Journal Of The Royal Statistical Society Series B

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.09 1997 0.21 0 0 0 0.08 1998 0.25 0 0 0 0.1 1999 0.32 57 80 0 0 4 0.07 0.15 2000 0.16 0.43 52 87 57 9 0 3 0.06 0.19 2001 0.07 0.41 46 116 109 8 0 14 0.3 0.17 2002 0.24 0.44 45 163 98 24 0 1 0.02 0.2 2003 0.25 0.47 53 95 91 23 0 3 0.06 0.22 2004 0.3 0.52 53 43 98 29 0 2 0.04 0.23 2005 0.2 0.56 42 21 106 21 0 1 0.02 0.25 2006 0.08 0.57 41 21 95 8 0 1 0.02 0.24 2007 0.12 0.48 45 14 83 10 0 3 0.07 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241 Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics (2001).
Cited: 89 times.

(2) RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280 Econometric analysis of realized volatility and its use in estimating stochastic volatility models (2002).
Cited: 88 times.

(3) RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639 Bayesian measures of model complexity and fit (2002).
Cited: 34 times.

(4) RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710 The identifiability of the mixed proportional hazards competing risks model (2003).
Cited: 21 times.

(5) RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56 Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives (2000).
Cited: 18 times.

(6) RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389 Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution (2003).
Cited: 13 times.

(7) RePEc:bla:jorssb:v:65:y:2003:i:2:p:331-355 Optimal dynamic treatment regimes (2003).
Cited: 10 times.

(8) RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498 A direct approach to false discovery rates (2002).
Cited: 9 times.

(9) RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602 Statistical applications of the multivariate skew normal distribution (1999).
Cited: 8 times.

(10) RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158 Intentionally biased bootstrap methods (1999).
Cited: 8 times.

(11) RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320 Regularization and variable selection via the elastic net (2005).
Cited: 7 times.

(12) RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730 Semiparametric regression for the mean and rate functions of recurrent events (2000).
Cited: 7 times.

(13) RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809 Dealing with label switching in mixture models (2000).
Cited: 7 times.

(14) RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508 Mixture Kalman filters (2000).
Cited: 7 times.

(15) RePEc:bla:jorssb:v:65:y:2003:i:1:p:81-94 Comprehensive definitions of breakdown points for independent and dependent observations (2003).
Cited: 7 times.

(16) RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes (2004).
Cited: 6 times.

(17) RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423 Estimating the number of clusters in a data set via the gap statistic (2001).
Cited: 5 times.

(18) RePEc:bla:jorssb:v:65:y:2003:i:3:p:663-678 An empirical likelihood goodness-of-fit test for time series (2003).
Cited: 5 times.

(19) RePEc:bla:jorssb:v:61:y:1999:i:2:p:413-438 Semiparametric methods for response-selective and missing data problems in regression (1999).
Cited: 5 times.

(20) RePEc:bla:jorssb:v:62:y:2000:i:2:p:461-477 Bootstrap confidence regions computed from autoregressions of arbitrary order (2000).
Cited: 5 times.

(21) RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80 Adaptive varying-coefficient linear models (2003).
Cited: 5 times.

(22) RePEc:bla:jorssb:v:67:y:2005:i:5:p:747-763 Good randomized sequential probability forecasting is always possible (2005).
Cited: 5 times.

(23) RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815 Multivariate bandwidth selection for local linear regression (1999).
Cited: 5 times.

(24) RePEc:bla:jorssb:v:66:y:2004:i:1:p:95-115 Testing for a finite mixture model with two components (2004).
Cited: 5 times.

(25) RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61 Conformal normal curvature and assessment of local influence (1999).
Cited: 5 times.

(26) RePEc:bla:jorssb:v:65:y:2003:i:2:p:545-556 Inference for clusters of extreme values (2003).
Cited: 5 times.

(27) RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428 Modelling and smoothing parameter estimation with multiple quadratic penalties (2000).
Cited: 5 times.

(28) RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410 An adaptive estimation of dimension reduction space (2002).
Cited: 4 times.

(29) RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268 Probabilistic forecasts, calibration and sharpness (2007).
Cited: 4 times.

(30) RePEc:bla:jorssb:v:62:y:2000:i:2:p:355-366 Bayesian latent variable models for clustered mixed outcomes (2000).
Cited: 4 times.

(31) RePEc:bla:jorssb:v:61:y:1999:i:1:p:39-50 Understanding exponential smoothing via kernel regression (1999).
Cited: 4 times.

(32) RePEc:bla:jorssb:v:66:y:2004:i:1:p:117-130 Power transformations to induce normality and their applications (2004).
Cited: 4 times.

(33) RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115 On a mixture autoregressive model (2000).
Cited: 4 times.

(34) RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174 A skew extension of the t-distribution, with applications (2003).
Cited: 4 times.

(35) RePEc:bla:jorssb:v:68:y:2006:i:2:p:221-238 On parametric bootstrap methods for small area prediction (2006).
Cited: 4 times.

(36) RePEc:bla:jorssb:v:65:y:2003:i:1:p:115-126 Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions (2003).
Cited: 3 times.

(37) RePEc:bla:jorssb:v:70:y:2008:i:1:p:245-264 Graphical models for marked point processes based on local independence (2008).
Cited: 3 times.

(38) RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185 Likelihood ratio tests in linear mixed models with one variance component (2004).
Cited: 3 times.

(39) RePEc:bla:jorssb:v:61:y:1999:i:4:p:747-791 The achievable region approach to the optimal control of stochastic systems (1999).
Cited: 3 times.

(40) RePEc:bla:jorssb:v:61:y:1999:i:4:p:945-953 On confidence intervals associated with the usual and adjusted likelihoods (1999).
Cited: 3 times.

(41) RePEc:bla:jorssb:v:64:y:2002:i:3:p:499-517 Operating characteristics and extensions of the false discovery rate procedure (2002).
Cited: 3 times.

(42) RePEc:bla:jorssb:v:62:y:2000:i:2:p:399-412 Inference for multivariate normal hierarchical models (2000).
Cited: 3 times.

(43) RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29 A modified likelihood ratio test for homogeneity in finite mixture models (2001).
Cited: 3 times.

(44) RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285 Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm (1999).
Cited: 3 times.

(45) RePEc:bla:jorssb:v:62:y:2000:i:4:p:667-680 Proportional hazards estimate of the conditional survival function (2000).
Cited: 3 times.

(46) RePEc:bla:jorssb:v:64:y:2002:i:3:p:321-348 Chain graph models and their causal interpretations (2002).
Cited: 3 times.

(47) RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205 Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach (2004).
Cited: 3 times.

(48) RePEc:bla:jorssb:v:61:y:1999:i:2:p:331-344 Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables (1999).
Cited: 3 times.

(49) RePEc:bla:jorssb:v:62:y:2000:i:2:p:335-354 Adaptive weights smoothing with applications to image restoration (2000).
Cited: 3 times.

(50) RePEc:bla:jorssb:v:65:y:2003:i:1:p:3-39 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (2003).
Cited: 3 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:hhs:rbnkwp:0211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(2) RePEc:hum:wpaper:sfb649dp2007-017 Empirical Pricing Kernels and Investor Preferences (2007). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers

(3) RePEc:hum:wpaper:sfb649dp2007-033 Does International Outsourcing Depress Union Wages? (2007). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers

Recent citations received in: 2006

(1) RePEc:cte:wsrepe:ws066117 UNCERTAINTY UNDER A MULTIVARIATE NESTED-ERROR REGRESSION MODEL WITH LOGARITHMIC TRANSFORMATION (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

Recent citations received in: 2005

(1) RePEc:wpa:wuwpem:0511001 Directional Log-spline Distributions (2005). EconWPA / Econometrics

Recent citations received in: 2004

(1) RePEc:bep:hvdbio:1017 A Nonstationary Negative Binomial Time Series with Time-Dependent Covariates: Enterococcus Counts in Boston Harbor (2004). Berkeley Electronic Press / Harvard University Biostatistics Working Paper Series

(2) RePEc:gen:geneem:2004.07 A Latent Variable Approach for the Construction of Continuous Health Indicators (2004). Département d'Econométrie, Université de Genève / Cahiers du Département d'Econométrie

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Source data used to compute the impact factor of RePEc series.