Citation analysis for Computational Statistics / Springer

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.11

5 Years IF

0.18

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	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	0.09	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	0.06
1995	0	0.2	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	0.23	0.04	0	55	55	133	2	2	0		0			0	2	0.04	0.1
1998	0.09	0.27	0.05	0.09	55	110	107	5	7	55	5	55	5	2	40		0	0.12
1999	0.02	0.29	0.02	0.02	59	169	188	3	10	110	2	110	2		0		0	0.14
2000	0.06	0.34	0.05	0.05	55	224	312	11	21	114	7	169	8		0	2	0.04	0.15
2001	0.05	0.36	0.06	0.05	48	272	90	15	36	114	6	224	11		0	3	0.06	0.16
2002	0.04	0.4	0.05	0.04	15	287	19	14	50	103	4	272	10		0		0	0.21
2003	0.06	0.41	0.08	0.09	101	388	194	29	80	63	4	232	21		0	2	0.02	0.2
2004	0.03	0.46	0.05	0.05	86	474	194	22	102	116	3	278	13		0		0	0.21
2005	0.05	0.47	0.07	0.07	65	539	132	39	141	187	9	305	22	2	5.1		0	0.22
2006	0.09	0.47	0.14	0.13	106	645	229	87	232	151	14	315	41	18	20.7	1	0.01	0.21
2007	0.14	0.42	0.16	0.14	116	761	409	121	357	171	24	373	52	18	14.9	2	0.02	0.19
2008	0.1	0.45	0.16	0.13	96	857	387	133	491	222	22	474	62	7	5.3	15	0.16	0.21
2009	0.13	0.44	0.15	0.15	111	968	204	149	641	212	28	469	69	19	12.8	8	0.07	0.21
2010	0.21	0.44	0.17	0.2	88	1056	187	182	823	207	43	494	99	22	12.1	6	0.07	0.18
2011	0.15	0.46	0.17	0.21	83	1139	206	191	1014	199	30	517	106	22	11.5	9	0.11	0.21
2012	0.13	0.47	0.17	0.18	78	1217	163	202	1218	171	23	494	90	9	4.5	4	0.05	0.19
2013	0.2	0.53	0.2	0.25	164	1381	291	282	1500	161	32	456	112	34	12.1	11	0.07	0.22
2014	0.2	0.55	0.24	0.22	94	1475	83	352	1853	242	48	524	117	38	10.8	20	0.21	0.21
2015	0.16	0.55	0.25	0.24	61	1536	124	383	2236	258	42	507	121	36	9.4	11	0.18	0.21
2016	0.3	0.56	0.29	0.3	76	1612	49	467	2703	155	46	480	146	21	4.5	3	0.04	0.2
2017	0.27	0.58	0.25	0.26	76	1688	26	416	3119	137	37	473	123	11	2.6	2	0.03	0.21
2018	0.16	0.7	0.22	0.24	81	1769	6	381	3500	152	25	471	112	18	4.7	4	0.05	0.28
2019	0.11	0.88	0.21	0.18	66	1835	4	387	3887	157	17	388	69	24	6.2	10	0.15	0.33

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

#	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	143
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	129
3	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	64
4	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
5	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	52
6	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
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	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	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	33
10	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
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	32
12	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	31
13	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	29
14	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
15	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	25
16	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	25
17	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
18	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	24
19	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	24
20	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
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	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	21
23	2000	Optimal portfolios for exponential LÃ©vy 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	20
24	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	20
25	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
26	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	19
27	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	18
28	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	18
29	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
30	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	18
31	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
32	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
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	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
35	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
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	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
38	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
39	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	16
40	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
41	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	15
42	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
43	2007	Functional k-sample problem when data are density functions. (2007). Delicado, Pedro. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:391-410. Full description at Econpapers \|\| Download paper	14
44	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
45	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
46	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	14
47	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
48	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	14
49	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
50	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	13

50 most relevant documents in this series (papers most cited in the last two years)

#	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	34
2	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	19
3	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	14
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	14
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	13
6	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	13
7	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	12
8	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	11
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	9
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	9
11	2000	Optimal portfolios for exponential LÃ©vy 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
12	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	8
13	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	8
14	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
15	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
16	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	8
17	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	7
18	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
19	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
20	2000	Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:1:p:65-77. Full description at Econpapers \|\| Download paper	6
21	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	6
22	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	6
23	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
24	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	6
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	6
26	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	6
27	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
28	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
29	2016	Comparison of Value-at-Risk models using the MCS approach. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:2:d:10.1007_s00180-016-0646-6. Full description at Econpapers \|\| Download paper	5
30	2014	Model-based boosting in R: a hands-on tutorial using the R package mboost. (2014). Mayr, Andreas ; Robinzonov, Nikolay ; Schmid, Matthias ; Hofner, Benjamin . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:1:p:3-35. Full description at Econpapers \|\| Download paper	5
31	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	5
32	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	4
33	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	4
34	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	4
35	2007	Functional k-sample problem when data are density functions. (2007). Delicado, Pedro. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:391-410. Full description at Econpapers \|\| Download paper	4
36	2015	A comparison of tests for the one-way ANOVA problem for functional data. (2015). Smaga, Ukasz ; Gorecki, Tomasz. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:4:p:987-1010. Full description at Econpapers \|\| Download paper	4
37	2007	On extracting information implied in options. (2007). HÃÂ¤rdle, 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
38	2017	A comparison of variational approximations for fast inference in mixed logit models. (2017). Depraetere, Nicolas ; Vandebroek, Martina. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:1:d:10.1007_s00180-015-0638-y. Full description at Econpapers \|\| Download paper	4
39	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
40	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	4
41	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	4
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	4
43	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	4
44	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	4
45	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
46	2019	The 2013 Data Expo of the American Statistical Association. (2019). Cook, Dianne ; Wickham, Hadley ; Hofmann, Heike . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00923-w. Full description at Econpapers \|\| Download paper	4
47	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
48	2011	New characterizations of the constrained equal awards rule in multi-issue allocation situations. (2011). Bergantios, Gustavo ; Lorenzo-Freire, Silvia . In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:311-325. Full description at Econpapers \|\| Download paper	4
49	2014	From simple structure to sparse components: a review. (2014). Trendafilov, Nickolay . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:431-454. Full description at Econpapers \|\| Download paper	4
50	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	3

Citing documents used to compute impact factor: 17

Year	Title
2019	Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging. (2019). Elster, Clemens ; Wubbeler, Gerd ; Metzner, Selma. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:3:d:10.1007_s10182-018-00334-0. Full description at Econpapers \|\| Download paper
2019	Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations. (2019). Rashidi, Taha H ; Daziano, Ricardo A ; Bierlaire, Michel ; Krueger, Rico ; Bansal, Prateek. In: Papers. RePEc:arx:papers:1904.03647. Full description at Econpapers \|\| Download paper
2019	Semi-Parametric Hierarchical Bayes Estimates of New Yorkers Willingness to Pay for Features of Shared Automated Vehicle Services. (2019). Vij, Akshay ; Rashidi, Taha H ; Krueger, Rico. In: Papers. RePEc:arx:papers:1907.09639. Full description at Econpapers \|\| Download paper
2019	A multiple-try MetropolisâHastings algorithm with tailored proposals. (2019). Tjelmeland, Hkon ; Luo, Xin. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-019-00878-y. Full description at Econpapers \|\| Download paper
2019
2019	Mean mixtures of normal distributions: properties, inference and application. (2019). Shafiei, Sobhan ; Jamalizadeh, Ahad ; Negarestani, Hossein ; Balakrishnan, Narayanaswamy. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:82:y:2019:i:4:d:10.1007_s00184-018-0692-x. Full description at Econpapers \|\| Download paper
2019	On the computation and inversion of the cumulative noncentral beta distribution function. (2019). Temme, Nico M ; Segura, Javier ; Gil, Amparo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:361:y:2019:i:c:p:74-86. Full description at Econpapers \|\| Download paper
2019	Probability models for data-Driven global sensitivity analysis. (2019). Mahadevan, Sankaran ; Hu, Zhen. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:187:y:2019:i:c:p:40-57. Full description at Econpapers \|\| Download paper
2019	Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (2019). Raponi, Valentina ; Petrella, Lea. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:70-84. Full description at Econpapers \|\| Download paper
2019	Integrated rank-weighted depth. (2019). Leblanc, Alexandre ; Durocher, Stephane ; Ramsay, Kelly. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:51-69. Full description at Econpapers \|\| Download paper
2019	A new characterization of the Gamma distribution and associated goodness-of-fit tests. (2019). Ebner, Bruno ; Betsch, Steffen. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:82:y:2019:i:7:d:10.1007_s00184-019-00708-7. Full description at Econpapers \|\| Download paper
2019	A new method to compare the spectral densities of two independent periodically correlated time series. (2019). Roohi, Reza ; Heydari, Mohammad Hossein ; Mahmoudi, Mohammad Reza. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:160:y:2019:i:c:p:103-110. Full description at Econpapers \|\| Download paper
2019	Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring. (2019). Cramer, Erhard ; van Bentum, Thomas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:1-8. Full description at Econpapers \|\| Download paper
2019	On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. (2019). Hanck, Christoph ; Arnold, Martin C. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:117-:d:247852. Full description at Econpapers \|\| Download paper
2019	A first-order approximated jackknifed ridge estimator in binary logistic regression. (2019). Arican, Engin ; Ozkale, Revan M. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-018-0851-6. Full description at Econpapers \|\| Download paper
2019	Estimation of mean residual life based on ranked set sampling. (2019). Asadi, Majid ; Parvardeh, Afshin ; Zamanzade, Elham. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:135:y:2019:i:c:p:35-55. Full description at Econpapers \|\| Download paper
2019	New statistical formulations for determination of qualification test plans of safety instrumented systems (SIS) subject to low/high operational demands. (2019). Khalil, Y F. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:189:y:2019:i:c:p:196-209. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	A tale of four cities: exploring the soul of State College, Detroit, Milledgeville and Biloxi. (2019). Loy, Adam ; Osthus, Dave ; Maurer, Karsten. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-018-00863-x. Full description at Econpapers \|\| Download paper
2019	Putting down roots: a graphical exploration of community attachment. (2019). Hare, Eric R ; Kaplan, Andee J. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-018-0850-7. Full description at Econpapers \|\| Download paper
2019	Community engagement and subgroup meta-knowledge: some factors in the soul of a community. (2019). McNamara, Amelia A. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00879-x. Full description at Econpapers \|\| Download paper
2019	Clicks and cliques: exploring the soul of the community. (2019). Alvarez-Castro, Ignacio ; Da Silva, Natalia . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00881-3. Full description at Econpapers \|\| Download paper
2019	The 2013 Data Expo of the American Statistical Association. (2019). Cook, Dianne ; Wickham, Hadley ; Hofmann, Heike . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00923-w. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
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

Recent citations received in 2017

Year	Citing document
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

Recent citations received in 2016

Year	Citing document
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

10 most frequent citing series

#	Series	H	Cites
1	European Journal of Operational Research / Elsevier	91	150
2	Papers / arXiv.org	54	131
3	Computational Statistics / Springer	21	114
4	Journal of Multivariate Analysis / Elsevier	40	74
5	Computational Statistics & Data Analysis / Elsevier	38	69
6	Mathematical Methods of Operations Research / Springer	18	64
7	Insurance: Mathematics and Economics / Elsevier	44	57
8	Annals of Operations Research / Springer	31	53
9	Journal of Optimization Theory and Applications / Springer	14	51
10	Reliability Engineering and System Safety / Elsevier	30	38
11	International Journal of Forecasting / Elsevier	67	35