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Computational Statistics & Data Analysis / Elsevier

Citation Profile [Updated: 2025-04-15 08:32:09]
5 Years H Index
55
Impact Factor (IF)
0.26
5 Years IF
0.28
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 59 119 140 5 10 94 3 204 5 0 0 0.05
1992 0.03 0.11 0.03 0.03 97 216 306 7 17 119 3 243 7 0 0 0.05
1993 0.03 0.13 0.03 0.02 60 276 158 9 26 156 5 299 5 0 3 0.05 0.06
1994 0.01 0.14 0.02 0.01 82 358 347 6 32 157 1 310 2 0 2 0.02 0.07
1995 0.08 0.22 0.08 0.05 107 465 287 36 68 142 11 358 19 23 63.9 0 0.1
1996 0.07 0.25 0.1 0.09 120 585 481 60 128 189 13 405 37 32 53.3 3 0.03 0.12
1997 0.05 0.24 0.08 0.06 123 708 366 59 187 227 11 466 30 32 54.2 1 0.01 0.11
1998 0.05 0.28 0.06 0.06 99 807 335 51 239 243 13 492 30 20 39.2 2 0.02 0.13
1999 0.09 0.3 0.1 0.09 80 887 425 91 331 222 19 531 48 39 42.9 5 0.06 0.15
2000 0.08 0.36 0.09 0.09 84 971 435 89 421 179 15 529 49 24 27 1 0.01 0.16
2001 0.12 0.39 0.09 0.1 84 1055 476 98 519 164 19 506 51 27 27.6 0 0.17
2002 0.07 0.41 0.09 0.1 114 1169 1621 107 628 168 12 470 46 27 25.2 3 0.03 0.21
2003 0.19 0.44 0.15 0.15 122 1291 1403 196 827 198 37 461 67 86 43.9 37 0.3 0.22
2004 0.29 0.49 0.21 0.24 168 1459 965 296 1127 236 69 484 114 141 47.6 19 0.11 0.22
2005 0.18 0.51 0.14 0.18 128 1587 1499 224 1357 290 53 572 105 48 21.4 14 0.11 0.23
2006 0.26 0.5 0.25 0.31 368 1955 2754 475 1845 296 78 616 190 249 52.4 90 0.24 0.23
2007 0.31 0.46 0.27 0.31 410 2365 2954 628 2475 496 153 900 277 319 50.8 54 0.13 0.2
2008 0.37 0.49 0.33 0.34 341 2706 2636 892 3373 778 284 1196 406 407 45.6 56 0.16 0.23
2009 0.36 0.48 0.36 0.33 346 3052 1682 1096 4480 751 268 1415 470 479 43.7 83 0.24 0.24
2010 0.33 0.48 0.36 0.33 284 3336 1744 1197 5681 687 227 1593 525 472 39.4 38 0.13 0.21
2011 0.29 0.52 0.35 0.31 274 3610 1625 1246 6937 630 182 1749 543 456 36.6 57 0.21 0.24
2012 0.46 0.52 0.42 0.39 325 3935 2160 1661 8604 558 257 1655 641 565 34 56 0.17 0.22
2013 0.38 0.56 0.41 0.36 220 4155 1247 1707 10320 599 226 1570 566 318 18.6 34 0.15 0.24
2014 0.57 0.55 0.47 0.42 318 4473 1899 2089 12410 545 313 1449 613 608 29.1 69 0.22 0.23
2015 0.45 0.55 0.39 0.41 133 4606 396 1798 14214 538 242 1421 580 166 9.2 11 0.08 0.23
2016 0.51 0.52 0.43 0.45 248 4854 1133 2101 16315 451 229 1270 574 348 16.6 56 0.23 0.21
2017 0.42 0.54 0.44 0.47 185 5039 534 2236 18551 381 159 1244 590 214 9.6 24 0.13 0.21
2018 0.44 0.55 0.38 0.42 160 5199 497 1981 20532 433 192 1104 468 173 8.7 16 0.1 0.23
2019 0.29 0.56 0.39 0.41 150 5349 280 2077 22609 345 101 1044 430 170 8.2 12 0.08 0.22
2020 0.32 0.68 0.4 0.38 159 5508 277 2174 24786 310 100 876 332 129 5.9 15 0.09 0.32
2021 0.42 0.8 0.44 0.47 166 5674 183 2512 27300 309 129 902 428 206 8.2 16 0.1 0.29
2022 0.33 0.83 0.4 0.37 166 5840 113 2320 29621 325 106 820 306 178 7.7 15 0.09 0.25
2023 0.27 0.8 0.32 0.32 162 6002 50 1933 31554 332 90 801 259 170 8.8 10 0.06 0.22
2024 0.26 1.02 0.27 0.28 115 6117 5 1677 33231 328 84 803 223 98 5.8 5 0.04 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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662
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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338
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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218
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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209
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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194
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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190
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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176
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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163
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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150
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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143
122011Optimal 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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134
132006Unobserved 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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133
142009Estimating 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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125
152012A 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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121
162003Choosing 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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120
171999Beta 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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115
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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107
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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93
202008Volatility 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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91
212014EGARCH 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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89
222007Interpretation 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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88
232012Vine 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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85
241992A 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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85
252012A 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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84
262008Subset 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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82
272003Curves 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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81
282004Asymptotic 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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80
292007Comparison 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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80
302006Generalized 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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76
312011Simulation 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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74
322004An 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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72
332005Bootstrapping 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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72
342008An 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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71
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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71
362010Factor-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
372010Market 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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67
381996Partially 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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66
392006A 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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64
402006Bootstrap 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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63
412003Computational 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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62
422001Bandwidth 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
432003Choosing 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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62
442010Testing, 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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61
452014RcppArmadillo: 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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61
462008Homogenous 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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61
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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60
482008A 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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60
491997The 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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59
502008The 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
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

84
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

82
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

57
42011Optimal 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

40
52018A 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

38
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

31
72007Robust 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

30
82000BACON: 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

28
92014Testing 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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26
102016Fast 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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23
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

19
122005Statistical 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.

Full description at Econpapers || Download paper

18
132014EGARCH 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

17
142003A 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

17
152012A 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

15
162009Estimating 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

14
172008Homogenous 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.

Full description at Econpapers || Download paper

13
182012Multivariate 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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13
192014Model-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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13
202008Subset 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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13
212006Financial 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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12
222014Model-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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232014RcppArmadillo: 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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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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252011Simulation 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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262008A 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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272003Testing 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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282004Asymptotic 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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292005PLS 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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302016Generalized Poisson autoregressive models for time series of counts. (2016). Chen, Cathy W. S. ; Lee, Sangyeol. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:51-67.

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312013Small area estimation with spatio-temporal Fay–Herriot models. (2013). Morales, Domingo ; Marhuenda, Yolanda ; Molina, Isabel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:58:y:2013:i:c:p:308-325.

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322012The 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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332007Cluster-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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342013On computing the distribution function for the Poisson binomial distribution. (2013). Hong, Yili. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:59:y:2013:i:c:p:41-51.

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352016Random forest for ordinal responses: Prediction and variable selection. (2016). Janitza, Silke ; Boulesteix, Anne-Laure ; Tutz, Gerhard. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:57-73.

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362012Robust fitting of mixture regression models. (2012). Boyer, John E. ; Bai, Xiuqin ; Yao, Weixin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2347-2359.

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372011The specification of the propensity score in multilevel observational studies. (2011). Mealli, Fabrizia ; arpino, bruno. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:4:p:1770-1780.

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382020A 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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392009Standard 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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402012Vine 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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412011Practical variable selection for generalized additive models. (2011). Marra, Giampiero ; Wood, Simon N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387.

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422017Bivariate copula additive models for location, scale and shape. (2017). Marra, Giampiero ; Radice, Rosalba. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:99-113.

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432007A test for the equality of covariance matrices when the dimension is large relative to the sample sizes. (2007). Schott, James R.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:51:y:2007:i:12:p:6535-6542.

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442017Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. (2017). Lopez-Cheda, Ana ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Jacome, Amalia M ; Cao, Ricardo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:144-165.

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451992A 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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462012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution. (2012). Omori, Yasuhiro ; Nakajima, Jouchi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704.

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472006A 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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482016Revisiting useful approaches to data-rich macroeconomic forecasting. (2016). Groen, Jan ; An, J ; Kapetanios, George. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239.

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492007Unbiased split selection for classification trees based on the Gini Index. (2007). Boulesteix, Anne-Laure ; Augustin, Thomas ; Strobl, Carolin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:52:y:2007:i:1:p:483-501.

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502006Mining the customer credit using classification and regression tree and multivariate adaptive regression splines. (2006). Lu, Chi-Jie ; Chou, Yu-Chao ; Lee, Tian-Shyug ; Chiu, Chih-Chou . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:50:y:2006:i:4:p:1113-1130.

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2024The importance Markov chain. (2024). Robert, Christian P ; Marival, Hugo ; Douc, Randal ; Andral, Charly. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400022x.

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2024Three-way data clustering based on the mean-mixture of matrix-variate normal distributions. (2024). Wang, Wan-Lun ; Tamandi, Mostafa ; Naderi, Mehrdad ; Lin, Tsung-I, ; Mirfarah, Elham. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324001002.

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2024MetaboAnalystR 4.0: a unified LC-MS workflow for global metabolomics. (2024). Lu, Yao ; Viau, Charles ; Xu, Lei ; Pang, Zhiqiang ; Xia, Jianguo ; Basu, Niladri ; Salavati, Reza. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-48009-6.

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2024Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates. (2024). Guillen, Montserrat ; Bagkavos, Dimitrios ; Nielsen, Jens P. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00945-7.

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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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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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