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Computational Statistics & Data Analysis / Elsevier

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
37
Impact Factor
0.35
5 Years IF
0.34
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.01 0.08 0.07 0.01 60 60 64 4 4 83 1 179 2 0 2 0.03 0.04
1991 0.01 0.08 0.03 0.01 59 119 92 3 7 94 1 204 3 0 0 0.04
1992 0.03 0.08 0.03 0.02 97 216 198 6 13 119 3 243 6 0 0 0.04
1993 0.02 0.1 0.02 0.01 60 276 113 6 19 156 3 299 3 0 2 0.03 0.05
1994 0 0.11 0.01 0 82 358 238 4 23 157 310 1 0 2 0.02 0.05
1995 0.06 0.19 0.06 0.04 107 465 201 30 53 142 8 358 16 21 70 0 0.08
1996 0.07 0.22 0.09 0.09 120 585 323 55 108 189 13 405 35 29 52.7 3 0.03 0.1
1997 0.04 0.22 0.07 0.06 123 708 237 51 159 227 8 466 26 29 56.9 1 0.01 0.09
1998 0.05 0.26 0.05 0.05 99 807 227 42 202 243 12 492 24 17 40.5 2 0.02 0.12
1999 0.09 0.28 0.1 0.08 80 887 286 84 287 222 19 531 45 37 44 4 0.05 0.14
2000 0.07 0.33 0.09 0.09 84 971 277 81 370 179 12 529 45 23 28.4 0 0.15
2001 0.1 0.36 0.07 0.09 84 1055 314 79 449 164 16 506 45 26 32.9 0 0.15
2002 0.07 0.39 0.08 0.08 114 1169 862 92 545 168 12 470 39 27 29.3 4 0.04 0.21
2003 0.13 0.4 0.12 0.11 122 1291 959 158 706 198 25 461 51 82 51.9 33 0.27 0.2
2004 0.26 0.45 0.18 0.19 168 1459 627 252 962 236 61 484 93 132 52.4 19 0.11 0.2
2005 0.16 0.46 0.12 0.16 128 1587 735 192 1159 290 46 572 89 45 23.4 13 0.1 0.22
2006 0.23 0.46 0.22 0.28 368 1955 1824 416 1588 296 67 616 170 229 55 80 0.22 0.21
2007 0.27 0.42 0.24 0.28 410 2365 1914 561 2151 496 136 900 250 308 54.9 48 0.12 0.18
2008 0.34 0.44 0.29 0.31 341 2706 1596 789 2946 778 263 1196 367 387 49 43 0.13 0.21
2009 0.32 0.44 0.33 0.29 346 3052 1006 994 3950 751 244 1415 415 467 47 78 0.23 0.21
2010 0.3 0.43 0.31 0.29 284 3336 1062 1041 4995 687 203 1593 455 445 42.7 33 0.12 0.18
2011 0.27 0.46 0.3 0.28 274 3610 895 1074 6078 630 169 1749 484 435 40.5 49 0.18 0.21
2012 0.41 0.47 0.37 0.34 325 3935 1139 1449 7533 558 226 1655 562 554 38.2 50 0.15 0.19
2013 0.34 0.53 0.35 0.32 221 4156 574 1460 9003 599 202 1570 500 309 21.2 30 0.14 0.22
2014 0.53 0.55 0.41 0.39 318 4474 793 1832 10836 546 287 1450 562 602 32.9 53 0.17 0.22
2015 0.4 0.56 0.33 0.36 133 4607 138 1534 12374 539 215 1422 517 163 10.6 10 0.08 0.21
2016 0.45 0.58 0.4 0.43 248 4855 353 1944 14318 451 203 1271 542 335 17.2 47 0.19 0.2
2017 0.36 0.6 0.37 0.41 185 5040 87 1864 16182 381 137 1245 510 209 11.2 16 0.09 0.22
2018 0.35 0.76 0.29 0.34 160 5200 39 1524 17706 433 152 1105 381 170 11.2 11 0.07 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

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348
22003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

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122
32005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

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119
42003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

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109
52007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

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99
62006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

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99
72006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

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92
82009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

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82
92014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

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76
101999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

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75
112002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

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74
122000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

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72
132008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

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70
142013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

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66
152008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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65
162003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

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62
172007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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61
182007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

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59
192003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

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57
202012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

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55
212008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

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54
222006Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991.

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50
232001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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50
242006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

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49
252003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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49
262011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

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47
271992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

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47
282005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

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47
292006Time series of count data: modeling, estimation and diagnostics. (2006). Jung, Robert ; Kukuk, Martin ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364.

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45
302004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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45
312012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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44
322010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

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43
332006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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43
341998Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209.

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42
352012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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39
362006A Bayesian approach to bandwidth selection for multivariate kernel density estimation. (2006). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031.

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38
372005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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37
382009Additive prediction and boosting for functional data. (2009). Ferraty, Frederic ; Vieu, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:4:p:1400-1413.

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37
392003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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37
402003Modified moment estimation for the two-parameter Birnbaum-Saunders distribution. (2003). Kundu, D. ; Ng, H. K. T., ; Balakrishnan, N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:43:y:2003:i:3:p:283-298.

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36
412004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

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36
422010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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35
432003Modelling high-dimensional data by mixtures of factor analyzers. (2003). Peel, D. ; Bean, R. W. ; McLachlan, G. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:379-388.

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35
441994A comparative study of several smoothing methods in density estimation. (1994). Cuevas, Antonio ; Manteiga, Wensceslao Gonzalez ; Cao, Ricardo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:17:y:1994:i:2:p:153-176.

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35
451997The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data. (1997). Lesaffre, Emmanuel ; Verbeke, Geert. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:23:y:1997:i:4:p:541-556.

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35
462008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

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35
472014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

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34
482010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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34
492012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (2012). van Dijk, Herman ; Baştürk, Nalan ; Ardia, David ; Baturk, Nalan ; Hoogerheide, Lennart. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414.

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34
502001Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach. (2001). Anselin, Luc ; Smirnov, Oleg . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:35:y:2001:i:3:p:301-319.

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34
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

121
22014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

Full description at Econpapers || Download paper

44
32002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

Full description at Econpapers || Download paper

38
42003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

33
52013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

Full description at Econpapers || Download paper

33
62009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

31
72007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

30
82000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

Full description at Econpapers || Download paper

29
92011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

Full description at Econpapers || Download paper

29
102003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

27
112012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

27
122006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

26
132005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

Full description at Econpapers || Download paper

23
142008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

Full description at Econpapers || Download paper

22
152006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

21
162014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

Full description at Econpapers || Download paper

17
172012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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17
182006Stylized facts of financial time series and hidden semi-Markov models. (2006). Bulla, Jan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2192-2209.

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16
192016Revisiting useful approaches to data-rich macroeconomic forecasting. (2016). Groen, Jan ; An, J ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239.

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16
202007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

Full description at Econpapers || Download paper

16
212003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

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15
222012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

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15
232008Empirical characterization of random forest variable importance measures. (2008). Archer, Kellie J. ; Kimes, Ryan V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:4:p:2249-2260.

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14
242012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, Olga . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3533-3545.

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14
252005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

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262004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

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12
272004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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282016Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:424-444.

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292016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach. (2016). Palm, Franz ; Laurent, Sébastien ; Lecourt, Christelle. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:383-400.

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12
301999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

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312006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

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322010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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332016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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342005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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352006On the use of the bootstrap for estimating functions with functional data. (2006). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:2:p:1063-1074.

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362012Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. (2012). Chen, Qian ; Lu, Zudi ; Gerlach, Richard. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3498-3516.

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372012The power of weather. (2012). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3793-3807.

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382008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

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392012Multivariate mixture modeling using skew-normal independent distributions. (2012). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Prates, Marcos O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:126-142.

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402011Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. (2011). Wan, Alan ; Magnus, Jan R. ; Zhang, Xinyu ; Wan, Alan T. K., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:3:p:1331-1341.

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412005A mixture model for preferences data analysis. (2005). Piccolo, Domenico ; D'Elia, Angela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:3:p:917-934.

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422010Improved estimators for a general class of beta regression models. (2010). Simas, Alexandre B. ; Barreto-Souza, Wagner ; Rocha, Andrea V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:2:p:348-366.

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10
432008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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442003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

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452016Fast computation of reconciled forecasts for hierarchical and grouped time series. (2016). Hyndman, Rob ; Lee, Alan J ; Wang, Earo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:16-32.

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462014RcppArmadillo: Accelerating R with high-performance C++ linear algebra. (2014). Sanderson, Conrad ; Eddelbuettel, Dirk. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063.

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472013OLS with multiple high dimensional category variables. (2013). Gaure, Simen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:8-18.

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482011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

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492011A space-time filter for panel data models containing random effects. (2011). Parent, Olivier ; LeSage, James. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:475-490.

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502014Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759.

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2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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2018Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2018). Kim, Hyeongwoo ; Ko, Kyunghwan. In: MPRA Paper. RePEc:pra:mprapa:89449.

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2018Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model. (2018). Ye, Mao ; Nie, Lizhen ; Zhang, Peng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:32-49.

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2018Copula based generalized additive models for location, scale and shape with non-random sample selection. (2018). Wojty, Magorzata ; Radice, Rosalba ; Marra, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:1-14.

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2018Sparse pathway-based prediction models for high-throughput molecular data. (2018). Lee, Sangin ; Pawitan, Yudi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:125-135.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

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2018Nonlinearities and Regimes in Conditional Correlations with Different Dynamics. (2018). Bauwens, Luc ; Otrando, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201803.

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2018Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology. (2018). Dehideniya, Mahasen B ; McGree, James M ; Drovandi, Christopher C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:277-297.

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2018Classical and Bayesian estimation in log-logistic distribution under random censoring. (2018). Kumar, Kapil. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:9:y:2018:i:2:d:10.1007_s13198-017-0688-3.

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2018Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. (2018). Beirlant, J ; Verster, A ; Maribe, G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:114-122.

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2018A pruned recursive solution to the multiple change point problem. (2018). Ruggieri, Eric . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0756-9.

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2018Overfitting Bayesian mixtures of factor analyzers with an unknown number of components. (2018). Papastamoulis, Panagiotis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:220-234.

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2018Dimension reduction in nonparametric models of production. (2018). Wilson, Paul W. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:1:p:349-367.

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2018Likelihood based inference for the multivariate renewal Hawkes process. (2018). Stindl, Tom ; Chen, Feng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:131-145.

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2018Regularity of a renewal process estimated from binary data. (2018). Rice, John D ; Johnson, Brent A ; Strawderman, Robert L. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:566-574.

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2018Archetypal shapes based on landmarks and extension to handle missing data. (2018). Epifanio, Irene ; Simo, Amelia ; Ibaez, Maria Victoria. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:3:d:10.1007_s11634-017-0297-7.

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2018Bayesian non-parametric simultaneous quantile regression for complete and grid data. (2018). Das, Priyam ; Ghosal, Subhashis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:172-186.

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2018Robust feature screening for ultra-high dimensional right censored data via distance correlation. (2018). Chen, Xiaolin ; Wang, Hong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:118-138.

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2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

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2018Compositional regression with functional response. (2018). Talska, R ; Fierova, E ; Hron, K ; Machalova, J ; Menafoglio, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:66-85.

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2018Bayesian variable selection for multistate Markov models with interval†censored data in an ecological momentary assessment study of smoking cessation. (2018). Koslovsky, Matthew D ; Businelle, Michael S ; Kendzor, Darla E ; Wilkinson, Anna V ; Novelo, Luis Leona ; Chan, Wenyaw ; Swartz, Michael D. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:636-644.

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2018Bayesian Estimation of Generalized Partition of Unity Copulas. (2018). Masuhr, Andreas. In: CQE Working Papers. RePEc:cqe:wpaper:7318.

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2018An algorithm based on semidefinite programming for finding minimax optimal designs. (2018). , Belmiro ; Wong, Weng Kee ; Sagnol, Guillaume. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:99-117.

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2018On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. (2018). Abouarghoub, Wessam ; Petropoulos, Fotios ; Nomikos, Nikos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:225-238.

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2018Manly transformation in finite mixture modeling. (2018). Zhu, Xuwen ; Melnykov, Volodymyr. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:190-208.

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2018On model-based clustering of skewed matrix data. (2018). Melnykov, Volodymyr ; Zhu, Xuwen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:181-194.

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2018Inverse regression approach to robust nonlinear high-to-low dimensional mapping. (2018). Perthame, Emeline ; Deleforge, Antoine ; Forbes, Florence . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:163:y:2018:i:c:p:1-14.

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2018Simultaneous variable weighting and determining the number of clusters—A weighted Gaussian means algorithm. (2018). Chakraborty, Saptarshi ; Das, Swagatam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:148-156.

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2018Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines. (2018). Gressani, Oswaldo ; Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:151-167.

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2018Hazard rate estimation for left truncated and right censored data. (2018). Efromovich, Sam ; Chu, Jufen. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:4:d:10.1007_s10463-017-0617-x.

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2018A globally convergent algorithm for lasso-penalized mixture of linear regression models. (2018). Lloyd-Jones, Luke R ; McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:19-38.

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2018Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data. (2018). Nguimkeu, Pierre ; Jiongo, Valery D. In: Staff Working Papers. RePEc:bca:bocawp:18-28.

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2018Robust inference for seemingly unrelated regression models. (2018). Peremans, Kris ; van Aelst, Stefan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:212-224.

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2018Inverse probability weighted Cox regression for doubly truncated data. (2018). Mandel, Micha ; Betensky, Rebecca A ; Simon, David K ; de Uaa, Jacobo. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:481-487.

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2018Cox regression model with doubly truncated data. (2018). Rennert, Lior ; Xie, Sharon X. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:725-733.

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2018Model-based co-clustering for ordinal data. (2018). Jacques, Julien ; Biernacki, Christophe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:101-115.

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2018On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio. (2018). Miljkovic, Tatjana ; Fernandez, Daniel. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:57-:d:147107.

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2018Matching and clustering in square contingency tables. Who matches with whom in the Spanish labour market. (2018). Usabiaga, Carlos ; Nuez, Fernando ; de Toledo, Pablo alvarez . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:135-159.

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2018D-trace estimation of a precision matrix using adaptive Lasso penalties. (2018). Avagyan, Vahe ; Nogales, Francisco J ; Alonso, Andres M. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:2:d:10.1007_s11634-016-0272-8.

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2018Estimating large covariance matrix with network topology for high-dimensional biomedical data. (2018). Chen, Shuo ; Milton, Donald K ; Zhao, Yunpeng ; Xing, Yishi ; Kang, Jian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:82-95.

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2018Stochastic Frontier Analysis: Foundations and Advances. (2018). Zelenyuk, Valentin ; Kumbhakar, Subal ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:123.

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2018Measuring and explaining organizational effectiveness of school districts: Evidence from a robust and conditional Benefit-of-the-Doubt approach. (2018). de Witte, Kristof ; Schiltz, Fritz. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:1172-1181.

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2018Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008). (2018). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:130.

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2018Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach. (2018). Huiban, Jean Pierre ; Simioni, Michel ; Musolesi, Antonio ; Mastromarco, Camilla. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0536-8.

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2018Is There Too Much History in Historical Yield Data. (2018). Ker, A ; Liu, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277293.

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2018Eigenvalues and constraints in mixture modeling: geometric and computational issues. (2018). Greselin, Francesca ; Mayo-Iscar, Agustin ; Ingrassia, Salvatore ; Gordaliza, Alfonso ; Garcia-Escudero, Luis Angel. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:2:d:10.1007_s11634-017-0293-y.

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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini. (2018). Heritier, Stephane ; Victoria-Feser, Maria-Pia. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0412-0.

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2018Trust and Distress Prediction in Modal Shift Potential of Long-Distance Road Freight in Containers: Modeling Approach in Transport Services for Sustainability. (2018). Szaruga, Elbieta ; Matwiejczuk, Wiesaw ; Zaoga, Elbieta ; Skpska, Elbieta. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2370-:d:156856.

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2018Some Mathematical Properties of the Matrix Decomposition Solution in Factor Analysis. (2018). Adachi, Kohei ; Trendafilov, Nickolay T. In: Psychometrika. RePEc:spr:psycho:v:83:y:2018:i:2:d:10.1007_s11336-017-9600-y.

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2018On two-sample mean tests under spiked covariances. (2018). Wang, Rui ; Xu, Xingzhong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:225-249.

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2018From start to finish: a framework for the production of small area official statistics. (2018). Tzavidis, Nikos ; Rojasperilla, Natalia ; Schmid, Timo ; Luna, Angela ; Zhang, Lichun. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:4:p:927-979.

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2018On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation. (2018). Davies, Tilman M ; Hazelton, Martin L ; Flynn, Claire R. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:75-81.

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2018Quantifying the Computational Advantage of Forward Orthogonal Deviations. (2018). Phillips, Robert. In: Papers. RePEc:arx:papers:1808.05995.

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2018Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8.

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2018Time-varying quantile single-index model for multivariate responses. (2018). Zhao, Weihua ; Lian, Heng ; Zhou, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:32-49.

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2018Improving forecasting performance using covariate-dependent copula models. (2018). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:456-476.

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2018Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2018). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180026.

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2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2018). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1808.

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2018Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2018). Omori, Yasuhiro ; Kurose, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1075.

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2018On the robustness of the principal volatility components. (2018). Valls Pereira, Pedro ; Hotta, Luiz ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:474.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2018Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018BAYESIAN SHRINKAGE ESTIMATION OF TIME-VARYING COVARIANCE MATRICES IN FINANCIAL TIME SERIES. (2018). , Amanda ; Ki, Wing. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:369-404.

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2018Markov switching GARCH models for Bayesian hedging on energy futures markets. (2018). Billio, Monica ; Osuntuyi, Anthony ; Casarin, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:545-562.

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2018Riemann and Weierstrass walks revisited. (2018). Soto-Villalobos, Roberto ; Almaguer, F-Javier ; F-Javier Almaguer, ; Amezcua, Omar Gonzalez ; Morales-Castillo, Javier . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:319:y:2018:i:c:p:518-526.

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2018SME investment best strategies. Outliers for assessing how to optimize performance. (2018). Cerqueti, Roy ; ausloos, marcel ; Castellano, Nicola G ; Bartolacci, Francesca. In: Papers. RePEc:arx:papers:1807.09583.

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2018The Term Structure of Government Bond Yields in an Emerging Market. (2018). Waliullah, ; Bari, Khadija Malik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:5-28.

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2018SME investment best strategies. Outliers for assessing how to optimize performance. (2018). Ausloos, Marcel ; Castellano, Nicola G ; Bartolacci, Francesca ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:754-765.

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2018Has China’s coal consumption already peaked? A demand-side analysis based on hybrid prediction models. (2018). Wang, CE ; Liang, Qiao-Mei. In: Energy. RePEc:eee:energy:v:162:y:2018:i:c:p:272-281.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180.

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2018Approximating expected shortfall for heavy-tailed distributions. (2018). Broda, Simon A ; Paolella, Marc S ; Krause, Jochen . In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:184-203.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio. In: Working papers. RePEc:bfr:banfra:688.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2018). Aknouche, Abdelhakim ; Demouche, Nacer ; Al-Eid, Eid . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9160-x.

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2018Indexed Markov Chains for financial data: testing for the number of states of the index process. (2018). Petroni, Filippo ; Lika, Ada ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:1802.01540.

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2018An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2018). Francq, Christian ; Sucarrat, Genaro. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:129-154..

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275.

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2018Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors. (2018). Yang, Hongqiang ; Aijun, Yang ; Jinguan, Lin ; Hongqiang, Yang. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9660-1.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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2018A scoring rule for factor and autoregressive models under misspecification. (2018). Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:18.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-20.

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2018Calibration for Weak Variance-Alpha-Gamma Processes. (2018). Madan, Dilip B ; Lu, Kevin W ; Buchmann, Boris. In: Papers. RePEc:arx:papers:1801.08852.

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2018On the estimation of the characteristic function in finite populations with applications. (2018). Jimenez-Gamero, M D ; Mayor-Gallego, J A ; Moreno-Rebollo, J L. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-016-0514-2.

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2018Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness. (2018). Ghasemzadeh, Siamak ; Baghfalaki, Taban ; Ganjali, Mojtaba. In: METRON. RePEc:spr:metron:v:76:y:2018:i:3:d:10.1007_s40300-018-0136-4.

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2018Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models. (2018). Hobza, Toma ; Santamaria, Laureano ; Morales, Domingo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:2:d:10.1007_s11749-017-0545-3.

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2018Model-Assisted Estimation of Small Area Poverty Measures: An Application within the Valencia Region in Spain. (2018). Morales, Domingo ; Esteban, Dolores ; del Mar, Maria. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:138:y:2018:i:3:d:10.1007_s11205-017-1678-1.

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2018Small area estimation under a spatially non-linear model. (2018). Chandra, Hukum ; Chambers, Ray ; Salvati, Nicola. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:19-38.

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2018A frequency-domain test for long range dependence. (2018). Gromykov, Gennadi ; Philippe, Anne ; Haye, Mohamedou Ould. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9164-6.

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2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. (2018). Steel, Mark ; Kalli, Maria ; Griffin, Jim . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0384-0.

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2018Integrated Deviance Information Criterion for Latent Variable Models. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_006.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2018Impact of Urban Surface Characteristics and Socio-Economic Variables on the Spatial Variation of Land Surface Temperature in Lagos City, Nigeria. (2018). Dissanayake, Dmslb ; Handayani, Hepi H ; Ranagalage, Manjula ; Murayama, Yuji ; Morimoto, Takehiro. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:25-:d:192154.

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2018Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates. (2018). McAleer, Michael ; Allen, David ; Peiris, Shelton ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1822.

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2018Cointegrated Dynamics for A Generalized Long Memory Process. (2018). McAleer, Michael ; Asai, Manabu ; Allen, David ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:110018.

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2018Identification of heterogeneous treatment effects as a function of potential untreated outcome under the nonignorable assignment condition. (2018). Takahata, Keisuke ; Hoshino, Takahiro. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2018-005.

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2018Recalibration: A post-processing method for approximate Bayesian computation. (2018). Rodrigues, G S ; Sisson, S A ; Prangle, D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:53-66.

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2018Likelihood-free inference in high dimensions with synthetic likelihood. (2018). , Victor ; Drovandi, Christopher C ; Sisson, Scott A ; Tran, Minh-Ngoc ; Nott, David J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:271-291.

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2018A D‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure. (2018). Killiches, Matthias ; Czado, Claudia. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:997-1005.

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2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach. (2018). Reboredo, Juan C ; Ugolini, Andrea . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:136-152.

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2018VIX-linked fees for GMWBs via Explicit Solution Simulation Methods. (2018). MacKay, Anne ; Kouritzin, Michael A. In: Papers. RePEc:arx:papers:1708.06886.

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2018VIX-linked fees for GMWBs via explicit solution simulation methods. (2018). Kouritzin, Michael A ; MacKay, Anne. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:1-17.

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2018Cardiopulmonary Function Monitoring Based on MEWMA Control Chart. (2018). Lai, Xin ; Yue, Jin ; Liu, Liu ; Zhang, Hongxia . In: Annals of Data Science. RePEc:spr:aodasc:v:5:y:2018:i:2:d:10.1007_s40745-018-0137-4.

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2018Testing convexity of a discrete distribution. (2018). Balabdaoui, Fadoua ; Koladjo, Babagnide Franois ; Durot, Cecile . In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:8-13.

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2018Testing k-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population. (2018). Giguelay, J ; Huet, S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:96-115.

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2018To Impute or Not to Impute? A Review of Alternative Poverty Estimation Methods in the Context of Unavailable Consumption Data. (2018). Dang, Hai-Anh. In: GLO Discussion Paper Series. RePEc:zbw:glodps:201.

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2018Covariate†adjusted response†adaptive randomization for multi†arm clinical trials using a modified forward looking Gittins index rule. (2018). Villar, Sofa S ; Rosenberger, William F. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:49-57.

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2018MATS: Inference for potentially singular and heteroscedastic MANOVA. (2018). Friedrich, Sarah ; Pauly, Markus. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:166-179.

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2018A weighted M-estimator for linear regression models with randomly truncated data. (2018). Du, Jiang ; Xie, Tianfa ; Zhang, Zhongzhan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:90-94.

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2018Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure. (2018). He, Yong ; Zhang, Liwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:132-150.

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2018Small area estimation via unmatched sampling and linking models. (2018). Sugasawa, Shonosuke ; J. N. K. Rao, ; Kubokawa, Tatsuya. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:2:d:10.1007_s11749-017-0551-5.

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2018Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations. (2018). Wang, Chunlin ; Li, Pengfei ; Marriott, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:182-197.

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2018Bayesian analysis of realized matrix-exponential GARCH models. (2018). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1804.

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2018Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180005.

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2018Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:104259.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2018Moment redundancy test with application to efficiency-improving copulas. (2018). Hao, Bowen ; Qian, Hailong ; Prokhorov, Artem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:29-33.

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2018Aggregating multiple types of complex data in stock market prediction: A model-independent framework. (2018). Zhao, Jichang ; Lu, Shan ; Wang, Huiwen. In: Papers. RePEc:arx:papers:1805.05617.

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2018Methods for multivariate recurrent event data with measurement error and informative censoring. (2018). Yu, Hsiang ; Wang, Chingyun ; Cheng, Yujen. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:966-976.

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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2018Robust estimation and moment selection in dynamic fixed-effects panel data models. (2018). Iek, P ; Aquaro, M. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0782-7.

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2018Efficient propensity score regression estimators of multivalued treatment effects for the treated. (2018). Lee, Ying-Ying. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:207-222.

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2018Semiparametric estimation of the link function in binary-choice single-index models. (2018). Ker, Alan P ; Sam, Abdoul G. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0779-2.

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2018Estimation of technical change and price elasticities: a categorical time–varying coefficient approach. (2018). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0538-6.

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2018Comparison Between Robust and Stochastic Optimisation for Long-term Reservoir Management Under Uncertainty. (2018). Cuvelier, Thibaut ; Louveaux, Quentin ; Dewals, Benjamin ; Archambeau, Pierre . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:32:y:2018:i:5:d:10.1007_s11269-017-1893-1.

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2018A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

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2018Bayesian estimation of Weibull mixture in heavily censored data setting. (2018). Ducros, Florence ; Pamphile, Patrick. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:180:y:2018:i:c:p:453-462.

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Recent citations
Recent citations received in 2018
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2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

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2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018On model-based clustering of skewed matrix data. (2018). Melnykov, Volodymyr ; Zhu, Xuwen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:181-194.

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2018Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers. (2018). Zhang, Yuexia ; Zhu, Zhongyi ; Qin, Guoyou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:261-275.

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2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

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2018Trust and Distress Prediction in Modal Shift Potential of Long-Distance Road Freight in Containers: Modeling Approach in Transport Services for Sustainability. (2018). Szaruga, Elbieta ; Matwiejczuk, Wiesaw ; Zaoga, Elbieta ; Skpska, Elbieta. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2370-:d:156856.

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2018A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model. (2018). Hoshino, Takahiro ; Igari, Ryosuke. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2018-021.

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2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-07.

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2018A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose. (2018). Casero-Alonso, Victor ; Wong, Weng K ; Pepelyshev, Andrey. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:4:d:10.1007_s00362-018-1038-5.

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2018Rejoinder on: Some recent work on multivariate Gaussian Markov random fields. (2018). MacNab, Ying C. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-018-0608-0.

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Recent citations received in 2017
YearCiting document
2017Bayesian group bridge for bi-level variable selection. (2017). Mallick, Himel ; Yi, Nengjun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:115-133.

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2017Ultrahigh dimensional feature screening via projection. (2017). Li, Xingxiang ; Song, Fengli ; Lai, Peng ; Wang, Liming ; Cheng, Guosheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:88-104.

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2017Feature screening in large scale cluster analysis. (2017). Banerjee, Trambak ; Mukherjee, Gourab ; Radchenko, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:191-212.

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2017Model free feature screening with dependent variable in ultrahigh dimensional binary classification. (2017). Lai, Peng ; Liu, Zhi ; Chen, Kaiwen ; Song, Fengli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:141-148.

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2017On copula-based conditional quantile estimators. (2017). Remillard, Bruno ; Bouezmarni, Taoufik ; Nasri, Bouchra . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:14-20.

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2017Variable selection through adaptive MAVE. (2017). Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:44-51.

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2017Monotonicity properties of spatial depth. (2017). Nagy, Stanislav . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:373-378.

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2017Risk Measurement and Risk Modelling Using Applications of Vine Copulas. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713.

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2017The STIRPAT Analysis on Carbon Emission in Chinese Cities: An Asymmetric Laplace Distribution Mixture Model. (2017). Wang, Shan Shan ; Hu, Jie ; Zheng, Haitao ; Zhao, Tianhao. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2237-:d:121477.

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2017Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008). (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:120.

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2017Einsatz von Machine-Learning-Verfahren in amtlichen Unternehmensstatistiken. (2017). Dumpert, Florian ; Beck, Martin. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:11:y:2017:i:2:d:10.1007_s11943-017-0208-6.

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2017Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model. (2017). Punzo, Antonio ; McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:34:y:2017:i:2:d:10.1007_s00357-017-9234-x.

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2017A Model-Based Approach to Simultaneous Clustering and Dimensional Reduction of Ordinal Data. (2017). Rocci, Roberto ; Ranalli, Monia. In: Psychometrika. RePEc:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-017-9578-5.

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2017Nonparametric latency estimation for mixture cure models. (2017). Lopez-Cheda, Ana ; Cao, Ricardo ; Jacome, Amalia M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0515-1.

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2017A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses. (2017). McGovern, Mark ; Wood, Simon N ; Barnighausen, Till ; Radice, Rosalba ; Marra, Giampiero. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:484-496.

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2017Large dynamic covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert. In: ECON - Working Papers. RePEc:zur:econwp:231.

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Recent citations received in 2016
YearCiting document
2016A Bayesian Look at American Academic Wages: The Case of Michigan State University. (2016). Lubrano, Michel ; Benzidia, Majda. In: AMSE Working Papers. RePEc:aim:wpaimx:1628.

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2016Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets. (2016). Moller, Jesper ; Lavancier, Frederic . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:587-609.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436.

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2016D-Trace precision matrix estimator with eigenvalue control. (2016). Avagyan, Vahe . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23410.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

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2016Maximum likelihood estimation of triangular and polygonal distributions. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:23-36.

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2016Linear mixed models with marginally symmetric nonparametric random effects. (2016). McLachlan, Geoffrey J ; Nguyen, Hien D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:151-169.

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2016Functional archetype and archetypoid analysis. (2016). Epifanio, Irene . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:24-34.

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2016Partial identification in the statistical matching problem. (2016). McLachlan, Geoffrey J ; Lee, Sharon X ; Pyne, Saumyadipta ; Ahfock, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:79-90.

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2016Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures. (2016). McNicholas, Paul D ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:133-150.

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2016Robust testing for superiority between two regression curves. (2016). Boente, Graciela ; Pardo-Fernandez, Juan Carlos . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:151-168.

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2016Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454.

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2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

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2016Score-driven exponentially weighted moving averages and Value-at-Risk forecasting. (2016). Lucas, Andre ; Zhang, Xin. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:293-302.

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2016A local factor nonparametric test for trend synchronism in multiple time series. (2016). Lyubchich, Vyacheslav ; Gel, Yulia R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:91-104.

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2016Appraisal of natural resources rents and economic development. (2016). Maksimovi, Goran ; Jovi, Sran ; Jovovi, David . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:289-291.

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2016Novel and simple non-parametric methods of estimating the joint and marginal densities. (2016). Alghalith, Moawia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:454:y:2016:i:c:p:94-98.

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2016The exceedance and cross-correlations between the gold spot and futures markets. (2016). Jiang, Wei ; Ruan, Qingsong ; Huang, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:139-151.

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2016Operating performance, industry agglomeration and its spatial characteristics of Chinese photovoltaic industry. (2016). Wen, Haojie ; Li, Xinxing ; Wang, Jie Qiong ; Zhang, Lingxian ; Fu, Zetian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:65:y:2016:i:c:p:373-386.

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2016Laplace mixture autoregressive models. (2016). Nguyen, Hien D ; Janke, Andrew L ; Jeremy, ; McLachlan, Geoffrey J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:18-24.

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2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:93114.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25:d:69492.

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2016A Bayesian Look at American Academic Wages: The Case of Michigan State University. (2016). Lubrano, Michel ; Benzidia, Majda. In: Working Papers. RePEc:hal:wpaper:halshs-01358882.

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2016Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:igi:igierp:591.

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2016A Correction to Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data by Li, Simar & Zelenyuk (2014, CSDA). (2016). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2016-01.

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2016On the Observed-Data Deviance Information Criterion for Volatility Modeling. (2016). Grant, Angelia ; Chan, Joshua. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:14:y:2016:i:4:p:772-802..

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2016Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach. (2016). Cordero, Jose Manuel ; Polo, Cristina ; Pisaflores, Elsa C ; Pedraja-Chaparro, Francisco . In: MPRA Paper. RePEc:pra:mprapa:70674.

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2016Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2016). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:75770.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis. In: Working Papers. RePEc:pre:wpaper:201637.

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2016Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:116.

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2016Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9.

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2016Piecewise Regression Mixture for Simultaneous Functional Data Clustering and Optimal Segmentation. (2016). Chamroukhi, Faicel . In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9212-8.

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2016Compounding of distributions: a survey and new generalized classes. (2016). Tahir, Muhammad H ; Cordeiro, Gauss M. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0052-1.

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2016Bayesian Analysis of Composite Quantile Regression. (2016). Alhamzawi, Rahim. In: Statistics in Biosciences. RePEc:spr:stabio:v:8:y:2016:i:2:d:10.1007_s12561-016-9158-8.

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2016Joint analysis of nonlinear heterogeneous longitudinal data and binary outcome: an application to AIDS clinical studies. (2016). Lu, Xiaosun ; Zhou, Rong ; Huang, Yangxin. In: Journal of Applied Statistics. RePEc:taf:japsta:v:43:y:2016:i:15:p:2713-2728.

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2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160044.

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2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160076.

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2016Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Omori, Yasuhiro ; Kurose, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1024.

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2016Estimating and forecasting generalized fractional Long memory stochastic volatility models. (2016). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1608.

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2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1615.

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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

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Recent citations received in 2015
YearCiting document
2015D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M ; Nogales, Francisco J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775.

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2015Approximate maximum likelihood estimation of the autologistic model. (2015). Bee, Marco ; Giuliani, Diego ; Espa, Giuseppe . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:84:y:2015:i:c:p:14-26.

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2015Kappa statistic for clustered physician–patients polytomous data. (2015). Zhou, Ming ; Yang, Zhao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:1-17.

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2015Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering. (2015). Wraith, Darren ; Forbes, Florence . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:61-73.

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2015Modeling electoral choices in multiparty systems with high-dimensional data: A regularized selection of parameters using the lasso approach. (2015). Mauerer, Ingrid ; Tutz, Gerhard ; Thurner, Paul W ; Possnecker, Wolfgang . In: Journal of choice modelling. RePEc:eee:eejocm:v:16:y:2015:i:c:p:23-42.

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2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

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2015Interval estimation for proportional reversed hazard family based on lower record values. (2015). Wang, Bing Xing ; Yu, Keming ; Coolen, Frank P. A., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:115-122.

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2015Safety Margins for Systematic Biometric and Financial Risk in a Semi-Markov Life Insurance Framework. (2015). Niemeyer, Andreas . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:1:p:35-60:d:44878.

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2015Tabellenauswertungen im Zensus unter Berücksichtigung fehlender Werte. (2015). Enderle, Tobias ; Kolb, Jan-Philipp ; Munnich, Ralf ; Gabler, Siegfried ; Zimmermann, Thomas ; Burgard, Jan Pablo ; Bruch, Christian . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:9:y:2015:i:3:p:269-304.

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2015Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory . (2015). Ito, Tsubasa ; Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2015cf995.

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