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

Citation Profile [Updated: 2024-12-09 13:41:37]

5 Years H Index

Impact Factor (IF)

0.16

5 Years IF

0.26

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	0.21	0	14	14	135	2	3	0		0			0	2	0.14	0.13
1999	0.07	0.31	0.02	0.07	37	51	196	1	4	14	1	14	1		0		0	0.15
2000	0.04	0.36	0.04	0.04	30	81	288	3	7	51	2	51	2		0	1	0.03	0.16
2001	0.07	0.39	0.08	0.1	30	111	202	8	16	67	5	81	8		0		0	0.17
2002	0.07	0.41	0.12	0.15	42	153	338	19	35	60	4	111	17		0	2	0.05	0.21
2003	0.29	0.44	0.29	0.34	37	190	289	55	90	72	21	153	52		0	1	0.03	0.22
2004	0.29	0.5	0.25	0.24	31	221	179	53	145	79	23	176	43		0		0	0.22
2005	0.16	0.51	0.22	0.19	28	249	154	52	199	68	11	170	33		0	2	0.07	0.24
2006	0.15	0.51	0.27	0.23	34	283	226	67	275	59	9	168	38		0		0	0.23
2007	0.16	0.47	0.25	0.24	35	318	256	81	356	62	10	172	41		0	7	0.2	0.2
2008	0.39	0.49	0.42	0.37	24	342	182	142	498	69	27	165	61	4	2.8	3	0.13	0.23
2009	0.41	0.48	0.42	0.4	25	367	185	154	652	59	24	152	61	14	9.1	6	0.24	0.24
2010	0.27	0.49	0.31	0.27	27	394	123	120	773	49	13	146	39	7	5.8	1	0.04	0.21
2011	0.27	0.52	0.37	0.35	30	424	135	156	929	52	14	145	51		0	1	0.03	0.24
2012	0.37	0.52	0.4	0.45	50	474	192	190	1119	57	21	141	64		0	6	0.12	0.22
2013	0.43	0.56	0.41	0.49	48	522	266	215	1334	80	34	156	76	12	5.6	4	0.08	0.24
2014	0.42	0.55	0.37	0.42	71	593	321	222	1556	98	41	180	75	20	9	7	0.1	0.23
2015	0.39	0.55	0.35	0.34	69	662	168	233	1789	119	47	226	77	23	9.9	2	0.03	0.23
2016	0.33	0.53	0.38	0.36	78	740	204	280	2069	140	46	268	97	23	8.2	22	0.28	0.21
2017	0.31	0.54	0.44	0.42	47	787	120	343	2412	147	46	316	133	19	5.5	2	0.04	0.22
2018	0.22	0.55	0.31	0.3	35	822	67	258	2670	125	27	313	93		0	3	0.09	0.23
2019	0.2	0.57	0.34	0.3	27	849	37	283	2955	82	16	300	91		0	3	0.11	0.23
2020	0.24	0.68	0.34	0.28	35	884	44	299	3254	62	15	256	71	13	4.3		0	0.32
2021	0.26	0.8	0.36	0.34	35	919	11	331	3587	62	16	222	76	17	5.1		0	0.29
2022	0.21	0.84	0.34	0.32	42	961	20	329	3916	70	15	179	58	16	4.9		0	0.25
2023	0.16	0.86	0.28	0.26	15	976	3	273	4189	77	12	174	45	6	2.2	1	0.07	0.25

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		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	186
2		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	130
3		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	115
4		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	97
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	96
6		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	78
7		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	78
8		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	73
9	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	68
10	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	61
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	60
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		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	51
14		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	49
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	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	46
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	46
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	45
19	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	43
20	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	43
21	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	40
22		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
23	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
24	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
25	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	36
26	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	36
27	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
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	35
29	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	34
30	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	33
31	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
32	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
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		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	29
35		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	29
36	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
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	28
38	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
39	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	27
40	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	26
41		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	26
42		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	26
43	2009	Posterior Analysis for Normalized Random Measures with Independent Increments. (2009). Lijoi, Antonio ; James, Lancelot F. ; PRNSTER, IGOR . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:36:y:2009:i:1:p:76-97. Full description at Econpapers \|\| Download paper	25
44	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	25
45		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	25
46	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
47	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
48	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	24
49	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	24
50	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

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

#	Year	Title	Cited
1	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
2	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	13
3	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	12
4	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	12
5	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
6	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	10
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	10
8	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
9	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	9
10	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	9
11	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	8
12	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	8
13	2017	Kernel Density Estimation on a Linear Network. (2017). McSwiggan, Greg ; Nair, Gopalan ; Baddeley, Adrian . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:2:p:324-345. Full description at Econpapers \|\| Download paper	7
14	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
15	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	7
16	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	7
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	7
18	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	6
19	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	6
20	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	6
21	2020	Estimation of the marginal expected shortfall under asymptotic independence. (2020). Cai, Juanjuan ; Musta, Eni. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:1:p:56-83. Full description at Econpapers \|\| Download paper	6
22	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	6
23	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
24	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	6
25	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
26	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
27	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	6
28	2018	Most Likely Transformations. (2018). Hothorn, Torsten ; Bhlmann, Peter ; Mst, Lisa. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:45:y:2018:i:1:p:110-134. Full description at Econpapers \|\| Download paper	6
29	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	5
30	2013	Non-Parametric Change-Point Tests for Long-Range Dependent Data. (2013). ROOCH, AENEAS ; Taqqu, Murad S. ; Dehling, Herold. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:40:y:2013:i:1:p:153-173. Full description at Econpapers \|\| Download paper	5
31	2017	Autocovariance Estimation in Regression with a Discontinuous Signal and m-Dependent Errors: A Difference-Based Approach. (2017). Tecuapetla-Gomez, Inder ; Munk, Axel. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:2:p:346-368. Full description at Econpapers \|\| Download paper	5
32	2003	Regression Parameter Estimation from Panel Counts. (2003). Sun, Jianguo ; Wei, Lee-Jen ; Hu, Joan X.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:30:y:2003:i:1:p:25-43. Full description at Econpapers \|\| Download paper	5
33	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
34	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	5
35	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
36	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	5
37	2017	Empirical Processes in Survey Sampling with (Conditional) Poisson Designs. (2017). Bertail, Patrice ; Clemenon, Stephan ; Chautru, Emilie. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:97-111. Full description at Econpapers \|\| Download paper	4
38	2017	Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients. (2017). Alj, Abdelkamel ; Melard, Guy ; Ley, Christophe ; Azrak, Rajae . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:617-635. Full description at Econpapers \|\| Download paper	4
39	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	4
40	2014	Parameter Estimation for Hidden Markov Models with Intractable Likelihoods. (2014). Dean, Thomas A ; Peters, Gareth W ; Jasra, Ajay ; Singh, Sumeetpal S. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:4:p:970-987. Full description at Econpapers \|\| Download paper	4
41	2015	Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root. (2015). Miao, YU ; Yang, Guangyu ; Wang, Yanling. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:42:y:2015:i:1:p:234-255. Full description at Econpapers \|\| Download paper	4
42	2014	Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes. (2014). Veraart, Almut ; Shephard, Neil ; Almut E. D. Veraart, ; Barndorff-Nielsen, Ole E. ; Lunde, Asger. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:41:y:2014:i:3:p:693-724. Full description at Econpapers \|\| Download paper	4
43	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	4
44	2017	Bayesian Estimators for Small Area Models Shrinking Both Means and Variances. (2017). Sugasawa, Shonosuke ; Kubokawa, Tatsuya ; Tamae, Hiromasa . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:150-167. Full description at Econpapers \|\| Download paper	4
45	2018	Statistical Inference and Applications of Mixture of Varying Coefficient Models. (2018). Huang, Mian ; Chen, Yixin ; Wang, Shaoli ; Yao, Weixin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:45:y:2018:i:3:p:618-643. Full description at Econpapers \|\| Download paper	4
46	2015	Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation. (2015). Cheng, Guang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:42:y:2015:i:3:p:665-684. Full description at Econpapers \|\| Download paper	4
47	2016	Functional Partial Linear Single-index Model. (2016). Feng, Xiang-Nan ; Chen, Min ; Wang, Guochang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:1:p:261-274. Full description at Econpapers \|\| Download paper	4
48	2011	Controlled Direct and Mediated Effects: Definition, Identification and Bounds. (2011). Tyler J. Vander Weele, ; VanderWeele, Tyler J.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:38:y:2011:i:3:p:551-563. Full description at Econpapers \|\| Download paper	4
49	2019	Bayesian estimation of the efficient frontier. (2019). Schmid, Wolfgang ; Bodnar, Taras ; Bauder, David. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:46:y:2019:i:3:p:802-830. Full description at Econpapers \|\| Download paper	4
50	2019		4

Citing documents used to compute impact factor: 12

Year	Title
2023	. Full description at Econpapers \|\| Download paper
2023	Boosting distributional copula regression. (2023). Mayr, Andreas ; Schneider, Michael ; Faschingbauer, Florian ; Klein, Nadja ; Hans, Nicolai. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2298-2310. Full description at Econpapers \|\| Download paper
2023	Bivariate distribution regression with application to insurance data. (2023). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:215-232. Full description at Econpapers \|\| Download paper
2023	Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:126785. Full description at Econpapers \|\| Download paper
2023	Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:128141. Full description at Econpapers \|\| Download paper
2023	An expectile computation cookbook. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:128323. Full description at Econpapers \|\| Download paper
2023
2023	Inference for extremal regression with dependent heavy-tailed data. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles Claude ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04554050. Full description at Econpapers \|\| Download paper
2023	Minimax properties of Dirichlet kernel density estimators. (2023). Ouimet, Frederic ; Klutchnikoff, Nicolas ; Genest, Christian ; Bertin, Karine. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000040. Full description at Econpapers \|\| Download paper
2023	On the role of partial least squares in path analysis for the social sciences. (2023). Forzani, Liliana ; Cook, Dennis R. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323004915. Full description at Econpapers \|\| Download paper
2023	Limit theory of sparse random geometric graphs in high dimensions. (2023). Willhalm, Daniel ; Rosen, Daniel ; Hirsch, Christian ; Bonnet, Gilles. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:203-236. Full description at Econpapers \|\| Download paper
2023	Shared Bayesian variable shrinkage in multinomial logistic regression. (2023). Gaskins, Jeremy T ; Uddin, Md Nazir. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001487. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2023

Year	Citing document
2023	Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models. (2023). Dassios, Angelos ; Zhang, Junyi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120294. Full description at Econpapers \|\| Download paper

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Recent citations received in 2021

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10 most frequent citing series

#	Series	H	Cites
1	Computational Statistics & Data Analysis / Elsevier	54	145
2	Journal of Multivariate Analysis / Elsevier	55	107
3	Papers / arXiv.org	90	97
4	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	29	63
5	Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data / Springer	6	60
6	Statistical Papers / Springer	19	58
7	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	27	52
8	Biometrics / The International Biometric Society	37	48
9			48
10	Annals of the Institute of Statistical Mathematics / Springer	27	47
11	Statistics & Probability Letters / Elsevier	35	45