Citation analysis for Annals of the Institute of Statistical Mathematics / Springer

Citation Profile [Updated: 2026-06-12 21:57:20]

5 Years H Index

Impact Factor (IF)

0.24

5 Years IF

0.25

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.1	0.1	0	51	51	196	5	5	114		114		1	20		0	0.05
1991	0	0.11	0.09	0.01	51	102	520	9	14	107		165	2	2	22.2		0	0.06
1992	0.02	0.12	0.08	0.05	59	161	162	13	27	102	2	216	11	6	46.2		0	0.06
1993	0.01	0.13	0.04	0.01	63	224	209	9	36	110	1	275	4	5	55.6		0	0.06
1994	0.02	0.14	0.08	0.04	57	281	290	23	59	122	3	280	12	12	52.2	1	0.02	0.07
1995	0.09	0.22	0.17	0.07	53	334	250	55	115	120	11	281	20	13	23.6		0	0.1
1996	0.09	0.24	0.12	0.06	53	387	194	48	163	110	10	283	18	13	27.1	1	0.02	0.11
1997	0.08	0.24	0.15	0.1	49	436	227	64	227	106	8	285	29	13	20.3	1	0.02	0.11
1998	0.07	0.27	0.11	0.06	43	479	215	51	279	102	7	275	17	18	35.3	1	0.02	0.13
1999	0.1	0.29	0.14	0.09	48	527	123	75	354	92	9	255	23	13	17.3	2	0.04	0.14
2000	0.04	0.34	0.16	0.1	55	582	331	91	446	91	4	246	24	26	28.6	4	0.07	0.16
2001	0.03	0.38	0.14	0.09	60	642	384	93	539	103	3	248	23	14	15.1	5	0.08	0.17
2002	0.1	0.39	0.16	0.11	68	710	244	111	651	115	12	255	28	15	13.5	4	0.06	0.21
2003	0.15	0.43	0.18	0.15	56	766	274	139	792	128	19	274	40	16	11.5	2	0.04	0.21
2004	0.12	0.48	0.16	0.15	46	812	175	131	924	124	15	287	43	11	8.4	4	0.09	0.22
2005	0.1	0.51	0.17	0.14	47	859	210	146	1071	102	10	285	40	17	11.6	3	0.06	0.23
2006	0.13	0.49	0.19	0.14	49	908	143	166	1239	93	12	277	40	19	11.4	1	0.02	0.22
2007	0.07	0.44	0.18	0.14	41	949	199	169	1409	96	7	266	37	14	8.3	2	0.05	0.2
2008	0.21	0.47	0.23	0.18	44	993	207	224	1634	90	19	239	43	17	7.6		0	0.22
2009	0.13	0.46	0.22	0.21	46	1039	196	225	1859	85	11	227	47	21	9.3	2	0.04	0.23
2010	0.29	0.46	0.21	0.29	54	1093	156	230	2089	90	26	227	65	24	10.4	2	0.04	0.2
2011	0.11	0.5	0.18	0.19	59	1152	191	206	2295	100	11	234	44	30	14.6	2	0.03	0.23
2012	0.23	0.5	0.23	0.26	58	1210	281	279	2575	113	26	244	63	46	16.5	10	0.17	0.21
2013	0.26	0.54	0.28	0.29	43	1253	151	354	2929	117	31	261	75	33	9.3	1	0.02	0.23
2014	0.35	0.52	0.28	0.3	40	1293	192	362	3291	101	35	260	77	21	5.8	7	0.18	0.22
2015	0.28	0.52	0.25	0.24	42	1335	120	339	3630	83	23	254	62	24	7.1	1	0.02	0.22
2016	0.3	0.5	0.22	0.21	17	1352	45	300	3930	82	25	242	52	6	2	2	0.12	0.2
2017	0.2	0.51	0.29	0.34	49	1401	107	408	4338	59	12	200	68	35	8.6	1	0.02	0.2
2018	0.21	0.52	0.23	0.25	47	1448	59	326	4664	66	14	191	48	21	6.4	3	0.06	0.22
2019	0.15	0.53	0.25	0.26	48	1496	102	373	5037	96	14	195	51	27	7.2	1	0.02	0.21
2020	0.19	0.63	0.26	0.24	58	1554	111	398	5435	95	18	203	49	26	6.5	6	0.1	0.3
2021	0.32	0.72	0.3	0.29	47	1601	37	475	5910	106	34	219	63	26	5.5	4	0.09	0.26
2022	0.25	0.71	0.27	0.27	47	1648	47	439	6349	105	26	249	68	18	4.1	5	0.11	0.21
2023	0.23	0.67	0.23	0.28	39	1687	20	387	6736	94	22	247	68	16	4.1	1	0.03	0.19
2024	0.22	0.71	0.22	0.27	33	1720	8	379	7115	86	19	239	65	25	6.6	1	0.03	0.21
2025	0.24	0.93	0.19	0.25	30	1750	0	329	7444	72	17	224	55	21	6.4		0	0.27

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	1991	Bayesian image restoration, with two applications in spatial statistics. (1991). Besag, Julian ; York, Jeremy ; Mollie, Annie. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:43:y:1991:i:1:p:1-20. Full description at Econpapers \|\| Download paper	429
2	1969	Fitting autoregressive models for prediction. (1969). Akaike, Hirotugu . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:243-247. Full description at Econpapers \|\| Download paper	379
3	2000	Probability Density Function Estimation Using Gamma Kernels. (2000). Chen, Song. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:471-480. Full description at Econpapers \|\| Download paper	105
4	1998	Space-Time Point-Process Models for Earthquake Occurrences. (1998). Ogata, Yosihiko. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:2:p:379-402. Full description at Econpapers \|\| Download paper	78
5	1994	The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family. (1994). Schaub, Rainer ; Schlattmann, Peter ; Dietz, Ekkehart ; Bohning, Dankmar ; Lindsay, Bruce. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:2:p:373-388. Full description at Econpapers \|\| Download paper	69
6	2009	Conditional independence, conditional mixing and conditional association. (2009). Rao, Prakasa B.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:61:y:2009:i:2:p:441-460. Full description at Econpapers \|\| Download paper	51
7	2003	Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution. (2003). Balakrishnan, N. ; Kundu, D. ; Chandrasekar, B. ; Childs, A.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:55:y:2003:i:2:p:319-330. Full description at Econpapers \|\| Download paper	50
8	2005	Generalized skew-elliptical distributions and their quadratic forms. (2005). Loperfido, Nicola ; Genton, Marc. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401. Full description at Econpapers \|\| Download paper	49
9	1994	Minimum disparity estimation for continuous models: Efficiency, distributions and robustness. (1994). Lindsay, Bruce ; Basu, Ayanendranath. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:4:p:683-705. Full description at Econpapers \|\| Download paper	48
10	2011	Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. (2011). Yoshida, Nakahiro. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:63:y:2011:i:3:p:431-479. Full description at Econpapers \|\| Download paper	46
11	2008	Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. (2008). Hayashi, Takaki ; Yoshida, Nakahiro. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:60:y:2008:i:2:p:367-406. Full description at Econpapers \|\| Download paper	45
12	1995	Runs, scans and URN model distributions: A unified Markov chain approach. (1995). Alexandrou, V. ; Koutras, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:4:p:743-766. Full description at Econpapers \|\| Download paper	44
13	2001	LÃ©vy-Driven Carma Processes. (2001). Brockwell, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:1:p:113-124. Full description at Econpapers \|\| Download paper	42
14	1996	Asymptotically efficient autoregressive model selection for multistep prediction. (1996). Bhansali, R.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:48:y:1996:i:3:p:577-602. Full description at Econpapers \|\| Download paper	40
15	1992	Estimating densities, quantiles, quantile densities and density quantiles. (1992). Jones, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:44:y:1992:i:4:p:721-727. Full description at Econpapers \|\| Download paper	40
16	1993	On the accuracy of empirical likelihood confidence regions for linear regression model. (1993). Chen, Song. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:45:y:1993:i:4:p:621-637. Full description at Econpapers \|\| Download paper	36
17	2012	Tests of symmetry for bivariate copulas. (2012). Nelehova, Johanna ; Quessy, Jean-Franois ; Genest, Christian. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:4:p:811-834. Full description at Econpapers \|\| Download paper	35
18	2007	Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases. (2007). Poskitt, Donald. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:4:p:697-725. Full description at Econpapers \|\| Download paper	35
19	2012	On estimating distribution functions using Bernstein polynomials. (2012). Leblanc, Alexandre. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:5:p:919-943. Full description at Econpapers \|\| Download paper	34
20	1969	Partial orderings of permutations and monotonicity of a rank correlation statistic. (1969). Yanagimoto, Takemi ; Okamoto, Masashi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:489-506. Full description at Econpapers \|\| Download paper	34
21	2004	Bootstrap bandwidth selection in kernel density estimation from a contaminated sample. (2004). Gijbels, I. ; Delaigle, A.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:56:y:2004:i:1:p:19-47. Full description at Econpapers \|\| Download paper	33
22	1990	On Mittag-Leffler functions and related distributions. (1990). Pillai, R.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:42:y:1990:i:1:p:157-161. Full description at Econpapers \|\| Download paper	33
23	1975	On tests for detecting change in mean when variance is unknown. (1975). Srivastava, S. ; Sen, Ashish. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:27:y:1975:i:1:p:479-486. Full description at Econpapers \|\| Download paper	32
24	2001	Empirical Best Prediction for Small Area Inference with Binary Data. (2001). Lahiri, P. ; Jiang, Jiming. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:53:y:2001:i:2:p:217-243. Full description at Econpapers \|\| Download paper	32
25	1995	Relating quantiles and expectiles under weighted-symmetry. (1995). Remillard, Bruno ; Abdous, Belkacem. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:2:p:371-384. Full description at Econpapers \|\| Download paper	31
26	2000	Nonparametric Estimation of a Conditional Quantile for Î±-Mixing Processes. (2000). Honda, Toshio. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:3:p:459-470. Full description at Econpapers \|\| Download paper	30
27	2014	Bayesian adaptive Lasso. (2014). Tran, Minh-Ngoc ; Nott, David ; Leng, Chenlei. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:2:p:221-244. Full description at Econpapers \|\| Download paper	28
28	1989	A framework for positive dependence. (1989). Kimeldorf, George ; Sampson, Allan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:41:y:1989:i:1:p:31-45. Full description at Econpapers \|\| Download paper	28
29	2007	Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise. (2007). Qiu, Peihua ; Gijbels, Irene ; Lambert, Alexandre. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:2:p:235-272. Full description at Econpapers \|\| Download paper	27
30	2012	Nonlinear Poisson autoregression. (2012). Fokianos, Konstantinos ; Tjostheim, Dag. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:6:p:1205-1225. Full description at Econpapers \|\| Download paper	27
31	2007	Multivariate measures of concordance. (2007). Taylor, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:59:y:2007:i:4:p:789-806. Full description at Econpapers \|\| Download paper	27
32	1988	Monotonicity of quadratic-approximation algorithms. (1988). Bohning, Dankmar ; Lindsay, Bruce. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:40:y:1988:i:4:p:641-663. Full description at Econpapers \|\| Download paper	27
33	1995	Parametric ranked set sampling. (1995). Stokes, Lynne. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:3:p:465-482. Full description at Econpapers \|\| Download paper	27
34	1998	Testing for Varying Dispersion in Exponential Family Nonlinear Models. (1998). Hu, Yue-Qing ; Fung, Wing-Kam ; Shi, Jian-Qing ; Wei, Bo-Cheng . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:2:p:277-294. Full description at Econpapers \|\| Download paper	26
35	1959	Bivariate extreme statistics, I. (1959). Sibuya, Masaaki. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:11:y:1959:i:2:p:195-210. Full description at Econpapers \|\| Download paper	26
36	2000	The Local Bootstrap for Kernel Estimators under General Dependence Conditions. (2000). Paparoditis, Efstathios ; Politis, Dimitris. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:1:p:139-159. Full description at Econpapers \|\| Download paper	26
37	2002	Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors. (2002). Feng, Yuanhua ; Beran, Jan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:54:y:2002:i:2:p:291-311. Full description at Econpapers \|\| Download paper	25
38	1997	Diagnosing Bootstrap Success. (1997). Beran, Rudolf. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:1:p:1-24. Full description at Econpapers \|\| Download paper	25
39	2014	Recent results in the theory and applications of CARMA processes. (2014). Brockwell, P.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:4:p:647-685. Full description at Econpapers \|\| Download paper	25
40	1997	Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency. (1997). Fan, Jianqing ; Gasser, Theo ; Brockmann, Michael ; Engel, Joachim ; Gijbels, Irene. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:1:p:79-99. Full description at Econpapers \|\| Download paper	25
41	1990	Bootstrap in Markov-sequences based on estimates of transition density. (1990). Rajarshi, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:42:y:1990:i:2:p:253-268. Full description at Econpapers \|\| Download paper	25
42	1989	Estimation of entropy and other functionals of a multivariate density. (1989). Joe, Harry. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:41:y:1989:i:4:p:683-697. Full description at Econpapers \|\| Download paper	24
43	1999	On the Estimation of Jump Points in Smooth Curves. (1999). Hall, Peter ; Gijbels, Irene ; Kneip, Alois. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:51:y:1999:i:2:p:231-251. Full description at Econpapers \|\| Download paper	24
44	1969	Nonparametric estimation in Markov processes. (1969). Roussas, George . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:73-87. Full description at Econpapers \|\| Download paper	24
45	1997	Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression. (1997). Van Keilegom, Ingrid ; Veraverbeke, Noel. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:3:p:467-491. Full description at Econpapers \|\| Download paper	23
46	2010	Latent class analysis variable selection. (2010). Dean, Nema ; Raftery, Adrian. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:62:y:2010:i:1:p:11-35. Full description at Econpapers \|\| Download paper	23
47	1996	Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates. (1996). Kamps, Udo ; Cramer, Erhard. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:48:y:1996:i:3:p:535-549. Full description at Econpapers \|\| Download paper	23
48	1997	Bootstrapping Log Likelihood and EIC, an Extension of AIC. (1997). Sakamoto, Yosiyuki ; Ishiguro, Makio ; Kitagawa, Genshiro. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:49:y:1997:i:3:p:411-434. Full description at Econpapers \|\| Download paper	22
49	1969	The calculation of cumulants via conditioning. (1969). Brillinger, David. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:215-218. Full description at Econpapers \|\| Download paper	22
50	2010	Nonparametric analysis of doubly truncated data. (2010). Shen, Pao-Sheng. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:62:y:2010:i:5:p:835-853. Full description at Econpapers \|\| Download paper	22

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

#	Year	Title	Cited
1	1991	Bayesian image restoration, with two applications in spatial statistics. (1991). Besag, Julian ; York, Jeremy ; Mollie, Annie. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:43:y:1991:i:1:p:1-20. Full description at Econpapers \|\| Download paper	35
2	1969	Fitting autoregressive models for prediction. (1969). Akaike, Hirotugu . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:243-247. Full description at Econpapers \|\| Download paper	31
3	1998	Space-Time Point-Process Models for Earthquake Occurrences. (1998). Ogata, Yosihiko. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:50:y:1998:i:2:p:379-402. Full description at Econpapers \|\| Download paper	11
4	2011	Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. (2011). Yoshida, Nakahiro. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:63:y:2011:i:3:p:431-479. Full description at Econpapers \|\| Download paper	10
5	2022	Outcome regression-based estimation of conditional average treatment effect. (2022). Zhou, Niwen ; Li, LU ; Zhu, Lixing. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:5:d:10.1007_s10463-022-00821-x. Full description at Econpapers \|\| Download paper	9
6	1994	The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family. (1994). Schaub, Rainer ; Schlattmann, Peter ; Dietz, Ekkehart ; Bohning, Dankmar ; Lindsay, Bruce. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:2:p:373-388. Full description at Econpapers \|\| Download paper	8
7	2012	On estimating distribution functions using Bernstein polynomials. (2012). Leblanc, Alexandre. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:5:p:919-943. Full description at Econpapers \|\| Download paper	8
8	2023	Robust variable selection with exponential squared loss for partially linear spatial autoregressive models. (2023). Wang, Xiuli ; Shao, Jingchang ; Wu, Jingjing ; Zhao, Qiang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:6:d:10.1007_s10463-023-00870-w. Full description at Econpapers \|\| Download paper	7
9	2017	On testing the equality of high dimensional mean vectors with unequal covariance matrices. (2017). Bai, Zhidong ; Wang, Wei ; Hu, Jiang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:2:d:10.1007_s10463-015-0543-8. Full description at Econpapers \|\| Download paper	7
10	1969	Partial orderings of permutations and monotonicity of a rank correlation statistic. (1969). Yanagimoto, Takemi ; Okamoto, Masashi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:21:y:1969:i:1:p:489-506. Full description at Econpapers \|\| Download paper	7
11	2014	Bayesian adaptive Lasso. (2014). Tran, Minh-Ngoc ; Nott, David ; Leng, Chenlei. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:2:p:221-244. Full description at Econpapers \|\| Download paper	7
12	2019	Penalized expectile regression: an alternative to penalized quantile regression. (2019). Liao, Lina ; Choi, Hosik ; Park, Cheol Woo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-018-0645-1. Full description at Econpapers \|\| Download paper	7
13	1995	Relating quantiles and expectiles under weighted-symmetry. (1995). Remillard, Bruno ; Abdous, Belkacem. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:47:y:1995:i:2:p:371-384. Full description at Econpapers \|\| Download paper	7
14	2012	Tests of symmetry for bivariate copulas. (2012). Nelehova, Johanna ; Quessy, Jean-Franois ; Genest, Christian. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:4:p:811-834. Full description at Econpapers \|\| Download paper	6
15	2020	Reply to Discussion of âBayesian forecasting of multivariate time series: scalability, structure uncertainty and decisionsâ. (2020). West, Mike. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00744-0. Full description at Econpapers \|\| Download paper	6
16	2020	Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (2020). West, Mike. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00741-3. Full description at Econpapers \|\| Download paper	6
17	2003	Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution. (2003). Balakrishnan, N. ; Kundu, D. ; Chandrasekar, B. ; Childs, A.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:55:y:2003:i:2:p:319-330. Full description at Econpapers \|\| Download paper	6
18	1994	Minimum disparity estimation for continuous models: Efficiency, distributions and robustness. (1994). Lindsay, Bruce ; Basu, Ayanendranath. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:46:y:1994:i:4:p:683-705. Full description at Econpapers \|\| Download paper	6
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20	2012	Asymptotic normality of Powellâs kernel estimator. (2012). Kato, Kengo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:2:p:255-273. Full description at Econpapers \|\| Download paper	6
21	2013	On constrained and regularized high-dimensional regression. (2013). Zhu, Yunzhang ; Shen, Xiaotong ; Pan, Wei ; Zhou, Hui. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:65:y:2013:i:5:p:807-832. Full description at Econpapers \|\| Download paper	5
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23	2020	Integral transform methods in goodness-of-fit testing, II: the Wishart distributions. (2020). Hadjicosta, Elena ; Richards, Donald. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:6:d:10.1007_s10463-019-00737-z. Full description at Econpapers \|\| Download paper	5
24	2020	Regression function estimation as a partly inverse problem. (2020). Genon-Catalot, V ; Comte, F. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:4:d:10.1007_s10463-019-00718-2. Full description at Econpapers \|\| Download paper	5
25	1975	On tests for detecting change in mean when variance is unknown. (1975). Srivastava, S. ; Sen, Ashish. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:27:y:1975:i:1:p:479-486. Full description at Econpapers \|\| Download paper	5
26	1990	On Mittag-Leffler functions and related distributions. (1990). Pillai, R.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:42:y:1990:i:1:p:157-161. Full description at Econpapers \|\| Download paper	5
27	2015	Quantile regression and variable selection of partial linear single-index model. (2015). Lv, Yazhao ; Zhao, Weihua ; Zhang, Riquan ; Liu, Jicai. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:67:y:2015:i:2:p:375-409. Full description at Econpapers \|\| Download paper	5
28	2017	Statistical estimation of composite risk functionals and risk optimization problems. (2017). Ruszczynski, Andrzej ; Dentcheva, Darinka ; Penev, Spiridon ; Ruszczyski, Andrzej. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:4:d:10.1007_s10463-016-0559-8. Full description at Econpapers \|\| Download paper	5
29	1993	Some autoregressive moving average processes with generalized Poisson marginal distributions. (1993). Al-Osh, M. ; Alzaid, A.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:45:y:1993:i:2:p:223-232. Full description at Econpapers \|\| Download paper	4
30	1993	On the estimation of entropy. (1993). Morton, Sally ; Hall, Peter. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:45:y:1993:i:1:p:69-88. Full description at Econpapers \|\| Download paper	4
31	1992	Estimating densities, quantiles, quantile densities and density quantiles. (1992). Jones, M.. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:44:y:1992:i:4:p:721-727. Full description at Econpapers \|\| Download paper	4
32	2022	Two-stage data segmentation permitting multiscale change points, heavy tails and dependence. (2022). Cho, Haeran ; Kirch, Claudia. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:4:d:10.1007_s10463-021-00811-5. Full description at Econpapers \|\| Download paper	4
33	2019	AIC for the non-concave penalized likelihood method. (2019). Umezu, Yuta ; Shimizu, Yusuke ; Ninomiya, Yoshiyuki ; Masuda, Hiroki. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-018-0649-x. Full description at Econpapers \|\| Download paper	4
34	2018	A generalized Sibuya distribution. (2018). Kozubowski, Tomasz J ; Podgorski, Krzysztof. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:4:d:10.1007_s10463-017-0611-3. Full description at Econpapers \|\| Download paper	4
35	2010	Contrast-based information criterion for ergodic diffusion processes from discrete observations. (2010). Uchida, Masayuki. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:62:y:2010:i:1:p:161-187. Full description at Econpapers \|\| Download paper	4
36	2021	Instrument search in pseudo-likelihood approach for nonignorable nonresponse. (2021). Shao, Jun ; Chen, JI ; Fang, Fang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00758-z. Full description at Econpapers \|\| Download paper	4
37	2017	The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications. (2017). Henze, N ; Baringhaus, L ; Ebner, B. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0567-8. Full description at Econpapers \|\| Download paper	4
38	2021	Estimation for high-frequency data under parametric market microstructure noise. (2021). Potiron, Yoann ; Clinet, Simon. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00762-3. Full description at Econpapers \|\| Download paper	4
39	2019	A recursive point process model for infectious diseases. (2019). Harrigan, Ryan J ; Hoffmann, Marc ; Schoenberg, Frederic Paik. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0690-9. Full description at Econpapers \|\| Download paper	4
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41	2005	Generalized skew-elliptical distributions and their quadratic forms. (2005). Loperfido, Nicola ; Genton, Marc. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401. Full description at Econpapers \|\| Download paper	4
42	1989	Estimation of entropy and other functionals of a multivariate density. (1989). Joe, Harry. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:41:y:1989:i:4:p:683-697. Full description at Econpapers \|\| Download paper	4
43	2012	Directional dependence in multivariate distributions. (2012). Nelsen, Roger ; Ubeda-Flores, Manuel. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:3:p:677-685. Full description at Econpapers \|\| Download paper	3
44	2020	Robust estimation for general integer-valued time series models. (2020). Lee, Sangyeol ; Kim, Byung Soo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:6:d:10.1007_s10463-019-00728-0. Full description at Econpapers \|\| Download paper	3
45	1993	Model selection and prediction: Normal regression. (1993). Speed, T. ; Yu, Bin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:45:y:1993:i:1:p:35-54. Full description at Econpapers \|\| Download paper	3
46	2002	Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform. (2002). Henze, Norbert ; Klar, Bernhard. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:54:y:2002:i:2:p:425-444. Full description at Econpapers \|\| Download paper	3
47	2000	The Local Bootstrap for Kernel Estimators under General Dependence Conditions. (2000). Paparoditis, Efstathios ; Politis, Dimitris. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:52:y:2000:i:1:p:139-159. Full description at Econpapers \|\| Download paper	3
48	2017	Smoothed jackknife empirical likelihood for the difference of two quantiles. (2017). Zhao, Yichuan ; Yang, Hanfang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0576-7. Full description at Econpapers \|\| Download paper	3
49	1989	Fundamental equations for statistical submanifolds with applications to the Bartlett correction. (1989). Vos, Paul. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:41:y:1989:i:3:p:429-450. Full description at Econpapers \|\| Download paper	3
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Citing documents used to compute impact factor: 17

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2025	Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data. (2025). Sutradhar, Brajendra C. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001397. Full description at Econpapers \|\| Download paper
2025	Statistical inference for smoothed quantile regression with streaming data. (2025). Xie, Jinhan ; Yan, Xiaodong ; Jiang, Bei ; Kong, Linglong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002756. Full description at Econpapers \|\| Download paper
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2025	Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods. (2025). Okui, Ryo ; Wang, Wenjie ; Dzemski, Andreas. In: Working Papers in Economics. RePEc:hhs:gunwpe:0851. Full description at Econpapers \|\| Download paper
2025	Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods. (2025). Wang, Wenjie ; Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:2502.20917. Full description at Econpapers \|\| Download paper
2025	Testing for trend in two-way heteroscedastic ANCOVA models. (2025). Kumar, Somesh ; Mondal, Anjana. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:3:d:10.1007_s11749-025-00977-7. Full description at Econpapers \|\| Download paper
2025	New results for drift estimation in inhomogeneous stochastic differential equations. (2025). Genon-Catalot, Valentine ; Comte, Fabienne. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000107. Full description at Econpapers \|\| Download paper
2025	The k-sample problem using Gini covariance for large k. (2025). Sillero-Denamiel, M R ; Jimnez-Gamero, M D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:210:y:2025:i:c:s0047259x25000582. Full description at Econpapers \|\| Download paper
2025	Quasi-Bayesian information criterion of SEM for diffusion processes based on high-frequency data. (2025). Kusano, Shogo ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:2:d:10.1007_s11203-025-09327-8. Full description at Econpapers \|\| Download paper
2025	Random mixture Cox point processes. (2025). Micheas, A C. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:2:d:10.1007_s10463-024-00915-8. Full description at Econpapers \|\| Download paper
2025	Deep Learning With DAGs. (2025). Daoud, Adel ; Balgi, Sourabh ; Peaa, Jose M ; Zhou, Jesse ; Wodtke, Geoffrey T. In: Sociological Methods & Research. RePEc:sae:somere:v:54:y:2025:i:4:p:1624-1682. Full description at Econpapers \|\| Download paper
2025	Robust variable selection for additive coefficient models. (2025). Zou, Hang ; Huang, Xiaowen ; Jiang, Yunlu. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01524-y. Full description at Econpapers \|\| Download paper
2025	Model detection and variable selection for semiparametric additive spatial autoregressive model. (2025). Lu, Fang ; Xiao, Yujiang ; Yang, Jing. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01699-6. Full description at Econpapers \|\| Download paper
2025	Robustness Analysis and Forecasting of High-Dimensional Financial Time Series Data. (2025). Bian, CE ; Song, Shuai ; Li, Junchen. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-025-10862-y. Full description at Econpapers \|\| Download paper
2025	A robust partial linear model combining modified Huber loss function and variable selection. (2025). Vanani, Vahid Goodarzi ; Shahsavani, Davood ; Kazemi, Mohammad. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01745-3. Full description at Econpapers \|\| Download paper
2025	Robust variable selection with exponential squared loss for linear mixed-effects models. (2025). Zhao, Peixin ; Wu, Dongsheng ; Yang, Yiping. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:6:d:10.1007_s00184-024-00982-0. Full description at Econpapers \|\| Download paper
2025	Robust variable selection with exponential squared loss for linear mixed-effects models. (2025). Zhao, Peixin ; Wu, Dongsheng ; Yang, Yiping. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:7:d:10.1007_s00184-024-00982-0. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Change-point analysis for matrix data: the empirical Hankel transform approach. (2024). Miloevi, Bojana ; Luki, Ikica. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01596-4. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution. (2023). Omey, Edward ; Jasiulis-Godyn, Barbara ; Arendarczyk, Marek. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:36:y:2023:i:4:d:10.1007_s10959-023-01285-2. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions. (2022). Hoshino, Takahiro ; Shinoda, Kazuhiko. In: Papers. RePEc:arx:papers:2212.13145. Full description at Econpapers \|\| Download paper
2022	Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants. (2022). Zitikis, R ; Gribkova, N V ; Su, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:199-222. Full description at Econpapers \|\| Download paper
2022	Small counts in nested Karlinâs occupancy scheme generated by discrete Weibull-like distributions. (2022). Kotelnikova, Valeriya ; Iksanov, Alexander. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:153:y:2022:i:c:p:283-320. Full description at Econpapers \|\| Download paper
2022	On a prior based on the Wasserstein information matrix. (2022). Li, W ; Rubio, F J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:190:y:2022:i:c:s0167715222001705. Full description at Econpapers \|\| Download paper
2022	A Continuous-Time Semi-Markov System Governed by Stepwise Transitions. (2022). Barbu, Vlad Stefan ; Damico, Guglielmo ; Makrides, Andreas. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:15:p:2745-:d:879207. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Mathematics / MDPI	22	149
2	Statistical Papers / Springer	20	145
3	Papers / arXiv.org	99	120
4	Annals of the Institute of Statistical Mathematics / Springer	28	114
5	Journal of Multivariate Analysis / Elsevier	58	101
6	Computational Statistics & Data Analysis / Elsevier	58	83
7	Metrika: International Journal for Theoretical and Applied Statistics / Springer	21	82
8	Computational Statistics / Springer	23	68
9	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	32	58
10	Statistics & Probability Letters / Elsevier	37	57
11	Statistical Inference for Stochastic Processes / Springer	17	46