Citation analysis for Journal of the Royal Statistical Society Series B / Royal Statistical Society

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

1.05

5 Years IF

1.27

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1997	0	0.24	0.1	0	49	49	650	2	5	0		0			0	2	0.04	0.11
1998	0.12	0.28	0.11	0.12	51	100	864	10	16	49	6	49	6		0	4	0.08	0.13
1999	0.13	0.3	0.15	0.13	57	157	1233	23	39	100	13	100	13		0	9	0.16	0.15
2000	0.17	0.36	0.18	0.17	52	209	1235	35	76	108	18	157	26		0	7	0.13	0.16
2001	0.24	0.38	0.28	0.23	48	257	1554	65	147	109	26	209	49		0	13	0.27	0.17
2002	0.52	0.41	0.44	0.4	48	305	3372	131	281	100	52	257	104	8	6.1	16	0.33	0.21
2003	0.6	0.44	0.5	0.52	53	358	1482	179	461	96	58	256	134	3	1.7	8	0.15	0.22
2004	0.84	0.49	0.68	0.72	54	412	1010	280	742	101	85	258	187	11	3.9	8	0.15	0.22
2005	0.39	0.5	0.51	0.56	43	455	1805	232	974	107	42	255	143		0	1	0.02	0.23
2006	0.39	0.5	0.83	0.85	42	497	1383	413	1388	97	38	246	210	1	0.2	2	0.05	0.22
2007	0.42	0.46	0.93	0.99	45	542	1061	502	1891	85	36	240	238	7	1.4	8	0.18	0.2
2008	0.89	0.49	1.13	0.92	51	593	1163	669	2562	87	77	237	218	29	4.3	8	0.16	0.23
2009	0.74	0.47	1.33	1.02	47	640	1056	853	3416	96	71	235	239	71	8.3	9	0.19	0.24
2010	0.59	0.48	1.2	0.8	31	671	764	802	4218	98	58	228	183	57	7.1	5	0.16	0.21
2011	0.79	0.52	1.24	0.83	23	694	751	862	5081	78	62	216	179	8	0.9	7	0.3	0.24
2012	0.98	0.52	1.37	1.11	33	727	391	998	6079	54	53	197	218		0	4	0.12	0.22
2013	0.95	0.56	1.57	1.21	36	763	797	1201	7280	56	53	185	223	30	2.5	22	0.61	0.24
2014	1.07	0.55	1.71	1.42	39	802	873	1367	8648	69	74	170	241		0	22	0.56	0.23
2015	1.29	0.55	1.71	1.35	39	841	413	1441	10089	75	97	162	219		0	16	0.41	0.23
2016	1.46	0.53	1.8	1.49	46	887	440	1600	11690	78	114	170	254	78	4.9	15	0.33	0.21
2017	0.87	0.54	1.79	1.4	70	957	526	1716	13407	85	74	193	271	98	5.7	16	0.23	0.22
2018	0.83	0.56	1.64	1.24	47	1004	369	1651	15058	116	96	230	285		0	10	0.21	0.24
2019	0.83	0.58	1.58	0.95	36	1040	135	1646	16705	117	97	241	230	20	1.2	1	0.03	0.23
2020	0.81	0.7	1.93	1.08	50	1090	250	2108	18813	83	67	238	257	36	1.7	13	0.26	0.33
2021	1.13	0.87	1.99	1.24	44	1134	52	2258	21071	86	97	249	309	82	3.6	7	0.16	0.32
2022	1.05	1	1.97	1.27	89	1223	32	2411	23482	94	99	247	314	84	3.5	7	0.08	0.31

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2002	Bayesian 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	1281
2	2005	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:2:p:301-320. Full description at Econpapers \|\| Download paper	1207
3	2005	Addendum: 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	1202
4	2002	Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. 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	1124
5	2001	Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. 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	542
6	2006	Model 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	513
7	2003	Distributions 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	403
8	2009	Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). Chopin, Nicolas ; HÅVARD RUE, ; Martino, Sara . 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	354
9	2008	Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; 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	347
10	2010	Particle 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	316
11	2013	Large covariance estimation by thresholding principal orthogonal complements. (2013). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina . 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	300
12	2001	Estimating 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	279
13	2002	A 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	266
14	1999	Statistical applications of the multivariate skew normal distribution. (1999). Capitanio, A. ; Azzalini, 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	259
15	2007	Probabilistic 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	250
16	1998	Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion. (1998). Hurvich, Clifford ; Tsai, Chihling ; Simonoff, Jeffrey S. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:60:y:1998:i:2:p:271-293. Full description at Econpapers \|\| Download paper	234
17	2005	Sparsity 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	209
18	2002	An 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	206
19	2014	Covariate balancing propensity score. (2014). Imai, Kosuke ; Ratkovic, Marc . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:76:y:2014:i:1:p:243-263. Full description at Econpapers \|\| Download paper	204
20	2003	Thin 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	194
21	2001	Bayesian calibration of computer models. (2001). O'Hagan, Anthony ; Kennedy, Marc C.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:3:p:425-464. Full description at Econpapers \|\| Download paper	194
22	2011	Fast 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	182
23	2014	Confidence intervals for low dimensional parameters in high dimensional linear models. (2014). Zhang, Cun-Hui. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:76:y:2014:i:1:p:217-242. Full description at Econpapers \|\| Download paper	178
24	2011	An 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. Full description at Econpapers \|\| Download paper	159
25	1997	On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion). (1997). Green, Peter J ; Richardson, Sylvia. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:59:y:1997:i:4:p:731-792. Full description at Econpapers \|\| Download paper	158
26	2006	Sequential 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	144
27	2003	Optimal 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. Full description at Econpapers \|\| Download paper	142
28	2000	Dealing 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	142
29	2000	Semiparametric 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. Full description at Econpapers \|\| Download paper	134
30	2008	The 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	127
31	2011	Riemann 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. Full description at Econpapers \|\| Download paper	126
32	2011	Regression shrinkage and selection via the lasso: a retrospective. (2011). Tibshirani, Robert. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:73:y:2011:i:3:p:273-282. Full description at Econpapers \|\| Download paper	126
33	2004	Probabilistic sensitivity analysis of complex models: a Bayesian approach. (2004). O'Hagan, Anthony ; Oakley, Jeremy E.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:3:p:751-769. Full description at Econpapers \|\| Download paper	125
34	1999	Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. (1999). Hobert, J. P. ; Booth, J. G.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285. Full description at Econpapers \|\| Download paper	124
35	2004	Strong 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. Full description at Econpapers \|\| Download paper	115
36	2000	Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. (2000). Koopman, Siem Jan ; 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	113
37	2008	Gaussian predictive process models for large spatial data sets. (2008). Gelfand, Alan E. ; Banerjee, Sudipto ; Sang, Huiyan ; Finley, Andrew O.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:4:p:825-848. Full description at Econpapers \|\| Download paper	108
38	2003	The identifiability of the mixed proportional hazards competing risks model. (2003). van den Berg, Gerard ; Abbring, Jaap. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710. Full description at Econpapers \|\| Download paper	105
39	1999	Probabilistic Principal Component Analysis. (1999). Tipping, Michael E. ; Bishop, Christopher M.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:3:p:611-622. Full description at Econpapers \|\| Download paper	105
40	2009	Shrinkage tuning parameter selection with a diverging number of parameters. (2009). Wang, Hansheng ; Li, Bo ; Leng, Chenlei. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:3:p:671-683. Full description at Econpapers \|\| Download paper	99
41	2006	On 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	89
42	2003	A 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. Full description at Econpapers \|\| Download paper	89
43	2000	Modelling 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	85
44	2006	Empirical likelihood confidence regions in a partially linear single-index model. (2006). Zhu, Lixing ; Xue, Liugen . 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	85
45	2008	Fixed rank kriging for very large spatial data sets. (2008). Johannesson, Gardar ; Cressie, Noel. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:209-226. Full description at Econpapers \|\| Download paper	84
46	1999	Inference in generalized additive mixed modelsby using smoothing splines. (1999). Zhang, Donghai ; Lin, X.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400. Full description at Econpapers \|\| Download paper	81
47	2018	Approximate residual balancing: debiased inference of average treatment effects in high dimensions. (2018). Athey, Susan ; Wager, Stefan ; Imbens, Guido W. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:80:y:2018:i:4:p:597-623. Full description at Econpapers \|\| Download paper	77
48	2007	Regression coefficient and autoregressive order shrinkage and selection via the lasso. (2007). Wang, Hansheng ; 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	77
49	2012	Constructing 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. Full description at Econpapers \|\| Download paper	75
50	2020	Making sense of sensitivity: extending omitted variable bias. (2020). Hazlett, Chad ; Cinelli, Carlos. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:1:p:39-67. Full description at Econpapers \|\| Download paper	73

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

#	Year	Title	Cited
1	2005	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:2:p:301-320. Full description at Econpapers \|\| Download paper	461
2	2005	Addendum: 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	460
3	2002	Bayesian 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	208
4	2006	Model 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	149
5	2002	Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. 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	127
6	2009	Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). Chopin, Nicolas ; HÅVARD RUE, ; Martino, Sara . 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	125
7	2008	Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; 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	106
8	2013	Large covariance estimation by thresholding principal orthogonal complements. (2013). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina . 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	103
9	2001	Estimating 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	101
10	2014	Covariate balancing propensity score. (2014). Imai, Kosuke ; Ratkovic, Marc . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:76:y:2014:i:1:p:243-263. Full description at Econpapers \|\| Download paper	96
11	2003	Distributions 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	79
12	2014	Confidence intervals for low dimensional parameters in high dimensional linear models. (2014). Zhang, Cun-Hui. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:76:y:2014:i:1:p:217-242. Full description at Econpapers \|\| Download paper	78
13	2010	Particle 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	66
14	2001	Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. 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	65
15	2020	Making sense of sensitivity: extending omitted variable bias. (2020). Hazlett, Chad ; Cinelli, Carlos. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:1:p:39-67. Full description at Econpapers \|\| Download paper	64
16	2005	Sparsity 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	63
17	2011	An 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. Full description at Econpapers \|\| Download paper	61
18	2007	Probabilistic 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	59
19	2011	Fast 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	59
20	2002	A 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	50
21	2003	Thin 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	50
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2022	Too much power or no power: when does intermediarys power result into better wine and happier farmers?. (2022). Gjokaj, Ekrem ; Hanf, Jon ; Imami, Drini ; Xhoxhi, Orjon. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:330130. Full description at Econpapers \|\| Download paper
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2022	Digital Inclusive Finance and Family Wealth: Evidence from LightGBM Approach. (2022). Tang, Yahui ; Sun, Jieguang ; Zhao, Haoran ; Liu, Ying. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15363-:d:977173. Full description at Econpapers \|\| Download paper
2022	Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence. (2022). Shum, Heung-Yeung ; Ni, Lionel M ; Wang, Saizhuo ; Guo, Jian. In: Papers. RePEc:arx:papers:2301.04020. Full description at Econpapers \|\| Download paper
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2022
2022	Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031. Full description at Econpapers \|\| Download paper
2022	Modelling multivariate extreme value distributions via Markov trees. (2022). Segers, Johan ; Peng, Zuoxiang ; Hu, Shuang. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022021. Full description at Econpapers \|\| Download paper
2022	Extremes of Markov random fields on block graphs. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022013. Full description at Econpapers \|\| Download paper
2022	Statistical Inference for HÃ¼slerâReiss Graphical Models Through Matrix Completions. (2022). Segers, Johan ; Engelke, Sebastian ; Hentschel, Manuel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022032. Full description at Econpapers \|\| Download paper
2022	Structure learning for extremal tree models. (2022). Volgushev, Stanislav ; Engelke, Sebastian. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:5:p:2055-2087. Full description at Econpapers \|\| Download paper
2022	Optimizing strategies for post-disaster reconstruction of school systems. (2022). Kiremidjian, Anne ; Lo, Irene ; Graur, Andrei ; Alisjahbana, Irene. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:219:y:2022:i:c:s0951832021007298. Full description at Econpapers \|\| Download paper
2022	Generalisations of a Bayesian decision-theoretic randomisation procedure and the impact of delayed responses. (2022). Jaki, Thomas ; Jacko, Peter ; Williamson, Faye S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:174:y:2022:i:c:s0167947321002413. Full description at Econpapers \|\| Download paper
2022	The whole blood transcriptional regulation landscape in 465 COVID-19 infected samples from Japan COVID-19 Task Force. (2022). Sano, Tomoya ; Niitsu, Takayuki ; Sandhu, Yuuki ; Kan, Keiko ; Takaoka, Hatsuyo ; Hayashi, Reina ; Ogawa, Shinichi ; Baba, Tomoya ; Miyazaki, Yoshimune ; Minemura, Hiroyuki ; Kita, Toshiyuki ; Hase, Isano ; Hirouchi, Takatomo ; Kato, Yasuhiro ; Fukunaga, Koichi ; Ishihara, Sayoko ; Shinozuka, Keisuke ; Hosoda, Chiaki ; Kanda, Hidenori ; Nakatsumi, Hiroki ; Nakano, Yasushi ; Watanabe, Masafumi ; Ito, Akihiro ; Kanayama, Syuji ; Ono, Akihiro ; Nakada, Taka-Aki ; Sonehara, Kyuto ; Sato, Toshiro ; Wakabayashi, Aya ; Yamamoto, Makoto ; Sasaki, Junichi ; Asano, Koichiro ; Beppu, Satoru ; Saito, Hiroshi ; Hagimoto, Satoshi ; Imamura, Tomonori ; Hashimoto,
2022	MicroRNA-7 regulates melanocortin circuits involved in mammalian energy homeostasis. (2022). Lapierre, Mary P ; Godbersen, Svenja ; Farooqi, Sadaf I ; Lawler, Katherine ; Stoffel, Markus. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-33367-w. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Robust Observation-Driven Models Using Proximal-Parameter Updates. (2022). van Dijk, Dick ; van Os, Bram ; Lange, Rutger-Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220066. Full description at Econpapers \|\| Download paper
2022	Marginal M-quantile regression for multivariate dependent data. (2022). Tzavidis, Nikos ; Salvati, Nicola ; Petrella, Lea ; Merlo, Luca. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000809. Full description at Econpapers \|\| Download paper
2022	Distributional robustness of K-class estimators and the PULSE. (2022). Peters, Jonas ; Jakobsen, Martin Emil. In: The Econometrics Journal. RePEc:oup:emjrnl:v:25:y:2022:i:2:p:404-432.. Full description at Econpapers \|\| Download paper
2022	Soft maximin estimation for heterogeneous data. (2022). Hansen, Niels Richard ; Mogensen, Soren Wengel ; Lund, Adam. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:4:p:1761-1790. Full description at Econpapers \|\| Download paper
2022	The Hierarchy of Block Models. (2022). Pensky, Marianna ; Noroozi, Majid. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:84:y:2022:i:1:d:10.1007_s13171-021-00247-2. Full description at Econpapers \|\| Download paper
2022	Personalized Subsidy Rules. (2022). Chen, Yu-Chang ; Xie, Haitian. In: Papers. RePEc:arx:papers:2202.13545. Full description at Econpapers \|\| Download paper
2022	Policy Learning Under Ambiguity. (2021). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:2111.10904. Full description at Econpapers \|\| Download paper
2022	Policy Learning under Endogeneity Using Instrumental Variables. (2022). Liu, Yan. In: Papers. RePEc:arx:papers:2206.09883. Full description at Econpapers \|\| Download paper
2022	Forecasting Environmental Data: An example to ground-level ozone concentration surfaces. (2022). Gleim, Alexander ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2202.03332. Full description at Econpapers \|\| Download paper
2022	A roughness penalty approach to estimate densities over two-dimensional manifolds. (2022). Sangalli, Laura M ; Pigolotti, Clara ; Ferraccioli, Federico ; Arnone, Eleonora. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:174:y:2022:i:c:s0167947322001074. Full description at Econpapers \|\| Download paper
2022	Reproducible learning in large-scale graphical models. (2022). Li, Daoji ; Zheng, Zemin ; Zhou, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21002001. Full description at Econpapers \|\| Download paper
2022	On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035. Full description at Econpapers \|\| Download paper
2022	Detecting Grouped Local Average Treatment Effects and Selecting True Instruments. (2022). Langen, Henrika ; Huber, Martin ; Groh, Rebecca ; Farbmacher, Helmut ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2207.04481. Full description at Econpapers \|\| Download paper
2022	Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator. (2022). Windmeijer, Frank ; Sanderson, Eleanor ; Liang, Xiaoran. In: Papers. RePEc:arx:papers:2208.05278. Full description at Econpapers \|\| Download paper
2022	Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator. (2022). Windmeijer, Frank ; Sanderson, E ; Liang, X. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:22/22. Full description at Econpapers \|\| Download paper
2022	The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction. (2022). Windmeijer, Frank ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2212.04814. Full description at Econpapers \|\| Download paper
2022	Graph based Gaussian processes on restricted domains. (2022). Wu, Nan ; Dunson, David B. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:2:p:414-439. Full description at Econpapers \|\| Download paper
2022	Risk aggregation under dependence uncertainty and an order constraint. (2022). Wang, Ruodu ; Lin, Liyuan ; Chen, Yuyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:169-187. Full description at Econpapers \|\| Download paper
2022	Valid sequential inference on probability forecast performance. (2022). Ziegel, Johanna F ; Henzi, Alexander. In: Biometrika. RePEc:oup:biomet:v:109:y:2022:i:3:p:647-663.. Full description at Econpapers \|\| Download paper
2022	Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression. (2022). Dumbgen, Lutz ; Mosching, Alexandre ; Henzi, Alexander. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09937-2. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
2022	scpi: Uncertainty Quantification for Synthetic Control Estimators. (2022). Cattaneo, Matias D ; Titiunik, Rocio ; Palomba, Filippo ; Feng, Yingjie. In: Papers. RePEc:arx:papers:2202.05984. Full description at Econpapers \|\| Download paper
2022	Modified Causal Forest. (2022). Mareckova, Jana ; Lechner, Michael. In: Papers. RePEc:arx:papers:2209.03744. Full description at Econpapers \|\| Download paper
2022	Optimal thinning of MCMC output. (2022). MacKey, Lester ; Niederer, Steven A ; Swietach, Pawel ; Cockayne, Jon ; Ye, Wilson ; Riabiz, Marina ; Oates, Chris J. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:4:p:1059-1081. Full description at Econpapers \|\| Download paper
2022	General Bayesian loss function selection and the use of improper models. (2022). Rossell, David ; Jewson, Jack. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:5:p:1640-1665. Full description at Econpapers \|\| Download paper
2022	High-dimensional changepoint estimation with heterogeneous missingness. (2022). Samworth, Richard J ; Wang, Tengyao ; Follain, Bertille. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115014. Full description at Econpapers \|\| Download paper
2022	Design of two-stage experiments with an application to spillovers in tax compliance. (2022). Vazquez-Bare, Gonzalo ; Tortarolo, Dario ; Cruces, Guillermo. In: IFS Working Papers. RePEc:ifs:ifsewp:22/32. Full description at Econpapers \|\| Download paper
2022	The Value of Descriptive Analytics: Evidence from Online Retailers. (2022). Israeli, Ayelet ; Berman, Ron. In: Marketing Science. RePEc:inm:ormksc:v:41:y:2022:i:6:p:1074-1096. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Estimations of the Conditional Tail Average Treatment Effect. (2021). Yen, Yu-Min ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2109.08793. Full description at Econpapers \|\| Download paper
2021	Spatial Regression With Partial Differential Equation Regularisation. (2021). Sangalli, Laura M. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:3:p:505-531. Full description at Econpapers \|\| Download paper
2021	On the optimality of randomization in experimental design: How to randomize for minimax variance and design?based inference. (2021). Kallus, Nathan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:2:p:404-409. Full description at Econpapers \|\| Download paper
2021	Federated Causal Inference in Heterogeneous Observational Data. (2021). Athey, Susan ; Vogelstein, Joshua T ; Shen, Zhu ; Powell, Michael ; Koenecke, Allison ; Xiong, Ruoxuan. In: Research Papers. RePEc:ecl:stabus:3990. Full description at Econpapers \|\| Download paper
2021	A constructive theory of shape. (2021). Garcia-Morales, Vladimir. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007803. Full description at Econpapers \|\| Download paper
2021	Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294. Full description at Econpapers \|\| Download paper
2021	Empirical Bayes Control of the False Discovery Exceedance. (2021). Saretto, Alessio ; Sun, Wenguang ; Fu, Luella ; Basu, Pallavi. In: Working Papers. RePEc:fip:feddwp:93384. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Heterogenous effects of conflict on agricultural production patterns: Evidence from Nigeria. (2020). Morgan, Stephen N ; Mullally, Conner C ; Kropp, Jaclyn D ; Avuwadah, Benjamin Y. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304417. Full description at Econpapers \|\| Download paper
2020	Assessing Sensitivity to Unconfoundedness: Estimation and Inference. (2020). Masten, Matthew ; Zhang, Linqi ; Poirier, Alexandre. In: Papers. RePEc:arx:papers:2012.15716. Full description at Econpapers \|\| Download paper
2020	Deconfounding and Causal Regularisation for Stability and External Validity. (2020). Evid, Domagoj ; Buhlmann, Peter. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:s1:p:s114-s134. Full description at Econpapers \|\| Download paper
2020	Quasi?stationary Monte Carlo and the ScaLE algorithm. (2020). Johansen, Adam ; Fearnhead, Paul ; Pollock, Murray ; Roberts, Gareth O. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:5:p:1167-1221. Full description at Econpapers \|\| Download paper
2020	Causal mechanism of extreme river discharges in the upper Danube basin network. (2020). Chavezdemoulin, Valerie ; Mhalla, Linda ; Dupuis, Debbie J. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:741-764. Full description at Econpapers \|\| Download paper
2020	Linear mixed effects models for nonÃ¢â¬ÂGaussian continuous repeated measurement data. (2020). Bolin, David ; Asar, Ozgur ; Wallin, Jonas ; Diggle, Peter J. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1015-1065. Full description at Econpapers \|\| Download paper
2020	A calibrated sensitivity analysis for matched observational studies with application to the effect of secondÃ¢â¬Âhand smoke exposure on blood lead levels in children. (2020). Small, Dylan S ; Zhang, BO. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1285-1305. Full description at Econpapers \|\| Download paper
2020	Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. (2020). Franks, Jordan ; Helske, Jouni ; Vihola, Matti. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:4:p:1339-1376. Full description at Econpapers \|\| Download paper
2020	Can economic structural change and transition explain cross-country differences in innovative activity?. (2020). Wang, Cong ; Lu, Yifan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310209. Full description at Econpapers \|\| Download paper
2020	Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Modified empirical likelihood-based confidence intervals for data containing many zero observations. (2020). Ning, Wei ; Stewart, Patrick. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00993-1. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Dependence properties and Bayesian inference for asymmetric multivariate copulas. (2019). Girard, Stephane ; Crispino, Marta ; Arbel, Julyan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306547. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	85	1005
2	Computational Statistics & Data Analysis / Elsevier	53	819
3	Journal of Multivariate Analysis / Elsevier	52	486
4	Biometrics / The International Biometric Society	36	366
5	Journal of Econometrics / Elsevier	227	347
6			335
7	Computational Statistics / Springer	20	259
8	Journal of the Royal Statistical Society Series B / Royal Statistical Society	60	222
9	Statistical Papers / Springer	18	191
10	Annals of the Institute of Statistical Mathematics / Springer	26	181
11	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	27	180