Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Computational Statistics & Data Analysis / Elsevier

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
54
Impact Factor (IF)
0.24
5 Years IF
0.29
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.01 0.11 0.08 0.02 60 60 91 5 5 83 1 179 3 0 2 0.03 0.05
1991 0.03 0.1 0.04 0.02 59 119 137 5 10 94 3 204 5 0 0 0.05
1992 0.03 0.11 0.03 0.03 97 216 303 7 17 119 3 243 7 0 0 0.06
1993 0.03 0.13 0.03 0.02 59 275 156 9 26 156 5 299 5 0 3 0.05 0.06
1994 0.01 0.14 0.02 0.01 80 355 337 6 32 156 1 309 2 0 2 0.03 0.07
1995 0.08 0.22 0.08 0.05 105 460 286 36 68 139 11 355 19 23 63.9 0 0.09
1996 0.07 0.25 0.1 0.09 117 577 472 60 128 185 13 400 37 32 53.3 3 0.03 0.12
1997 0.05 0.25 0.08 0.07 123 700 366 59 187 222 11 458 30 32 54.2 1 0.01 0.11
1998 0.05 0.28 0.06 0.06 98 798 330 49 237 240 12 484 28 20 40.8 2 0.02 0.13
1999 0.09 0.31 0.11 0.09 80 878 419 92 330 221 20 523 49 39 42.4 5 0.06 0.15
2000 0.08 0.36 0.09 0.1 83 961 426 90 421 178 15 523 50 24 26.7 1 0.01 0.16
2001 0.12 0.39 0.09 0.1 84 1045 467 97 518 163 19 501 51 27 27.8 0 0.17
2002 0.07 0.41 0.09 0.1 114 1159 1578 107 627 167 12 468 46 27 25.2 4 0.04 0.21
2003 0.18 0.44 0.15 0.15 122 1281 1386 195 825 198 36 459 67 86 44.1 38 0.31 0.22
2004 0.29 0.5 0.21 0.23 168 1449 948 295 1124 236 68 483 113 141 47.8 20 0.12 0.22
2005 0.18 0.51 0.15 0.18 128 1577 1486 223 1353 290 53 571 104 48 21.5 14 0.11 0.24
2006 0.27 0.51 0.25 0.31 368 1945 2708 474 1840 296 79 616 190 249 52.5 89 0.24 0.23
2007 0.31 0.47 0.27 0.31 410 2355 2913 632 2474 496 153 900 278 319 50.5 55 0.13 0.2
2008 0.37 0.49 0.33 0.34 341 2696 2577 895 3375 778 284 1196 407 407 45.5 57 0.17 0.23
2009 0.35 0.48 0.36 0.33 346 3042 1650 1086 4472 751 266 1415 465 479 44.1 82 0.24 0.24
2010 0.33 0.49 0.36 0.33 283 3325 1706 1182 5658 687 224 1593 519 472 39.9 38 0.13 0.21
2011 0.29 0.52 0.35 0.31 274 3599 1573 1244 6912 629 182 1748 545 456 36.7 57 0.21 0.24
2012 0.46 0.52 0.42 0.38 322 3921 2081 1641 8558 557 256 1654 636 550 33.5 55 0.17 0.22
2013 0.37 0.56 0.41 0.36 220 4141 1203 1701 10268 596 223 1566 562 318 18.7 34 0.15 0.24
2014 0.56 0.55 0.46 0.42 315 4456 1812 2070 12339 542 306 1445 606 601 29 68 0.22 0.23
2015 0.45 0.55 0.39 0.41 133 4589 371 1782 14127 535 240 1414 576 165 9.3 11 0.08 0.23
2016 0.51 0.53 0.43 0.45 246 4835 1065 2078 16205 448 228 1264 563 340 16.4 54 0.22 0.21
2017 0.41 0.54 0.44 0.47 185 5020 500 2223 18428 379 157 1236 586 214 9.6 24 0.13 0.22
2018 0.44 0.55 0.38 0.42 160 5180 458 1952 20380 431 189 1099 460 173 8.9 16 0.1 0.23
2019 0.29 0.57 0.39 0.41 150 5330 249 2061 22441 345 101 1039 426 170 8.2 12 0.08 0.23
2020 0.31 0.68 0.38 0.37 157 5487 241 2103 24547 310 97 874 322 127 6 15 0.1 0.32
2021 0.41 0.8 0.43 0.46 165 5652 138 2426 26974 307 126 898 414 206 8.5 15 0.09 0.29
2022 0.31 0.84 0.39 0.35 166 5818 82 2253 29228 322 100 817 290 178 7.9 15 0.09 0.25
2023 0.24 0.86 0.3 0.29 159 5977 34 1770 30998 331 80 798 235 169 9.5 9 0.06 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
#YearTitleCited
12002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

640
22005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

536
32002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

Full description at Econpapers || Download paper

325
42014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

Full description at Econpapers || Download paper

211
52007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

202
62003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

191
72013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

Full description at Econpapers || Download paper

184
82003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

174
92006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

160
102000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

Full description at Econpapers || Download paper

145
112018A note on the validity of cross-validation for evaluating autoregressive time series prediction. (2018). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:120:y:2018:i:c:p:70-83.

Full description at Econpapers || Download paper

139
122006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

Full description at Econpapers || Download paper

132
132011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

Full description at Econpapers || Download paper

128
142009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

123
152012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

117
162003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

Full description at Econpapers || Download paper

115
171999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

114
182005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

Full description at Econpapers || Download paper

103
192008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

Full description at Econpapers || Download paper

92
202008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

89
212007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

Full description at Econpapers || Download paper

88
222014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

Full description at Econpapers || Download paper

85
232012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

Full description at Econpapers || Download paper

84
241992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

Full description at Econpapers || Download paper

84
252012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

Full description at Econpapers || Download paper

82
262007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

Full description at Econpapers || Download paper

80
272003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

Full description at Econpapers || Download paper

80
282008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

Full description at Econpapers || Download paper

79
292004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

Full description at Econpapers || Download paper

79
302006Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991.

Full description at Econpapers || Download paper

74
312011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

Full description at Econpapers || Download paper

74
322005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

Full description at Econpapers || Download paper

72
332004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

Full description at Econpapers || Download paper

71
342010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

Full description at Econpapers || Download paper

70
352008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

Full description at Econpapers || Download paper

70
362008An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201.

Full description at Econpapers || Download paper

68
372010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

Full description at Econpapers || Download paper

67
381996Partially parametric techniques for multiple imputation. (1996). Schenker, Nathaniel ; Taylor, Jeremy M. G., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:22:y:1996:i:4:p:425-446.

Full description at Econpapers || Download paper

65
392006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

Full description at Econpapers || Download paper

63
402001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

Full description at Econpapers || Download paper

62
412006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

Full description at Econpapers || Download paper

61
422003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

Full description at Econpapers || Download paper

61
432010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

Full description at Econpapers || Download paper

60
442003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

Full description at Econpapers || Download paper

60
452008Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. (2008). Siedenburg, F. ; HERWARTZ, H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2008:i:1:p:137-150.

Full description at Econpapers || Download paper

59
462008The random Tukey depth. (2008). Nieto-Reyes, A. ; Cuesta-Albertos, J. A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:11:p:4979-4988.

Full description at Econpapers || Download paper

59
472014RcppArmadillo: Accelerating R with high-performance C++ linear algebra. (2014). Sanderson, Conrad ; Eddelbuettel, Dirk. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063.

Full description at Econpapers || Download paper

58
481998Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209.

Full description at Econpapers || Download paper

58
492008A note on adaptive group lasso. (2008). Wang, Hansheng ; Leng, Chenlei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5277-5286.

Full description at Econpapers || Download paper

58
501997The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data. (1997). Lesaffre, Emmanuel ; Verbeke, Geert. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:23:y:1997:i:4:p:541-556.

Full description at Econpapers || Download paper

58
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

Full description at Econpapers || Download paper

112
22002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

102
32014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

Full description at Econpapers || Download paper

68
42018A note on the validity of cross-validation for evaluating autoregressive time series prediction. (2018). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:120:y:2018:i:c:p:70-83.

Full description at Econpapers || Download paper

60
52013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

Full description at Econpapers || Download paper

51
62005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

50
72011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

Full description at Econpapers || Download paper

49
82007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

37
92000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

Full description at Econpapers || Download paper

35
102003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

25
112003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

Full description at Econpapers || Download paper

25
122012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

24
132008Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. (2008). Siedenburg, F. ; HERWARTZ, H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2008:i:1:p:137-150.

Full description at Econpapers || Download paper

22
142005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

Full description at Econpapers || Download paper

21
152016Fast computation of reconciled forecasts for hierarchical and grouped time series. (2016). Hyndman, Rob ; Lee, Alan J ; Wang, Earo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:16-32.

Full description at Econpapers || Download paper

21
162014Testing for unit roots in short panels allowing for a structural break. (2014). Tzavalis, Elias ; Karavias, Yiannis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:391-407.

Full description at Econpapers || Download paper

20
172012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

Full description at Econpapers || Download paper

20
182014Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

Full description at Econpapers || Download paper

20
192008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

Full description at Econpapers || Download paper

20
202014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

Full description at Econpapers || Download paper

20
212008A note on adaptive group lasso. (2008). Wang, Hansheng ; Leng, Chenlei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5277-5286.

Full description at Econpapers || Download paper

18
222012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

Full description at Econpapers || Download paper

18
232008An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201.

Full description at Econpapers || Download paper

17
242006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

Full description at Econpapers || Download paper

17
252014Model-based clustering for multivariate functional data. (2014). Preda, Cristian ; Jacques, Julien. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:92-106.

Full description at Econpapers || Download paper

16
262003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

Full description at Econpapers || Download paper

16
272016Fast computation of the deviance information criterion for latent variable models. (2016). Grant, Angelia ; Chan, Joshua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:847-859.

Full description at Econpapers || Download paper

16
282009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

15
292012Multivariate mixture modeling using skew-normal independent distributions. (2012). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Prates, Marcos O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:126-142.

Full description at Econpapers || Download paper

14
301992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

Full description at Econpapers || Download paper

14
312011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

Full description at Econpapers || Download paper

13
322007Cluster-wise assessment of cluster stability. (2007). Hennig, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:258-271.

Full description at Econpapers || Download paper

13
332014RcppArmadillo: Accelerating R with high-performance C++ linear algebra. (2014). Sanderson, Conrad ; Eddelbuettel, Dirk. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063.

Full description at Econpapers || Download paper

13
341999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

Full description at Econpapers || Download paper

13
352009Standard errors for bagged and random forest estimators. (2009). Sexton, Joseph ; Laake, Petter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:3:p:801-811.

Full description at Econpapers || Download paper

13
362004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

Full description at Econpapers || Download paper

13
372013OLS with multiple high dimensional category variables. (2013). Gaure, Simen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:8-18.

Full description at Econpapers || Download paper

13
382017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

12
392010Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data. (2010). Kundu, Debasis ; Howlader, Hatem . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1547-1558.

Full description at Econpapers || Download paper

12
402020A new correlation coefficient between categorical, ordinal and interval variables with Pearson characteristics. (2020). Klous, S ; Snoek, H ; Koopman, R ; Baak, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301341.

Full description at Econpapers || Download paper

12
412011Sharpening Wald-type inference in robust regression for small samples. (2011). Koller, Manuel ; Stahel, Werner A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2504-2515.

Full description at Econpapers || Download paper

12
422004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

Full description at Econpapers || Download paper

12
432009Power calculations for global and local Morans. (2009). Müller, Werner ; Reder, Markus ; Muller, Werner G. ; Bivand, Roger. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:8:p:2859-2872.

Full description at Econpapers || Download paper

11
442008Empirical characterization of random forest variable importance measures. (2008). Archer, Kellie J. ; Kimes, Ryan V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:4:p:2249-2260.

Full description at Econpapers || Download paper

11
452007High-dimensional data clustering. (2007). Bouveyron, C. ; Girard, S. ; Schmid, C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:502-519.

Full description at Econpapers || Download paper

11
462006Analysis of Type-II progressively hybrid censored data. (2006). Joarder, Avijit ; Kundu, Debasis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2509-2528.

Full description at Econpapers || Download paper

11
472016Random forest for ordinal responses: Prediction and variable selection. (2016). Janitza, Silke ; Boulesteix, Anne-Laure ; Tutz, Gerhard. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:57-73.

Full description at Econpapers || Download paper

11
482008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

Full description at Econpapers || Download paper

11
492014Nonnegative-lasso and application in index tracking. (2014). Liu, Hanzhong ; Yang, Yuehan ; Wu, Lan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:116-126.

Full description at Econpapers || Download paper

11
502012Geoadditive expectile regression. (2012). Sobotka, Fabian ; Kneib, Thomas. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:755-767.

Full description at Econpapers || Download paper

11
Citing documents used to compute impact factor: 80
YearTitle
2023Detecting Changes in Correlation Networks with Application to Functional Connectivity of fMRI Data. (2023). Jeong, Seok-Oh ; Lindquist, Kristen A ; Leinwand, Benjamin ; Baek, Changryong ; Pipiras, Vladas ; Gates, Katheleen M ; Hopfinger, Joseph. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:2:d:10.1007_s11336-023-09908-7.

Full description at Econpapers || Download paper

2023Assessment of environmental tax and green bonds impacts on energy efficiency in the European Union. (2023). Liu, Jia ; Sun, Huaping ; Zhou, MI. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09465-6.

Full description at Econpapers || Download paper

2023The Influence of Migration Patterns on Regional Demographic Development in Germany. (2023). Weymeirsch, Jan ; Schmaus, Simon ; Drager, Sebastian ; Ernst, Julian ; Munnich, Ralf ; Alsaloum, Ahmed. In: Social Sciences. RePEc:gam:jscscx:v:12:y:2023:i:5:p:255-:d:1130087.

Full description at Econpapers || Download paper

2023Modelling credit card exposure at default using vine copula quantile regression. (2023). So, Mee Chi ; Choudhry, Taufiq ; Okhrati, Ramin ; Mues, Christophe ; Wattanawongwan, Suttisak. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399.

Full description at Econpapers || Download paper

2023Testing the hypothesis of duration dependence in the U.S. housing market. (2023). Gil-Alana, Luis ; Dettoni, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010140.

Full description at Econpapers || Download paper

2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

Full description at Econpapers || Download paper

2023System identification using autoregressive Bayesian neural networks with nonparametric noise models. (2023). Sarkka, Simo ; Merkatas, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:319-330.

Full description at Econpapers || Download paper

2023Optimal designs for semi-parametric dose-response models under random contamination. (2023). Wang, Ya Ping ; Meng, Xiran ; Yu, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001955.

Full description at Econpapers || Download paper

2023Delivering spatially comparable inference on the risks of multiple severities of respiratory disease from spatially misaligned disease count data. (2023). Anderson, Craig ; Lee, Duncan. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2691-2704.

Full description at Econpapers || Download paper

2023Bayesian spatio-temporal models for mapping urban pedestrian traffic. (2023). , Nikolai ; Zaouche, Mounia. In: Journal of Transport Geography. RePEc:eee:jotrge:v:111:y:2023:i:c:s0966692323001199.

Full description at Econpapers || Download paper

2023Asynchronous functional linear regression models for longitudinal data in reproducing kernel Hilbert space. (2023). Zhu, Hongtu ; Li, Tengfei. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:1880-1895.

Full description at Econpapers || Download paper

2023Robust mixture regression modeling based on the normal mean-variance mixture distributions. (2023). Lin, Tsung-I, ; Wang, Wan-Lun ; Mirfarah, Elham ; Naderi, Mehrdad. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002419.

Full description at Econpapers || Download paper

2023On the three-component mixture of exponential distributions: A Bayesian framework to model data with multiple lower and upper outliers. (2023). Nooghabi, Mehdi Jabbari ; Okhli, Kheirolah. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:208:y:2023:i:c:p:480-500.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Randomized extrapolation for accelerating EM-type fixed-point algorithms. (2023). Saadaoui, Foued. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000349.

Full description at Econpapers || Download paper

2023
2023
2023.

Full description at Econpapers || Download paper

2023The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random. (2023). Wahiba, Bouabsa. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:27:y:2023:i:1:p:17-32:n:2.

Full description at Econpapers || Download paper

2023Bayesian nonparametric quantile process regression and estimation of marginal quantile effects. (2023). Reich, Brian J ; Xu, Steven G. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:151-164.

Full description at Econpapers || Download paper

2023REDS: Random ensemble deep spatial prediction. (2023). Wikle, Christopher K ; Daw, Ranadeep. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:1:n:e2780.

Full description at Econpapers || Download paper

2023Quantile forward regression for high-dimensional survival data. (2023). Park, Seyoung ; Lee, Eun Ryung ; Hong, Hyokyoung G. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:29:y:2023:i:4:d:10.1007_s10985-023-09603-w.

Full description at Econpapers || Download paper

2023Regional quantile regression for multiple responses. (2023). Lee, Eun Ryung ; Kim, Hyunjin ; Park, Seyoung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001378.

Full description at Econpapers || Download paper

2023Ensemble LDA via the modified Cholesky decomposition. (2023). Kang, Xiaoning ; Wang, Xinye ; Gao, Zhenguo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001342.

Full description at Econpapers || Download paper

2023Robust estimation for nonrandomly distributed data. (2023). Xu, Yong ; Wang, Kangning ; Li, Shaomin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:3:d:10.1007_s10463-022-00852-4.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A structured covariance ensemble for sufficient dimension reduction. (2023). Xue, Yuan ; Wang, Qin. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00524-4.

Full description at Econpapers || Download paper

2023Exogenous time-varying covariates in double additive cure survival model with application to fertility. (2023). Kreyenfeld, Michaela ; Lambert, Philippe. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023006.

Full description at Econpapers || Download paper

2023Scoring a Goal Optimally in a Soccer Game Under Liouville-Like Quantum Gravity Action. (2023). Polansky, Alan M ; Pramanik, Paramahansa. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:3:d:10.1007_s43069-023-00247-y.

Full description at Econpapers || Download paper

2023A distributed community detection algorithm for large scale networks under stochastic block models. (2023). Zhu, Xuening ; Li, Zhe ; Wu, Shihao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001056.

Full description at Econpapers || Download paper

2023Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests. (2023). Reis, Marco S ; Singh, Satya P ; Atkinson, Anthony C. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01334-8.

Full description at Econpapers || Download paper

2023
2023A decomposition method for lasso problems with zero-sum constraint. (2023). Cristofari, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:358-369.

Full description at Econpapers || Download paper

2023Group symmetric Latin hypercube designs for symmetrical global sensitivity analysis. (2023). Huang, Hengzhen ; Wang, Xiaodi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002055.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

Full description at Econpapers || Download paper

2023Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555.

Full description at Econpapers || Download paper

2023Algorithms for Convex Hull Finding in Undirected Graphical Models. (2023). Sun, YI ; Heng, Pei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:445:y:2023:i:c:s0096300323000218.

Full description at Econpapers || Download paper

2023Mixed-effect models with trees. (2023). Rampichini, Carla ; Grilli, Leonardo ; Vannucci, Giulia ; Gottard, Anna. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00509-3.

Full description at Econpapers || Download paper

2023Uniformly valid inference based on the Lasso in linear mixed models. (2023). Schneider, Ulrike ; Krivobokova, Tatyana ; Kramlinger, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000763.

Full description at Econpapers || Download paper

2023On Discrete Probability Distributions to Grasp the Number of Samples in a Population. (2023). Yabu, Takuya. In: OSF Preprints. RePEc:osf:osfxxx:yv24f.

Full description at Econpapers || Download paper

2023Renewal type bootstrap for increasing degree U-process of a Markov chain. (2023). Bouzebda, Salim ; Soukarieh, Inass. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x22001348.

Full description at Econpapers || Download paper

2023Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures. (2023). Horvath, Blanka ; Issa, Zacharia. In: Papers. RePEc:arx:papers:2306.15835.

Full description at Econpapers || Download paper

2023A Gaussian copula joint model for longitudinal and time-to-event data with random effects. (2023). Foster, Peter ; Charalambous, Christiana ; Zhang, Zili. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002651.

Full description at Econpapers || Download paper

2023Fast estimation for generalised multivariate joint models using an approximate EM algorithm. (2023). Philipson, Pete ; Murray, James. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001305.

Full description at Econpapers || Download paper

2023SMLSOM: The shrinking maximum likelihood self-organizing map. (2023). Seki, Yoichi ; Motegi, Ryosuke. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000257.

Full description at Econpapers || Download paper

2023Feature screening for multiple responses. (2023). Wang, Jinjuan ; Guo, Hongping ; Jiang, Zhenzhen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000696.

Full description at Econpapers || Download paper

2023Theoretical properties of Bayesian Student-t linear regression. (2023). Hayashi, Yoshiko ; Gagnon, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002061.

Full description at Econpapers || Download paper

2023A partial order toolbox for building synthetic indicators of sustainability with ordinal data. (2023). Alaimo, Leonardo Salvatore ; Fattore, Marco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001234.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence. (2023). Otranto, E ; Domianello, Scaffidi L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202304.

Full description at Econpapers || Download paper

2023Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956.

Full description at Econpapers || Download paper

2023Bayesian predictive modeling of multi-source multi-way data. (2023). Lock, Eric F ; Rao, Raghavendra B ; Sandri, Brian J ; Kim, Jonathan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:186:y:2023:i:c:s0167947323000944.

Full description at Econpapers || Download paper

2023A Cramér–Wold theorem for elliptical distributions. (2023). Moreno, Leonardo ; Fraiman, Ricardo ; Ransford, Thomas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000222.

Full description at Econpapers || Download paper

2023Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Functional additive expectile regression in the reproducing kernel Hilbert space. (2023). Liu, Xiaohui ; Lian, Heng ; Peng, Ling. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x2300060x.

Full description at Econpapers || Download paper

2023Semi-profiled distributed estimation for high-dimensional partially linear model. (2023). Ren, Haojie ; Bao, Yajie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001354.

Full description at Econpapers || Download paper

2023Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978.

Full description at Econpapers || Download paper

2023Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. (2023). Zhang, Gongqiu ; Li, Lingfei ; Meier, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1292-1308.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Estimating the Lambda measure in multiple-merger coalescents. (2023). Siri-Jgousse, Arno ; Joly, Milien ; Pina, Vernica Mir. In: Theoretical Population Biology. RePEc:eee:thpobi:v:154:y:2023:i:c:p:94-101.

Full description at Econpapers || Download paper

2023The Effects of Dynamic Capabilities on Firm’s Financial Performance. (2023). Abas, Norazira Mohd ; Ariffin, Nurul Azrin ; Nizar, Nurhuda ; Saddam, Siti Zaitun. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:1:p:37-45.

Full description at Econpapers || Download paper

2023Quantifying the impact of CEO social media celebrity status on firm value: Novel measures from digital gatekeeping theory. (2023). , Raymond ; Lin, Han ; Han, Meini ; Sun, Baiqing ; Bao, Xin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000197.

Full description at Econpapers || Download paper

2023Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data. (2023). Petetin, Yohan ; Morales, Katherine ; Gangloff, Hugo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002432.

Full description at Econpapers || Download paper

2023Bayesian model selection for generalized linear mixed models. (2023). , Marco ; Xu, Shuangshuang ; Franck, Christopher T ; Porter, Erica M. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3266-3278.

Full description at Econpapers || Download paper

2023Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series. (2023). Shang, Han Lin. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:3:d:10.1007_s10182-022-00463-7.

Full description at Econpapers || Download paper

2023Spatial heterogeneity automatic detection and estimation. (2023). Zhang, Hao Helen ; Zhu, Zhengyuan ; Wang, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s016794732200247x.

Full description at Econpapers || Download paper

2023Local Gaussian Cross-Spectrum Analysis. (2023). Tjostheim, Dag ; Jordanger, Lars Arne. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:12-:d:1129548.

Full description at Econpapers || Download paper

2023On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0.

Full description at Econpapers || Download paper

2023T-shape data and probabilistic remaining useful life prediction for Li-ion batteries using multiple non-crossing quantile long short-term memory. (2023). Weng, YU ; Nguyen, Hung D ; Wolter, Franz-Erich ; Xie, Jiahang ; Ly, Sel. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923007195.

Full description at Econpapers || Download paper

2023Shape-constrained estimation in functional regression with Bernstein polynomials. (2023). Schrack, Jennifer A ; Urbanek, Jacek ; Ghosh, Sujit ; Ghosal, Rahul ; Zipunnikov, Vadim. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001943.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Testing for changes in linear models using weighted residuals. (2023). Zhao, Yuqian ; Rice, Gregory ; Horvath, Lajos. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000568.

Full description at Econpapers || Download paper

2023
2023.

Full description at Econpapers || Download paper

2023Robust transfer learning of high-dimensional generalized linear model. (2023). Zhang, QI ; Sun, Fei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002297.

Full description at Econpapers || Download paper

2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

Full description at Econpapers || Download paper

2023A condition for the identification of multivariate models with binary instruments. (2023). Gunsilius, Florian F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:220-238.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023
YearCiting document
2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

Full description at Econpapers || Download paper

2023Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956.

Full description at Econpapers || Download paper

2023Under-reported time-varying MINAR(1) process for modeling multivariate count series. (2023). Kazemi, Iraj ; Aghabazaz, Zeynab. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001366.

Full description at Econpapers || Download paper

2023Bayesian modeling of spatial integer-valued time series. (2023). Hsiung, Mo-Hua ; Chen, Chun-Shu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x.

Full description at Econpapers || Download paper

2023Homogeneous analysis on network effects in network autoregressive model. (2023). Liu, Jie ; Zhao, Jiayang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010437.

Full description at Econpapers || Download paper

2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

Full description at Econpapers || Download paper

2023Adaptive vectorial surrogate modeling framework for multi-objective reliability estimation. (2023). Keshtegar, Behrooz ; Fei, Cheng-Wei ; Chen, Jun-Yu ; Teng, DA ; Lu, Cheng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:234:y:2023:i:c:s0951832023000637.

Full description at Econpapers || Download paper

2023A New Methodology for Early Detection of Failures in Lithium-Ion Batteries. (2023). Velasco, Victor Manuel ; Ibarra, Jaime Gandarilla ; Alvarez, Pablo Sanchez ; Echeverria, Rodolfo Sosa ; Gonzalez, Enrique Quiroga ; Nava, Rocio ; Herrera, Graciela Velasco ; Carbono, Mario Eduardo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1073-:d:1040094.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022.

Full description at Econpapers || Download paper

2022Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates. (2022). Schienle, Melanie ; Nazemi, Abdolreza ; Gorgen, Konstantin. In: Papers. RePEc:arx:papers:2206.06026.

Full description at Econpapers || Download paper

2022Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles. (2022). Petrella, Lea ; Merlo, Luca ; Bignozzi, Valeria. In: Papers. RePEc:arx:papers:2209.12855.

Full description at Econpapers || Download paper

2022Data depth and multiple output regression, the distorted M-quantiles approach. (2022). Fernandez, Ignacio Cascos ; Ochoa, Maicol Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:35465.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Research on the Current Situation of Employment Mobility and Retention Rate Predictions of “Double First-Class” University Graduates Based on the Random Forest and BP Neural Network Models. (2022). Feng, Ying ; He, Feng ; Zhao, Yilin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8883-:d:867192.

Full description at Econpapers || Download paper

2022Clustering Structure of Microstructure Measures. (2022). Wells, Martin T ; Sun, Ningning ; Zhu, Liao. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:85-95.

Full description at Econpapers || Download paper

Recent citations received in 2021
YearCiting document
2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

Full description at Econpapers || Download paper

2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

Full description at Econpapers || Download paper

2021Robust designs for dose–response studies: Model and labelling robustness. (2021). Wiens, Douglas P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000232.

Full description at Econpapers || Download paper

2021Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. (2021). Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000840.

Full description at Econpapers || Download paper

2021Right-truncated Archimedean and related copulas. (2021). Hofert, Marius. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:79-91.

Full description at Econpapers || Download paper

2021Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula. (2021). Kim, Dae Young ; Wei, Zheng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001450.

Full description at Econpapers || Download paper

2021A new spatial count data model with time-varying parameters. (2021). Prozzi, Jorge A ; Bansal, Prateek ; Buddhavarapu, Prasad . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:150:y:2021:i:c:p:566-586.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021The Effects of Land Use on Concentrations of Nutrients and Selected Metals in Bottom Sediments and the Risk Assessment for Rivers of the Warta River Catchment, Poland. (2021). Fiedler, Micha. In: Land. RePEc:gam:jlands:v:10:y:2021:i:6:p:589-:d:567843.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Remaining Useful Life Prediction-Based Maintenance Decision Model for Stochastic Deterioration Equipment under Data-Driven. (2021). Ming, Song ; Li, Pengfei ; Cao, Xiangang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8548-:d:605805.

Full description at Econpapers || Download paper

2021Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights. (2021). Sibbertsen, Philipp ; Meier, Johanna ; Flock, Teresa ; Dissanayake, Pushpa. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-690.

Full description at Econpapers || Download paper

2021Robust test for structural instability in dynamic factor models. (2021). Baek, Changryong ; Song, Junmo ; Kim, Byungsoo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00773-0.

Full description at Econpapers || Download paper

Recent citations received in 2020
YearCiting document
2020Markov switching modelling of shooting performance variability and teammate interactions in basketball. (2020). Zuccolotto, Paola ; Sandri, Marco ; Manisera, Marica. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1337-1356.

Full description at Econpapers || Download paper

2020Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring. (2020). Hsu, Jiun-Huang ; Emura, Takeshi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300815.

Full description at Econpapers || Download paper

2020An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data. (2020). Guedj, Eric ; Chaux, Caroline ; Le, Khuyen T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301225.

Full description at Econpapers || Download paper

2020Two new matrix-variate distributions with application in model-based clustering. (2020). Bagnato, Luca ; Punzo, Antonio ; Tomarchio, Salvatore D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301419.

Full description at Econpapers || Download paper

2020Statistical estimation for some dividend problems under the compound Poisson risk model. (2020). Zhang, Zhimin ; Xie, Jiayi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:101-115.

Full description at Econpapers || Download paper

2020A Hybrid CFS Filter and RF-RFE Wrapper-Based Feature Extraction for Enhanced Agricultural Crop Yield Prediction Modeling. (2020). Srinivasan, Kathiravan ; Vincent, Durai Raj ; Elavarasan, Dhivya ; Chang, Chuan-Yu. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:9:p:400-:d:412144.

Full description at Econpapers || Download paper

2020Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model. (2020). Jiang, Jiancheng ; Chen, Lingju ; Gao, Yuan ; You, Honglong. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:298-:d:453207.

Full description at Econpapers || Download paper

2020Capturing a Complexity of Nutritional, Environmental, and Economic Impacts on Selected Health Parameters in the Russian High North. (2020). Erokhin, Vasilii ; Gao, Tianming. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2151-:d:330918.

Full description at Econpapers || Download paper

2020Using a Text Mining Approach to Hear Voices of Customers from Social Media toward the Fast-Food Restaurant Industry. (2020). Chen, Long-Sheng ; Riantama, Dalianus. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:268-:d:470496.

Full description at Econpapers || Download paper

2020The Marketization of Rural Collective Construction Land in Northeastern China: The Mechanism Exploration. (2020). Zhou, Yuepeng ; Liu, Hongbin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:276-:d:470575.

Full description at Econpapers || Download paper

2020A Predictive and Prescriptive Analytics Framework for Efficient E-Commerce Order Delivery. (2020). Roy, Debjit ; Krishnamoorthy, Srikumar ; Kandula, Shanthan. In: IIMA Working Papers. RePEc:iim:iimawp:14638.

Full description at Econpapers || Download paper

2020Modeling Turning Points In Global Equity Market. (2020). Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0195.

Full description at Econpapers || Download paper

2020Exponential random graph model parameter estimation for very large directed networks. (2020). Lomi, Alessandro ; Robins, Garry ; Stivala, Alex. In: PLOS ONE. RePEc:plo:pone00:0227804.

Full description at Econpapers || Download paper

2020Density deconvolution for generalized skew-symmetric distributions. (2020). Potgieter, Cornelis J. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:7:y:2020:i:1:d:10.1186_s40488-020-00103-y.

Full description at Econpapers || Download paper

2020How are European Migrants from the MENA Countries Affected by COVID-19? Insights from an Online Survey. (2020). Roman, Monica ; Amira, Kobeissi ; Monica, Roman ; Smaranda, Cimpoeru ; Heba, Mohammad. In: Journal of Social and Economic Statistics. RePEc:vrs:jsesro:v:9:y:2020:i:1:p:128-143:n:8.

Full description at Econpapers || Download paper