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Statistics & Probability Letters / Elsevier

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
34
Impact Factor (IF)
0.21
5 Years IF
0.19
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
1982 0 22 22 0 0
1983 0 42 64 0 0
1984 0 67 131 0 0
1985 0 66 197 0 1 0
1986 0 70 267 0 1 0 1
1987 0 104 371 0 4 0 1
1988 0 100 471 0 2 0
1989 0 115 586 0 8 0
1990 0 0.11 0.01 0.01 143 729 328 4 4 215 1 455 3 0 0 0.05
1991 0.01 0.1 0.01 0.01 169 898 386 6 10 258 2 532 3 0 1 0.01 0.05
1992 0.02 0.11 0.01 0.02 189 1087 401 14 24 312 6 631 10 0 2 0.01 0.05
1993 0.01 0.13 0.01 0.01 181 1268 428 17 41 358 3 716 6 0 0 0.06
1994 0.01 0.14 0.01 0.01 169 1437 420 19 60 370 4 797 11 0 1 0.01 0.07
1995 0.07 0.22 0.07 0.07 198 1635 512 110 172 350 23 851 61 60 54.5 0 0.1
1996 0.09 0.25 0.07 0.07 271 1906 595 131 303 367 33 906 62 95 72.5 4 0.01 0.12
1997 0.07 0.24 0.09 0.09 268 2174 779 191 496 469 33 1008 86 79 41.4 4 0.01 0.11
1998 0.06 0.28 0.06 0.05 206 2380 646 150 646 539 35 1087 59 75 50 7 0.03 0.13
1999 0.08 0.3 0.08 0.07 249 2629 836 209 856 474 39 1112 77 89 42.6 8 0.03 0.15
2000 0.09 0.36 0.09 0.09 242 2871 760 266 1125 455 42 1192 109 108 40.6 4 0.02 0.16
2001 0.12 0.38 0.1 0.1 253 3124 999 298 1424 491 58 1236 122 139 46.6 8 0.03 0.17
2002 0.13 0.41 0.09 0.11 226 3350 655 294 1718 495 62 1218 133 102 34.7 10 0.04 0.21
2003 0.11 0.44 0.09 0.1 231 3581 693 302 2023 479 54 1176 114 84 27.8 7 0.03 0.22
2004 0.1 0.49 0.1 0.13 201 3782 570 386 2409 457 47 1201 151 109 28.2 10 0.05 0.22
2005 0.09 0.5 0.09 0.11 198 3980 642 374 2783 432 38 1153 122 98 26.2 9 0.05 0.23
2006 0.11 0.5 0.11 0.12 253 4233 614 447 3231 399 42 1109 134 131 29.3 8 0.03 0.22
2007 0.1 0.46 0.11 0.12 228 4461 479 491 3724 451 46 1109 137 123 25.1 5 0.02 0.2
2008 0.15 0.49 0.14 0.18 477 4938 1263 673 4397 481 74 1111 203 256 38 11 0.02 0.23
2009 0.14 0.47 0.14 0.17 366 5304 824 757 5154 705 99 1357 227 228 30.1 16 0.04 0.24
2010 0.15 0.48 0.14 0.16 277 5581 798 771 5925 843 129 1522 236 192 24.9 13 0.05 0.21
2011 0.14 0.52 0.12 0.12 275 5856 538 709 6637 643 91 1601 194 162 22.8 12 0.04 0.24
2012 0.19 0.52 0.15 0.18 298 6154 633 937 7574 552 105 1623 285 218 23.3 10 0.03 0.22
2013 0.2 0.56 0.16 0.19 326 6480 549 1018 8592 573 116 1693 323 213 20.9 13 0.04 0.24
2014 0.19 0.55 0.15 0.17 239 6719 404 977 9569 624 120 1542 267 129 13.2 6 0.03 0.23
2015 0.16 0.55 0.15 0.19 341 7060 425 1078 10647 565 93 1415 271 246 22.8 19 0.06 0.23
2016 0.21 0.53 0.15 0.17 277 7337 489 1086 11734 580 123 1479 249 189 17.4 23 0.08 0.21
2017 0.15 0.54 0.15 0.16 304 7641 300 1116 12850 618 93 1481 235 181 16.2 21 0.07 0.22
2018 0.15 0.56 0.14 0.14 269 7910 308 1094 13944 581 90 1487 210 171 15.6 54 0.2 0.24
2019 0.17 0.58 0.14 0.17 265 8175 179 1144 15088 573 99 1430 242 168 14.7 18 0.07 0.23
2020 0.16 0.7 0.14 0.17 234 8409 111 1208 16296 534 86 1456 249 130 10.8 11 0.05 0.33
2021 0.13 0.87 0.14 0.19 212 8621 100 1245 17541 499 63 1349 252 118 9.5 8 0.04 0.32
2022 0.21 1 0.14 0.19 194 8815 26 1216 18759 446 93 1284 247 144 11.8 6 0.03 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
#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.

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201
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.

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189
31988Estimating 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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179
42016Efficient 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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159
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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97
61983Descriptive 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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93
72006Semi-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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75
81994Expectiles 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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65
91989Maxima 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.

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61
101997Backward 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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60
111999Recursive 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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57
121996On 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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55
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.

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53
141986Convergence 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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52
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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48
161987Estimation 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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44
172000A 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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44
182012On 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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43
191997Sparse 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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43
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.

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42
212001Moments 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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42
222008A 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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42
232013Extinction 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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42
241990A 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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39
252005A note on comparisons among coherent systems with dependent components using signatures. (2005). Sandoval, Carlos J. ; Ruiz, Jose M. ; Navarro, Jorge. In: Statistics & Probability Letters. RePEc:eee:stapro:v:72:y:2005:i:2:p:179-185.

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38
261998Parameterizations 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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38
272007Multivariate 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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37
282008Testing 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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37
292001Identifiability 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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36
302005Realistic 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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36
311993Testing 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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35
321988On 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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34
331997Unifying the derivations for the Akaike and corrected Akaike information criteria. (1997). Cavanaugh, Joseph E.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208.

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34
342002An 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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34
352005Estimating 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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34
362010A note on bootstrap approximations for the empirical copula process. (2010). Bucher, Axel ; Dette, Holger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932.

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33
371991Using 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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33
382004A 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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33
392004Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

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32
402011Multivariate 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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31
411998Change-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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31
422010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Nualart, David ; Hu, Yaozhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

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31
431997Kernel density estimation for random fields (density estimation for random fields). (1997). Wu, Berlin ; Carbon, Michel ; Tran, Lanh Tat . In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:2:p:115-125.

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31
441992Density 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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31
451992A 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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31
461999Estimation 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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30
472014Variable 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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30
482001Subordination and self-decomposability. (2001). Sato, Ken-iti. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:3:p:317-324.

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30
491996Asymptotic 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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30
502008On 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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30
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Efficient 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.

Full description at Econpapers || Download paper

83
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

51
32010Improved 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

35
41994Expectiles 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

26
51988Estimating 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

24
62019Markovian structure of the Volterra Heston model. (2019). el Euch, Omar ; Jaber, Eduardo Abi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:63-72.

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13
72000A 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.

Full description at Econpapers || Download paper

13
82008A singular stochastic differential equation driven by fractional Brownian motion. (2008). Nualart, David ; Hu, Yaozhong ; Song, Xiaoming . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2075-2085.

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12
91997Unifying the derivations for the Akaike and corrected Akaike information criteria. (1997). Cavanaugh, Joseph E.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208.

Full description at Econpapers || Download paper

12
101997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

Full description at Econpapers || Download paper

11
111998A 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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10
122009Building asymmetry into circular distributions. (2009). Umbach, Dale ; Jammalamadaka, Rao S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:5:p:659-663.

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9
132013Extinction 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.

Full description at Econpapers || Download paper

9
141983Descriptive 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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9
152021On relationships between the Pearson and the distance correlation coefficients. (2021). Szekely, Gabor J ; Mori, Tamas F ; Edelmann, Dominic. In: Statistics & Probability Letters. RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302637.

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9
162007Multivariate 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.

Full description at Econpapers || Download paper

9
171996Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression. (1996). Chen, Zehua . In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:2:p:107-115.

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9
181984A 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
192010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Nualart, David ; Hu, Yaozhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

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8
202008Sharp bounds on the causal effects in randomized experiments with truncation-by-death. (2008). Imai, Kosuke . In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:144-149.

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8
212004Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

Full description at Econpapers || Download paper

8
222005Realistic 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.

Full description at Econpapers || Download paper

8
232001Identifiability 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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8
242008Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients. (2008). Wang, Zhidong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:9:p:1062-1071.

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8
251998Identifying the multifractional function of a Gaussian process. (1998). Benassi, Albert ; Cohen, Serge ; Istas, Jacques . In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:4:p:337-345.

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8
261996On 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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8
272008A 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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281984A measure of skewness and kurtosis and a graphical method for assessing multivariate normality. (1984). Srivastava, M. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:2:y:1984:i:5:p:263-267.

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292006Semi-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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301997A 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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312012On 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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322011Mixed effects regression trees for clustered data. (2011). Hajjem, Ahlem ; Bellavance, Franois ; Larocque, Denis. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:4:p:451-459.

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332018Expectile regression for analyzing heteroscedasticity in high dimension. (2018). Zhao, Jun ; Zhang, YI ; Chen, Yingyu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:304-311.

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342018On dimension reduction models for functional data. (2018). Vieu, Philippe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:134-138.

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352005Kernel density estimation on Riemannian manifolds. (2005). Pelletier, Bruno. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:3:p:297-304.

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361999Recursive 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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372001Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models. (2001). Satten, Glen A. ; Datta, Somnath. In: Statistics & Probability Letters. RePEc:eee:stapro:v:55:y:2001:i:4:p:403-411.

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382018When small data beats big data. (2018). Faraway, Julian J ; Augustin, Nicole H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:142-145.

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392009Precise 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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402018Optimal allocation of active redundancies in weighted k-out-of-n systems. (2018). Zhang, Yiying. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:110-117.

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412002A note on the characteristic function of the t-distribution. (2002). Dreier, I. ; Kotz, S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:3:p:221-224.

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422009A generalization of the exponential-Poisson distribution. (2009). Cribari-Neto, Francisco ; Barreto-Souza, Wagner . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:24:p:2493-2500.

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432012The space-fractional Poisson process. (2012). Orsingher, Enzo ; Polito, Federico . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:852-858.

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442001On 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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451997Backward 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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462018Statistics in the big data era: Failures of the machine. (2018). Dunson, David B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:4-9.

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472017A two-sided bound for the renewal function when the interarrival distribution is IMRL. (2017). Losidis, Sotirios ; Politis, Konstadinos . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:164-170.

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482008On 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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491989Maxima 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.

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502003Elliptical 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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2022A note on the conditional probabilities of the telegraph process. (2022). Cinque, Fabrizio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000384.

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2022Pricing principle via Tsallis relative entropy in incomplete market. (2022). Tian, Dejian. In: Papers. RePEc:arx:papers:2201.05316.

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2022The elephant random walk with gradually increasing memory. (2022). Stadtmuller, Ulrich ; Gut, Allan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001432.

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2022Non-parametric estimation of cumulative (residual) extropy. (2022). , Sreedevi ; Kattumannil, Sudheesh K. In: Statistics & Probability Letters. RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000414.

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2022Birth and death processes in interactive random environments. (2022). Pang, Guodong ; Sarantsev, Andrey ; Suhov, Yuri. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09855-7.

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2022A criterion of quasi-infinite divisibility for discrete laws. (2022). Khartov, A A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000426.

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2022On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes. (2022). Nobile, Amelia G ; Giorno, Virginia. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:422:y:2022:i:c:s0096300322000790.

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2022Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction. (2022). Mao, LU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001390.

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2022Interacting Hawkes processes with multiplicative inhibition. (2022). Pouzat, Christophe ; Luon, Eric ; Duval, Celine. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:148:y:2022:i:c:p:180-226.

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2022An overview of skew distributions in model-based clustering. (2022). McLachlan, Geoffrey J ; Lee, Sharon X. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001317.

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2022Limit theorems for dependent random variables with infinite means. (2022). Boukhari, Fakhreddine ; Bernou, Ismahen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001213.

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2022A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA. (2022). Zhu, Tianming ; Zhang, Jin-Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s016794732100219x.

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2022A high-dimensional test on linear hypothesis of means under a low-dimensional factor model. (2022). He, Yuanjing ; Cao, Mingxiang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:5:d:10.1007_s00184-021-00841-2.

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2022Multivariate cluster weighted models using skewed distributions. (2022). , Michael ; Punzo, Antonio ; McNicholas, Paul D ; Tomarchio, Salvatore D. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:16:y:2022:i:1:d:10.1007_s11634-021-00480-5.

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2022On a Moving Average with Internal Degrees of Freedom. (2022). Malyshkin, Vladislav ; Davydov, Vadim ; Bobyl, Alexander ; Boudjemila, Linda. In: Papers. RePEc:arx:papers:2211.14075.

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2022Autoregressive models for time series of random sums of positive variables: Application to tree growth as a function of climate and insect outbreak. (2022). Debaly, Zinsou Max ; Marchand, Philippe ; Girona, Miguel Montoro. In: Ecological Modelling. RePEc:eee:ecomod:v:471:y:2022:i:c:s0304380022001636.

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2022A deep learning approach to data-driven model-free pricing and to martingale optimal transport. (2021). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2103.11435.

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Recent citations received in 2022
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2022Star-Shaped deviations. (2022). Moresco, Marlon Ruoso ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2207.08613.

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2022Derive power law distribution with maximum Deng entropy. (2022). Deng, Yong ; Yu, Zihan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010566.

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2022A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables. (2022). Stoica, George ; Miao, YU ; Li, Deli. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s0167715222000050.

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2022Spatio-Temporal Dynamic of the Land Use/Cover Change and Scenario Simulation in the Southeast Coastal Shelterbelt System Construction Project Region of China. (2022). Yang, Fan ; Bao, Shengwang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8952-:d:868316.

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2022The SEIR Dynamic Evolutionary Model with Markov Chains in Hyper Networks. (2022). Wang, Peiwen ; Yu, Ping. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13036-:d:939719.

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2021Bilateral Trade: A Regret Minimization Perspective. (2021). Leonardi, Stefano ; Fusco, Federico ; Colomboni, Roberto ; Cesari, Tommaso ; Cesa-Bianchi, Nicolo. In: Papers. RePEc:arx:papers:2109.12974.

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2021Two seemingly paradoxical results in linear models: the variance inflation factor and the analysis of covariance. (2021). Peng, Ding. In: Journal of Causal Inference. RePEc:bpj:causin:v:9:y:2021:i:1:p:1-8:n:1.

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2021On the exact distributions of the maximum of the asymmetric telegraph process. (2021). Orsingher, Enzo ; Cinque, Fabrizio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:601-633.

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2021Forced harmonic oscillators, waves on a forced string and changes of measure. (2021). Gzyl, Henryk. In: Statistics & Probability Letters. RePEc:eee:stapro:v:179:y:2021:i:c:s0167715221001942.

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2021Projektmanagementsoftware und Scheduling: Aktuelle Bestandsaufnahme von Funktionalitäten und Identifikation von Potenzialen. (2021). Schultmann, Frank ; Volk, Rebekka ; Winkler, Franziska ; Gehring, Marco. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:60.

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Recent citations received in 2020
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2020Management of an island and grid-connected microgrid using hybrid economic model predictive control with weather data. (2020). Rocha, Maxsuel M ; Fardin, Jussara F ; Felix, Jose L. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920310916.

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2020Distorted stochastic dominance: A generalized family of stochastic orders. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:132-139.

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2020The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries. (2020). Vo, Duc ; Nguyen, Minh ; Ho, Chi Minh. In: Renewable Energy. RePEc:eee:renene:v:161:y:2020:i:c:p:278-292.

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2020A modified version of stochastic dominance involving dependence. (2020). Montes, Susana ; Salamanca, Juan Jesus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301516.

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2020Online estimation of integrated squared density derivatives. (2020). Pelletier, Mariane ; Mokkadem, Abdelkader. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301838.

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2020A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions. (2020). Chen, Xiongzhi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302145.

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2020New Families of Bivariate Copulas via Unit Lomax Distortion. (2020). Sepanski, Jungsywan H ; Abdullah, Fadal. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:106-:d:427624.

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2020Stochastic dominance relations for generalised parametric distributions obtained through composition. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: METRON. RePEc:spr:metron:v:78:y:2020:i:3:d:10.1007_s40300-020-00184-4.

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2020Change-point methods for multivariate time-series: paired vectorial observations. (2020). Meintanis, Simos G ; Hukova, Marie ; Hlavka, Zdenk. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01175-3.

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2020Improving Matching Process with Expanding and Classifying Criterial Keywords leveraging Word Embedding and Hierarchical Clustering Methods. (2020). Iwashita, Motoi ; Takuma, Hironori ; Iwakami, Yutaka. In: The Review of Socionetwork Strategies. RePEc:spr:trosos:v:14:y:2020:i:2:d:10.1007_s12626-020-00063-4.

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Recent citations received in 2019
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2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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2019On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721.

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2019Poissonian occupation times of spectrally negative L\evy processes with applications. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09990.

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2019Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1911.02614.

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2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

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2019Fatigue life reliability evaluation in a high-speed train bogie frame using accelerated life and numerical test. (2019). Chen, Tianli ; Zeng, Jing ; Zheng, Heyan ; Lu, Yaohui ; Wu, Pingbo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:188:y:2019:i:c:p:221-232.

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2019Local binary regression with spherical predictors. (2019). di Marzio, Marco ; Taylor, Charles C ; Panzera, Agnese ; Fensore, Stefania. In: Statistics & Probability Letters. RePEc:eee:stapro:v:144:y:2019:i:c:p:30-36.

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2019Extremal properties of the multivariate extended skew-normal distribution, Part B. (2019). Sisson, S A ; Xu, Y ; Padoan, S A ; Beranger, B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:105-114.

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2019Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response. (2019). Laib, Naamane ; Chaouch, Mohamed. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:18.

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2019Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Cuchiero, Christa ; Teichmann, Josef. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5.

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2019Affine forward variance models. (2019). Keller-Ressel, Martin ; Gatheral, Jim. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00392-5.

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2019A Mixture of Coalesced Generalized Hyperbolic Distributions. (2019). McNicholas, Paul D ; Browne, Ryan P ; Franczak, Brian C ; Tortora, Cristina. In: Journal of Classification. RePEc:spr:jclass:v:36:y:2019:i:1:d:10.1007_s00357-019-09319-3.

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2019A hybrid regression model for water quality prediction. (2019). Chakraborty, Tanujit ; Mansoor, Zubia. In: OPSEARCH. RePEc:spr:opsear:v:56:y:2019:i:4:d:10.1007_s12597-019-00386-z.

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2019A simple proof of Pitman–Yor’s Chinese restaurant process from its stick-breaking representation. (2019). Julyan, Arbel ; Caroline, Lawless. In: Dependence Modeling. RePEc:vrs:demode:v:7:y:2019:i:1:p:45-52:n:3.

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2019Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves. (2019). Phillips, Peter ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2019rwp-153.

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