Citation analysis for Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

0.23

5 Years IF

0.3

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
1998	0	0.28	0.16	0	19	19	129	2	3	0		0			0	2	0.11	0.13
1999	0.05	0.3	0.02	0.05	40	59	214	1	4	19	1	19	1		0		0	0.15
2000	0.05	0.36	0.07	0.05	47	106	452	7	11	59	3	59	3		0	4	0.09	0.16
2001	0.08	0.38	0.07	0.09	44	150	322	10	22	87	7	106	10		0		0	0.17
2002	0.1	0.41	0.13	0.15	48	198	369	26	48	91	9	150	22		0	3	0.06	0.21
2003	0.27	0.44	0.26	0.3	52	250	418	65	113	92	25	198	60		0	2	0.04	0.22
2004	0.24	0.49	0.24	0.24	45	295	303	70	185	100	24	231	56		0		0	0.22
2005	0.2	0.5	0.24	0.22	41	336	382	79	267	97	19	236	52		0	3	0.07	0.23
2006	0.16	0.5	0.27	0.23	52	388	593	94	370	86	14	230	52		0	5	0.1	0.22
2007	0.32	0.46	0.3	0.31	45	433	306	129	499	93	30	238	73		0	7	0.16	0.2
2008	0.47	0.49	0.43	0.4	45	478	228	207	706	97	46	235	95	10	4.8	3	0.07	0.23
2009	0.33	0.47	0.47	0.46	46	524	467	247	954	90	30	228	105	28	11.3	11	0.24	0.24
2010	0.36	0.48	0.4	0.42	40	564	186	221	1177	91	33	229	96	12	5.4	2	0.05	0.21
2011	0.35	0.52	0.4	0.4	46	610	195	241	1418	86	30	228	91		0	3	0.07	0.24
2012	0.35	0.52	0.44	0.41	51	661	185	292	1710	86	30	222	92		0	5	0.1	0.22
2013	0.4	0.56	0.51	0.51	48	709	239	361	2073	97	39	228	117	27	7.5	4	0.08	0.24
2014	0.38	0.55	0.44	0.47	71	780	297	343	2416	99	38	231	108	30	8.7	7	0.1	0.23
2015	0.39	0.55	0.44	0.34	69	849	160	371	2787	119	46	256	86	34	9.2	2	0.03	0.23
2016	0.33	0.53	0.44	0.38	78	927	187	406	3193	140	46	285	109	30	7.4	22	0.28	0.21
2017	0.31	0.54	0.48	0.42	47	974	100	469	3662	147	45	317	132	26	5.5	2	0.04	0.22
2018	0.22	0.56	0.33	0.29	46	1020	78	341	4003	125	27	313	92		0	3	0.07	0.24
2019	0.17	0.58	0.36	0.29	56	1076	58	386	4391	93	16	311	91		0	3	0.05	0.23
2020	0.3	0.7	0.39	0.3	52	1128	36	440	4831	102	31	296	90	21	4.8		0	0.33
2021	0.24	0.87	0.41	0.33	55	1183	14	487	5320	108	26	279	92	37	7.6	12	0.22	0.32
2022	0.23	1	0.37	0.3	67	1250	17	464	5784	107	25	256	78	24	5.2	4	0.06	0.31

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years 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	2009	Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps. (2009). Mancini, Cecilia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296. Full description at Econpapers \|\| Download paper	178
2	2005	The Skew-normal Distribution and Related Multivariate Families. (2005). Azzalini, Adelchi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188. Full description at Econpapers \|\| Download paper	129
3	2006	Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation. (2006). Remillard, Bruno ; RMILLARD, BRUNO ; Quessy, Jean-Franois ; Genest, Christian. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366. Full description at Econpapers \|\| Download paper	111
4	2006	Non-parametric Estimation of Tail Dependence. (2006). Schmidt, Rafael ; STADTMLLER, ULRICH. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335. Full description at Econpapers \|\| Download paper	92
5	2000	Multivariate Dispersion Models Generated From Gaussian Copula. (2000). Song, Peter Xue-Kun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320. Full description at Econpapers \|\| Download paper	85
6	2001	Non-parametric Estimation of the Residual Distribution. (2001). Akritas, Michael G.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567. Full description at Econpapers \|\| Download paper	77
7	2006	On the Unification of Families of Skew-normal Distributions. (2006). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574. Full description at Econpapers \|\| Download paper	75
8	2000	Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models. (2000). Fan, Jianqing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731. Full description at Econpapers \|\| Download paper	69
9	2000	Autoregressive Forecasting of Some Functional Climatic Variations. (2000). Besse, Philippe C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687. Full description at Econpapers \|\| Download paper	60
10	2013	Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. (2013). Wintenberger, Olivier. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:846-867. Full description at Econpapers \|\| Download paper	59
11	2007	Latent Variable Modelling: A Survey. (2007). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745. Full description at Econpapers \|\| Download paper	57
12	2003	The Cusum Test for Parameter Change in Time Series Models. (2003). Ha, Jeongcheol ; Na, Seongryong ; Lee, Sangyeol. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796. Full description at Econpapers \|\| Download paper	54
13	2004	Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach. (2004). Shen, Haipeng ; Huang, Jianhua Z.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:515-534. Full description at Econpapers \|\| Download paper	50
14	2003	Unsupervised Curve Clustering using B-Splines. (2003). Abraham, C. ; Cornillon, P. A. ; Molinari, N. ; Matzner-Lober, E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595. Full description at Econpapers \|\| Download paper	47
15	2002	Empirical Likelihood-based Inference in Linear Models with Missing Data. (2002). Wang, Qihua. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:563-576. Full description at Econpapers \|\| Download paper	46
16	2012	Coverage Properties of Confidence Intervals for Generalized Additive Model Components. (2012). Marra, Giampiero ; Wood, Simon N.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:1:p:53-74. Full description at Econpapers \|\| Download paper	45
17	2016	Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models. (2016). Johansen, Soren ; Nielsen, Bent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:374-381. Full description at Econpapers \|\| Download paper	43
18	2016	Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models. (2016). Johansen, Soren ; Nielsen, Bent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:321-348. Full description at Econpapers \|\| Download paper	42
19	1999	Smoothing Splines and Shape Restrictions. (1999). THOMAS-AGNAN, Christine ; Mammen, Enno. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252. Full description at Econpapers \|\| Download paper	41
20	2003	Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models. (2003). Barndorff-Nielsen, Ole. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295. Full description at Econpapers \|\| Download paper	39
21	2011	Estimation of a Conditional Copula and Association Measures. (2011). Gijbels, Irene ; Veraverbeke, Noel ; Omelka, Marek . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:4:p:766-780. Full description at Econpapers \|\| Download paper	39
22	2001	The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes. (2001). Park, Siyun ; Lee, Sangyeol. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:4:p:625-644. Full description at Econpapers \|\| Download paper	38
23	2002	Model Checks for Generalized Linear Models. (2002). Stute, Winfried. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545. Full description at Econpapers \|\| Download paper	37
24	1998	On Smooth Statistical Tail Functionals. (1998). Drees, Holger . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:25:y:1998:i:1:p:187-210. Full description at Econpapers \|\| Download paper	36
25	1999	Random Bernstein Polynomials. (1999). Petrone, Sonia. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393. Full description at Econpapers \|\| Download paper	35
26	2003	Testing Hypotheses in the Functional Linear Model. (2003). Cardot, Herve. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255. Full description at Econpapers \|\| Download paper	35
27	2008	Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm. (2008). ROLAND, CHRISTOPHE ; Varadhan, Ravi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:2:p:335-353. Full description at Econpapers \|\| Download paper	34
28	2008	The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. (2008). SÃÆÃÂ¸rensen, Michael ; FORMAN, JULIE LYNG ; SRENSEN, MICHAEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465. Full description at Econpapers \|\| Download paper	34
29	2005	On Maximum Depth and Related Classifiers. (2005). Ghosh, Anil K. ; Chaudhuri, Probal . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350. Full description at Econpapers \|\| Download paper	33
30	2006	Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing. (2006). Podolskij, Mark ; Dette, Holger ; Vetter, Mathias . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:259-278. Full description at Econpapers \|\| Download paper	32
31	2005	Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation. (2005). Hazelton, Martin L. ; Duong, Tarn . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:3:p:485-506. Full description at Econpapers \|\| Download paper	32
32	2009	Bayesian Semiparametric Modelling in Quantile Regression. (2009). Kottas, Athanasios ; Krnjajic, Milovan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:297-319. Full description at Econpapers \|\| Download paper	32
33	2003	Local Linear Estimation for Time-Dependent Coefficients in Coxs Regression Models. (2003). CAI, ZONGWU. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:93-111. Full description at Econpapers \|\| Download paper	30
34	2002	Fitting Gaussian Markov Random Fields to Gaussian Fields. (2002). Tjelmeland, Hkon ; Rue, Hvard. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:1:p:31-49. Full description at Econpapers \|\| Download paper	29
35	2000	Spectral Density Based Goodness-of-Fit Tests for Time Series Models. (2000). Paparoditis, Efstathios. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:1:p:143-176. Full description at Econpapers \|\| Download paper	28
36	2004	Local Linear Additive Quantile Regression. (2004). Yu, Keming ; Lu, Zudi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346. Full description at Econpapers \|\| Download paper	28
37	2010	A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data. (2010). Huang, Jian ; Zhang, Ying. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:338-354. Full description at Econpapers \|\| Download paper	27
38	2011	Inference for LÃÂ©vyÃ¢â¬ÂDriven Stochastic Volatility Models via Adaptive Sequential Monte Carlo. (2011). Tsagaris, Theodoros ; Jasra, Ajay ; Stephens, David A. ; Doucet, Arnaud. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:1:p:1-22. Full description at Econpapers \|\| Download paper	26
39	2003	Graphical models for skew-normal variates. (2003). Stanghellini, Elena ; Azzalini, A. ; Capitanio, A.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144. Full description at Econpapers \|\| Download paper	25
40	1999	BetaÃ¢â¬ÂBernstein Smoothing for Regression Curves with Compact Support. (1999). Chen, Song ; Brown, Bruce M.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:1:p:47-59. Full description at Econpapers \|\| Download paper	25
41	2002	On Block Updating in Markov Random Field Models for Disease Mapping. (2002). Knorr-Held, Leonhard . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:4:p:597-614. Full description at Econpapers \|\| Download paper	25
42	2006	Identifiability of Finite Mixtures of Elliptical Distributions. (2006). Munk, Axel ; Gneiting, Tilmann ; Holzmann, Hajo. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:4:p:753-763. Full description at Econpapers \|\| Download paper	25
43	2004	Flexible Class of Skew-Symmetric Distributions. (2004). Genton, Marc G. ; Ma, Yanyuan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468. Full description at Econpapers \|\| Download paper	24
44	2003	Penalized Maximum Likelihood Estimator for Normal Mixtures. (2003). RIDOLFI, ANDREA ; IDIER, JROME ; Ciuperca, Gabriela . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:45-59. Full description at Econpapers \|\| Download paper	24
45	2002	Confidence and Likelihood-super-. (2002). Schweder, Tore. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:2:p:309-332. Full description at Econpapers \|\| Download paper	24
46	2007	Dynamic Prediction by Landmarking in Event History Analysis. (2007). van Houwelingen, Hans C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:1:p:70-85. Full description at Econpapers \|\| Download paper	23
47	2002	Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models. (2002). Roverato, Alberto. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:3:p:391-411. Full description at Econpapers \|\| Download paper	23
48	2002	Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models. (2002). Martinussen, Torben . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:1:p:57-74. Full description at Econpapers \|\| Download paper	23
49	1998	Generalized Leverage and its Applications. (1998). Hu, Yueqing ; Wei, Bocheng ; Fung, Wingkam. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:25:y:1998:i:1:p:25-37. Full description at Econpapers \|\| Download paper	23
50	2001	Boundary and Bias Correction in Kernel Hazard Estimation. (2001). Nielsen, Jens Perch. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698. Full description at Econpapers \|\| Download paper	23

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

#	Year	Title	Cited
1	2009	Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps. (2009). Mancini, Cecilia . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296. Full description at Econpapers \|\| Download paper	29
2	2006	Non-parametric Estimation of Tail Dependence. (2006). Schmidt, Rafael ; STADTMLLER, ULRICH. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335. Full description at Econpapers \|\| Download paper	19
3	2006	Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation. (2006). Remillard, Bruno ; RMILLARD, BRUNO ; Quessy, Jean-Franois ; Genest, Christian. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366. Full description at Econpapers \|\| Download paper	18
4	2000	Multivariate Dispersion Models Generated From Gaussian Copula. (2000). Song, Peter Xue-Kun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320. Full description at Econpapers \|\| Download paper	18
5	2016	Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models. (2016). Johansen, Soren ; Nielsen, Bent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:321-348. Full description at Econpapers \|\| Download paper	15
6	2016	Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models. (2016). Johansen, Soren ; Nielsen, Bent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:2:p:374-381. Full description at Econpapers \|\| Download paper	15
7	2008	Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm. (2008). ROLAND, CHRISTOPHE ; Varadhan, Ravi . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:2:p:335-353. Full description at Econpapers \|\| Download paper	14
8	2006	On the Unification of Families of Skew-normal Distributions. (2006). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574. Full description at Econpapers \|\| Download paper	14
9	2000	Autoregressive Forecasting of Some Functional Climatic Variations. (2000). Besse, Philippe C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687. Full description at Econpapers \|\| Download paper	12
10	2013	Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. (2013). Wintenberger, Olivier. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:846-867. Full description at Econpapers \|\| Download paper	12
11	2000	Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models. (2000). Fan, Jianqing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731. Full description at Econpapers \|\| Download paper	12
12	2014	One-Way anova for Functional Data via Globalizing the Pointwise F-test. (2014). Zhang, Jin-Ting ; Liang, Xuehua . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:1:p:51-71. Full description at Econpapers \|\| Download paper	12
13	2003	Unsupervised Curve Clustering using B-Splines. (2003). Abraham, C. ; Cornillon, P. A. ; Molinari, N. ; Matzner-Lober, E.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595. Full description at Econpapers \|\| Download paper	11
14	2014	Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions. (2014). el Methni, Jonathan ; Girard, Stephane ; Gardes, Laurent . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:4:p:988-1012. Full description at Econpapers \|\| Download paper	11
15	2014	A New Regression Model: Modal Linear Regression. (2014). Li, Longhai ; Yao, Weixin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:3:p:656-671. Full description at Econpapers \|\| Download paper	11
16	2011	Estimation of a Conditional Copula and Association Measures. (2011). Gijbels, Irene ; Veraverbeke, Noel ; Omelka, Marek . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:4:p:766-780. Full description at Econpapers \|\| Download paper	11
17	2012	Coverage Properties of Confidence Intervals for Generalized Additive Model Components. (2012). Marra, Giampiero ; Wood, Simon N.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:39:y:2012:i:1:p:53-74. Full description at Econpapers \|\| Download paper	10
18	2005	The Skew-normal Distribution and Related Multivariate Families. (2005). Azzalini, Adelchi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188. Full description at Econpapers \|\| Download paper	10
19	2003	The Cusum Test for Parameter Change in Time Series Models. (2003). Ha, Jeongcheol ; Na, Seongryong ; Lee, Sangyeol. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796. Full description at Econpapers \|\| Download paper	9
20	2014	How to Select Representative Samples. (2014). Grafstrom, Anton ; Schelin, Lina. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:2:p:277-290. Full description at Econpapers \|\| Download paper	9
21	2003	Graphical models for skew-normal variates. (2003). Stanghellini, Elena ; Azzalini, A. ; Capitanio, A.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144. Full description at Econpapers \|\| Download paper	9
22	2008	The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. (2008). SÃÆÃÂ¸rensen, Michael ; FORMAN, JULIE LYNG ; SRENSEN, MICHAEL. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465. Full description at Econpapers \|\| Download paper	8
23	2004	Flexible Class of Skew-Symmetric Distributions. (2004). Genton, Marc G. ; Ma, Yanyuan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468. Full description at Econpapers \|\| Download paper	8
24	2015	Likelihood Ratio Tests for High-Dimensional Normal Distributions. (2015). Jiang, Tiefeng ; Qi, Yongcheng . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:42:y:2015:i:4:p:988-1009. Full description at Econpapers \|\| Download paper	8
25	2003	Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models. (2003). Barndorff-Nielsen, Ole. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295. Full description at Econpapers \|\| Download paper	8
26	2009	Bayesian Semiparametric Modelling in Quantile Regression. (2009). Kottas, Athanasios ; Krnjajic, Milovan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:2:p:297-319. Full description at Econpapers \|\| Download paper	8
27	2017	Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models. (2017). Page, Garritt L ; Sun, Donchu ; He, Zhuoqiong ; Liu, Yajun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:780-797. Full description at Econpapers \|\| Download paper	7
28	2007	Dynamic Prediction by Landmarking in Event History Analysis. (2007). van Houwelingen, Hans C.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:1:p:70-85. Full description at Econpapers \|\| Download paper	7
29	2013	A Copula-Based Non-parametric Measure of Regression Dependence. (2013). Dette, Holger ; STOIMENOV, PAVEL A. ; SIBURG, KARL F.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:1:p:21-41. Full description at Econpapers \|\| Download paper	7
30	2010	A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data. (2010). Huang, Jian ; Zhang, Ying. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:2:p:338-354. Full description at Econpapers \|\| Download paper	7
31	2003	Testing Hypotheses in the Functional Linear Model. (2003). Cardot, Herve. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255. Full description at Econpapers \|\| Download paper	7
32	1999	BetaÃ¢â¬ÂBernstein Smoothing for Regression Curves with Compact Support. (1999). Chen, Song ; Brown, Bruce M.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:26:y:1999:i:1:p:47-59. Full description at Econpapers \|\| Download paper	7
33	2010	Inverse Probability of Censoring Weighted U-statistics for Right-Censored Data with an Application to Testing Hypotheses. (2010). Bandyopadhyay, Dipankar ; Datta, Somnath ; Satten, Glen A.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:37:y:2010:i:4:p:680-700. Full description at Econpapers \|\| Download paper	7
34	2002	Confidence and Likelihood-super-. (2002). Schweder, Tore. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:29:y:2002:i:2:p:309-332. Full description at Econpapers \|\| Download paper	7
35	2018	Nonparametric inference for functionalÃ¢â¬ÂonÃ¢â¬Âscalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament. (2018). Abramowicz, Konrad ; Vantini, Simone ; de Luna, Sara Sjostedt ; Schelin, Lina ; Pini, Alessia ; Hager, Charlotte K. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:45:y:2018:i:4:p:1036-1061. Full description at Econpapers \|\| Download paper	7
36	2022	Nonparametric extreme conditional expectile estimation. (2022). Ussegliocarleve, Antoine ; Stupfler, Gilles ; Girard, Stephane. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:78-115. Full description at Econpapers \|\| Download paper	6
37	2007	Latent Variable Modelling: A Survey. (2007). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745. Full description at Econpapers \|\| Download paper	6
38	2004	Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach. (2004). Shen, Haipeng ; Huang, Jianhua Z.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:4:p:515-534. Full description at Econpapers \|\| Download paper	6
39	2014	Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis. (2014). Staicu, Ana-Maria ; Ruppert, David ; Crainiceanu, Ciprian M ; Li, Yingxing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:4:p:932-949. Full description at Econpapers \|\| Download paper	6
40	2019	Score estimation in the monotone singleÃ¢â¬Âindex model. (2019). Groeneboom, Piet ; Balabdaoui, Fadoua ; Hendrickx, Kim. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:46:y:2019:i:2:p:517-544. Full description at Econpapers \|\| Download paper	6
41	2006	Identifiability of Finite Mixtures of Elliptical Distributions. (2006). Munk, Axel ; Gneiting, Tilmann ; Holzmann, Hajo. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:33:y:2006:i:4:p:753-763. Full description at Econpapers \|\| Download paper	6
42	2017	Asymptotics of Selective Inference. (2017). Tian, Xiaoying ; Taylor, Jonathan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:2:p:480-499. Full description at Econpapers \|\| Download paper	6
43	2022	Fitting inhomogeneous phase?type distributions to data: the univariate and the multivariate case. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:44-77. Full description at Econpapers \|\| Download paper	5
44	2015	A Model Specification Test For GARCH(1,1) Processes. (2015). Leucht, Anne ; Neumann, Michael H ; Kreiss, Jens-Peter . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:42:y:2015:i:4:p:1167-1193. Full description at Econpapers \|\| Download paper	5
45	2020	Multiscale change point detection for dependent data. (2020). Vetter, Mathias ; Eckle, Theresa ; Dette, Holger. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:4:p:1243-1274. Full description at Econpapers \|\| Download paper	5
46	2011	Inference for LÃÂ©vyÃ¢â¬ÂDriven Stochastic Volatility Models via Adaptive Sequential Monte Carlo. (2011). Tsagaris, Theodoros ; Jasra, Ajay ; Stephens, David A. ; Doucet, Arnaud. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:1:p:1-22. Full description at Econpapers \|\| Download paper	5
47	2013	Testing the Equality of Covariance Operators in Functional Samples. (2013). Horvath, Lajos ; Steinebach, Josef G. ; FREMDT, STEFAN ; Kokoszka, Piotr. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:1:p:138-152. Full description at Econpapers \|\| Download paper	5
48	2004	All Invariant Moments of the Wishart Distribution. (2004). Letac, Gerard ; Massam, Helene. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:31:y:2004:i:2:p:295-318. Full description at Econpapers \|\| Download paper	5
49	2013	Geodesic Monte Carlo on Embedded Manifolds. (2013). Girolami, Mark ; Byrne, Simon . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:4:p:825-845. Full description at Econpapers \|\| Download paper	5
50	2019		5

Citing documents used to compute impact factor: 25

Year	Title
2022	High dimensional change point inference: Recent developments and extensions. (2022). Liu, Yufeng ; Zhang, Xinsheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001111. Full description at Econpapers \|\| Download paper
2022	Association measures for interval variables. (2022). Valadas, Rui ; Pacheco, Antonio ; Azeitona, Margarida ; Oliveira, Rosario M. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:16:y:2022:i:3:d:10.1007_s11634-021-00445-8. Full description at Econpapers \|\| Download paper
2022	A high dimensional dissimilarity measure. (2022). Modarres, Reza. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:175:y:2022:i:c:s0167947322001402. Full description at Econpapers \|\| Download paper
2022	Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031. Full description at Econpapers \|\| Download paper
2022	Max-linear models in random environment. (2022). Sonmez, Ercan ; Kluppelberg, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:190:y:2022:i:c:s0047259x22000331. Full description at Econpapers \|\| Download paper
2022	On the maximal deviation of kernel regression estimators with NMAR response variables. (2022). Mojirsheibani, Majid. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:5:d:10.1007_s00362-022-01293-0. Full description at Econpapers \|\| Download paper
2022	A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers. (2022). Gomez, Camilo ; Arellano-Valle, Reinaldo B ; Caamao-Carrillo, Christian ; Bevilacqua, Moreno. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:31:y:2022:i:3:d:10.1007_s11749-021-00797-5. Full description at Econpapers \|\| Download paper
2022	Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, MichaÅ ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022	Quantile mixed hidden Markov models for multivariate longitudinal data: An application to childrens Strengths and Difficulties Questionnaire scores. (2022). Tzavidis, Nikos ; Petrella, Lea ; Merlo, Luca. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:2:p:417-448. Full description at Econpapers \|\| Download paper
2022	A multi-task network approach for calculating discrimination-free insurance prices. (2022). Wuthrich, Mario V ; Tsanakas, Andreas ; Richman, Ronald ; Lindholm, Mathias. In: Papers. RePEc:arx:papers:2207.02799. Full description at Econpapers \|\| Download paper
2022	Asymptotic results on marginal expected shortfalls for dependent risks. (2022). Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:146-168. Full description at Econpapers \|\| Download paper
2022	Statistical inference for tail-based cumulative residual entropy. (2022). Hu, Taizhong ; Chen, YU ; Sun, Hongfang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:66-95. Full description at Econpapers \|\| Download paper
2022	Empirical tail conditional allocation and its consistency under minimal assumptions. (2022). Zitikis, R ; Su, J ; Gribkova, N V. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:4:d:10.1007_s10463-021-00813-3. Full description at Econpapers \|\| Download paper
2022	Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants. (2022). Zitikis, R ; Su, J ; Gribkova, N V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:199-222. Full description at Econpapers \|\| Download paper
2022	Nearest neighbour ratio imputation with incomplete multinomial outcome in survey sampling. (2022). Yang, Shu ; Kim, Jae Kwang ; Thompson, Katherine Jenny ; Gao, Chenyin. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:4:p:1903-1930. Full description at Econpapers \|\| Download paper
2022	Model averaging for linear mixed models via augmented Lagrangian. (2022). Safken, Benjamin ; Silbersdorff, Alexander ; Kruse, Rene-Marcel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:167:y:2022:i:c:s0167947321001857. Full description at Econpapers \|\| Download paper
2022	L 0 -Regularized Learning for High-Dimensional Additive Hazards Regression. (2022). Li, Yang ; Zhang, Jie ; Zheng, Zemin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:5:p:2762-2775. Full description at Econpapers \|\| Download paper
2022	Detecting multiple generalized change-points by isolating single ones. (2022). Fryzlewicz, Piotr ; Anastasiou, Andreas. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:2:d:10.1007_s00184-021-00821-6. Full description at Econpapers \|\| Download paper
2022	Detecting multiple generalized change-points by isolating single ones. (2021). Fryzlewicz, Piotr ; Anastasiou, Andreas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110258. Full description at Econpapers \|\| Download paper
2022	Two-stage data segmentation permitting multiscale change points, heavy tails and dependence. (2022). Kirch, Claudia ; Cho, Haeran. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:4:d:10.1007_s10463-021-00811-5. Full description at Econpapers \|\| Download paper
2022	Bootstrap confidence intervals for multiple change points based on moving sum procedures. (2022). Cho, Haeran ; Kirch, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:175:y:2022:i:c:s0167947322001323. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Fourier-type tests of mutual independence between functional time series. (2022). Hlavka, Zdenk ; Hukova, Marie ; Meintanis, Simos G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001512. Full description at Econpapers \|\| Download paper
2022	A general Monte Carlo method for multivariate goodnessâofâfit testing applied to elliptical families. (2022). Chen, Feifei ; ZHU, LI XING ; Meintanis, Simos ; Jimenezgamero, Dolores M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:175:y:2022:i:c:s0167947322001281. Full description at Econpapers \|\| Download paper
2022	Ensemble updating of categorical state vectors. (2022). Tjelmeland, Hkon ; Loe, Margrethe Kvale. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01202-x. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
2022	Phase-type representations of stochastic interest rates with applications to life insurance. (2022). Bladt, Mogens ; Ahmad, Jamaal. In: Papers. RePEc:arx:papers:2207.11292. Full description at Econpapers \|\| Download paper
2022	A smooth transition autoregressive model for matrix-variate time series. (2022). Bucci, Andrea. In: Papers. RePEc:arx:papers:2212.08615. Full description at Econpapers \|\| Download paper
2022	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2022). Woo, Jae-Kyung ; Peralta, Oscar. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:364-389. Full description at Econpapers \|\| Download paper
2022	Mortality modeling and regression with matrix distributions. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:68-87. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	4th Workshop on Goodness?of?Fit, Change?Point, and Related Problems, Trento, 2019. (2021). Horvath, Lajos ; Taufer, Emanuele ; Meintanis, Simos ; Delgado, Miguel A ; Neumeyer, Natalie ; Zhu, Lixing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:371-374. Full description at Econpapers \|\| Download paper
2021	Model checking for multiplicative linear regression models with mixed estimators. (2021). Zhang, Jun. In: Statistica Neerlandica. RePEc:bla:stanee:v:75:y:2021:i:3:p:364-403. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document

Recent citations received in 2019

Year	Citing document
2019	Copula information criterion for model selection with two-stage maximum likelihood estimation. (2019). Hjort, Nils Lid ; Ko, Vinnie. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:167-180. Full description at Econpapers \|\| Download paper
2019	Statistical Inference for the Beta Coefficient. (2019). Vitlinskyi, Valdemar ; Gupta, Arjun K ; Bodnar, Taras ; Zabolotskyy, Taras. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:56-:d:231435. Full description at Econpapers \|\| Download paper
2019	Comments on: Data science, big data and statistics. (2019). Riani, Marco ; Cerioli, Andrea ; Atkinson, Anthony C ; Corbellini, Aldo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:2:d:10.1007_s11749-019-00647-5. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Computational Statistics & Data Analysis / Elsevier	53	202
2	Journal of Multivariate Analysis / Elsevier	52	159
3	Papers / arXiv.org	85	137
4	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	27	97
5	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	32	88
6	Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data / Springer	6	79
7			69
8	Biometrics / The International Biometric Society	36	68
9	Statistical Papers / Springer	18	62
10	Computational Statistics / Springer	20	62
11	Annals of the Institute of Statistical Mathematics / Springer	26	61