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Statistics & Probability Letters / Elsevier

0.13

Impact Factor

0.15

5-Years IF

24

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.0114314330.02247215455389 (36%)0.04
19910.010.10.0116931250.022972582532374 (24.9%)10.010.04
19920.020.090.02189501110.02292312663110111 (38%)0.04
19930.010.110.01181682140.023103583716772 (23.2%)0.05
19940.010.120.01169851130.022903702797789 (30.7%)0.04
19950.060.190.0719810491000.13603502185160140 (38.9%)0.07
19960.090.230.0827113201270.14443673290669141 (31.8%)40.010.09
19970.070.260.0926815881700.1151546931100887156 (30.3%)40.010.09
19980.060.280.0520617941300.0744653931108756120 (26.9%)50.020.1
19990.080.320.0724920431820.0960447436111280152 (25.2%)80.030.13
20000.070.390.0924222852200.1540455331192103151 (28%)30.010.15
20010.120.390.125325382620.1636491571236125179 (28.1%)80.030.14
20020.110.40.122627642490.09451495531218124119 (26.4%)50.020.17
20030.090.430.0923129952670.09497479441176104133 (26.8%)70.030.18
20040.080.480.1120131963120.1406457361201132116 (28.6%)90.040.19
20050.090.520.1219833943330.142043237115313396 (22.9%)90.050.2
20060.10.510.1225336474000.11388399391109132116 (29.9%)30.010.2
20070.10.450.1322838754290.1130445143110913980 (26.3%)30.010.18
20080.150.480.1947743526170.14758481721111210187 (24.7%)110.020.2
20090.130.490.1736747196840.14494705891357231160 (32.4%)160.040.19
20100.150.460.1527749966760.14438844123152322890 (20.5%)130.050.17
20110.140.490.1327652726140.1231064488160220393 (30%)70.030.19
20120.190.520.1830855807940.143765531051625296119 (31.6%)60.020.19
20130.190.580.1833259128440.14262584112170531288 (33.6%)100.030.2
20140.190.60.1724661588220.13178640120156026057 (32%)50.020.2
20150.160.610.1934965079320.1415157892143927564 (42.4%)140.040.19
20160.190.680.18279678610040.1594595115151127327 (28.7%)190.070.2
20170.130.730.1531270989190.133962883151423414 (35.9%)150.050.22
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:

#YearTitleCited
11988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

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116
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

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103
32001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

89
41983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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60
51999Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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59
61999Recursive mean adjustment in time-series inferences. (1999). So, Beong Soo ; Shin, Dong Wan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73.

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45
71986Convergence rates for partially splined models. (1986). Rice, John. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

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42
81989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

Full description at Econpapers || Download paper

42
91997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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41
101996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

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40
112006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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40
122001Moments of skew-normal random vectors and their quadratic forms. (2001). , Lihe ; Liu, Xiangwei ; Genton, Marc G. ; He, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325.

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34
131987Estimation of integrated squared density derivatives. (1987). Marron, J. S. ; Hall, Peter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115.

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34
141998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

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32
152001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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31
161990A note on the almost sure central limit theorem. (1990). Lacey, Michael T. ; Philipp, Walter. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205.

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30
172003Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

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27
182005Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui . In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70.

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27
191991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Jones, M. C. ; Sheather, S. J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514.

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26
201998Change-point in the mean of dependent observations. (1998). Kokoszka, Piotr ; Leipus, Remigijus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393.

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25
212008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

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25
221997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

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24
231988On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250.

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24
242000Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345.

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24
252000A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161.

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24
261999Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409.

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23
271993Testing the equality of nonparametric regression curves. (1993). Delgado, Miguel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204.

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23
282012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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23
291991Testing the equality of two regression curves using linear smoothers. (1991). King, Eileen ; Wehrly, Thomas E. ; HART, Jeffrey D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:12:y:1991:i:3:p:239-247.

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23
302001Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

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23
311998Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195.

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22
321996Asymptotic normality of regression estimators with long memory errors. (1996). Giraitis, Liudas ; Surgailis, Donatas ; Koul, Hira L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335.

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22
332000The skew-Cauchy distribution. (2000). Arnold, Barry C. ; Beaver, Robert J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:3:p:285-290.

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22
341993A triptych of discrete distributions related to the stable law. (1993). Devroye, Luc. In: Statistics & Probability Letters. RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351.

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22
352008Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306.

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22
361983A generalized geometric distribution and some of its properties. (1983). Philippou, Andreas N. ; Georghiou, Costas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175.

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22
371994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

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22
381992Density estimation in Besov spaces. (1992). Picard, D. ; Kerkyacharian, G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24.

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22
392008On comonotonicity of Pareto optimal risk sharing. (2008). Ruschendorf, Ludger ; Ludkovski, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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21
402008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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21
412007Multivariate extensions of Spearmans rho and related statistics. (2007). Schmid, Friedrich ; Schmidt, Rafael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416.

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21
421995On nonparametric likelihood ratio estimation of survival probabilities for censored data. (1995). Li, Gang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:25:y:1995:i:2:p:95-104.

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21
431991A joint test for serial correlation and random individual effects. (1991). Li, Qi ; Baltagi, Badi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:3:p:277-280.

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21
441992A note on the almost sure convergence of sums of negatively dependent random variables. (1992). Matula, Przemyslaw. In: Statistics & Probability Letters. RePEc:eee:stapro:v:15:y:1992:i:3:p:209-213.

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20
451996Unit root tests for time series with outliers. (1996). Shin, Dong Wan ; Sarkar, Sahadeb ; Lee, Jong Hyup. In: Statistics & Probability Letters. RePEc:eee:stapro:v:30:y:1996:i:3:p:189-197.

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20
461995On some characterizations of the t-distribution. (1995). Bolfarine, Heleno ; Arellano-Valle, Reinaldo B.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:25:y:1995:i:1:p:79-85.

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20
472004A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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20
482014Variable selection in infinite-dimensional problems. (2014). Aneiros, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:12-20.

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20
492005On diagnostics in symmetrical nonlinear models. (2005). Cysneiros, Francisco Jose A., ; Galea, Manuel ; Paula, Gilberto A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:4:p:459-467.

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20
501995On geometric ergodicity of nonlinear autoregressive models. (1995). Lee, Chanho ; Bhattacharya, Rabi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:22:y:1995:i:4:p:311-315.

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20

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

#YearTitleCited
12010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

Full description at Econpapers || Download paper

45
22001Bayesian quantile regression. (2001). Yu, Keming ; Moyeed, Rana A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

41
32014Variable selection in infinite-dimensional problems. (2014). Aneiros, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:12-20.

Full description at Econpapers || Download paper

20
41999Functional linear model. (1999). Ferraty, Frederic ; Sarda, Pascal ; Cardot, Herve. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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20
52006Semi-functional partial linear regression. (2006). Aneiros-Perez, German ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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19
62013Uniform consistency of kNN regressors for functional variables. (2013). Kudraszow, Nadia L. ; Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:8:p:1863-1870.

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16
72013Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Lahrouz, Aadil ; Omari, Lahcen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968.

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16
81988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

Full description at Econpapers || Download paper

15
92001On the multivariate probability integral transformation. (2001). Genest, Christian ; Rivest, Louis-Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

Full description at Econpapers || Download paper

14
102016Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40.

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13
112012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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13
122011Multivariate causality tests with simulation and application. (2011). Wong, Wing-Keung ; Zhang, Bingzhi ; Bai, Zhidong ; Li, Heng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1063-1071.

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13
131998A lifetime distribution with decreasing failure rate. (1998). Adamidis, K. ; Loukas, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

Full description at Econpapers || Download paper

11
142001Identifiability of cure models. (2001). Li, Chin-Shang ; Taylor, Jeremy M. G., ; Sy, Judy P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

Full description at Econpapers || Download paper

11
152008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

Full description at Econpapers || Download paper

10
162008Asymptotics of sums of lognormal random variables with Gaussian copula. (2008). Rojas-Nandayapa, Leonardo ; Asmussen, Soren. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2709-2714.

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10
171998A Bayesian analysis of generalized threshold autoregressive models. (1998). Chen, Cathy W. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:1:p:15-22.

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10
182011The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test. (2011). Wong, Wing-Keung ; Wang, Keyan ; Bai, Zhidong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1078-1085.

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10
191989Maxima of normal random vectors: Between independence and complete dependence. (1989). Husler, Jurg ; Reiss, Rolf-Dieter . In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

Full description at Econpapers || Download paper

9
202003Elliptical copulas: applicability and limitations. (2003). Szimayer, Alexander ; Junker, Markus ; Frahm, Gabriel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

Full description at Econpapers || Download paper

9
211994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

Full description at Econpapers || Download paper

9
222005Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui . In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70.

Full description at Econpapers || Download paper

8
232009Precise large deviations for dependent random variables with heavy tails. (2009). Liu, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:9:p:1290-1298.

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8
242000A multivariate central limit theorem for continuous local martingales. (2000). van Zanten, Harry. In: Statistics & Probability Letters. RePEc:eee:stapro:v:50:y:2000:i:3:p:229-235.

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8
251996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

Full description at Econpapers || Download paper

8
261984A note on L-estimates for linear models. (1984). Koenker, Roger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:2:y:1984:i:6:p:323-325.

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8
272008A note on the closed-form identification of regression models with a mismeasured binary regressor. (2008). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:12:p:1473-1479.

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7
282002An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution. (2002). Karlis, Dimitris. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:1:p:43-52.

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7
291989Sharp inequalities between skewness and kurtosis. (1989). Szekely, Gabor J. ; Rohatgi, Vijay K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:8:y:1989:i:4:p:297-299.

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7
301999Estimation of the coefficient of tail dependence in bivariate extremes. (1999). Peng, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409.

Full description at Econpapers || Download paper

7
312008Consistency of the regression estimator with functional data under long memory conditions. (2008). Benhenni, K. ; Hedli-Griche, S. ; Vieu, P. ; Rachdi, M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:8:p:1043-1049.

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7
322014Capturing patterns via parsimonious t mixture models. (2014). Ho, Hsiu J. ; McNicholas, Paul D. ; Lin, Tsung-I, . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:80-87.

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7
331997Backward stochastic differential equations with continuous coefficient. (1997). Lepeltier, J. P. ; San Martin, J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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342009On the unification of long-term survival models. (2009). Louzada-Neto, Francisco ; Cancho, Vicente G. ; de Castro, Mrio ; Rodrigues, Josemar . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:6:p:753-759.

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352005The likelihood ratio test for a separable covariance matrix. (2005). Zimmerman, Dale L. ; Lu, Nelson. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:4:p:449-457.

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361997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Pea, Daniel ; Zamar, Ruben . In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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6
372007Multivariate extensions of Spearmans rho and related statistics. (2007). Schmid, Friedrich ; Schmidt, Rafael . In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416.

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6
381998Relative-error prediction. (1998). Park, Heungsun ; Stefanski, L. A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:3:p:227-236.

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392008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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402000A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161.

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412000Kernel-based functional principal components. (2000). Boente, Graciela ; Fraiman, Ricardo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:48:y:2000:i:4:p:335-345.

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421997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold . In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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432010On the first passage problem for correlated Brownian motion. (2010). Metzler, Adam . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:5-6:p:277-284.

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6
441990Full maximum likelihood analysis of structural equation models with polytomous variables. (1990). Bentler, P. M. ; Poon, Wai-Yin ; Lee, Sik-Yum . In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:1:p:91-97.

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452010Subset selection for vector autoregressive processes via adaptive Lasso. (2010). Zhang, Xinsheng ; Ren, Yunwen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1705-1712.

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462005Realistic variation of shock models. (2005). Gut, Allan ; Husler, Jurg . In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204.

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472004A new class of bivariate copulas. (2004). Rodriguez-Lallena, Jose Antonio ; beda-Flores, Manuel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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481985A concept of negative dependence using stochastic ordering. (1985). Block, Henry W. ; Savits, Thomas H. ; Shaked, Moshe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:3:y:1985:i:2:p:81-86.

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492013Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions. (2013). Morris, Katherine ; McNicholas, Paul D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2088-2093.

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5
501988On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250.

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Citing documents used to compute impact factor 83:

YearTitle
2017Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:57-69.

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2017Fractionally integrated inverse stable subordinators. (2017). Iksanov, Alexander ; Shevchenko, Georgiy ; Marynych, Alexander ; Kabluchko, Zakhar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:1:p:80-106.

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2017On randomization-based causal inference for matched-pair factorial designs. (2017). Lu, Jiannan ; Deng, Alex . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:99-103.

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2017Joint distribution of k-tuple statistics in zero-one sequences of Markov-dependent trials. (2017). Arapis, Anastasios N ; Psillakis, Zaharias M ; Makri, Frosso S. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0080-5.

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2017Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression. (2017). Wang, Shangshan ; Xiang, Liming. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:136-154.

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2017The effectiveness of adding cold standby redundancy to a coherent system at system and component levels. (2017). Eryilmaz, Serkan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:165:y:2017:i:c:p:331-335.

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2017The strong laws of large numbers for positive measurable operators and applications. (2017). van Quang, Nguyen ; Hong, LE ; The, DO. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:110-120.

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2017Bayesian Inference for TIP curves: An Application to Child Poverty in Germany. (2017). Lubrano, Michel ; FOURRIER-NICOLAÏ, Edwin ; Fourrier-Nicolai, Edwin . In: Working Papers. RePEc:hal:wpaper:halshs-01494354.

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2017Scale mixtures of skew-normal-Cauchy distributions. (2017). Kahrari, F ; Yousefzadeh, F ; Rezaei, M ; Arellano-Valle, R B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:1-6.

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2017On compound sums under dependence. (2017). Eryilmaz, Serkan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:228-234.

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2017Semiparametric dose finding methods. (2017). Clertant, M ; Oquigley, J. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1487-1508.

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2017Heavy-tailed fractional Pearson diffusions. (2017). Leonenko, N N ; Papi, I ; Uvak, N ; Sikorskii, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:11:p:3512-3535.

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2017Optimal designs for comparing regression models with correlated observations. (2017). Dette, Holger ; Konstantinou, Maria ; Schorning, Kirsten . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:273-286.

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2017Computation of c-optimal designs for models with correlated observations. (2017). Rodriguez-Diaz, Juan M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:287-296.

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2017Bootstrapping INAR models. (2017). Jentsch, Carsten ; Weiss, Christian. In: Working Papers. RePEc:mnh:wpaper:42881.

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2017Random-projection ensemble classification. (2017). Cannings, Timothy I ; Samworth, Richard J. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:959-1035.

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2017The Health Benefits of a Targeted Cash Transfer:The UK Winter Fuel Payment. (2017). Crossley, Thomas ; Zilio, T F. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:17/23.

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2017Understanding the Effects of Income and Child Care Subsidies on Childrens Academic Achievement. (2017). Rodriguez, Jorge. In: 2017 Papers. RePEc:jmp:jm2017:pro1077.

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2017The health benefits of a targeted cash transfer: the UK Winter Fuel Payment. (2017). Crossley, Thomas ; Zilio, Federico. In: IFS Working Papers. RePEc:ifs:ifsewp:17/23.

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2017Self-normalized large deviations under sublinear expectation. (2017). Feng, Xinwei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:123:y:2017:i:c:p:77-83.

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2017An extension of a theorem of Mikosch. (2017). Liu, Xiangdong ; Zou, Yuye . In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:81-86.

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2017On the independence of singular multivariate skew-normal sub-vectors. (2017). Young, Dean M ; Kahle, David J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:58-62.

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2017Quadratic properties of least-squares solutions of linear matrix equations with statistical applications. (2017). Tian, Yongge ; Jiang, BO. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0693-z.

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2017Hypothesis tests in partial linear errors-in-variables models with missing response. (2017). Xu, Hong-Xia ; Chen, Zhen-Long ; Fan, Guo-Liang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:219-229.

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2017New results on the order of functions at infinity. (2017). Cadena, Meitner ; Omey, Edward ; Kratz, Marie. In: Working Papers. RePEc:hal:wpaper:hal-01558855.

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2017New results on the order of functions at infinity. (2017). Cadena, Meitner ; Omey, Edward ; Kratz, Marie. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17008.

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2017Smooth conditional distribution estimators using Bernstein polynomials. (2017). Belalia, Mohamed ; Leblanc, Alexandre ; Bouezmarni, Taoufik . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:166-182.

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2017Boundary non-crossing probabilities for Slepian process. (2017). Deng, Pingjin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:28-35.

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2017BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM. (2017). Deng, Pingjin ; Li, Xiufang. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s021902491750042x.

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2017Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering. (2017). Browne, Ryan P ; Murray, Paula M ; McNicholas, Paul D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:141-156.

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2017A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

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2017Random eigenvalues from a stochastic heat equation. (2017). Pacheco, Carlos G. In: Statistics & Probability Letters. RePEc:eee:stapro:v:123:y:2017:i:c:p:114-121.

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2017Improved two-component tests in Beta-Skew-t-EGARCH models. (2017). Mller, Fernanda Maria ; Bayer, Fbio M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00319.

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2017The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process. (2017). Bouleau, Nicolas ; Chorro, Christophe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:379-395.

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2017Geometric random variables: Descents following maxima. (2017). Archibald, Margaret ; Prodinger, Helmut ; Knopfmacher, Arnold ; Brennan, Charlotte ; Blecher, Aubrey . In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:140-147.

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2017Robust estimators in semi-functional partial linear regression models. (2017). Vahnovan, Alejandra ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:59-84.

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2017Geometry of the q-exponential distribution with dependent competing risks and accelerated life testing. (2017). Wang, Ruibing ; Zhang, Fode ; Shi, Yimin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:552-565.

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2017Scaling transition for nonlinear random fields with long-range dependence. (2017). Pilipauskait, Vytaut ; Surgailis, Donatas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:8:p:2751-2779.

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2017Random version of Dvoretzky’s theorem in ℓpn. (2017). Paouris, Grigoris ; Zinn, Joel ; Valettas, Petros . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:10:p:3187-3227.

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2017Some equalities and inequalities for covariance matrices of estimators under linear model. (2017). Tian, Yongge. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0707-x.

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2017Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications. (2017). Sepehrifar, Mohammad ; Yarahmadian, Shantia. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0740-4.

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2017Methods for Scalar-on-Function Regression. (2017). Shang, Han Lin ; Ogden, Todd R ; Goldsmith, Jeff ; Reiss, Philip T. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249.

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2017The strong laws of large numbers for positive measurable operators and applications. (2017). van Quang, Nguyen ; Hong, LE ; The, DO. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:110-120.

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2017Power in High-dimensional testing Problems. (2017). Kock, Anders ; Preinerstorfer, David . In: Working Papers ECARES. RePEc:eca:wpaper:2013/260442.

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2017An integral representation of dilatively stable processes with independent increments. (2017). Bhatti, T ; Kern, P. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:1:p:209-227.

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2017δ-shock model based on Polya process and its optimal replacement policy. (2017). Eryilmaz, Serkan. In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:690-697.

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2017A note on the asymptotics of the maxima for the St. Petersburg game. (2017). Nakata, Toshio . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:284-287.

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2017A note on multiple imputation under complex sampling. (2017). Kim, J K ; Yang, S. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:1:p:221-228..

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2017Between me and we: The importance of self-profit versus social justifiability for ethical decision making. (2017). Klein, Sina A ; Zettler, Ingo ; Hilbig, Benjamin E ; Thielmann, Isabel. In: Judgment and Decision Making. RePEc:jdm:journl:v:12:y:2017:i:6:p:563-571.

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2017A representation theorem for generators of BSDEs with general growth generators in y and its applications. (2017). Xiao, Lishun ; Fan, Shengjun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:297-305.

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2017Joint distribution of k-tuple statistics in zero-one sequences of Markov-dependent trials. (2017). Arapis, Anastasios N ; Psillakis, Zaharias M ; Makri, Frosso S. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0080-5.

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2017bayesQR: A Bayesian Approach to Quantile Regression. (2017). Benoit, Dries F ; van den Poel, Dirk. In: Journal of Statistical Software. RePEc:jss:jstsof:v:076:i07.

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2017Bounds on Kendall’s tau for zero-inflated continuous variables. (2017). Denuit, Michel M ; Mesfioui, Mhamed . In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:173-178.

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2017The extropy of order statistics and record values. (2017). Qiu, Guoxin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:52-60.

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2017Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks. (2017). Huang, Xing-Fang ; Jiang, Tao ; Yang, Yang ; Zhang, Ting. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:14-:d:92089.

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2017Asymptotic properties of principal component projections with repeated eigenvalues. (2017). Petrovich, Justin ; Reimherr, Matthew. In: Statistics & Probability Letters. RePEc:eee:stapro:v:130:y:2017:i:c:p:42-48.

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2017EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT. (2017). Zhuo, Xiaoyang ; Menoukeu-Pamen, Olivier . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500285.

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2017The fractional non-homogeneous Poisson process. (2017). Scalas, Enrico ; Leonenko, Nikolai ; Trinh, Mailan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:147-156.

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2017Distance correlation coefficients for Lancaster distributions. (2017). Dueck, Johannes ; Richards, Donald ; Edelmann, Dominic . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:19-39.

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2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Maume-Deschamps, Veronique ; Said, Khalil ; Rulliere, Didier . In: Working Papers. RePEc:hal:wpaper:hal-01367277.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

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2017Fractional Brownian motion time-changed by gamma and inverse gamma process. (2017). Sundar, S ; Wyomaska, A ; Pooczaski, R ; Kumar, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:648-667.

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2017Pricing derivatives in Hermite markets. (2017). Stoyanov, Stoyan V ; Fabozzi, Frank J ; Mittnik, Stefan ; Rachev, Svetlozar T. In: Papers. RePEc:arx:papers:1709.09068.

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2017Incorporating the influence of Chinas industrial capacity elimination policies in electricity demand forecasting. (2017). Song, Zongyun ; Wang, Yuwei ; Xiao, Xinli ; Dai, Shuyu ; Niu, Dongxiao. In: Utilities Policy. RePEc:eee:juipol:v:47:y:2017:i:c:p:1-11.

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2017New properties of the orthant convex-type stochastic orders. (2017). Fernandez-Ponce, J M ; Rodriguez-Griolo, M R. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0527-5.

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2017Classical and Bayesian estimation of reliability in a multicomponent stress–strength model based on the proportional reversed hazard rate mode. (2017). Kizilaslan, Fatih. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:136:y:2017:i:c:p:36-62.

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2017On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process. (2017). Aliyev, Rovshan ; Bayramov, Veli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:127:y:2017:i:c:p:138-149.

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2017Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. (2017). Albrecher, Hansjorg ; Ivanovs, Jevgenijs . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:2:p:643-656.

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2017A moderate deviation principle for stochastic Volterra equation. (2017). Yao, Nian ; Zhang, Shuguang ; Li, Yumeng ; Wang, Ran. In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:79-85.

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2017Short Maturity Asian Options for the CEV Model. (2017). Pirjol, Dan ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1702.03382.

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2017Joint stochastic orders of high degrees and their applications in portfolio selections. (2017). Wei, Wei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:141-148.

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2017Limit theorems for the compensator of Hawkes processes. (2017). Seol, Youngsoo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:127:y:2017:i:c:p:165-172.

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2017Time-dependent analysis of an M / M / c preemptive priority system with two priority classes. (2017). Selen, Jori ; Fralix, Brian . In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:87:y:2017:i:3:d:10.1007_s11134-017-9541-2.

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2017Distinguishing Log-Concavity from Heavy Tails. (2017). Asmussen, Soren ; Lehtomaa, Jaakko . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:10-:d:89508.

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2017Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters. (2017). Nadarajah, Saralees ; Chu, Jeffrey ; Jiang, Xiao. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2444-0.

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2017On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling. (2017). Wang, Xinlei ; Ahn, Soohyun ; Lim, Johan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:123:y:2017:i:c:p:210-217.

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2017Estimation of population proportion for judgment post-stratification. (2017). Zamanzade, Ehsan ; Wang, Xinlei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:257-269.

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2017A more efficient proportion estimator in ranked set sampling. (2017). Zamanzade, Ehsan ; Mahdizadeh, M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:28-33.

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2017Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:57-69.

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2017In search of an optimal kernel for a bias correction method for density estimators. (2017). Sakhanenko, Lyudmila . In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:42-50.

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2017Maximum likelihood estimator of the scale parameter for the Riesz distribution. (2017). Kammoun, Kaouthar ; Masmoudi, Afif ; Louati, Mahdi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:127-131.

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2017Linear hypothesis testing in high-dimensional one-way MANOVA. (2017). Zhang, Jin-Ting ; Zhou, BU ; Guo, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:200-216.

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Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017Conditional-Mean Hedging Under Transaction Costs in Gaussian Models. (2017). Sottinen, Tommi ; Viitasaari, Lauri. In: Papers. RePEc:arx:papers:1708.03242.

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2017Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658.

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2017Equilibrium distributions and discrete Schur-constant models. (2017). Castaner, Anna ; Claramunt, Merce M. In: Papers. RePEc:arx:papers:1709.09955.

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2017A Theorem at the Core of Colliding Bias. (2017). Doron, Shahar ; Eyal, Shahar . In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:11:n:7.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2017Finite time Parisian ruin of an integrated Gaussian risk model. (2017). Peng, Xiaofan ; Luo, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:22-29.

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2017Multiplying a Gaussian matrix by a Gaussian vector. (2017). Mattei, Pierre-Alexandre . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:67-70.

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2017Asymptotic normality of one-step M-estimators based on non-identically distributed observations. (2017). Yu, Yuliana . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:216-221.

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2017Fractional smoothness of derivative of self-intersection local times. (2017). Shi, Qun ; Yu, Xianye . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:241-251.

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2017Hedging in fractional Black–Scholes model with transaction costs. (2017). Shokrollahi, Foad ; Sottinen, Tommi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:130:y:2017:i:c:p:85-91.

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2017Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. (2017). Anastasiou, Andreas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83635.

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2017BAYESIAN ESTIMATION OF MEASLES VACCINATION COVERAGE UNDER RANKED SET SAMPLING. (2017). Das, Radhakanta ; Nath, Dilip C ; Verma, Vivek. In: Statistics in Transition New Series. RePEc:exl:29stat:v:18:y:2017:i:4:p:589-608.

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2017Optional Defaultable Markets. (2017). Abdelghani, Mohamed N ; Melnikov, Alexander V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:56-:d:115997.

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2017Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67.

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2017BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM. (2017). Deng, Pingjin ; Li, Xiufang. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s021902491750042x.

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Recent citations received in 2016
YearCiting document
2016HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf.

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2016Multiple-Output Quantile Regression. (2016). Hallin, Marc ; Iman, Miroslav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/224753.

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2016The impact of universal prekindergarten on family behavior and child outcomes. (2016). Andresen, Martin ; Chor, Elise ; Kalil, Ariel. In: Economics of Education Review. RePEc:eee:ecoedu:v:55:y:2016:i:c:p:168-181.

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2016Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property. (2016). Piliszek, Agnieszka ; Wesoowski, Jacek . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:15-27.

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2016Role of spatial analysis technology in power system industry: An overview. (2016). Al-Ramadan, Baqer ; Rahman, Syed Masiur ; Shafiullah, MD ; Golam, MD. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:66:y:2016:i:c:p:584-595.

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2016Conditional independence and conditioned limit laws. (2016). Papastathopoulos, Ioannis . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:1-4.

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2016Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas. (2016). McLachlan, Geoffrey J ; Lee, Sharon X. In: Statistics & Probability Letters. RePEc:eee:stapro:v:116:y:2016:i:c:p:1-5.

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2016Covariate adjustment in randomization-based causal inference for 2K factorial designs. (2016). Lu, Jiannan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:11-20.

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2016Kernel estimation of the tail index of a right-truncated Pareto-type distribution. (2016). Benchaira, Souad ; Necir, Abdelhakim ; Meraghni, Djamel . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:186-193.

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2016Simulation of Gamma records. (2016). Stepanov, A ; Pakhteev, A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:204-212.

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2016Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction. (2016). Matsuda, Takeru ; Strawderman, William E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:21-29.

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2016Automatic variable selection for varying coefficient models with longitudinal data. (2016). Tian, Ruiqin ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:84-90.

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2016Operation Optimization of Steam Accumulators as Thermal Energy Storage and Buffer Units. (2016). Sun, Wen Qiang ; Wang, Yanhui ; Hong, Yuhao . In: Energies. RePEc:gam:jeners:v:10:y:2016:i:1:p:17-:d:86053.

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2016The Life-cycle Benefits of an Influential Early Childhood Program. (2016). Prados, María José ; Heckman, James ; Garcia, Jorge Luis ; Leaf, Duncan Ermini . In: Working Papers. RePEc:hka:wpaper:2016-035.

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2016Stochastic Comparison of Parallel Systems with Finite Range Distributed Components. (2016). Chowdhury, Shovan ; Kundu, Amarjit . In: Working papers. RePEc:iik:wpaper:201.

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2016Type I Censored Acceptance Sampling Plan for the Generalized Weibull Model. (2016). Chowdhury, Shovan . In: Working papers. RePEc:iik:wpaper:208.

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2016Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9.

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2016Quantification of relative ageing in discrete time. (2016). Sankaran, P G ; Ramesh, Nidhi P ; Nair, Unnikrishnan N. In: METRON. RePEc:spr:metron:v:74:y:2016:i:3:d:10.1007_s40300-016-0097-4.

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2016Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function. (2016). Meintanis, Simos G ; Santana, Leonard ; Allison, James . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:4:d:10.1007_s00362-016-0760-0.

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Recent citations received in 2015
YearCiting document
2015A new strategy for optimal foldover two-level designs. (2015). Qin, Hong ; Elsawah, A. M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:103:y:2015:i:c:p:116-126.

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2015Mixture discrepancy on symmetric balanced designs. (2015). Elsawah, A M ; Qin, Hong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:123-132.

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2015Large deviations for a Poisson random indexed branching process. (2015). Gao, Zhenlong ; Wang, Weigang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:143-148.

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2015On descents after maximal values in samples of discrete random variables. (2015). Yakubovich, YU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:203-208.

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2015Rates of mean square convergence of density and failure rate estimators under twice censoring. (2015). Boukeloua, Mohamed . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:121-128.

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2015Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor. (2015). Pourahmadi, Mohsen ; Wang, Xiao. In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:5-12.

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2015de La Vallée Poussin’s theorem, uniform integrability, tightness and moments. (2015). Chandra, Tapas Kumar. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:136-141.

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2015Analytical approximation for distorted expectations. (2015). Sun, Xianming ; Vanmaele, Michele ; Gan, Siqing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:246-252.

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2015On the use of blocked 2-level main effects plans having blocks of different sizes. (2015). Jacroux, Mike ; Kealy-Dichone, Bonni . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:362-368.

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2015D- and E-optimal blocked main effects plans with unequal block sizes when n is odd. (2015). Dutta, Ganesh ; Saharay, Rita . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:37-43.

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2015A generalization of quantile-based skew logistic distribution of van Staden and King. (2015). Balakrishnan, N ; So, H Y. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:44-51.

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2015Large and moderate deviations for modified Engel continued fractions. (2015). Fang, Lulu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:98-106.

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2015Game of Singular Stochastic Control and Strategic Exit. (2015). Kwon, Dharma H ; Zhang, Hongzhong. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:40:y:2015:i:4:p:869-887.

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2015Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. (2015). Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:69572.

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Recent citations received in 2014
YearCiting document
2014Semiparametric regression in Stata. (2014). Verardi, Vincenzo. In: United Kingdom Stata Users' Group Meetings 2014. RePEc:boc:usug14:09.

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2014Tail asymptotics of random sum and maximum of log-normal risks. (2014). Kortschak, Dominik ; Hashorva, Enkelejd. In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:167-174.

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2014Can the bounds in the multivariate Chebyshev inequality be attained?. (2014). Navarro, Jorge. In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:1-5.

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2014Random Shifting and Scaling of Insurance Risks. (2014). Hashorva, Enkelejd ; Ji, Lanpeng . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:3:p:277-288:d:38449.

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2014LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2014). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Working Papers. RePEc:hal:wpaper:hal-01082903.

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