[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.22 | 0.04 | 0 | 55 | 55 | 129 | 2 | 2 | 0 | 0 | 0 | 2 | 0.04 | 0.09 | |||
1998 | 0.09 | 0.26 | 0.05 | 0.09 | 55 | 110 | 103 | 5 | 7 | 55 | 5 | 55 | 5 | 2 | 40 | 0 | 0.12 | |
1999 | 0.02 | 0.28 | 0.02 | 0.02 | 59 | 169 | 185 | 3 | 10 | 110 | 2 | 110 | 2 | 0 | 0 | 0.14 | ||
2000 | 0.06 | 0.33 | 0.05 | 0.05 | 55 | 224 | 291 | 11 | 21 | 114 | 7 | 169 | 8 | 0 | 2 | 0.04 | 0.15 | |
2001 | 0.04 | 0.36 | 0.05 | 0.04 | 48 | 272 | 87 | 14 | 35 | 114 | 5 | 224 | 10 | 0 | 3 | 0.06 | 0.15 | |
2002 | 0.04 | 0.39 | 0.05 | 0.04 | 15 | 287 | 19 | 14 | 49 | 103 | 4 | 272 | 10 | 0 | 0 | 0.21 | ||
2003 | 0.06 | 0.4 | 0.08 | 0.09 | 101 | 388 | 186 | 29 | 79 | 63 | 4 | 232 | 21 | 0 | 2 | 0.02 | 0.2 | |
2004 | 0.03 | 0.45 | 0.05 | 0.05 | 86 | 474 | 192 | 22 | 101 | 116 | 3 | 278 | 13 | 0 | 0 | 0.2 | ||
2005 | 0.04 | 0.46 | 0.07 | 0.07 | 65 | 539 | 130 | 36 | 137 | 187 | 8 | 305 | 20 | 2 | 5.6 | 0 | 0.22 | |
2006 | 0.09 | 0.46 | 0.14 | 0.13 | 106 | 645 | 224 | 87 | 228 | 151 | 14 | 315 | 41 | 18 | 20.7 | 1 | 0.01 | 0.21 |
2007 | 0.14 | 0.42 | 0.16 | 0.14 | 116 | 761 | 384 | 121 | 353 | 171 | 24 | 373 | 52 | 18 | 14.9 | 2 | 0.02 | 0.18 |
2008 | 0.1 | 0.44 | 0.16 | 0.13 | 96 | 857 | 373 | 133 | 487 | 222 | 22 | 474 | 62 | 7 | 5.3 | 15 | 0.16 | 0.21 |
2009 | 0.13 | 0.44 | 0.15 | 0.15 | 111 | 968 | 192 | 148 | 636 | 212 | 28 | 469 | 69 | 19 | 12.8 | 8 | 0.07 | 0.21 |
2010 | 0.2 | 0.43 | 0.17 | 0.2 | 88 | 1056 | 181 | 181 | 817 | 207 | 42 | 494 | 98 | 22 | 12.2 | 6 | 0.07 | 0.18 |
2011 | 0.15 | 0.46 | 0.17 | 0.21 | 83 | 1139 | 179 | 191 | 1008 | 199 | 30 | 517 | 106 | 22 | 11.5 | 9 | 0.11 | 0.21 |
2012 | 0.13 | 0.47 | 0.17 | 0.18 | 78 | 1217 | 156 | 202 | 1212 | 171 | 23 | 494 | 90 | 9 | 4.5 | 4 | 0.05 | 0.19 |
2013 | 0.19 | 0.53 | 0.2 | 0.24 | 164 | 1381 | 263 | 281 | 1493 | 161 | 31 | 456 | 111 | 34 | 12.1 | 11 | 0.07 | 0.22 |
2014 | 0.2 | 0.55 | 0.24 | 0.22 | 94 | 1475 | 73 | 350 | 1844 | 242 | 48 | 524 | 115 | 38 | 10.9 | 20 | 0.21 | 0.22 |
2015 | 0.16 | 0.56 | 0.24 | 0.23 | 61 | 1536 | 108 | 375 | 2219 | 258 | 41 | 507 | 119 | 36 | 9.6 | 11 | 0.18 | 0.21 |
2016 | 0.3 | 0.58 | 0.28 | 0.3 | 76 | 1612 | 38 | 459 | 2678 | 155 | 46 | 480 | 145 | 21 | 4.6 | 3 | 0.04 | 0.2 |
2017 | 0.27 | 0.6 | 0.24 | 0.26 | 76 | 1688 | 19 | 411 | 3089 | 137 | 37 | 473 | 124 | 11 | 2.7 | 2 | 0.03 | 0.22 |
2018 | 0.16 | 0.76 | 0.21 | 0.24 | 81 | 1769 | 4 | 378 | 3467 | 152 | 25 | 471 | 113 | 18 | 4.8 | 4 | 0.05 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers || Download paper | 138 |
2 | 2008 | Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers || Download paper | 124 |
3 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 62 |
4 | 2013 | Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers || Download paper | 56 |
5 | 2007 | Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers || Download paper | 46 |
6 | 2000 | The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 43 |
7 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 33 |
8 | 2008 | Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms. (2008). Trenkler, Carsten. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:19-39. Full description at Econpapers || Download paper | 33 |
9 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa. In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 31 |
10 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 29 |
11 | 2011 | maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers || Download paper | 28 |
12 | 2015 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÅ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers || Download paper | 28 |
13 | 2010 | Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 26 |
14 | 2007 | Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers || Download paper | 24 |
15 | 1999 | Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers || Download paper | 24 |
16 | 2007 | Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167. Full description at Econpapers || Download paper | 24 |
17 | 2004 | Do we detect and exploit mixed strategy play by opponents?. (2004). Shachat, Jason ; Swarthout, Todd J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:359-373. Full description at Econpapers || Download paper | 23 |
18 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 23 |
19 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 22 |
20 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 22 |
21 | 2007 | On stochastic games in economics. (2007). Nowak, Andrzej. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:513-530. Full description at Econpapers || Download paper | 21 |
22 | 2007 | PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers || Download paper | 19 |
23 | 2000 | Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374. Full description at Econpapers || Download paper | 19 |
24 | 2005 | Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Computational Statistics. RePEc:spr:compst:v:61:y:2005:i:1:p:1-22. Full description at Econpapers || Download paper | 19 |
25 | 2000 | The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers || Download paper | 18 |
26 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 18 |
27 | 2015 | Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671. Full description at Econpapers || Download paper | 18 |
28 | 2012 | Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers || Download paper | 17 |
29 | 2003 | Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:3:p:375-385. Full description at Econpapers || Download paper | 17 |
30 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Computational Statistics. RePEc:spr:compst:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 17 |
31 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 17 |
32 | 2013 | A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 17 |
33 | 2000 | Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:1:p:57-64. Full description at Econpapers || Download paper | 17 |
34 | 2007 | An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334. Full description at Econpapers || Download paper | 17 |
35 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 17 |
36 | 2009 | The convergence of estimators based on heuristics: theory and application to a GARCH model. (2009). Winker, Peter ; Maringer, Dietmar . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:533-550. Full description at Econpapers || Download paper | 16 |
37 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 16 |
38 | 2015 | A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers || Download paper | 16 |
39 | 2004 | A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Schepers, Jorg ; Fekete, Sandor P.. In: Computational Statistics. RePEc:spr:compst:v:60:y:2004:i:2:p:311-329. Full description at Econpapers || Download paper | 15 |
40 | 1998 | Optimality conditions for set-valued optimization problems. (1998). Chen, Guang Ya ; Jahn, Johannes. In: Computational Statistics. RePEc:spr:compst:v:48:y:1998:i:2:p:187-200. Full description at Econpapers || Download paper | 15 |
41 | 2007 | Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 15 |
42 | 2008 | Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:2:p:257-276. Full description at Econpapers || Download paper | 14 |
43 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes. In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 14 |
44 | 2003 | Second order necessary conditions in set constrained differentiable vector optimization. (2003). Jimenez, Bienvenido ; Novo, Vicente . In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:2:p:299-317. Full description at Econpapers || Download paper | 14 |
45 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 14 |
46 | 2000 | A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:69-89. Full description at Econpapers || Download paper | 14 |
47 | 2003 | Cooperation and competition in inventory games. (2003). Meca, Ana ; Borm, Peter ; Garcia-Jurado, Ignacio. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:3:p:481-493. Full description at Econpapers || Download paper | 13 |
48 | 2010 | On the convergence of the partial least squares path modeling algorithm. (2010). Henseler, Jorg. In: Computational Statistics. RePEc:spr:compst:v:25:y:2010:i:1:p:107-120. Full description at Econpapers || Download paper | 13 |
49 | 2008 | Computational issues in parameter estimation for stationary hidden Markov models. (2008). Bulla, Jan ; Berzel, Andreas. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:1-18. Full description at Econpapers || Download paper | 13 |
50 | 2012 | Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486. Full description at Econpapers || Download paper | 13 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers || Download paper | 36 |
2 | 2007 | Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers || Download paper | 22 |
3 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 22 |
4 | 2008 | Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers || Download paper | 18 |
5 | 2008 | Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers || Download paper | 18 |
6 | 2015 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÅ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers || Download paper | 18 |
7 | 2011 | maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers || Download paper | 16 |
8 | 2000 | The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 16 |
9 | 2010 | Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 13 |
10 | 2015 | A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers || Download paper | 12 |
11 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 11 |
12 | 2013 | A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 10 |
13 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa. In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 9 |
14 | 2015 | Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671. Full description at Econpapers || Download paper | 9 |
15 | 2000 | Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374. Full description at Econpapers || Download paper | 9 |
16 | 2015 | Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, RafaÅ ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819. Full description at Econpapers || Download paper | 8 |
17 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 8 |
18 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 8 |
19 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 8 |
20 | 2000 | The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers || Download paper | 8 |
21 | 2012 | Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers || Download paper | 7 |
22 | 2007 | Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167. Full description at Econpapers || Download paper | 7 |
23 | 2006 | Inferring Efficient Weights from Pairwise Comparison Matrices. (2006). Carrizosa, E. ; Blanquero, R. ; Conde, E.. In: Computational Statistics. RePEc:spr:compst:v:64:y:2006:i:2:p:271-284. Full description at Econpapers || Download paper | 7 |
24 | 2008 | Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:2:p:257-276. Full description at Econpapers || Download paper | 7 |
25 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 7 |
26 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes. In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 6 |
27 | 2013 | Testing linearity in semi-parametric functional data analysis. (2013). Aneiros-Perez, German ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:413-434. Full description at Econpapers || Download paper | 6 |
28 | 2011 | Inverse p-median problems with variable edge lengths. (2011). Gassner, Elisabeth ; Burkard, Rainer ; Bonab, Fahimeh Baroughi . In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:263-280. Full description at Econpapers || Download paper | 6 |
29 | 2013 | Multivariate elliptically contoured stable distributions: theory and estimation. (2013). Nolan, John . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2067-2089. Full description at Econpapers || Download paper | 6 |
30 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 6 |
31 | 2007 | Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers || Download paper | 6 |
32 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 6 |
33 | 2004 | The position value in communication structures. (2004). Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:465-477. Full description at Econpapers || Download paper | 5 |
34 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 5 |
35 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 5 |
36 | 2008 | Classification trees for ordinal variables. (2008). Piccarreta, Raffaella . In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:3:p:407-427. Full description at Econpapers || Download paper | 5 |
37 | 2013 | Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm. (2013). Punzo, Antonio ; Bagnato, Luca. In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:4:p:1571-1597. Full description at Econpapers || Download paper | 5 |
38 | 2014 | Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna . In: Computational Statistics. RePEc:spr:compst:v:79:y:2014:i:1:p:1-30. Full description at Econpapers || Download paper | 5 |
39 | 2016 | Clustering bivariate mixed-type data via the cluster-weighted model. (2016). Punzo, Antonio ; Ingrassia, Salvatore. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0600-z. Full description at Econpapers || Download paper | 5 |
40 | 2012 | Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486. Full description at Econpapers || Download paper | 5 |
41 | 2012 | A private contributions game for joint replenishment. (2012). , Alperen ; Guler, Kemal ; Korpeolu, Evren ; En, Alper. In: Computational Statistics. RePEc:spr:compst:v:75:y:2012:i:1:p:67-82. Full description at Econpapers || Download paper | 5 |
42 | 2007 | Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 5 |
43 | 1999 | Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers || Download paper | 5 |
44 | 1998 | Conservation of energy in value theory. (1998). Ortmann, K.. In: Computational Statistics. RePEc:spr:compst:v:47:y:1998:i:3:p:423-449. Full description at Econpapers || Download paper | 4 |
45 | 2003 | Cooperation and competition in inventory games. (2003). Meca, Ana ; Borm, Peter ; Garcia-Jurado, Ignacio. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:3:p:481-493. Full description at Econpapers || Download paper | 4 |
46 | 2007 | On extracting information implied in options. (2007). Härdle, Wolfgang ; Fengler, Matthias ; Benko, M. ; HaRDLE, W. ; Kopa, M.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:4:p:543-553. Full description at Econpapers || Download paper | 4 |
47 | 2007 | Risk-sensitive capacity control in revenue management. (2007). Barz, C. ; Waldmann, K.. In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:3:p:565-579. Full description at Econpapers || Download paper | 4 |
48 | 2012 | Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Zhang, Chunhong ; Lin, Xiang ; Siu, Tak. In: Computational Statistics. RePEc:spr:compst:v:75:y:2012:i:1:p:83-100. Full description at Econpapers || Download paper | 4 |
49 | 2006 | Sequencing games without initial order. (2006). Sanchez, Estela ; Klijn, Flip. In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:53-62. Full description at Econpapers || Download paper | 4 |
50 | 2015 | Penalized function-on-function regression. (2015). Greven, Sonja ; Ivanescu, Andrada ; Staicu, Ana-Maria ; Scheipl, Fabian. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:539-568. Full description at Econpapers || Download paper | 4 |
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2018 | Symmetric rank covariances: a generalized framework for nonparametric measures of dependence. (2018). Weihs, L ; Meinshausen, N ; Drton, M. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:547-562.. Full description at Econpapers || Download paper | |
2018 | Some Statistical Problems with High Dimensional Financial data. (2018). Sen, Rituparna ; Chakrabarti, Arnab. In: Papers. RePEc:arx:papers:1808.02953. Full description at Econpapers || Download paper | |
2018 | Bayesian 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. Full description at Econpapers || Download paper | |
2018 | Fisher dispersion index for multivariate count distributions: A review and a new proposal. (2018). Kokonendji, Celestin C ; Puig, Pedro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:180-193. Full description at Econpapers || Download paper | |
2018 | On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models. (2018). Seibold, Heidi ; de Bin, Riccardo ; Boulesteix, Anne-Laure ; Bernau, Christoph . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0773-8. Full description at Econpapers || Download paper | |
2018 | Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111. Full description at Econpapers || Download paper | |
2018 | Discussion of âThe power of monitoring: how to make the most of a contaminated multivariate sampleâ 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. Full description at Econpapers || Download paper | |
2018 | Modeling returns volatility: Realized GARCH incorporating realized risk measure. (2018). Jiang, Wei ; Li, YE ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:249-258. Full description at Econpapers || Download paper | |
2018 | Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643. Full description at Econpapers || Download paper | |
2018 | Forecasting 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. Full description at Econpapers || Download paper | |
2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | |
2018 | A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0784-5. Full description at Econpapers || Download paper | |
2018 | Estimation and prediction for power Lindley distribution under progressively type II right censored samples. (2018). Valiollahi, R ; Alqallaf, F A ; Asgharzadeh, A ; Raqab, Mohammad Z. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:149:y:2018:i:c:p:32-47. Full description at Econpapers || Download paper | |
2018 | Classical 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. Full description at Econpapers || Download paper | |
2018 | The Tempered Discrete Linnik distribution. (2018). Barabesi, Lucio ; Marcheselli, Marzia ; Becatti, Carolina. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0386-y. Full description at Econpapers || Download paper | |
2018 | Quantile regression for linear models with autoregressive errors using EM algorithm. (2018). Tian, Yuzhu ; Zang, Yanchao ; Tang, Man Lai . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0811-1. Full description at Econpapers || Download paper | |
2018 | Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies. (2018). Tian, Maozai ; Tang, ManLai . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0812-0. Full description at Econpapers || Download paper | |
2018 | New results on quaternary codes and their Gray map images for constructing uniform designs. (2018). Elsawah, A M ; Fang, Kai-Tai . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:3:d:10.1007_s00184-018-0644-5. Full description at Econpapers || Download paper | |
2018 | Scale and shape mixtures of multivariate skew-normal distributions. (2018). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Ferreira, Clecio S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:98-110. Full description at Econpapers || Download paper | |
2018 | Hotellingâs T2 in separable Hilbert spaces. (2018). Pini, Alessia ; Vantini, Simone ; Stamm, Aymeric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:284-305. Full description at Econpapers || Download paper | |
2018 | Optimal difference-based estimation for partially linear models. (2018). Zhou, Yuejin ; Tong, Tiejun ; Dai, Wenlin ; Cheng, Yebin. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0786-3. Full description at Econpapers || Download paper | |
2018 | A scale space approach for exploring structure in spherical data. (2018). Vuollo, Ville ; Holmstrom, Lasse. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:57-69. Full description at Econpapers || Download paper | |
2018 | BAYESIAN 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. Full description at Econpapers || Download paper | |
2018 | Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization. (2018). Nikitin, Yakov ; Yu, YA. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0673-0. Full description at Econpapers || Download paper | |
2018 | Pairwise 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. Full description at Econpapers || Download paper |
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2018 | Proceedings of Reisensburg 2014â2015. (2018). Kestler, Hans A ; Schmid, Matthias ; Bischl, Bernd. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-018-0823-x. Full description at Econpapers || Download paper |
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2017 | Fast computation of Tukey trimmed regions and median in dimension p > 2. (2017). Mosler, Karl ; Mozharovskyi, Pavlo ; Liu, Xiaohui. In: Working Papers. RePEc:crs:wpaper:2017-71. Full description at Econpapers || Download paper | |
2017 | Rank/inertia approaches to weighted least-squares solutions of linear matrix equations. (2017). Jiang, BO ; Tian, Yongge. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:400-413. Full description at Econpapers || Download paper |
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2016 | Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima. In: Papers. RePEc:arx:papers:1605.00230. Full description at Econpapers || Download paper | |
2016 | Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries. (2016). Chen, Shyh-Wei ; Pen, Cyun-Jhen ; Hsu, Chi-Sheng . In: Journal of Economics and Management. RePEc:jec:journl:v:12:y:2016:i:1:p:119-155. Full description at Econpapers || Download paper | |
2016 | Model-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. Full description at Econpapers || Download paper |
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2015 | Editorial to the special issue on Applicable semiparametrics of computational statistics. (2015). Trueck, Stefan ; Okhrin, Ostap ; Truck, Stefan. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:641-646. Full description at Econpapers || Download paper |