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Computational Statistics & Data Analysis / Elsevier

Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
53
Impact Factor (IF)
0.24
5 Years IF
0.3
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
1990 0.01 0.11 0.08 0.02 60 60 90 5 5 83 1 179 3 0 2 0.03 0.05
1991 0.03 0.1 0.04 0.02 59 119 135 5 10 94 3 204 5 0 0 0.05
1992 0.03 0.11 0.03 0.03 97 216 298 7 17 119 3 243 7 0 0 0.05
1993 0.03 0.13 0.03 0.02 59 275 153 9 26 156 5 299 5 0 3 0.05 0.06
1994 0.01 0.14 0.02 0.01 80 355 332 6 32 156 1 309 2 0 2 0.03 0.07
1995 0.08 0.22 0.08 0.05 105 460 282 36 68 139 11 355 19 23 63.9 0 0.1
1996 0.07 0.25 0.1 0.09 117 577 468 60 128 185 13 400 37 32 53.3 3 0.03 0.12
1997 0.05 0.25 0.08 0.07 123 700 357 59 187 222 11 458 30 32 54.2 1 0.01 0.11
1998 0.05 0.28 0.06 0.06 98 798 327 50 238 240 12 484 29 20 40 2 0.02 0.13
1999 0.09 0.31 0.11 0.09 80 878 412 92 331 221 20 523 49 39 42.4 5 0.06 0.15
2000 0.08 0.36 0.09 0.1 83 961 412 90 422 178 15 523 50 24 26.7 1 0.01 0.16
2001 0.12 0.39 0.09 0.1 84 1045 462 99 521 163 19 501 52 27 27.3 0 0.17
2002 0.07 0.41 0.09 0.1 114 1159 1530 108 631 167 12 468 46 27 25 4 0.04 0.21
2003 0.19 0.44 0.16 0.15 122 1281 1355 198 832 198 37 459 68 86 43.4 38 0.31 0.22
2004 0.29 0.5 0.21 0.24 168 1449 934 297 1133 236 69 483 114 141 47.5 20 0.12 0.22
2005 0.18 0.51 0.15 0.18 128 1577 1469 224 1363 290 53 571 105 48 21.4 14 0.11 0.23
2006 0.26 0.51 0.25 0.31 368 1945 2655 473 1849 296 78 616 191 249 52.6 89 0.24 0.23
2007 0.31 0.47 0.27 0.31 410 2355 2858 635 2486 496 154 900 279 319 50.2 55 0.13 0.2
2008 0.37 0.49 0.33 0.34 341 2696 2518 895 3387 778 286 1196 410 407 45.5 57 0.17 0.23
2009 0.35 0.48 0.36 0.33 346 3042 1619 1098 4496 751 265 1415 468 479 43.6 84 0.24 0.24
2010 0.33 0.49 0.36 0.33 283 3325 1670 1193 5693 687 227 1593 523 472 39.6 38 0.13 0.21
2011 0.29 0.52 0.35 0.31 274 3599 1516 1245 6947 629 183 1748 545 456 36.6 57 0.21 0.24
2012 0.46 0.52 0.42 0.38 322 3921 2024 1638 8590 557 255 1654 634 550 33.6 55 0.17 0.22
2013 0.38 0.56 0.41 0.36 220 4141 1158 1700 10299 596 224 1566 561 318 18.7 34 0.15 0.24
2014 0.56 0.55 0.46 0.42 315 4456 1755 2065 12365 542 306 1445 605 601 29.1 68 0.22 0.23
2015 0.45 0.55 0.39 0.41 133 4589 352 1786 14157 535 240 1414 577 165 9.2 11 0.08 0.23
2016 0.51 0.53 0.43 0.45 246 4835 1022 2081 16238 448 229 1264 566 340 16.3 54 0.22 0.21
2017 0.42 0.54 0.44 0.48 185 5020 477 2230 18468 379 158 1236 589 214 9.6 24 0.13 0.22
2018 0.44 0.56 0.38 0.42 160 5180 426 1969 20437 431 190 1099 463 173 8.8 16 0.1 0.24
2019 0.29 0.57 0.39 0.41 150 5330 229 2072 22509 345 101 1039 429 170 8.2 12 0.08 0.23
2020 0.32 0.69 0.39 0.38 157 5487 215 2162 24674 310 99 874 331 127 5.9 15 0.1 0.33
2021 0.42 0.83 0.44 0.48 165 5652 114 2488 27163 307 128 898 427 206 8.3 16 0.1 0.31
2022 0.32 0.9 0.4 0.37 166 5818 55 2306 29470 322 104 817 304 178 7.7 15 0.09 0.27
2023 0.24 0.98 0.31 0.3 159 5977 14 1824 31294 331 81 798 241 169 9.3 10 0.06 0.27
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
12002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

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613
22005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

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536
32002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

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309
42014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

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204
52007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

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195
62003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

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184
72013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

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176
82003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

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168
92006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

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157
102000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

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136
112018A note on the validity of cross-validation for evaluating autoregressive time series prediction. (2018). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:120:y:2018:i:c:p:70-83.

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130
122006Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

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130
132009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

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123
142012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

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117
152011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

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112
161999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

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112
172003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

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111
182005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

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99
192008Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

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90
202007Interpretation and inference in mixture models: Simple MCMC works. (2007). Geweke, John. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:7:p:3529-3550.

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87
212008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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87
221992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

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83
232014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

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81
242012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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81
252003Curves discrimination: a nonparametric functional approach. (2003). Ferraty, F. ; Vieu, P.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:161-173.

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80
262007Comparison of semiparametric and parametric methods for estimating copulas. (2007). Kim, Gunky ; Silvapulle, Paramsothy. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:6:p:2836-2850.

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79
272004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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79
282012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

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78
292008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

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75
302011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

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73
312006Generalized structured additive regression based on Bayesian P-splines. (2006). Brezger, Andreas ; Lang, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991.

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72
322005Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. (2005). Flachaire, Emmanuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376.

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70
332010Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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70
342004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

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69
352008Block sampler and posterior mode estimation for asymmetric stochastic volatility models. (2008). Omori, Yasuhiro ; Be, Toshiaki Watana ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:2892-2910.

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68
362008An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201.

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66
371996Partially parametric techniques for multiple imputation. (1996). Schenker, Nathaniel ; Taylor, Jeremy M. G., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:22:y:1996:i:4:p:425-446.

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65
382010Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2443-2458.

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64
392006Bootstrap prediction for returns and volatilities in GARCH models. (2006). Ruiz, Esther ; Pascual, Lorenzo ; Romo, Juan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:9:p:2293-2312.

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62
402001Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298.

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62
412003Choosing initial values for the EM algorithm for finite mixtures. (2003). Xekalaki, Evdokia ; Karlis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590.

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60
422008The random Tukey depth. (2008). Nieto-Reyes, A. ; Cuesta-Albertos, J. A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:11:p:4979-4988.

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59
432010Testing, monitoring, and dating structural changes in exchange rate regimes. (2010). Zeileis, Achim ; Shah, Ajay ; Patnaik, Ila. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1696-1706.

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59
442006A periodogram-based metric for time series classification. (2006). Crato, Nuno ; Caiado, Jorge ; Pena, Daniel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684.

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59
451997The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data. (1997). Lesaffre, Emmanuel ; Verbeke, Geert. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:23:y:1997:i:4:p:541-556.

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58
462003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. (2003). Ooms, Marius ; Doornik, Jurgen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348.

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58
471998Direct generalized additive modeling with penalized likelihood. (1998). Marx, Brian D. ; Eilers, Paul H. C., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:28:y:1998:i:2:p:193-209.

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56
482014RcppArmadillo: Accelerating R with high-performance C++ linear algebra. (2014). Sanderson, Conrad ; Eddelbuettel, Dirk. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063.

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55
492006Stylized facts of financial time series and hidden semi-Markov models. (2006). Bulla, Jan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2192-2209.

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55
502008A note on adaptive group lasso. (2008). Wang, Hansheng ; Leng, Chenlei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5277-5286.

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55
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Stochastic gradient boosting. (2002). Friedman, Jerome H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:38:y:2002:i:4:p:367-378.

Full description at Econpapers || Download paper

97
22002On principal component analysis in L1. (2002). Li, Baibing ; Morris, Julian A. ; Martin, Elaine B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:40:y:2002:i:3:p:471-474.

Full description at Econpapers || Download paper

77
32014Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. (2014). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:408-423.

Full description at Econpapers || Download paper

63
42018A note on the validity of cross-validation for evaluating autoregressive time series prediction. (2018). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:120:y:2018:i:c:p:70-83.

Full description at Econpapers || Download paper

52
52005PLS path modeling. (2005). Lauro, Carlo ; CHATELIN, Yves-Marie ; Vinzi, Vincenzo Esposito ; Tenenhaus, Michel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:1:p:159-205.

Full description at Econpapers || Download paper

51
62013Selecting and estimating regular vine copulae and application to financial returns. (2013). Czado, C. ; Dimann, J. ; Brechmann, E. C. ; Kurowicka, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:52-69.

Full description at Econpapers || Download paper

47
72011Optimal combination forecasts for hierarchical time series. (2011). Shang, Han Lin ; Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589.

Full description at Econpapers || Download paper

33
82007Robust forecasting of mortality and fertility rates: A functional data approach. (2007). Hyndman, Rob ; Shahid Ullah, Md., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956.

Full description at Econpapers || Download paper

33
92000BACON: blocked adaptive computationally efficient outlier nominators. (2000). Hadi, Ali S. ; Velleman, Paul F. ; Billor, Nedret . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:34:y:2000:i:3:p:279-298.

Full description at Econpapers || Download paper

30
102012A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

Full description at Econpapers || Download paper

25
112003Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models. (2003). Biernacki, Christophe ; Celeux, Gilles ; Govaert, Gerard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:41:y:2003:i:3-4:p:561-575.

Full description at Econpapers || Download paper

21
122008Subset selection for vector autoregressive processes using Lasso. (2008). Hung, Hung-Lin ; Chang, Ya-Mei ; Hsu, Nan-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:7:p:3645-3657.

Full description at Econpapers || Download paper

19
132012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

Full description at Econpapers || Download paper

18
142014Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

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18
152003A global optimization heuristic for estimating agent based models. (2003). Winker, Peter ; Gilli, Manfred. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312.

Full description at Econpapers || Download paper

18
162005Statistical analysis of financial networks. (2005). Pardalos, Panos M. ; Boginski, Vladimir ; Butenko, Sergiy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443.

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17
172014Testing for unit roots in short panels allowing for a structural break. (2014). Tzavalis, Elias ; Karavias, Yiannis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:391-407.

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17
182014EGARCH models with fat tails, skewness and leverage. (2014). Sucarrat, Genaro ; Harvey, Andrew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

Full description at Econpapers || Download paper

16
192009Estimating stochastic volatility models using daily returns and realized volatility simultaneously. (2009). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426.

Full description at Econpapers || Download paper

16
202008An adjusted boxplot for skewed distributions. (2008). Vandervieren, E. ; Hubert, M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5186-5201.

Full description at Econpapers || Download paper

15
212016Fast computation of the deviance information criterion for latent variable models. (2016). Grant, Angelia ; Chan, Joshua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:847-859.

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15
222008Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. (2008). Siedenburg, F. ; HERWARTZ, H.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2008:i:1:p:137-150.

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232008A note on adaptive group lasso. (2008). Wang, Hansheng ; Leng, Chenlei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:12:p:5277-5286.

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242012A general class of zero-or-one inflated beta regression models. (2012). Ferrari, Silvia L. P., ; Ospina, Raydonal . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623.

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252003Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

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262014Model-based clustering for multivariate functional data. (2014). Preda, Cristian ; Jacques, Julien. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:92-106.

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272006Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

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282017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

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292011Simulation smoothing for state-space models: A computational efficiency analysis. (2011). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:1:p:199-212.

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301992A classification EM algorithm for clustering and two stochastic versions. (1992). Govaert, Gerard ; Celeux, Gilles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:14:y:1992:i:3:p:315-332.

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312004An anova test for functional data. (2004). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:47:y:2004:i:1:p:111-122.

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322013OLS with multiple high dimensional category variables. (2013). Gaure, Simen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:8-18.

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332016Fast computation of reconciled forecasts for hierarchical and grouped time series. (2016). Hyndman, Rob ; Lee, Alan J ; Wang, Earo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:16-32.

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342004Asymptotic inference under heteroskedasticity of unknown form. (2004). Cribari-Neto, Francisco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:45:y:2004:i:2:p:215-233.

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351999Beta kernel estimators for density functions. (1999). Chen, Song ; Song Xi Chen, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:31:y:1999:i:2:p:131-145.

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362007Cluster-wise assessment of cluster stability. (2007). Hennig, Christian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:258-271.

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372010Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data. (2010). Kundu, Debasis ; Howlader, Hatem . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:6:p:1547-1558.

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382009Standard errors for bagged and random forest estimators. (2009). Sexton, Joseph ; Laake, Petter . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:3:p:801-811.

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392012Multivariate mixture modeling using skew-normal independent distributions. (2012). Cabral, Celso Romulo Barbosa, ; Lachos, Victor Hugo ; Prates, Marcos O.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:126-142.

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402011Sharpening Wald-type inference in robust regression for small samples. (2011). Koller, Manuel ; Stahel, Werner A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:8:p:2504-2515.

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412014RcppArmadillo: Accelerating R with high-performance C++ linear algebra. (2014). Sanderson, Conrad ; Eddelbuettel, Dirk. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:1054-1063.

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422020A new correlation coefficient between categorical, ordinal and interval variables with Pearson characteristics. (2020). Klous, S ; Snoek, H ; Koopman, R ; Baak, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301341.

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432012Geoadditive expectile regression. (2012). Sobotka, Fabian ; Kneib, Thomas. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:755-767.

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442012The power of weather. (2012). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3793-3807.

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452007High-dimensional data clustering. (2007). Bouveyron, C. ; Girard, S. ; Schmid, C.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:502-519.

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462008Empirical characterization of random forest variable importance measures. (2008). Archer, Kellie J. ; Kimes, Ryan V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:4:p:2249-2260.

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472007A robust estimator for the tail index of Pareto-type distributions. (2007). Christmann, A. ; Hubert, M. ; Beirlant, J. ; Vandewalle, B.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:6252-6268.

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482014Nonnegative-lasso and application in index tracking. (2014). Liu, Hanzhong ; Yang, Yuehan ; Wu, Lan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:116-126.

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491996Partially parametric techniques for multiple imputation. (1996). Schenker, Nathaniel ; Taylor, Jeremy M. G., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:22:y:1996:i:4:p:425-446.

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502008Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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2023Scoring a Goal Optimally in a Soccer Game Under Liouville-Like Quantum Gravity Action. (2023). Polansky, Alan M ; Pramanik, Paramahansa. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:3:d:10.1007_s43069-023-00247-y.

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2023Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978.

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2023On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0.

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2023The Effects of Dynamic Capabilities on Firm’s Financial Performance. (2023). Abas, Norazira Mohd ; Ariffin, Nurul Azrin ; Nizar, Nurhuda ; Saddam, Siti Zaitun. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:1:p:37-45.

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2023Quantifying the impact of CEO social media celebrity status on firm value: Novel measures from digital gatekeeping theory. (2023). , Raymond ; Lin, Han ; Han, Meini ; Sun, Baiqing ; Bao, Xin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000197.

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2023Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data. (2023). Petetin, Yohan ; Morales, Katherine ; Gangloff, Hugo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002432.

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2023Robust mixture regression modeling based on the normal mean-variance mixture distributions. (2023). Lin, Tsung-I, ; Wang, Wan-Lun ; Mirfarah, Elham ; Naderi, Mehrdad. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002419.

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2023On the three-component mixture of exponential distributions: A Bayesian framework to model data with multiple lower and upper outliers. (2023). Nooghabi, Mehdi Jabbari ; Okhli, Kheirolah. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:208:y:2023:i:c:p:480-500.

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2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

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2023Bayesian model selection for generalized linear mixed models. (2023). , Marco ; Xu, Shuangshuang ; Franck, Christopher T ; Porter, Erica M. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3266-3278.

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2023A condition for the identification of multivariate models with binary instruments. (2023). Gunsilius, Florian F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:220-238.

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2023A distributed community detection algorithm for large scale networks under stochastic block models. (2023). Zhu, Xuening ; Li, Zhe ; Wu, Shihao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001056.

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2023Spatial heterogeneity automatic detection and estimation. (2023). Zhang, Hao Helen ; Zhu, Zhengyuan ; Wang, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s016794732200247x.

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2023Testing for changes in linear models using weighted residuals. (2023). Zhao, Yuqian ; Rice, Gregory ; Horvath, Lajos. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000568.

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2023Bi?level structured functional analysis for genome?wide association studies. (2023). Wang, Fan ; Wu, Mengyun ; Li, Yang ; Ma, Shuangge ; Ge, Yeheng. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3359-3373.

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2023Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956.

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2023Functional additive expectile regression in the reproducing kernel Hilbert space. (2023). Liu, Xiaohui ; Lian, Heng ; Peng, Ling. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x2300060x.

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2023Semi-profiled distributed estimation for high-dimensional partially linear model. (2023). Ren, Haojie ; Bao, Yajie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001354.

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2023A Gaussian copula joint model for longitudinal and time-to-event data with random effects. (2023). Foster, Peter ; Charalambous, Christiana ; Zhang, Zili. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002651.

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2023Fast estimation for generalised multivariate joint models using an approximate EM algorithm. (2023). Philipson, Pete ; Murray, James. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001305.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023Differential Sensitivity in Discontinuous Models. (2023). Tsanakas, Andreas ; Millossovich, Pietro ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2310.06151.

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2023Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956.

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2023Under-reported time-varying MINAR(1) process for modeling multivariate count series. (2023). Kazemi, Iraj ; Aghabazaz, Zeynab. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001366.

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2023Bayesian modeling of spatial integer-valued time series. (2023). Hsiung, Mo-Hua ; Chen, Chun-Shu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x.

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2023Homogeneous analysis on network effects in network autoregressive model. (2023). Liu, Jie ; Zhao, Jiayang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010437.

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2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

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2023Adaptive vectorial surrogate modeling framework for multi-objective reliability estimation. (2023). Keshtegar, Behrooz ; Fei, Cheng-Wei ; Chen, Jun-Yu ; Teng, DA ; Lu, Cheng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:234:y:2023:i:c:s0951832023000637.

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2023A New Methodology for Early Detection of Failures in Lithium-Ion Batteries. (2023). Velasco, Victor Manuel ; Ibarra, Jaime Gandarilla ; Alvarez, Pablo Sanchez ; Echeverria, Rodolfo Sosa ; Gonzalez, Enrique Quiroga ; Nava, Rocio ; Herrera, Graciela Velasco ; Carbono, Mario Eduardo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1073-:d:1040094.

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2022Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates. (2022). Schienle, Melanie ; Nazemi, Abdolreza ; Gorgen, Konstantin. In: Papers. RePEc:arx:papers:2206.06026.

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2022Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles. (2022). Petrella, Lea ; Merlo, Luca ; Bignozzi, Valeria. In: Papers. RePEc:arx:papers:2209.12855.

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2022Data depth and multiple output regression, the distorted M-quantiles approach. (2022). Fernandez, Ignacio Cascos ; Ochoa, Maicol Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:35465.

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2022Research on the Current Situation of Employment Mobility and Retention Rate Predictions of “Double First-Class” University Graduates Based on the Random Forest and BP Neural Network Models. (2022). Feng, Ying ; He, Feng ; Zhao, Yilin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8883-:d:867192.

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2022Clustering Structure of Microstructure Measures. (2022). Wells, Martin T ; Sun, Ningning ; Zhu, Liao. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:85-95.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

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2021Robust designs for dose–response studies: Model and labelling robustness. (2021). Wiens, Douglas P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000232.

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2021Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. (2021). Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000840.

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2021Right-truncated Archimedean and related copulas. (2021). Hofert, Marius. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:79-91.

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2021Stochastic decomposition for ?p-norm symmetric survival functions on the positive orthant. (2021). Wang, Ruodu ; Mai, Jan-Frederik. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000385.

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2021Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula. (2021). Kim, Dae Young ; Wei, Zheng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001450.

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2021A new spatial count data model with time-varying parameters. (2021). Prozzi, Jorge A ; Bansal, Prateek ; Buddhavarapu, Prasad . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:150:y:2021:i:c:p:566-586.

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2021The Effects of Land Use on Concentrations of Nutrients and Selected Metals in Bottom Sediments and the Risk Assessment for Rivers of the Warta River Catchment, Poland. (2021). Fiedler, Micha. In: Land. RePEc:gam:jlands:v:10:y:2021:i:6:p:589-:d:567843.

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2021Remaining Useful Life Prediction-Based Maintenance Decision Model for Stochastic Deterioration Equipment under Data-Driven. (2021). Ming, Song ; Li, Pengfei ; Cao, Xiangang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8548-:d:605805.

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2021Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights. (2021). Sibbertsen, Philipp ; Meier, Johanna ; Flock, Teresa ; Dissanayake, Pushpa. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-690.

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2021Robust test for structural instability in dynamic factor models. (2021). Baek, Changryong ; Song, Junmo ; Kim, Byungsoo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00773-0.

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2020Markov switching modelling of shooting performance variability and teammate interactions in basketball. (2020). Zuccolotto, Paola ; Sandri, Marco ; Manisera, Marica. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1337-1356.

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2020Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring. (2020). Hsu, Jiun-Huang ; Emura, Takeshi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300815.

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2020An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data. (2020). Guedj, Eric ; Chaux, Caroline ; Le, Khuyen T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301225.

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2020Two new matrix-variate distributions with application in model-based clustering. (2020). Bagnato, Luca ; Punzo, Antonio ; Tomarchio, Salvatore D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301419.

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2020Statistical estimation for some dividend problems under the compound Poisson risk model. (2020). Zhang, Zhimin ; Xie, Jiayi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:101-115.

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2020A Hybrid CFS Filter and RF-RFE Wrapper-Based Feature Extraction for Enhanced Agricultural Crop Yield Prediction Modeling. (2020). Srinivasan, Kathiravan ; Vincent, Durai Raj ; Elavarasan, Dhivya ; Chang, Chuan-Yu. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:9:p:400-:d:412144.

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2020Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model. (2020). Jiang, Jiancheng ; Chen, Lingju ; Gao, Yuan ; You, Honglong. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:298-:d:453207.

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2020Capturing a Complexity of Nutritional, Environmental, and Economic Impacts on Selected Health Parameters in the Russian High North. (2020). Erokhin, Vasilii ; Gao, Tianming. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2151-:d:330918.

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2020Using a Text Mining Approach to Hear Voices of Customers from Social Media toward the Fast-Food Restaurant Industry. (2020). Chen, Long-Sheng ; Riantama, Dalianus. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:268-:d:470496.

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2020The Marketization of Rural Collective Construction Land in Northeastern China: The Mechanism Exploration. (2020). Zhou, Yuepeng ; Liu, Hongbin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:276-:d:470575.

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2020A Predictive and Prescriptive Analytics Framework for Efficient E-Commerce Order Delivery. (2020). Roy, Debjit ; Krishnamoorthy, Srikumar ; Kandula, Shanthan. In: IIMA Working Papers. RePEc:iim:iimawp:14638.

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2020Modeling Turning Points In Global Equity Market. (2020). Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0195.

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2020Exponential random graph model parameter estimation for very large directed networks. (2020). Lomi, Alessandro ; Robins, Garry ; Stivala, Alex. In: PLOS ONE. RePEc:plo:pone00:0227804.

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2020Density deconvolution for generalized skew-symmetric distributions. (2020). Potgieter, Cornelis J. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:7:y:2020:i:1:d:10.1186_s40488-020-00103-y.

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2020How are European Migrants from the MENA Countries Affected by COVID-19? Insights from an Online Survey. (2020). Roman, Monica ; Amira, Kobeissi ; Monica, Roman ; Smaranda, Cimpoeru ; Heba, Mohammad. In: Journal of Social and Economic Statistics. RePEc:vrs:jsesro:v:9:y:2020:i:1:p:128-143:n:8.

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