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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of the Royal Statistical Society Series B / Royal Statistical Society

0.64

Impact Factor

0.81

5-Years IF

27

5-Years H index

[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 IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.270100 (%)0.1
19990.31575780.1440600 (%)80.140.13
20000.120.390.1252109140.13414577577 (%)50.10.15
20010.150.410.1546155300.194531091610916 (%)120.260.16
20020.360.430.345200520.26943983515547 (%)30.070.19
20030.370.450.3153253690.274479134200611 (%)30.060.19
20040.460.510.49533061350.443119845253123 (%)50.090.21
20050.270.540.31423481000.292601062924976 (%)10.020.22
20060.210.520.56413892040.523139520239135 (%)20.050.21
20070.290.450.59454342600.62318324234139 (%)30.070.18
20080.50.480.53514853170.652068643234124 (%)40.080.2
20090.280.480.5475323760.711949627232115 (%)60.130.19
20100.390.440.45315633370.61189838226102 (%)30.10.16
20110.40.530.52235864100.7787831215112 (%)40.170.21
20120.560.580.68336194840.78365430197134 (%)0.22
20130.390.710.75366556040.92635622185139 (%)110.310.25
20140.640.810.81396947041.01186944170138 (%)70.180.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
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: 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:

[Click on heading to sort table]

YearTitleCited
2002Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280.

Full description at Econpapers || Download paper

433
2001Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241.

Full description at Econpapers || Download paper

234
2002Bayesian measures of model complexity and fit. (2002). van der Linde, Angelika ; Best, Nicola G. ; Spiegelhalter, David J. ; Carlin, Bradley P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639.

Full description at Econpapers || Download paper

234
2005Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320.

Full description at Econpapers || Download paper

117
2003Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. (2003). Azzalini, Adelchi ; Capitanio, Antonella . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389.

Full description at Econpapers || Download paper

99
2005Addendum: Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:5:p:768-768.

Full description at Econpapers || Download paper

98
2002An adaptive estimation of dimension reduction space. (2002). Tong, Howell ; Xia, Yingcun ; Li, W. K. ; Zhu, Li-Xing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410.

Full description at Econpapers || Download paper

74
1999Statistical applications of the multivariate skew normal distribution. (1999). Azzalini, A. ; Capitanio, A.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602.

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73
2006Model selection and estimation in regression with grouped variables. (2006). Yuan, Ming ; Lin, Yi. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:49-67.

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67
2000Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. (2000). Durbin, J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56.

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55
2003The identifiability of the mixed proportional hazards competing risks model. (2003). . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710.

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54
2002A direct approach to false discovery rates. (2002). Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498.

Full description at Econpapers || Download paper

53
2010Particle Markov chain Monte Carlo methods. (2010). Doucet, Arnaud ; Holenstein, Roman ; Andrieu, Christophe . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:3:p:269-342.

Full description at Econpapers || Download paper

52
2007Probabilistic forecasts, calibration and sharpness. (2007). Raftery, Adrian E. ; Gneiting, Tilmann ; Balabdaoui, Fadoua . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268.

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51
1999Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. (1999). Booth, J. G. ; Hobert, J. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285.

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49
2003Thin plate regression splines. (2003). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114.

Full description at Econpapers || Download paper

40
2009Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). HÅVARD RUE, ; Martino, Sara ; Chopin, Nicolas . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:319-392.

Full description at Econpapers || Download paper

40
2008Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; Lv, Jinchi ; Jinchi Lv, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911.

Full description at Econpapers || Download paper

39
2001Estimating the number of clusters in a data set via the gap statistic. (2001). Walther, Guenther ; Hastie, Trevor ; Tibshirani, Robert . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423.

Full description at Econpapers || Download paper

39
2000Modelling and smoothing parameter estimation with multiple quadratic penalties. (2000). Wood, S. N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428.

Full description at Econpapers || Download paper

35
2000Dealing with label switching in mixture models. (2000). Stephens, Matthew. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809.

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34
2003A skew extension of the t-distribution, with applications. (2003). Jones, M. C. ; Faddy, M. J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174.

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33
2006Sequential Monte Carlo samplers. (2006). Jasra, Ajay ; Del Moral, Pierre ; Doucet, Arnaud . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:411-436.

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33
2006Empirical likelihood confidence regions in a partially linear single-index model. (2006). Xue, Liugen ; Zhu, Lixing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:549-570.

Full description at Econpapers || Download paper

33
2003Adaptive varying-coefficient linear models. (2003). Yao, Qiwei ; Cai, Zongwu . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80.

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32
2005Sparsity and smoothness via the fused lasso. (2005). Zhu, Ji ; Rosset, Saharon ; Tibshirani, Robert ; Saunders, Michael ; Knight, Keith . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:1:p:91-108.

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31
2000Two-step estimation of functional linear models with applications to longitudinal data. (2000). J.-T. Zhang, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322.

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28
1999Conformal normal curvature and assessment of local influence. (1999). W.-Y. Poon, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61.

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27
2007Regression coefficient and autoregressive order shrinkage and selection via the lasso. (2007). Tsai, Chih-Ling ; Li, Guodong . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:1:p:63-78.

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27
1999Intentionally biased bootstrap methods. (1999). Presnell, B. ; HALL, P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158.

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26
2004Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. (2004). Siegmund, David ; Taylor, Jonathan E. ; Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205.

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26
2008The group lasso for logistic regression. (2008). Meier, Lukas ; van de Geer, Sara ; Buhlmann, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:53-71.

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25
2006Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion). (2006). Beskos, Alexandros ; Fearnhead, Paul ; Papaspiliopoulos, Omiros ; Roberts, Gareth O.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:333-382.

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25
2004Likelihood ratio tests in linear mixed models with one variance component. (2004). Crainiceanu, Ciprian M. ; Ruppert, David . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185.

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24
2003An empirical likelihood goodness-of-fit test for time series. (2003). Li, Ming ; Hardle, Wolfgang ; Chen, Song Xi ; Song Xi Chen, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:663-678.

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23
1999Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables. (1999). Wakefield, J. ; Walker, S. ; Damlen, P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:331-344.

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23
2000Semiparametric regression for the mean and rate functions of recurrent events. (2000). Lin, D. Y. ; Ying, Z. ; Wei, L. J. ; Yang, I.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730.

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22
2004Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. (2004). Roberts, Gareth O. ; Dellaportas, Petros ; Papaspiliopoulos, Omiros . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393.

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22
1999Inference in generalized additive mixed modelsby using smoothing splines. (1999). Lin, X.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400.

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22
2009Some asymptotic results on generalized penalized spline smoothing. (2009). Kauermann, Goran ; Krivobokova, Tatyana ; Fahrmeir, Ludwig . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:487-503.

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22
2011Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. (2011). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:1:p:3-36.

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21
2001A modified likelihood ratio test for homogeneity in finite mixture models. (2001). Chen, Hanfeng ; Kalbfleisch, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29.

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20
2000On a mixture autoregressive model. (2000). Wong, C. S. ; Li, W. K.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115.

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20
2009Finding an unknown number of multivariate outliers. (2009). Cerioli, Andrea ; Riani, Marco ; Atkinson, Anthony C.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:447-466.

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19
2008Fast stable direct fitting and smoothness selection for generalized additive models. (2008). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:3:p:495-518.

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19
2000Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. (2000). Kroisandt, G. ; von Sachs, R. ; Nason, G. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:271-292.

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19
2013Large covariance estimation by thresholding principal orthogonal complements. (2013). Mincheva, Martina ; Liao, Yuan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:75:y:2013:i:4:p:603-680.

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18
2006On properties of functional principal components analysis. (2006). Hosseini-Nasab, Mohammad ; Hall, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:109-126.

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18
2003Optimal dynamic treatment regimes. (2003). Murphy, S. A.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:2:p:331-355.

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18
2001Local influence for incomplete data models. (2001). Zhu, Hong-Tu ; Lee, Sik-Yum . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:1:p:111-126.

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18

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2002Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280.

Full description at Econpapers || Download paper

138
2002Bayesian measures of model complexity and fit. (2002). van der Linde, Angelika ; Best, Nicola G. ; Spiegelhalter, David J. ; Carlin, Bradley P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639.

Full description at Econpapers || Download paper

99
2005Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320.

Full description at Econpapers || Download paper

75
2001Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241.

Full description at Econpapers || Download paper

68
2005Addendum: Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:5:p:768-768.

Full description at Econpapers || Download paper

66
2006Model selection and estimation in regression with grouped variables. (2006). Yuan, Ming ; Lin, Yi. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:49-67.

Full description at Econpapers || Download paper

47
2010Particle Markov chain Monte Carlo methods. (2010). Doucet, Arnaud ; Holenstein, Roman ; Andrieu, Christophe . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:3:p:269-342.

Full description at Econpapers || Download paper

40
2003Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. (2003). Azzalini, Adelchi ; Capitanio, Antonella . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389.

Full description at Econpapers || Download paper

38
2007Probabilistic forecasts, calibration and sharpness. (2007). Raftery, Adrian E. ; Gneiting, Tilmann ; Balabdaoui, Fadoua . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268.

Full description at Econpapers || Download paper

27
2002An adaptive estimation of dimension reduction space. (2002). Tong, Howell ; Xia, Yingcun ; Li, W. K. ; Zhu, Li-Xing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410.

Full description at Econpapers || Download paper

25
2008Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; Lv, Jinchi ; Jinchi Lv, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911.

Full description at Econpapers || Download paper

25
1999Statistical applications of the multivariate skew normal distribution. (1999). Azzalini, A. ; Capitanio, A.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602.

Full description at Econpapers || Download paper

23
2005Sparsity and smoothness via the fused lasso. (2005). Zhu, Ji ; Rosset, Saharon ; Tibshirani, Robert ; Saunders, Michael ; Knight, Keith . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:1:p:91-108.

Full description at Econpapers || Download paper

22
2003Thin plate regression splines. (2003). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114.

Full description at Econpapers || Download paper

21
2006Sequential Monte Carlo samplers. (2006). Jasra, Ajay ; Del Moral, Pierre ; Doucet, Arnaud . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:411-436.

Full description at Econpapers || Download paper

19
2013Large covariance estimation by thresholding principal orthogonal complements. (2013). Mincheva, Martina ; Liao, Yuan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:75:y:2013:i:4:p:603-680.

Full description at Econpapers || Download paper

18
2009Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). HÅVARD RUE, ; Martino, Sara ; Chopin, Nicolas . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:319-392.

Full description at Econpapers || Download paper

18
2002A direct approach to false discovery rates. (2002). Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498.

Full description at Econpapers || Download paper

18
2008The group lasso for logistic regression. (2008). Meier, Lukas ; van de Geer, Sara ; Buhlmann, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:53-71.

Full description at Econpapers || Download paper

17
2011Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. (2011). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:1:p:3-36.

Full description at Econpapers || Download paper

17
2001Estimating the number of clusters in a data set via the gap statistic. (2001). Walther, Guenther ; Hastie, Trevor ; Tibshirani, Robert . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423.

Full description at Econpapers || Download paper

16
2000Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. (2000). Durbin, J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56.

Full description at Econpapers || Download paper

14
2000Two-step estimation of functional linear models with applications to longitudinal data. (2000). J.-T. Zhang, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322.

Full description at Econpapers || Download paper

13
2006Empirical likelihood confidence regions in a partially linear single-index model. (2006). Xue, Liugen ; Zhu, Lixing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:549-570.

Full description at Econpapers || Download paper

13
2007Regression coefficient and autoregressive order shrinkage and selection via the lasso. (2007). Tsai, Chih-Ling ; Li, Guodong . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:1:p:63-78.

Full description at Econpapers || Download paper

13
2012Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. (2012). Prangle, Dennis ; Fearnhead, Paul . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:74:y:2012:i:3:p:419-474.

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13
2004Likelihood ratio tests in linear mixed models with one variance component. (2004). Crainiceanu, Ciprian M. ; Ruppert, David . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185.

Full description at Econpapers || Download paper

12
2000Dealing with label switching in mixture models. (2000). Stephens, Matthew. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809.

Full description at Econpapers || Download paper

12
2000Modelling and smoothing parameter estimation with multiple quadratic penalties. (2000). Wood, S. N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428.

Full description at Econpapers || Download paper

12
2009Some asymptotic results on generalized penalized spline smoothing. (2009). Kauermann, Goran ; Krivobokova, Tatyana ; Fahrmeir, Ludwig . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:487-503.

Full description at Econpapers || Download paper

11
2006On properties of functional principal components analysis. (2006). Hosseini-Nasab, Mohammad ; Hall, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:109-126.

Full description at Econpapers || Download paper

10
2003Adaptive varying-coefficient linear models. (2003). Yao, Qiwei ; Cai, Zongwu . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80.

Full description at Econpapers || Download paper

10
2009Shrinkage tuning parameter selection with a diverging number of parameters. (2009). Li, Bo ; Wang, Hansheng ; Leng, Chenlei . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:3:p:671-683.

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10
1999Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. (1999). Booth, J. G. ; Hobert, J. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285.

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10
2008Non-crossing non-parametric estimates of quantile curves. (2008). Dette, Holger ; Volgushev, Stanislav . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:3:p:609-627.

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10
2006Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion). (2006). Beskos, Alexandros ; Fearnhead, Paul ; Papaspiliopoulos, Omiros ; Roberts, Gareth O.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:333-382.

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10
2006Generalized linear array models with applications to multidimensional smoothing. (2006). Currie, I. D. ; P. H. C. Eilers, ; Durban, M.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:2:p:259-280.

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9
2009Finding an unknown number of multivariate outliers. (2009). Cerioli, Andrea ; Riani, Marco ; Atkinson, Anthony C.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:447-466.

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9
2003The identifiability of the mixed proportional hazards competing risks model. (2003). . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710.

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9
2004Approximating likelihoods for large spatial data sets. (2004). Welty, Leah J. ; Chi, Zhiyi ; Stein, Michael L.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:2:p:275-296.

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9
2000Semiparametric regression for the mean and rate functions of recurrent events. (2000). Lin, D. Y. ; Ying, Z. ; Wei, L. J. ; Yang, I.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730.

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9
2007On the non-negative garrotte estimator. (2007). Yuan, Ming ; Lin, Yi. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:2:p:143-161.

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8
2011An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach. (2011). Lindgren, Finn ; Lindstrom, Johan ; Rue, Hvard . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:4:p:423-498.

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8
2013Optimal predictions of powers of conditionally heteroscedastic processes. (2013). Francq, Christian . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:75:y:2013:i:2:p:345-367.

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8
2011Riemann manifold Langevin and Hamiltonian Monte Carlo methods. (2011). Calderhead, Ben ; Girolami, Mark . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:2:p:123-214.

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8
2003A skew extension of the t-distribution, with applications. (2003). Jones, M. C. ; Faddy, M. J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174.

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8
2004Penalized triograms: total variation regularization for bivariate smoothing. (2004). Mizera, Ivan ; Koenker, Roger . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:145-163.

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8
2005Geometric representation of high dimension, low sample size data. (2005). Neeman, Amnon ; Hall, Peter ; Marron, J. S.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:3:p:427-444.

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8
2008Fast stable direct fitting and smoothness selection for generalized additive models. (2008). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:3:p:495-518.

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8
2001Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation. (2001). Zhu, Hong-Tu ; Gu, Minggao . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:339-355.

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8

Citing documents used to compute impact factor 44:

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YearTitleSee
2014A new Pearson-type QMLE for conditionally heteroskedastic models. (2014). Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52732.

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2014TIME VARYING LONG RUN DYNAMICS AND CONVERGENCE IN THE UK ENERGY MARKET. (2014). de Menezes, Lilian M. ; Tamvakis, Michael ; Houllier, Melanie . In: EcoMod2014. RePEc:ekd:006356:6970.

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2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices. (2014). Pesaran, Hashem M. ; Smith, Vanessa L. ; Bailey, Natalia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4834.

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2014A multiple testing approach to the regularisation of large sample correlation matrices. (2014). Pesaran, Hashem ; Smith, Vanessa ; Bailey, Natalia . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1413.

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2014On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix. (2014). Gupta, Arjun K. ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1308.2608.

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2014On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix. (2014). Gupta, Arjun K. ; Bodnar, Taras . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:215-228.

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2014Firm-level Productivity Spillovers in Chinas Chemical Industry: A Spatial Hausman-Taylor Approach. (2014). Kesina, Michaela . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5114.

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[Citation Analysis]
2014Estimation and inference of FAVAR models. (2014). Bai, Jushan ; Lu, Lina ; Li, Kunpeng . In: MPRA Paper. RePEc:pra:mprapa:60960.

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2014Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice. (2014). Laurent A. F. Callot, ; Medeiros, Marcelo C.. In: CREATES Research Papers. RePEc:aah:create:2014-42.

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2014Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice. (2014). Kock, Anders B. ; Medeiros, Marcelo C. ; Callot, Laurent . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140147.

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2014Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. (2014). Johansen, Adam ; Spano, Dario ; Finke, Axel . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:3:p:577-609.

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[Citation Analysis]
2014RMCMC: A system for updating Bayesian models. (2014). Gandy, Axel ; Lau, Din-Houn F.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:99-110.

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[Citation Analysis]
2014Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework. (2014). Hannart, Alexis ; Naveau, Philippe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:149-162.

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2014An M-estimator of Spatial Tail Dependence. (2014). Kiriliouk, A. ; Segers, J. ; Einmahl, J. H. J., ; Krajina, A.. In: Discussion Paper. RePEc:tiu:tiucen:2d5c1a3b-a5f6-4329-8df2-f7d0bb2f1243.

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[Citation Analysis]
2014On diversity under a Bayesian nonparametric dependent model. (2014). Rousseau, Judith ; Mengersen, Kerrie ; Arbel, Julyan . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13439.

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[Citation Analysis]
2014Testing stationarity of functional time series. (2014). Rice, Gregory ; Kokoszka, Piotr . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82.

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2014Functional data analysis with increasing number of projections. (2014). Steinebach, Josef G. ; FREMDT, STEFAN ; Kokoszka, Piotr . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:313-332.

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2014Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis. (2014). Imori, Shinpei ; Katayama, Shota . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:138-150.

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2014When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices. (2014). Yoon, Gawon ; Yamada, Hiroshi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:193-207.

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2014Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models. (2014). Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-7.

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2014Semiparametric efficient estimation for partially linear single-index models with responses missing at random. (2014). Lai, Peng ; Wang, Qihua . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:33-50.

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2014Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data. (2014). Li, Degui ; Wang, Suojin ; Chen, Jia ; Liang, Hua . In: Discussion Papers. RePEc:yor:yorken:14/26.

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2014A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data. (2014). Yang, Lijian ; Hardle, Wolfgang Karl ; Wang, LI ; Gu, Lijie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-002.

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[Citation Analysis]
2014A simultaneous confidence corridor for varying coefficient regression with sparse functional data. (2014). Yang, Lijian ; Hardle, Wolfgang ; Wang, LI ; Gu, Lijie . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:4:p:806-843.

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2014Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146.

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2014Group subset selection for linear regression. (2014). Gao, Junbin ; Guo, Yi ; Berman, Mark. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:39-52.

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[Citation Analysis]
2014Principal Component Analysis in an Asymmetric Norm. (2014). Osipenko, Maria ; Hardle, Wolfgang Karl ; Tran, Ngoc Mai . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-001.

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2014Regularized principal components of heritability. (2014). Yuan, Ming ; Fang, Yixin ; Feng, Yang . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:455-465.

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2014WAVELET ANALYSIS OF SPATIO-TEMPORAL DATA. (2014). Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:311.

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2014A survey of functional principal component analysis. (2014). Shang, Han . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:98:y:2014:i:2:p:121-142.

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2014Bootstrapping Sample Quantiles of Discrete Data. (2014). Leucht, Anne ; Jentsch, Carsten . In: Working Papers. RePEc:mnh:wpaper:36588.

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[Citation Analysis]
2014Model determination and estimation for the growth curve model via group SCAD penalty. (2014). Hu, Jianhua ; Xin, Xin ; You, Jinhong . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:199-213.

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2014An Inequality for Correlations in Unidimensional Monotone Latent Variable Models for Binary Variables. (2014). Ellis, Jules. In: Psychometrika. RePEc:spr:psycho:v:79:y:2014:i:2:p:303-316.

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2014Adaptive linear step-up multiple testing procedure with the bias-reduced estimator. (2014). Zhang, Chunming ; Kim, Donggyu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:31-39.

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[Citation Analysis]
2014Optimal rejection curves for exact false discovery rate control. (2014). Adekpedjou, Akim ; Habiger, Joshua D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:21-28.

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2014On the Selection of Common Factors for Macroeconomic Forecasting. (2014). Giovannelli, Alessandro . In: MPRA Paper. RePEc:pra:mprapa:60673.

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[Citation Analysis]
2014LOL selection in high dimension. (2014). Picard, D. ; Mougeot, M. ; Tribouley, K.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:743-757.

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2014Simulation-based Bayesian inference for epidemic models. (2014). Cook, Alex R. ; McKinley, Trevelyan J. ; Deardon, Rob ; Ross, Joshua V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447.

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2014Hierarchical Approximate Bayesian Computation. (2014). Turner, Brandon ; Zandt, Trisha . In: Psychometrika. RePEc:spr:psycho:v:79:y:2014:i:2:p:185-209.

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2014A Quasi likelihood approximation of posterior distributions for likelihood-intractable complex models. (2014). Ruli, Erlis ; Cabras, Stefano ; Castellanos, Maria . In: METRON. RePEc:spr:metron:v:72:y:2014:i:2:p:153-167.

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2014Approximate Bayesian Computation in State Space Models. (2014). Brendan P. M. McCabe, ; Maneesoonthorn, Worapree ; Martin, Gael M. ; Robert, Christian P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-20.

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[Citation Analysis]
2014A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice. (2014). Kobayashi, Genya . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:167-183.

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2014Nonparametric Regression Approach to Bayesian Estimation. (2014). Hong, Han . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-25.

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[Citation Analysis]
2014Connecting Evaluation and Budgeting. (2014). Robinson, Marc . In: World Bank Publications. RePEc:wbk:wbpubs:18997.

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Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Inference in High-dimensional Dynamic Panel Data Models. (2014). Tang, Haihan . In: CREATES Research Papers. RePEc:aah:create:2014-58.

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2014High-dimensional sparse MANOVA. (2014). Cai, Tony T. ; Xia, Yin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:174-196.

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2014The lasso for high-dimensional regression with a possible change-point. (2014). Seo, Myunghwan ; Lee, Sokbae . In: CeMMAP working papers. RePEc:ifs:cemmap:26/14.

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2014Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation. (2014). Li, Jun ; Chen, Song Xi ; Song Xi Chen, ; Zhong, Pingshou . In: MPRA Paper. RePEc:pra:mprapa:59815.

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2014Tests for High Dimensional Generalized Linear Models. (2014). Guo, Bin ; Chen, Song Xi ; Song Xi Chen, . In: MPRA Paper. RePEc:pra:mprapa:59816.

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[Citation Analysis]
2014Comments on: Extensions of some classical methods in change point analysis. (2014). Hukova, Marie ; Prakova, Zuzana . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:265-269.

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2014An M-estimator of Spatial Tail Dependence. (2014). Kiriliouk, A. ; Segers, J. ; Einmahl, J. H. J., ; Krajina, A.. In: Discussion Paper. RePEc:tiu:tiucen:2d5c1a3b-a5f6-4329-8df2-f7d0bb2f1243.

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[Citation Analysis]

Recent citations received in: 2013

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YearTitleSee
2013Oracle Inequalities for Convex Loss Functions with Non-Linear Targets. (2013). Kock, Anders Bredahl ; Caner, Mehmet . In: CREATES Research Papers. RePEc:aah:create:2013-51.

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2013Two algorithms for fitting constrained marginal models. (2013). Forcina, A. ; Evans, R. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:1-7.

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2013Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence. (2013). Tarantola, Claudia ; Ntzoufras, Ioannis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:161-177.

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2013Least-squares estimation of a convex discrete distribution. (2013). Durot, Cecile ; Huet, Sylvie ; Robin, Stephane ; Koladjo, Franois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:282-298.

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2013Test of independence for functional data. (2013). Rice, Gregory ; Hukova, Marie ; Horvath, Lajos . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:100-119.

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2013Asymptotic normality of the principal components of functional time series. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:5:p:1546-1562.

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2013Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series. (2013). Tavakoli, Shahin ; Panaretos, Victor M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2779-2807.

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2013A class of hazard rate mixtures for combining survival data from different experiments. (2013). Lijoi, Antonio ; Nipoti, Bernardo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0059.

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2013Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (2013). Zhu, Ke ; Chen, Min . In: MPRA Paper. RePEc:pra:mprapa:50487.

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2013Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified. (2013). Francq, Christian ; El Ghourabi, Mohamed ; Telmoudi, Fedya . In: MPRA Paper. RePEc:pra:mprapa:51150.

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[Citation Analysis]
2013A new Pearson-type QMLE for conditionally heteroskedastic models. (2013). Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52344.

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[Citation Analysis]

Recent citations received in: 2012

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YearTitleSee

Recent citations received in: 2011

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YearTitleSee
2011Practical variable selection for generalized additive models. (2011). Marra, Giampiero ; Wood, Simon N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387.

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[Citation Analysis]
2011Hybrid Monte Carlo on Hilbert spaces. (2011). Beskos, A. ; Sanz-Serna, J. M. ; Pinski, F. J. ; Stuart, A. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2201-2230.

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2011Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). Brendan P. M. McCabe, ; Ng, Jason ; Martin, Gael M. ; Forbes, Catherine S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-11.

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2011An M-Estimator for Tail Dependence in Arbitrary Dimensions. (2011). Krajina, A. ; Segers, J. ; Einmahl, J. H. J., . In: Discussion Paper. RePEc:tiu:tiucen:27508aa0-9825-4d9e-b1f4-17c43bff953e.

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[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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