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Computational Statistics & Data Analysis / Elsevier

Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
55
Impact Factor (IF)
0.23
5 Years IF
0.23
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 59 119 138 5 10 94 3 204 5 0 0 0.05
1992 0.03 0.11 0.03 0.03 97 216 304 7 17 119 3 243 7 0 0 0.06
1993 0.03 0.13 0.03 0.02 60 276 156 9 26 156 5 299 5 0 3 0.05 0.06
1994 0.01 0.14 0.02 0.01 82 358 341 6 32 157 1 310 2 0 2 0.02 0.07
1995 0.08 0.22 0.08 0.05 107 465 286 36 68 142 11 358 19 23 63.9 0 0.09
1996 0.07 0.25 0.1 0.09 120 585 476 60 128 189 13 405 37 32 53.3 3 0.03 0.12
1997 0.05 0.24 0.08 0.06 123 708 364 59 187 227 11 466 30 32 54.2 1 0.01 0.11
1998 0.05 0.28 0.06 0.06 99 807 332 50 238 243 13 492 29 20 40 2 0.02 0.13
1999 0.09 0.31 0.1 0.09 80 887 423 91 330 222 19 531 48 39 42.9 5 0.06 0.15
2000 0.08 0.36 0.09 0.09 84 971 429 89 420 179 15 529 49 24 27 1 0.01 0.16
2001 0.12 0.39 0.09 0.1 84 1055 471 98 518 164 19 506 51 27 27.6 0 0.17
2002 0.07 0.41 0.09 0.1 114 1169 1597 106 626 168 12 470 46 27 25.5 3 0.03 0.21
2003 0.18 0.44 0.15 0.14 122 1291 1386 195 824 198 36 461 66 86 44.1 37 0.3 0.22
2004 0.29 0.49 0.2 0.23 168 1459 955 294 1122 236 68 484 113 141 48 19 0.11 0.22
2005 0.18 0.51 0.14 0.18 128 1587 1489 224 1352 290 53 572 105 48 21.4 14 0.11 0.24
2006 0.26 0.51 0.25 0.31 368 1955 2732 475 1840 296 78 616 190 249 52.4 90 0.24 0.23
2007 0.31 0.46 0.27 0.31 410 2365 2923 628 2470 496 153 900 277 319 50.8 54 0.13 0.2
2008 0.37 0.49 0.33 0.34 341 2706 2605 891 3367 778 284 1196 406 407 45.7 56 0.16 0.23
2009 0.36 0.48 0.36 0.33 346 3052 1662 1094 4472 751 267 1415 469 479 43.8 83 0.24 0.24
2010 0.33 0.48 0.36 0.33 284 3336 1724 1191 5667 687 226 1593 521 472 39.6 38 0.13 0.21
2011 0.29 0.52 0.35 0.31 274 3610 1587 1244 6921 630 182 1749 544 456 36.7 57 0.21 0.24
2012 0.46 0.52 0.42 0.39 325 3935 2119 1659 8586 558 257 1655 640 565 34.1 56 0.17 0.22
2013 0.37 0.56 0.41 0.36 221 4156 1219 1706 10301 599 224 1570 564 319 18.7 34 0.15 0.24
2014 0.57 0.55 0.47 0.42 318 4474 1843 2082 12384 546 311 1450 610 608 29.2 69 0.22 0.23
2015 0.45 0.55 0.39 0.41 133 4607 380 1788 14178 539 242 1422 579 166 9.3 11 0.08 0.23
2016 0.51 0.52 0.43 0.45 248 4855 1092 2094 16272 451 229 1271 571 348 16.6 56 0.23 0.21
2017 0.41 0.54 0.44 0.47 185 5040 512 2229 18501 381 158 1245 587 214 9.6 24 0.13 0.22
2018 0.44 0.55 0.38 0.42 160 5200 476 1971 20472 433 192 1105 465 173 8.8 16 0.1 0.23
2019 0.29 0.56 0.39 0.41 150 5350 262 2073 22545 345 101 1044 430 170 8.2 12 0.08 0.23
2020 0.32 0.67 0.39 0.38 159 5509 254 2158 24706 310 100 876 332 129 6 15 0.09 0.32
2021 0.41 0.79 0.44 0.47 166 5675 159 2488 27195 309 128 902 426 206 8.3 15 0.09 0.29
2022 0.33 0.83 0.39 0.37 167 5842 96 2305 29501 325 106 820 303 178 7.7 15 0.09 0.25
2023 0.25 0.82 0.31 0.3 162 6004 46 1837 31338 333 84 802 244 170 9.3 10 0.06 0.23
2024 0.23 1.05 0.23 0.23 115 6119 4 1393 32731 329 75 804 184 96 6.9 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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652
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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330
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.

Full description at Econpapers || Download paper

213
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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205
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.

Full description at Econpapers || Download paper

191
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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187
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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175
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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162
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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147
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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141
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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133
132011Optimal 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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130
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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123
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

119
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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116
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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114
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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105
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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92
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
212007Interpretation 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
222014EGARCH 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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87
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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84
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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83
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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81
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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80
282007Comparison 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
292004Asymptotic 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
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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75
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
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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72
332004An 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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71
342010Factor-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
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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70
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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69
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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64
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
412001Bandwidth 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
422010Testing, 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
432003Computational 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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61
442003Choosing 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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61
452008Homogenous 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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60
461998Direct 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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59
472008A 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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59
482008The 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
492014RcppArmadillo: 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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59
501997The 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
50 most relevant documents in this series (papers most cited in the last two years)
#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.

Full description at Econpapers || Download paper

77
22002Stochastic 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

75
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

52
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

36
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

36
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

28
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

26
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.

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24
92016Fast 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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20
102014Testing 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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19
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

16
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

16
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

15
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

14
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

13
162008Homogenous 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

12
172009Estimating 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

12
182014Model-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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12
192008Subset 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

12
202006Financial 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.

Full description at Econpapers || Download paper

11
212008A 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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11
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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232005PLS 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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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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262003Testing 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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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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282014RcppArmadillo: 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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292012Multivariate 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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302011The 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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312020A 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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322007Cluster-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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332012Vine 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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342009Standard 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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352008Volatility 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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362006A 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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372012Robust 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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381992A 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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392016Generalized 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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402009Power calculations for global and local Morans. (2009). Müller, Werner ; Reder, Markus ; Muller, Werner G. ; Bivand, Roger. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:53:y:2009:i:8:p:2859-2872.

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412012The 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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422006Mining 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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432007Unbiased 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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442010Bayesian 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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452016Random 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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462006Bootstrap 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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472004An 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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482011Conditional copulas, association measures and their applications. (2011). Gijbels, Irene ; Veraverbeke, Noel ; Omelka, Marel . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932.

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492017Bivariate 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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502016Fast 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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2024Disentangled Seasonal-Trend representation of improved CEEMD-GRU joint model with entropy-driven reconstruction to forecast signi?cant wave height. (2024). Pei, Yuguo ; Li, Zhiyang ; Zhao, Lingxiao ; Qu, Leilei. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004105.

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2024Ordinal pattern dependence and multivariate measures of dependence. (2024). Silbernagel, Angelika ; Schnurr, Alexander. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000447.

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2024Random games under normal mean–variance mixture distributed independent linear joint chance constraints. (2024). Singh, Vikas Vikram ; Lisser, Abdel ; Nguyen, Hoang Nam. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000051.

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2024A Bayesian spatial scan statistic for multinomial data. (2024). Nolan, Melissa ; Self, Stella. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002298.

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2024Group variable selection via group sparse neural network. (2024). Zhao, Junlong ; Zhang, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s0167947323002220.

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2024Parsimonious Seemingly Unrelated Contaminated Normal Cluster-Weighted Models. (2024). Perrone, Gabriele ; Soffritti, Gabriele. In: Journal of Classification. RePEc:spr:jclass:v:41:y:2024:i:3:d:10.1007_s00357-023-09458-8.

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2024A switching state-space transmission model for tracking epidemics and assessing interventions. (2024). Feng, Jingxue ; Wang, Liangliang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000616.

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2024Probabilistic surrogate modeling by Gaussian process: A review on recent insights in estimation and validation. (2024). Iooss, Bertrand ; Marrel, Amandine. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:247:y:2024:i:c:s0951832024001686.

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2024Probabilistic surrogate modeling by Gaussian process: A new estimation algorithm for more robust prediction. (2024). Iooss, Bertrand ; Marrel, Amandine. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:247:y:2024:i:c:s0951832024001947.

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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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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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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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