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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Statistics & Probability Letters / Elsevier


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]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.090.0114314330.02179215455379 (44.1%)0.03
19910.010.090.0116931250.022242582532365 (29%)10.010.04
19920.020.090.02189501100.0220531266311095 (46.3%)0.04
19930.010.10.01181682140.022293583716767 (29.3%)0.05
19940.010.110.01169851130.022103702797777 (36.7%)0.05
19950.050.190.061981049930.092513501985154115 (45.8%)0.07
19960.080.230.0727113201190.093393672990665126 (37.2%)40.010.09
19970.060.270.0826815881550.137446926100877126 (33.7%)30.010.09
19980.060.270.0520617941150.0629153932108752104 (35.7%)50.020.1
19990.060.310.0624920431710.0842247430111269126 (29.9%)80.030.13
20000.070.390.0724222851920.0836945531119288134 (36.3%)20.010.15
20010.110.410.0925325382400.09391491541236117150 (38.4%)70.030.16
20020.090.430.0922627642240.08301495461218112103 (34.2%)60.030.19
20030.080.450.0823129952300.0834347936117691101 (29.4%)70.030.19
20040.060.510.120131962800.09267457281201118102 (38.2%)80.040.21
20050.070.540.119833942900.0926143231115311882 (31.4%)90.050.22
20060.070.520.0925336473360.0924539929110910291 (37.1%)30.010.21
20070.080.450.1122838753580.0918145138110911962 (34.3%)30.010.18
20080.140.480.1647743525100.12416481661111180142 (34.1%)80.020.2
20090.10.480.1236747195120.11266705671357168126 (47.4%)130.040.19
20100.120.440.1227749965320.1122884499152318168 (29.8%)90.030.16
20110.110.530.127652724860.0912864472160216058 (45.3%)60.020.21
20120.160.580.1530855806240.1115855389162523972 (45.6%)60.020.22
20130.150.710.1433259126420.118958488170524240 (44.9%)100.030.25
20140.150.810.1324661586010.12964093156020317 (58.6%)50.020.28
 
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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
1988Estimating 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
1983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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49
2010Improved 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.

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43
1999Recursive 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
1986Convergence 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
2001Bayesian 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
1997Backward 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.

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31
1987Estimation 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.

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29
1989Maxima 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.

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28
1999Functional 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.

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26
1996On 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.

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26
2001Moments 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.

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25
1990A 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.

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23
1996Asymptotic 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.

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20
1997Sparse spatial autoregressions. (1997). Barry, Ronald. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

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19
1988On 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.

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19
2006Semi-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.

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19
1993Testing 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.

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19
2005Estimating 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.

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18
1991Using 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.

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17
1991A 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.

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17
1992A 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.

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17
1991Testing 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.

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17
1993A 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.

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17
2008On 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.

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16
1998Change-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.

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16
1988Canonical 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.

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16
1996Unit 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.

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15
1983A 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.

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15
2000The 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.

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15
1994Bias 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.

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15
2000A 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.

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15
1998On forecasting SETAR processes. (1998). De Bruin, Paul T.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14.

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14
2001On 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.

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14
1999Estimation 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.

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14
1992Density 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.

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14
2003Elliptical 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.

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14
1999Dispersive 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.

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13
2003Skewed 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.

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13
2002Supermodular 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.

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13
2000Kernel-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.

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13
2005On 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.

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13
2003A bivariate beta distribution. (2003). Olkin, Ingram ; Liu, Ruixue. In: Statistics & Probability Letters. RePEc:eee:stapro:v:62:y:2003:i:4:p:407-412.

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13
1995On 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.

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13
1998On 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.

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13
2001Bounds 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.

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13
1998Parameterizations 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.

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13
2001Large 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.

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13
2008Testing 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.

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13
2001Weighted Nadaraya-Watson regression estimation. (2001). Cai, Zongwu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:3:p:307-318.

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12

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2010Improved 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
1988Estimating 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
2006Semi-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
1999Recursive 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
2001Bayesian 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
1997Backward 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
1989Maxima 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
2008A 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.

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10
2012An 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.

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9
2010A 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.

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9
1994Expectiles 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.

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8
2007Multivariate 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.

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8
2001On 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.

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7
2008Almost 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.

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7
2012A 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.

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6
1999Functional 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.

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6
2013Sharp 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.

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6
2007A 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.

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6
2003Asymptotics 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.

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6
2012On 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.

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6
2008Testing 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
1986Convergence 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
1983Descriptive 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
2008On 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.

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6
2009Variable 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.

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6
2008On 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.

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5
1995The 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.

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5
2003The 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.

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5
2010On 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.

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5
2010Regularization 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.

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5
1997A 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.

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5
2008An alternative multivariate skew-slash distribution. (2008). Arslan, Olcay . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2756-2761.

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5
2012On 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.

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5
2012Variable 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.

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5
2003A bivariate beta distribution. (2003). Olkin, Ingram ; Liu, Ruixue. In: Statistics & Probability Letters. RePEc:eee:stapro:v:62:y:2003:i:4:p:407-412.

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5
2008Inverse 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.

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2008Asymptotics 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.

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1989Consistent 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.

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1987Estimation 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.

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2003A 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.

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2012Constructing archimedean copulas from diagonal sections. (2012). Wysocki, Wodzimierz . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:818-826.

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2007On 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.

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1999Estimation 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.

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2008Equidistant 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.

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1988Canonical 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.

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2000A 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.

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2007Bootstrap 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.

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1991A 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.

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2013Limit 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.

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2000A 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.

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2014Optimal 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.

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2014A 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.

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2014A 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.

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2014Exact 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.

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2014Generalized 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.

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2014Functional 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.

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2014On 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.

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2014Rényi’s 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.

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2014Default 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.

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2014Risk 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.

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2014New measure selection for Hunt–Devolder 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.

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2014On the E-optimality of blocked main effects plans when n≡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.

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2014A 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.

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2014On 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.

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2014Effectively 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.

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2014SCAD-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.

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2014Max-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.

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2014Uniform 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.

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2014A 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.

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2014A 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.

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2014Fractional 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.

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2014On 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.

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2014An 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.

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2014The 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.

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2014Bias-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.

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2014A 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.

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2014A 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.

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2014Comparing 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.

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2014On 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.

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2014Bayes 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.

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2014Parsimonious 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.

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2014Variational 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.

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2014Dividend 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.

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2014Discussion of “On simulation and properties of the stable law” 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.

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2014Asymptotic 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.

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2014Approximate 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.

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2014Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404.

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2014Trajectory 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.

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2014Stochastic 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.

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2014On the use of the Borel–Cantelli lemma in Markov chains. (2014). Stepanov, Alexei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:90:y:2014:i:c:p:149-154.

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2014Explicit 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.

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2014New 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.

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2014Estimation 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.

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2014Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0. (2014). Paul, Debashis ; Wang, Lili . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:25-52.

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2014Parsimonious 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.

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2014Model-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.

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2014Variational 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.

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2014Rényi’s 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.

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2014Max-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.

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2014A Γ-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.

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2014Finite Population Causal Standard Errors. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20325.

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2014Efficiently 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.

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2014Rates 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.

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2014Closure 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.

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2014Limit 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.

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2014Smoothing 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.

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2014Asymptotic 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.

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2014Mixed Tempered Stable distribution. (2014). Rroji, Edit ; Mercuri, Lorenzo . In: Papers. RePEc:arx:papers:1405.7603.

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2014Parametric Risk Parity. (2014). Rroji, Edit . In: Papers. RePEc:arx:papers:1409.7933.

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2014Infinite-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.

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2014On 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.

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2014Extremal 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.

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2014On 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.

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2014Optimal 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.

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2014A generalization of Chebyshev’s 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.

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2014Can 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.

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2014A characterization of linear satisfaction measures. (2014). Marasini, Donata ; Quatto, Piero . In: METRON. RePEc:spr:metron:v:72:y:2014:i:1:p:17-23.

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2014How to measure the quality of financial tweets. (2014). Cerchiello, Paola . In: DEM Working Papers Series. RePEc:pav:demwpp:069.

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2014A 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.

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2014Model 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.

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2014Two-sample location–scale 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.

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2014Estimation of multivariate critical layers: Applications to rainfall data. (2014). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089.

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2014Institutional 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.

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2014Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John ; Kamihigashi, Takashi . In: Working Papers. RePEc:ipg:wpaper:2014-086.

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2014Stochastic stability in monotone economies. (2014). Stachurski, John . In: Theoretical Economics. RePEc:the:publsh:1367.

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2014Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-02.

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2014Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-22.

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2014Stability Analysis for Random Dynamical Systems in Economics. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-35.

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2014Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John ; Kamihigashiw, Takashi . In: Working Papers. RePEc:ipg:wpaper:2014-402.

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2014Seeking Ergodicity in Dynamic Economies. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-38.

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2014Bootstrapping Sample Quantiles of Discrete Data. (2014). Leucht, Anne ; Jentsch, Carsten . In: Working Papers. RePEc:mnh:wpaper:36588.

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2014Minimum 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.

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2014On 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.

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2014Geometrical framework for robust portfolio optimization. (2014). Bazovkin, Pavel . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:0114.

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2014Pitman 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.

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2014Statistical 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.

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2014On 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.

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2014Uniform 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.

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2014Multivariate 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.

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2014Semiparametric 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.

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2014Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). Lee, Ying-Ying . In: Economics Series Working Papers. RePEc:oxf:wpaper:706.

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2014Efficient 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.

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2014Semiparametric regression in Stata. (2014). Verardi, Vincenzo . In: United Kingdom Stata Users' Group Meetings 2014. RePEc:boc:usug14:09.

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2014Tail 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.

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2014Can 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.

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2014Random 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.

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2014LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2014). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Working Papers. RePEc:hal:wpaper:hal-01082903.

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2013Bayesian inference for CoVaR. (2013). Gayraud, Ghislaine ; Bernardi, Mauro ; Petrella, Lea . In: Papers. RePEc:arx:papers:1306.2834.

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2013Complete 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.

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2013General 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.

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2013A 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.

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2013Pointwise 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.

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2013M-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.

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2013Pointwise 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.

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2013An 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.

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2013Mittag-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.

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2013Testing for marginal asymmetry of weakly dependent processes. (2013). . In: Working and Discussion Papers. RePEc:svk:wpaper:1022.

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2012Strongly 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.

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2012On 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.

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2012A 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.

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2012Normal 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.

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2012A 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.

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2012Existence, 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.

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Recent citations received in: 2011


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2011Semiparametric 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.

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2011The 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.

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2011Time-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.

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2011Maximal 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.

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2011A 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.

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2011Frame 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.

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