). (2014). Kealy-Dichone, Bonni ; Jacroux, Mike . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:143-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion. (2014). Kim, Jeong-Hoon ; Park, Sang-Hyeon . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:39-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On a leader election algorithm: Truncated geometric case study. (2014). Ward, Mark Daniel ; Kalpathy, Ravi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:40-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms. (2014). Castaer, Ana ; Salcedo-Sanz, Sancho ; Claramunt, Merce ; Marmol, Maite ; Carro-Calvo, Leo . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:132-145:d:34640. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part. (2014). Lian, Heng ; Tang, Xingyu . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:50-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Max-sum equivalence of conditionally dependent random variables. (2014). Gao, Qingwu ; Wang, Yuebao ; Jiang, Tao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:60-66. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Uniform asymptotics for the tail probability of weighted sums with heavy tails. (2014). Zhang, Chenhua . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:221-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new type of experimental designs for event-related fMRI via Hadamard matrices. (2014). Kao, Ming-Hung . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:108-112. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A multiple window scan statistic for time series models. (2014). Zhao, BO ; Wang, Xiao ; Glaz, Joseph . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:196-203. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fractional Poisson processes and their representation by infinite systems of ordinary differential equations. (2014). Thomas, Anthony W. ; Kreer, Markus ; Kzlersu, Aye . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:27-32. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | One bad apple spoils the bunch? An exploration of broad consumption changes in response to food recalls. (2014). Carlson, Clinton C. ; Peake, Whitney O. ; Detre, Joshua D.. In: Food Policy. RePEc:eee:jfpoli:v:49:y:2014:i:p1:p:13-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the optimally weighted z-test for combining probabilities from independent studies. (2014). Nadarajah, Saralees ; Chen, Zhongxue . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:387-394. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An improved robust association test for GWAS with multiple diseases. (2014). Huang, Hanwen ; Chen, Zhongxue ; Ng, Hon Keung Tony, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:153-161. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The M-estimator for functional linear regression model. (2014). Zheng, Andi ; Huang, Lele ; Wang, Huiwen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:165-173. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bias-correction of the maximum likelihood estimator for the α-Brownian bridge. (2014). Gorgens, Maik ; Thulin, Måns, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:78-86. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A bootstrap test for jumps in financial economics. (2014). Shin, Dong Wan ; Hwang, Eunju . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:1:p:74-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A note on likelihood ratio ordering of order statistics from two samples. (2014). Yang, Jianping ; Zhuang, Weiwei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:135-139. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comparing exponential location parameters with several controls under heteroscedasticity. (2014). Malekzadeh, A. ; Sadooghi-Alvandi, S. ; Kharrati-Kopaei, M.. In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1083-1094. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models. (2014). Volodin, Andrei ; Wang, Xuejun ; Hu, Tien-Chung ; Xu, Chen . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:3:p:607-629. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayes minimax estimation of the multivariate normal mean vector under balanced loss function. (2014). Nadarajah, S. ; Zinodiny, S. ; Rezaei, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:96-101. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parsimonious skew mixture models for model-based clustering and classification. (2014). Vrbik, Irene ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:196-210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions. (2014). McNicholas, Paul ; Subedi, Sanjeena . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:2:p:167-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dividend problems in the dual model with diffusion and exponentially distributed observation time. (2014). Liu, Xiao ; Chen, Zhenlong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:175-183. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Discussion of âOn simulation and properties of the stable lawâ by L. Devroye and L. James. (2014). Pratelli, Luca ; Barabesi, Lucio . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:3:p:345-351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time. (2014). Wu, Jintang ; Li, Xiaohu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:15-26. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Approximate Bayesian computation with modified log-likelihood ratios. (2014). Ventura, Laura ; Reid, Nancy . In: METRON. RePEc:spr:metron:v:72:y:2014:i:2:p:231-245. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Trajectory composition of Poisson time changes and Markov counting systems. (2014). Breto, Carles . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:91-98. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stochastic comparisons of order statistics and their concomitants. (2014). Khaledi, Baha-Eldin ; Shaked, Moshe ; Bairamov, Ismihan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:105-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the use of the BorelâCantelli lemma in Markov chains. (2014). Stepanov, Alexei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:90:y:2014:i:c:p:149-154. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explicit expressions of the Pietra index for the generalized function for the size distribution of income. (2014). Sarabia, Jose Maria ; Jorda, Vanesa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:582-595. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | New lower bound for centered L2-discrepancy of four-level U-type designs. (2014). Elsawah, A. M. ; Qin, Hong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:65-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation and test procedures for composite quantile regression with covariates missing at random. (2014). Tang, Linjun ; Ning, Zijun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:15-25. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Limiting spectral distribution of renormalized separable sample covariance matrices when p/nâ0. (2014). Paul, Debashis ; Wang, Lili . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:25-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parsimonious skew mixture models for model-based clustering and classification. (2014). Vrbik, Irene ; McNicholas, Paul D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:196-210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions. (2014). McNicholas, Paul ; Subedi, Sanjeena . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:8:y:2014:i:2:p:167-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rényiâs residual entropy: A quantile approach. (2014). Nanda, Asok K. ; Sunoj, S. M. ; Sankaran, P. G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:114-121. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Max-sum equivalence of conditionally dependent random variables. (2014). Gao, Qingwu ; Wang, Yuebao ; Jiang, Tao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:60-66. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Î-moment approach to monotonic boundary estimation. (2014). Daouia, Abdelaati ; Girard, Stephane ; Guillou, Armelle . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:727-740. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Finite Population Causal Standard Errors. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20325. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiently pricing double barrier derivatives in stochastic volatility models. (2014). Escobar, Marcos ; Hieber, Peter ; Scherer, Matthias . In: Review of Derivatives Research. RePEc:kap:revdev:v:17:y:2014:i:2:p:191-216. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rates of convergence of extremes from skew-normal samples. (2014). Nadarajah, Saralees ; Peng, Zuoxiang ; Liao, Xin ; Wang, Xiaoqian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:40-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Closure property and maximum of randomly weighted sums with heavy-tailed increments. (2014). iaulys, Jonas ; Yang, Yang ; Leipus, Remigijus . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:162-170. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails. (2014). Pfaffel, Oliver ; Stelzer, Robert ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:18-50. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Smoothing of stepwise multiple testing procedures. (2014). Gordon, Alexander Y.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:149-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims. (2014). Yang, Haizhong ; Li, Jinzhu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:185-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mixed Tempered Stable distribution. (2014). Rroji, Edit ; Mercuri, Lorenzo . In: Papers. RePEc:arx:papers:1405.7603. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parametric Risk Parity. (2014). Rroji, Edit . In: Papers. RePEc:arx:papers:1409.7933. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Infinite-order, long-memory heterogeneous autoregressive models. (2014). Shin, Dong Wan ; Hwang, Eunju . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:339-358. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the probability of conjunctions of stationary Gaussian processes. (2014). Hashorva, Enkelejd ; Ji, Lanpeng ; Debicki, Krzysztof ; Tabi, Kamil . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:141-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Extremal properties of M4 processes. (2014). Martins, A. ; Ferreira, H.. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:388-408. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On a class of bivariate exponential distributions. (2014). Shiji, K. ; Balakrishna, N.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:153-160. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal sequential designs in phase I studies. (2014). Azriel, David . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:288-297. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A generalization of Chebyshevâs inequality for Hilbert-space-valued random elements. (2014). Budny, Katarzyna . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:62-65. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can the bounds in the multivariate Chebyshev inequality be attained?. (2014). Navarro, Jorge . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:1-5. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A characterization of linear satisfaction measures. (2014). Marasini, Donata ; Quatto, Piero . In: METRON. RePEc:spr:metron:v:72:y:2014:i:1:p:17-23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How to measure the quality of financial tweets. (2014). Cerchiello, Paola . In: DEM Working Papers Series. RePEc:pav:demwpp:069. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A generalized multiple-try version of the Reversible Jump algorithm. (2014). Bartolucci, Francesco ; Pandolfi, Silvia ; Friel, Nial . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:298-314. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model assisted Cox regression. (2014). Mondal, Shoubhik ; Subramanian, Sundarraman . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:281-303. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Two-sample locationâscale estimation from semiparametric random censorship models. (2014). Bhattacharya, Rianka ; Subramanian, Sundarraman . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:25-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation of multivariate critical layers: Applications to rainfall data. (2014). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional foundations of export diversification patterns in oil-producing countries. (2014). Omgba, Luc Desire . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:42:y:2014:i:4:p:1052-1064. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John ; Kamihigashi, Takashi . In: Working Papers. RePEc:ipg:wpaper:2014-086. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stochastic stability in monotone economies. (2014). Stachurski, John . In: Theoretical Economics. RePEc:the:publsh:1367. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stability Analysis for Random Dynamical Systems in Economics. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John ; Kamihigashiw, Takashi . In: Working Papers. RePEc:ipg:wpaper:2014-402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bootstrapping Sample Quantiles of Discrete Data. (2014). Leucht, Anne ; Jentsch, Carsten . In: Working Papers. RePEc:mnh:wpaper:36588. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Minimum density power divergence estimator for Poisson autoregressive models. (2014). Kang, Jiwon ; Lee, Sangyeol . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:44-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On binary and categorical time series models with feedback. (2014). Fokianos, Konstantinos ; Moysiadis, Theodoros . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:209-228. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Geometrical framework for robust portfolio optimization. (2014). Bazovkin, Pavel . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:0114. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions. (2014). Liu, Shuangzhe ; Ma, Tie . In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:3:p:615-625. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Statistical study of asymmetry in cell lineage data. (2014). Gegout-Petit, Anne ; Marsalle, Laurence ; de Saporta, Benoite . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:15-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models. (2014). Volodin, Andrei ; Wang, Xuejun ; Hu, Tien-Chung ; Xu, Chen . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:3:p:607-629. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Uniform asymptotics for the tail probability of weighted sums with heavy tails. (2014). Zhang, Chenhua . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:221-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties. (2014). Zeller, Camila Borelli ; Balakrishnan, N. ; Vilca, Filidor . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:73-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Semiparametric models with single-index nuisance parameters. (2014). Song, Kyungchul . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:471-483. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). Lee, Ying-Ying . In: Economics Series Working Papers. RePEc:oxf:wpaper:706. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficient estimation of the link function parameter in a robust Bayesian binary regression model. (2014). Roy, Vivekananda . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:87-102. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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2014 | Semiparametric regression in Stata. (2014). Verardi, Vincenzo . In: United Kingdom Stata Users' Group Meetings 2014. RePEc:boc:usug14:09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tail asymptotics of random sum and maximum of log-normal risks. (2014). Kortschak, Dominik ; Hashorva, Enkelejd . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:167-174. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can the bounds in the multivariate Chebyshev inequality be attained?. (2014). Navarro, Jorge . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:1-5. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Random Shifting and Scaling of Insurance Risks. (2014). Hashorva, Enkelejd ; Ji, Lanpeng . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:277-288:d:38449. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2014). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Working Papers. RePEc:hal:wpaper:hal-01082903. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
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Year | Title | See |
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2013 | Bayesian inference for CoVaR. (2013). Gayraud, Ghislaine ; Bernardi, Mauro ; Petrella, Lea . In: Papers. RePEc:arx:papers:1306.2834. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. (2013). Wang, Bin ; Puccetti, Giovanni . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:821-828. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | General lower bounds on convex functionals of aggregate sums. (2013). Lo, Ambrose ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:884-896. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A double generalized Pareto distribution. (2013). Afuecheta, Emmanuel ; Chan, Stephen ; Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:12:p:2656-2663. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Pointwise and uniform convergence of kernel density estimators using random bandwidths. (2013). Goswami, Alok ; Dutta, Santanu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:12:p:2711-2720. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | M-estimation for the partially linear regression model under monotonic constraints. (2013). Du, Jiang ; Sun, Zhimeng ; Xie, Tianfa . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:5:p:1353-1363. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data. (2013). Liu, Qiaojing ; Zhao, Shoujiang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:5:p:1372-1381. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | An almost sure limit theorem for the maxima of smooth stationary Gaussian processes. (2013). Tan, Zhongquan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2135-2141. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions. (2013). Ma, Chunsheng . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:65:y:2013:i:5:p:941-958. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Testing for marginal asymmetry of weakly dependent processes. (2013). . In: Working and Discussion Papers. RePEc:svk:wpaper:1022. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
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2012 | Strongly consistent density estimation of the regression residual. (2012). Walk, Harro ; Gyorfi, Laszlo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1923-1929. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On weak dependence conditions: The case of discrete valued processes. (2012). Fokianos, Konstantinos ; Li, Xiaoyin ; Doukhan, Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1941-1948. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Generalized Hyperbolic model for a risky asset with dependence. (2012). Seneta, Eugene ; Finlay, Richard . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2164-2169. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Normal reference bandwidths for the general order, multivariate kernel density derivative estimator. (2012). ChristopherF. Parmeter, ; Henderson, Daniel J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2198-2205. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A note on bounds for the causal infectiousness effect in vaccine trials. (2012). Chiba, Yasutaka . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:7:p:1422-1429. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem. (2012). Stachurski, John ; Kamihigashi, Takashi . In: Discussion Paper Series. RePEc:kob:dpaper:dp2012-27. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
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Year | Title | See |
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2011 | Semiparametric analysis in double-sampling designs via empirical likelihood. (2011). Yu, Wen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:9:p:1302-1314. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The tail probability of the product of dependent random variables from max-domains of attraction. (2011). Hu, Shuhe ; Yang, Yingying ; Wu, Tao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:12:p:1876-1882. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Time-changed Poisson processes. (2011). Kumar, A. ; Vellaisamy, P. ; Nane, Erkan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:12:p:1899-1910. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Maximal inequalities for N-demimartingale and strong law of large numbers. (2011). Prakasa Rao, B. L. S., ; Wang, Xuejun ; Yang, Wenzhi ; Hu, Shuhe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:9:p:1348-1353. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A correction on approximation of smoothing probabilities for hidden Markov models. (2011). Lember, Juri . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:9:p:1463-1464. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Frame potential minimization for clustering short time series. (2011). Stockler, Joachim ; Springer, Tobias ; Ickstadt, Katja . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:5:y:2011:i:4:p:341-355. Full description at Econpapers || Download paper | [Citation Analysis] |
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Source data used to compute the impact factor of RePEc series.