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Citation Profile [Updated: 2026-07-12 16:53:14]
5 Years H Index
37
Impact Factor (IF)
0.14
5 Years IF
0.16
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 0.1 0.03 0.01 143 143 359 4 4 215 1 455 3 0 0 0.05
1991 0.01 0.11 0.02 0.01 169 312 410 6 11 258 2 532 3 0 1 0.01 0.06
1992 0.02 0.12 0.03 0.02 189 501 435 14 25 312 6 631 10 0 2 0.01 0.06
1993 0.01 0.13 0.02 0.01 181 682 455 17 42 358 3 716 6 0 0 0.06
1994 0.01 0.14 0.02 0.01 169 851 476 19 61 370 4 797 11 0 1 0.01 0.07
1995 0.07 0.22 0.11 0.07 198 1049 548 110 173 350 23 851 61 60 54.5 0 0.1
1996 0.09 0.25 0.1 0.07 271 1320 643 132 305 367 33 906 62 96 72.7 4 0.01 0.11
1997 0.07 0.24 0.12 0.09 268 1588 861 193 500 469 33 1008 87 80 41.5 4 0.01 0.11
1998 0.06 0.28 0.08 0.05 206 1794 692 150 650 539 35 1087 59 75 50 7 0.03 0.13
1999 0.08 0.3 0.1 0.07 249 2043 906 209 860 474 39 1112 78 89 42.6 8 0.03 0.14
2000 0.09 0.34 0.12 0.09 242 2285 843 267 1130 455 42 1192 109 108 40.4 4 0.02 0.16
2001 0.12 0.38 0.12 0.1 253 2538 1131 299 1430 491 59 1236 123 139 46.5 8 0.03 0.17
2002 0.13 0.39 0.11 0.11 226 2764 705 295 1725 495 63 1218 133 104 35.3 10 0.04 0.21
2003 0.11 0.43 0.1 0.1 231 2995 755 307 2035 479 54 1176 118 84 27.4 7 0.03 0.21
2004 0.1 0.47 0.12 0.13 201 3196 633 388 2423 457 47 1201 151 110 28.4 10 0.05 0.21
2005 0.09 0.5 0.11 0.11 198 3394 711 383 2806 432 38 1153 123 98 25.6 10 0.05 0.23
2006 0.11 0.49 0.12 0.12 253 3647 682 448 3255 399 42 1109 135 131 29.2 8 0.03 0.22
2007 0.1 0.44 0.13 0.12 228 3875 536 489 3746 451 47 1109 137 123 25.2 5 0.02 0.2
2008 0.16 0.47 0.16 0.18 477 4352 1483 675 4421 481 75 1111 203 256 37.9 11 0.02 0.22
2009 0.14 0.46 0.16 0.17 367 4719 944 764 5185 705 102 1357 232 230 30.1 16 0.04 0.23
2010 0.16 0.46 0.16 0.16 277 4996 935 778 5963 844 132 1523 240 192 24.7 11 0.04 0.2
2011 0.14 0.5 0.14 0.12 276 5272 639 712 6678 644 90 1602 193 162 22.8 12 0.04 0.23
2012 0.2 0.5 0.18 0.19 308 5580 772 985 7663 553 110 1625 304 223 22.6 10 0.03 0.21
2013 0.22 0.53 0.18 0.21 332 5912 680 1083 8746 584 129 1705 350 222 20.5 14 0.04 0.23
2014 0.21 0.52 0.17 0.19 246 6158 497 1042 9788 640 132 1560 291 135 13 6 0.02 0.22
2015 0.17 0.52 0.17 0.19 349 6507 557 1101 10889 578 96 1439 276 253 23 20 0.06 0.21
2016 0.21 0.49 0.16 0.17 279 6786 655 1105 11995 595 126 1511 255 189 17.1 23 0.08 0.2
2017 0.15 0.51 0.16 0.16 312 7098 416 1143 13138 628 94 1514 247 190 16.6 21 0.07 0.2
2018 0.16 0.52 0.15 0.14 273 7371 449 1123 14261 591 92 1518 219 177 15.8 54 0.2 0.22
2019 0.17 0.53 0.15 0.17 275 7646 297 1165 15426 585 100 1459 247 175 15 18 0.07 0.21
2020 0.16 0.63 0.16 0.17 243 7889 226 1230 16656 548 86 1488 249 133 10.8 11 0.05 0.3
2021 0.13 0.72 0.16 0.19 216 8105 227 1282 17938 518 66 1382 257 124 9.7 8 0.04 0.26
2022 0.22 0.71 0.16 0.2 200 8305 104 1326 19266 459 101 1319 265 145 10.9 8 0.04 0.21
2023 0.19 0.66 0.14 0.17 163 8468 81 1147 20413 416 81 1207 207 95 8.3 10 0.06 0.19
2024 0.13 0.7 0.13 0.16 217 8685 51 1111 21524 363 48 1097 180 123 11.1 11 0.05 0.2
2025 0.14 0.93 0.11 0.16 194 8879 32 1006 22530 380 54 1039 162 108 10.7 12 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
12001Bayesian quantile regression. (2001). Moyeed, Rana A. ; Yu, Keming. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

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251
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

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239
32016Efficient 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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234
41988Estimating 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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191
51999Functional linear model. (1999). Sarda, Pascal ; Cardot, Herve ; Ferraty, Frederic. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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106
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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105
71994Expectiles 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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87
82006Semi-functional partial linear regression. (2006). Vieu, Philippe ; Aneiros-Perez, German . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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86
91997Backward stochastic differential equations with continuous coefficient. (1997). San Martin, J. ; Lepeltier, J. P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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68
101989Maxima of normal random vectors: Between independence and complete dependence. (1989). Reiss, Rolf-Dieter ; Husler, Jurg. In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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67
111996On 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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62
121999Recursive mean adjustment in time-series inferences. (1999). Shin, Dong Wan ; So, Beong Soo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73.

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58
131998A lifetime distribution with decreasing failure rate. (1998). Loukas, S. ; Adamidis, K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

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56
142001On the multivariate probability integral transformation. (2001). Rivest, Louis-Paul ; Genest, Christian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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53
151986Convergence 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
162000A 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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51
171997Sparse 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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51
182012On weak dependence conditions for Poisson autoregressions. (2012). 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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49
192010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Hu, Yaozhong ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

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48
202008Testing 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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46
211987Estimation of integrated squared density derivatives. (1987). Hall, Peter ; Marron, J. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115.

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46
222003Elliptical copulas: applicability and limitations. (2003). Junker, Markus ; Frahm, Gabriel ; Szimayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

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45
232001Moments of skew-normal random vectors and their quadratic forms. (2001). 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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45
242013Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Omari, Lahcen ; Lahrouz, Aadil. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968.

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44
251990A note on the almost sure central limit theorem. (1990). Philipp, Walter ; Lacey, Michael T.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205.

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43
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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43
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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42
282004Sub-fractional Brownian motion and its relation to occupation times. (2004). Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

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41
292005A note on comparisons among coherent systems with dependent components using signatures. (2005). Ruiz, Jose M. ; Navarro, Jorge ; Sandoval, Carlos J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:72:y:2005:i:2:p:179-185.

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41
302008On comonotonicity of Pareto optimal risk sharing. (2008). Ludkovski, Michael ; Ruschendorf, Ludger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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40
312007Multivariate extensions of Spearmans rho and related statistics. (2007). Schmidt, Rafael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416.

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40
322005Realistic variation of shock models. (2005). Husler, Jurg ; Gut, Allan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204.

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40
332002An 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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39
341997Unifying 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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39
352001Identifiability of cure models. (2001). Taylor, Jeremy M. G., ; Sy, Judy P. ; Li, Chin-Shang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

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38
361991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Sheather, S. J. ; Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514.

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38
372005Estimating 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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37
381997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Peña, Daniel ; Zamar, Ruben ; Pea, Daniel ; Justel, Ana. In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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37
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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37
401988On 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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36
411993Testing 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
421997Kernel density estimation for random fields (density estimation for random fields). (1997). Carbon, Michel ; Tran, Lanh Tat ; Wu, Berlin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:2:p:115-125.

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35
432008A singular stochastic differential equation driven by fractional Brownian motion. (2008). Hu, Yaozhong ; Song, Xiaoming ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2075-2085.

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35
442014Variable selection in infinite-dimensional problems. (2014). Vieu, Philippe ; Aneiros, German. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:12-20.

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34
451998Change-point in the mean of dependent observations. (1998). Leipus, Remigijus ; Kokoszka, Piotr. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393.

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34
462010A note on bootstrap approximations for the empirical copula process. (2010). Dette, Holger ; Bucher, Axel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932.

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34
472004A new class of bivariate copulas. (2004). beda-Flores, Manuel ; Rodriguez-Lallena, Jose Antonio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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33
481997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold. In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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33
491992A 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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33
501992Density estimation in Besov spaces. (1992). Kerkyacharian, G. ; Picard, D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24.

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32
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

67
22001Bayesian quantile regression. (2001). Moyeed, Rana A. ; Yu, Keming. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

42
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

23
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

16
52010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Hu, Yaozhong ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

Full description at Econpapers || Download paper

13
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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11
71988Estimating 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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10
82012The space-fractional Poisson process. (2012). Polito, Federico ; Orsingher, Enzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:852-858.

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10
92006Semi-functional partial linear regression. (2006). Vieu, Philippe ; Aneiros-Perez, German . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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10
102017The extropy of order statistics and record values. (2017). Qiu, Guoxin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:52-60.

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10
112008On comonotonicity of Pareto optimal risk sharing. (2008). Ludkovski, Michael ; Ruschendorf, Ludger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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10
122008Existence 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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9
131999Functional linear model. (1999). Sarda, Pascal ; Cardot, Herve ; Ferraty, Frederic. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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9
142008A singular stochastic differential equation driven by fractional Brownian motion. (2008). Hu, Yaozhong ; Song, Xiaoming ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2075-2085.

Full description at Econpapers || Download paper

9
151997Backward stochastic differential equations with continuous coefficient. (1997). San Martin, J. ; Lepeltier, J. P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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8
161996Conditional 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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8
171997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold. In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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8
182013On pairwise quasi-asymptotically independent random variables and their applications. (2013). Li, Jinzhu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2081-2087.

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8
191983Descriptive 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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7
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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7
212017CoVaR of families of copulas. (2017). Durante, Fabrizio ; Jaworski, P ; Bernardi, M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:8-17.

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7
222021Generalized entropic risk measures and related BSDEs. (2021). Tian, Dejian ; Ma, Hanmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000729.

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7
232009Covariance function of vector self-similar processes. (2009). Lavancier, Frederic ; Surgailis, Donatas ; Philippe, Anne. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:23:p:2415-2421.

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7
242018The residual extropy of order statistics. (2018). Jia, Kai ; Qiu, Guoxin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:133:y:2018:i:c:p:15-22.

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7
252005Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. (2005). Xu, M. ; Lepeltier, J. -P., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:75:y:2005:i:1:p:58-66.

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7
262019Assessing bivariate tail non-exchangeable dependence. (2019). Pramanik, Paramahansa ; Hua, Lei ; Polansky, Alan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:14.

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6
272014Necessary and sufficient conditions for Hölder continuity of Gaussian processes. (2014). Sottinen, Tommi ; Viitasaari, Lauri ; Azmoodeh, Ehsan ; Yazigi, Adil. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:230-235.

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282009Precise 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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292021A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers. (2021). van Thanh, LE ; Rosalsky, Andrew. In: Statistics & Probability Letters. RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001437.

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302000A 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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312013Skewness and the linear discriminant function. (2013). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:1:p:93-99.

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321997Sparse 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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332019On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims. (2019). Li, Jinzhu ; Yang, Haizhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:153-159.

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341992The weak law of large numbers for arrays. (1992). Gut, Allan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:14:y:1992:i:1:p:49-52.

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351999Reliabilities for (n,f,k) systems. (1999). Cui, Lirong ; Chang, Gerard J. ; Hwang, Frank K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:3:p:237-242.

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362012On weak dependence conditions for Poisson autoregressions. (2012). 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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372019A variation of constant formula for Caputo fractional stochastic differential equations. (2019). Doan, T S ; Huong, P T ; Anh, P T. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:351-358.

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381997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Peña, Daniel ; Zamar, Ruben ; Pea, Daniel ; Justel, Ana. In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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392013Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process. (2013). Alfonsi, Aurelien. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:2:p:602-607.

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402016Generalized seasonal tapered block bootstrap. (2016). Paparoditis, Efstathios ; Politis, Dimitris N ; Dudek, Anna E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:115:y:2016:i:c:p:27-35.

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412004Sub-fractional Brownian motion and its relation to occupation times. (2004). Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

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422018Optimal 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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432008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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442015Elicitable distortion risk measures: A concise proof. (2015). Wang, Ruodu ; Ziegel, Johanna F.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:172-175.

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452015Vector-valued skewness for model-based clustering. (2015). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:230-237.

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462020Exact tests via multiple data splitting. (2020). Diciccio, Thomas J ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301681.

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472007Entropy correlation coefficient for measuring predictive power of generalized linear models. (2007). Eshima, Nobuoki ; Tabata, Minoru. In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:6:p:588-593.

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482005The likelihood ratio test for a separable covariance matrix. (2005). Lu, Nelson ; Zimmerman, Dale L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:73:y:2005:i:4:p:449-457.

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491994Two measures of sample entropy. (1994). Ebrahimi, Nader ; Pflughoeft, Kurt ; Soofi, Ehsan S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:3:p:225-234.

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502008Asymptotics of sums of lognormal random variables with Gaussian copula. (2008). Asmussen, Soren ; Rojas-Nandayapa, Leonardo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2709-2714.

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Citing documents used to compute impact factor: 54
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2025Discussion on “Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models”. (2025). Parker, Paul A ; Maranzano, Paolo. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:2:n:e70001.

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2025Robust Portfolio Optimisation Under Sparse Contamination. (2025). Autiero, Carlo E ; Farcomeni, Alessio. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10733-y.

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2025Central Limit Theorem for Crossings in Randomly Embedded Graphs. (2025). Paguyo, J E ; Arizmendi, Octavio ; Arenas-Velilla, Santiago. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:3:d:10.1007_s10959-025-01426-9.

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2025A Stein characterisation of the distribution of the product of correlated normal random variables. (2025). Gaunt, Robert E ; Li, Siqi ; Sutcliffe, Heather L. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002384.

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2025A note on the maximum probability of ultra log-concave distributions. (2025). Aravinda, Heshan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s016771522500063x.

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2025Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem. (2025). Paul, Sayantan ; Chakrabarti, Arijit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:5:d:10.1007_s10463-025-00932-1.

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2025Extension of a strong form of the three-dimensional Gaussian product inequality. (2025). Kim, Bara. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002451.

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2025Discrete-Continuous Dual Families, Reciprocal Laws, Random Summation, and Mixtures of Gaussian Distributions. (2025). Kozubowski, Tomasz J ; Ohemeng, Matthew A. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:87:y:2025:i:2:d:10.1007_s13171-025-00401-0.

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2025Inference and prediction for ARCH time series via innovation distribution function. (2025). Yang, Lijian ; Zhang, Yuan Yuan ; Zhong, Chen. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:1:d:10.1007_s11749-024-00949-3.

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2025Strong Approximation for Non-homogeneous Random Flights. (2025). Bashtova, Elena ; Shashkin, Alexey. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:4:d:10.1007_s10959-025-01443-8.

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2025Machine learning-based stacked ensemble model for predicting and regulating oxygen-containing compounds in nitrogen-rich pyrolysis bio-oil. (2025). Zhang, Guanshuai ; Yao, Jingang ; Liu, Shanjian ; Yi, Weiming ; He, Zhisen ; Bi, Dongmei ; Wang, Hui. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s096014812402398x.

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2025On reverse inequalities for Besov integral probability metrics between smooth densities. (2025). Chae, Minwoo ; Lee, Jeongjik. In: Statistics & Probability Letters. RePEc:eee:stapro:v:224:y:2025:i:c:s0167715225000823.

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2025Two-tier optimal scheduling of integrated energy systems in parks considering P2G-CCS-CHP coupling and electricity-gas-heat-cooling price-demand response. (2025). Wang, Ziren ; Zhang, Yuyuan ; Li, Wei. In: Energy. RePEc:eee:energy:v:338:y:2025:i:c:s0360544225044457.

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2025On weak convergence of Gaussian conditional distributions. (2025). Drton, Mathias ; Lumpp, Sarah. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001427.

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2025Nonparametric estimation for periodic stochastic differential equations driven by fractional G-Brownian motion. (2025). Fang, Shaomei ; Guo, Changhong ; Zhang, Yong ; He, Yong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09338-5.

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2025On the Estimation of Relative Extropy and its Application in Goodness of Fit Tests. (2025). Noughabi, Reza Alizadeh. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:87:y:2025:i:2:d:10.1007_s13571-025-00388-6.

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2025Semi-supervised learning for various comparison functions across two populations. (2025). Zhou, Yong ; Peng, Mengjiao ; Zhang, Menghua. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01632-3.

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2025Stokes phenomenon for the M-Wright function of order 1n. (2025). Ansari, Alireza ; Askari, Hassan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:487:y:2025:i:c:s0096300324005496.

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2025Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. (2025). Zhang, Yuetong ; Zhu, Min ; Cai, Chunchun ; Chen, Ruiqiu ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1399-:d:1641902.

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2025Power Levy motion: Correlations and relaxation. (2025). Eliazar, Iddo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125004169.

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2025Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules. (2025). Ghezzi, Fabrizio ; Rossi, Eduardo ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001253.

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2025First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps. (2025). Lefebvre, Mario ; Elmojtaba, Ibrahim. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1629-:d:1657001.

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2025Nonparametric regression under cluster sampling. (2025). Shimizu, Yuya. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001563.

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2025Data driven modeling of multiple interest rates with generalized Vasicek-type models. (2025). Viitasaari, Lauri ; Sottinen, Tommi ; Ilmonen, Pauliina ; Laurikkala, Milla ; Ralchenko, Kostiantyn. In: Papers. RePEc:arx:papers:2509.03208.

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2025Nonparametric rich covariates without saturation. (2025). Santos Silva, João ; J. M. C. Santos Silva, ; Martellosio, Federico ; Glorias, Ludgero. In: Papers. RePEc:arx:papers:2505.21213.

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2025Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential. (2025). Ahmed, Hamdy M ; Ramkumar, K ; Ravikumar, K ; Varshini, S. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:2:d:10.1007_s10959-025-01414-z.

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2025Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds. (2025). Lee, Sokbae (Simon) ; Feng, Junlong. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002781.

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2025Non-parametric tests for cross-dependence based on multivariate extensions of ordinal patterns. (2025). Silbernagel, Angelika ; Schnurr, Alexander ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:210:y:2025:i:c:s0167947325000659.

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2025Sufficient conditions for relative aging orders of (n−k+1)-out-of-n systems. (2025). Shrahili, M ; Kayid, M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:221:y:2025:i:c:s0167715225000288.

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2025Dynamic populations of manufactured items under shocks. (2025). Finkelstein, Maxim ; Cha, Ji Hwan. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:33:y:2025:i:3:d:10.1007_s11750-024-00687-7.

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2025Asymptotic constancy for solutions of abstract non-linear fractional equations with delay and generalized Hilfer (a,b,α)-derivatives. (2025). Koyuncuolu, Halis Can ; Katican, Tue ; Kosti, Marko. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s0960077924014863.

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2025Ulam–Hyers–Rassias stability of Hilfer fractional stochastic impulsive differential equations with non-local condition via Time-changed Brownian motion followed by the currency options pricing model. (2025). Chalishajar, Dimplekumar ; Kasinathan, Dhanalakshmi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:197:y:2025:i:c:s0960077925004813.

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2025Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin. (2025). Renaud, Jean-Franois ; Locas, Flix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:189-206.

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2025Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay. (2025). Li, Zheng ; Han, Yuecai. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000598.

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2025Bias in Gini coefficient estimation for gamma mixture populations. (2025). Saulo, Helton ; Vila, Roberto. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:7:d:10.1007_s00362-025-01768-w.

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2025Asymptotics in multiple hypotheses testing under dependence: beyond normality. (2025). Dey, Monitirtha. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:7:d:10.1007_s00362-025-01770-2.

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Recent citations received in 2024

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2024Modeling of Functional Relationships of Regional Economic Systems Based on Small Samples Based on Bayesian Intelligent Measurements. (2024). Zhukov, Roman ; Zhelunitsina, Maria A ; Plinskaya, Maria A ; Prokopchina, Svetlana V. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:721-750.

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2024Hedging in Jump Diffusion Model with Transaction Costs. (2024). Sottinen, Tommi ; Almani, Hamidreza Maleki ; Shokrollahi, Foad. In: Papers. RePEc:arx:papers:2408.10785.

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2024On the consistency of bootstrap for matching estimators. (2024). Han, Fang ; Lin, Ziming. In: Papers. RePEc:arx:papers:2410.23525.

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2024Hierarchical reconciliation of convolutional gated recurrent units for unified forecasting of branched and aggregated district heating loads. (2024). Wang, Shitong ; Li, Xinyi ; Chen, Zhiqiang. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224038751.

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2024Targeted immunization thresholds for the contact process on power-law trees. (2024). Fernley, John ; Jacob, Emmanuel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001315.

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2024The Lognormal Distribution Is Characterized by Its Integer Moments. (2024). Tagliani, Aldo ; Novi, Pier Luigi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3830-:d:1536323.

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2024Generalized Iterated Poisson Process and Applications. (2024). Pathak, Ashok Kumar ; Soni, Ritik. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01362-0.

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2024Generalized Fractional Risk Process. (2024). Pathak, Ashok Kumar ; Soni, Ritik. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10111-z.

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2024Asymptotic normality of a modified estimator of Gini distance correlation. (2024). Dang, Xin ; Sang, Yongli. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01575-9.

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2024On limiting behaviors of stepwise multiple testing procedures. (2024). Dey, Monitirtha. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01613-6.

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2024A copula formulation for multivariate latent Markov models. (2024). Farcomeni, Alessio ; Russo, Alfonso. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00919-9.

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Recent citations received in 2023

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2023On the failure of the bootstrap for Chatterjees rank correlation. (2023). Lin, Zhexiao ; Han, Fang. In: Papers. RePEc:arx:papers:2303.14088.

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2023Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable. (2023). Lee, Myoung-jae ; Myoung-Jae, Lee ; Jin-Young, Choi. In: Journal of Causal Inference. RePEc:bpj:causin:v:11:y:2023:i:1:p:25:n:1015.

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2023The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps. (2023). Mayavel, Pichamuthu ; Rathinasamy, Anandaraman. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:455:y:2023:i:c:s0096300323002989.

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

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2023A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture. (2023). Hu, Ze-Chun ; Xu, Kun ; Li, Fu-Bo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:200:y:2023:i:c:s0167715223000950.

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2023Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion. (2023). Ma, Zhengqi ; Mei, Shuli ; Yuan, Shoucheng ; Meng, Kexin. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:10:p:2405-:d:1153074.

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2023Dynamical Behaviors in a Stage-Structured Model with a Birth Pulse. (2023). Liu, Yun ; Guo, Lifeng. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:15:p:3321-:d:1205372.

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2023On the Iterative Methods for the Solution of Three Types of Nonlinear Matrix Equations. (2023). Ivanov, Ivan G ; Yang, Hongli. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:21:p:4436-:d:1267810.

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2023Properties and Estimations of a Multivariate Folded Normal Distribution. (2023). Jin, Yiqiao ; Yang, Yifan ; Liu, XI ; Pan, Xiaoqing. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:23:p:4860-:d:1293437.

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2023Estimation of Fixed Effects Partially Linear Varying Coefficient Panel Data Regression Model with Nonseparable Space-Time Filters. (2023). Li, Shuangshuang ; Chen, Jianbao. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:6:p:1531-:d:1103643.

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Recent citations received in 2022

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

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

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2022Multiscaling and rough volatility: An empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002757.

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

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2022Quantitative Mean Square Exponential Stability and Stabilization of Linear Itô Stochastic Markovian Jump Systems Driven by Both Brownian and Poisson Noises. (2022). Yan, Zhiguo ; Zhou, Xiaomin ; Sun, Tingkun ; Zhang, Min ; Chang, Gaizhen. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:13:p:2330-:d:854896.

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2022Functional Ergodic Time Series Analysis Using Expectile Regression. (2022). Kaid, Zoulikha ; Elmezouar, Zouaoui Chikr ; Rachdi, Mustapha ; Almanjahie, Ibrahim M ; Alshahrani, Fatimah ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:20:p:3919-:d:950049.

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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). Bao, Shengwang ; Yang, Fan. 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, Zhiping ; Yu, Ping. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13036-:d:939719.

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