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Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
5
Impact Factor (IF)
0.17
5 Years IF
0.07
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
2009 0 0.48 0 0 22 22 8 0 0 0 0 0 0.24
2010 0 0.48 0 0 39 61 23 0 22 22 0 0 0.21
2011 0.02 0.52 0.02 0.02 41 102 17 2 2 61 1 61 1 0 1 0.02 0.24
2012 0.01 0.52 0.01 0.01 55 157 20 1 3 80 1 102 1 0 0 0.22
2013 0.01 0.56 0.01 0.01 29 186 8 2 5 96 1 157 2 0 0 0.24
2014 0.01 0.55 0 0.01 31 217 20 1 6 84 1 186 1 0 0 0.23
2015 0 0.55 0 0 31 248 32 6 60 195 0 0 0.23
2016 0 0.52 0.01 0.01 19 267 5 2 8 62 187 2 0 0 0.21
2017 0.02 0.54 0.02 0.03 18 285 8 7 15 50 1 165 5 0 0 0.22
2018 0 0.55 0.02 0 21 306 11 5 20 37 128 0 0 0.23
2019 0.05 0.56 0.05 0.06 28 334 14 16 36 39 2 120 7 0 1 0.04 0.23
2020 0.04 0.67 0.08 0.08 20 354 8 29 65 49 2 117 9 0 1 0.05 0.32
2021 0.13 0.79 0.11 0.1 14 368 1 39 104 48 6 106 11 0 0 0.29
2022 0.12 0.83 0.12 0.16 16 384 5 45 149 34 4 101 16 0 0 0.25
2023 0.1 0.82 0.08 0.12 13 397 0 30 179 30 3 99 12 0 0 0.23
2024 0.17 1.05 0.03 0.07 10 407 0 14 193 29 5 91 6 0 0 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
12014Bandwidth Selection for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method. (2014). Slaoui, Yousri. In: Journal of Probability and Statistics. RePEc:hin:jnljps:739640.

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8
22015Optimal Bandwidth Selection for Kernel Density Functionals Estimation. (2015). Chen, SU. In: Journal of Probability and Statistics. RePEc:hin:jnljps:242683.

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7
32010Spatial Scan Statistics Adjusted for Multiple Clusters. (2010). Kulldorff, Martin ; Assuno, Renato ; Zhang, Zhenkui. In: Journal of Probability and Statistics. RePEc:hin:jnljps:642379.

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6
42010Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses. (2010). Zitikis, Riardas ; Rassoul, Abdelaziz ; Necir, Abdelhakim . In: Journal of Probability and Statistics. RePEc:hin:jnljps:596839.

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5
52014The Exponentiated Half-Logistic Family of Distributions: Properties and Applications. (2014). , Edwin ; Alizadeh, Morad ; Cordeiro, Gauss M. In: Journal of Probability and Statistics. RePEc:hin:jnljps:864396.

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5
62010Zengas New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy. (2010). Greselin, Francesca ; Zitikis, Riardas ; Pasquazzi, Leo . In: Journal of Probability and Statistics. RePEc:hin:jnljps:718905.

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5
72015Some Characterization Results on Dynamic Cumulative Residual Tsallis Entropy. (2015). Gupta, Nitin ; Sati, Madan Mohan. In: Journal of Probability and Statistics. RePEc:hin:jnljps:694203.

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5
82009RMT Assessments of the Market Latent Information Embedded in the Stocks Raw, Normalized, and Partial Correlations. (2009). Ben-Jacob, Eshel ; Shapira, Yoash ; Kenett, Dror Y. In: Journal of Probability and Statistics. RePEc:hin:jnljps:249370.

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4
92014A Study of Probability Models in Monitoring Environmental Pollution in Nigeria. (2014). Adejumo, A O ; Odetunmibi, O A ; Oguntunde, P E. In: Journal of Probability and Statistics. RePEc:hin:jnljps:864965.

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4
102019On the Alpha Power Transformed Power Lindley Distribution. (2019). Mohamd, Rokaya E ; Alrajhi, Sharifah ; Hassan, Amal S ; Elgarhy, M. In: Journal of Probability and Statistics. RePEc:hin:jnljps:8024769.

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4
112015Convex and Radially Concave Contoured Distributions. (2015). Richter, Wolf-Dieter. In: Journal of Probability and Statistics. RePEc:hin:jnljps:165468.

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4
122015Kim and Omberg Revisited: The Duality Approach. (2015). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. In: Journal of Probability and Statistics. RePEc:hin:jnljps:581854.

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4
132020Generalized Autoregressive Conditional Heteroskedastic Model to Examine Silver Price Volatility and Its Macroeconomic Determinant in Ethiopia Market. (2020). Ayele, Amare Wubishet ; Edmealem, Hayimro ; Gabreyohannes, Emmanuel . In: Journal of Probability and Statistics. RePEc:hin:jnljps:5095181.

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3
142011Some Recent Developments in Efficiency Measurement in Stochastic Frontier Models. (2011). Tsionas, Mike ; Kumbhakar, Subal. In: Journal of Probability and Statistics. RePEc:hin:jnljps:603512.

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3
152012Methods for Analyzing Multivariate Phenotypes in Genetic Association Studies. (2012). Wang, Yuanjia ; Yang, Qiong. In: Journal of Probability and Statistics. RePEc:hin:jnljps:652569.

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3
162018The Half-Logistic Generalized Weibull Distribution. (2018). Bibi, Amna ; Anwar, Masood. In: Journal of Probability and Statistics. RePEc:hin:jnljps:8767826.

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3
172013Estimation of Parameters of Generalized Inverted Exponential Distribution for Progressive Type-II Censored Sample with Binomial Removals. (2013). Kumar, Manoj ; Singh, Umesh. In: Journal of Probability and Statistics. RePEc:hin:jnljps:183652.

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3
182019Analytically Simple and Computationally Efficient Results for the GI X / Geo / c Queues. (2019). Banik, Abhijit D ; Chaudhry, Mohan L ; Kim, James J. In: Journal of Probability and Statistics. RePEc:hin:jnljps:6480139.

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3
192015An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market. (2015). Perin, Isacco ; di Persio, Luca. In: Journal of Probability and Statistics. RePEc:hin:jnljps:626020.

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3
202011Power Prior Elicitation in Bayesian Quantile Regression. (2011). Alhamzawi, Rahim ; Yu, Keming. In: Journal of Probability and Statistics. RePEc:hin:jnljps:874907.

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3
212015On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function. (2015). Guillaume, Tristan. In: Journal of Probability and Statistics. RePEc:hin:jnljps:391681.

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3
222017Gram-Charlier Processes and Applications to Option Pricing. (2017). Dufresne, Daniel ; Chateau, Jean-Pierre. In: Journal of Probability and Statistics. RePEc:hin:jnljps:8690491.

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3
232012Analysis of Longitudinal and Survival Data: Joint Modeling, Inference Methods, and Issues. (2012). Yi, Grace Y ; Liu, Wei ; Wu, Lang ; Huang, Yangxin. In: Journal of Probability and Statistics. RePEc:hin:jnljps:640153.

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3
242012Inference for the Sharpe Ratio Using a Likelihood-Based Approach. (2012). Wong, Augustine ; Rekkas, Marie ; Liu, Ying. In: Journal of Probability and Statistics. RePEc:hin:jnljps:878561.

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2
252020Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model. (2020). Wijekoon, Pushpakanthie ; Kayanan, Manickavasagar. In: Journal of Probability and Statistics. RePEc:hin:jnljps:7352097.

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2
262015Recurrence Relation and Accurate Value on Inverse Moment of Discrete Distributions. (2015). , Wuyungaowa ; Wuyungaowa, ; Wang, Chunyuan . In: Journal of Probability and Statistics. RePEc:hin:jnljps:972035.

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2
272016Properties of Matrix Variate Confluent Hypergeometric Function Distribution. (2016). Sanchez, Luz Estela ; Nagar, Daya K ; Gupta, Arjun K. In: Journal of Probability and Statistics. RePEc:hin:jnljps:2374907.

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2
282022Extreme Value Distributions: An Overview of Estimation and Simulation. (2022). de Gregorio, Alessandro ; Ariff, Noratiqah Mohd ; Ibrahim, Kamarulzaman ; Abu, Mohd Aftar ; Albashir, Bashir Ahmed. In: Journal of Probability and Statistics. RePEc:hin:jnljps:5449751.

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2
292020The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability. (2020). Syuhada, Khreshna. In: Journal of Probability and Statistics. RePEc:hin:jnljps:7638517.

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2
302010Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada. (2010). , Jonathan ; Jones, Bruce L ; Braun, John W ; Wotton, Mike B ; Woolford, Douglas G. In: Journal of Probability and Statistics. RePEc:hin:jnljps:823018.

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2
312015Polynomial Chaos Expansion Approach to Interest Rate Models. (2015). Bonollo, Michele ; Pellegrini, Gregorio ; di Persio, Luca. In: Journal of Probability and Statistics. RePEc:hin:jnljps:369053.

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2
322018Extended Odd Fréchet-G Family of Distributions. (2018). Nasiru, Suleman. In: Journal of Probability and Statistics. RePEc:hin:jnljps:2931326.

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2
332016General Results for the Transmuted Family of Distributions and New Models. (2016). Cordeiro, Gauss M ; Ghosh, Indranil ; Bourguignon, Marcelo. In: Journal of Probability and Statistics. RePEc:hin:jnljps:7208425.

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2
342011Semi- and Nonparametric ARCH Processes. (2011). Yan, Yang ; Linton, Oliver B. In: Journal of Probability and Statistics. RePEc:hin:jnljps:906212.

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2
352011Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation. (2011). Kepaptsoglou, Konstantinos ; Karlaftis, Matthew G ; Vlahogianni, Eleni I. In: Journal of Probability and Statistics. RePEc:hin:jnljps:798953.

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2
362018The Half-Logistic Lomax Distribution for Lifetime Modeling. (2018). Zahoor, Jawaria ; Anwar, Masood. In: Journal of Probability and Statistics. RePEc:hin:jnljps:3152807.

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2
372019On the Use of Min-Max Combination of Biomarkers to Maximize the Partial Area under the ROC Curve. (2019). Halabi, Susan ; Ma, Hua ; Liu, Aiyi. In: Journal of Probability and Statistics. RePEc:hin:jnljps:8953530.

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2
382018A New Class of Distributions Generated by the Extended Bimodal-Normal Distribution. (2018). Olivares-Pacheco, Juan F ; Elal-Olivero, David ; Cortes, Milton A. In: Journal of Probability and Statistics. RePEc:hin:jnljps:9753439.

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2
392012Application of Generalized Space-Time Autoregressive Model on GDP Data in West European Countries. (2012). Neswan, Oki ; Pasaribu, Udjianna S ; Nurhayati, Nunung. In: Journal of Probability and Statistics. RePEc:hin:jnljps:867056.

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2
402011Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model. (2011). Demos, Antonis ; Anyfantaki, Sofia. In: Journal of Probability and Statistics. RePEc:hin:jnljps:718647.

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2
412011Gamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data. (2011). Mesfioui, M ; el Ghouch, A ; Bouezmarni, T. In: Journal of Probability and Statistics. RePEc:hin:jnljps:937574.

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2
422019Bootstrapping Nonparametric Prediction Intervals for Conditional Value-at-Risk with Heteroscedasticity. (2019). Torsen, Emmanuel ; Seknewna, Lema Logamou. In: Journal of Probability and Statistics. RePEc:hin:jnljps:7691841.

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2
432009On the Existence and Uniqueness of the Maximum Likelihood Estimators of Normal and Lognormal Population Parameters with Grouped Data. (2009). Zhou, Yanyan ; Mi, Jie ; Xia, Jin. In: Journal of Probability and Statistics. RePEc:hin:jnljps:310575.

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1
442017Modified Slash Lindley Distribution. (2017). Gomez, Hector W ; Venegas, Osvaldo ; Reyes, Jimmy. In: Journal of Probability and Statistics. RePEc:hin:jnljps:6303462.

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1
452016Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values. (2016). Kang, Suk-Bok ; Jeon, Jae-Woo ; Seo, Jung-In. In: Journal of Probability and Statistics. RePEc:hin:jnljps:8246390.

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1
462022NetDA: An R Package for Network-Based Discriminant Analysis Subject to Multilabel Classes. (2022). Cho, Hyungjun ; Chen, Li-Pang. In: Journal of Probability and Statistics. RePEc:hin:jnljps:1041752.

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1
472011Joint Estimation Using Quadratic Estimating Function. (2011). Abraham, B ; Thavaneswaran, A ; Liang, Y. In: Journal of Probability and Statistics. RePEc:hin:jnljps:372512.

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1
482012Number of Patients per Cohort and Sample Size Considerations Using Dose Escalation with Overdose Control. (2012). Rogatko, Andre ; Tighiouart, Mourad. In: Journal of Probability and Statistics. RePEc:hin:jnljps:692725.

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1
492010Spiked Dirichlet Process Priors for Gaussian Process Models. (2010). Vannucci, Marina ; Savitsky, Terrance . In: Journal of Probability and Statistics. RePEc:hin:jnljps:201489.

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1
502012Not Significant: What Now?. (2012). Ulmer, Hanno ; Steckel-Berger, Gabriele ; Marinell, Gerhard. In: Journal of Probability and Statistics. RePEc:hin:jnljps:804691.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses. (2010). Zitikis, Riardas ; Rassoul, Abdelaziz ; Necir, Abdelhakim . In: Journal of Probability and Statistics. RePEc:hin:jnljps:596839.

Full description at Econpapers || Download paper

4
22010Spatial Scan Statistics Adjusted for Multiple Clusters. (2010). Kulldorff, Martin ; Assuno, Renato ; Zhang, Zhenkui. In: Journal of Probability and Statistics. RePEc:hin:jnljps:642379.

Full description at Econpapers || Download paper

3
32017Gram-Charlier Processes and Applications to Option Pricing. (2017). Dufresne, Daniel ; Chateau, Jean-Pierre. In: Journal of Probability and Statistics. RePEc:hin:jnljps:8690491.

Full description at Econpapers || Download paper

2
42015On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function. (2015). Guillaume, Tristan. In: Journal of Probability and Statistics. RePEc:hin:jnljps:391681.

Full description at Econpapers || Download paper

2
52020Generalized Autoregressive Conditional Heteroskedastic Model to Examine Silver Price Volatility and Its Macroeconomic Determinant in Ethiopia Market. (2020). Ayele, Amare Wubishet ; Edmealem, Hayimro ; Gabreyohannes, Emmanuel . In: Journal of Probability and Statistics. RePEc:hin:jnljps:5095181.

Full description at Econpapers || Download paper

2
62022Extreme Value Distributions: An Overview of Estimation and Simulation. (2022). de Gregorio, Alessandro ; Ariff, Noratiqah Mohd ; Ibrahim, Kamarulzaman ; Abu, Mohd Aftar ; Albashir, Bashir Ahmed. In: Journal of Probability and Statistics. RePEc:hin:jnljps:5449751.

Full description at Econpapers || Download paper

2
72014The Exponentiated Half-Logistic Family of Distributions: Properties and Applications. (2014). , Edwin ; Alizadeh, Morad ; Cordeiro, Gauss M. In: Journal of Probability and Statistics. RePEc:hin:jnljps:864396.

Full description at Econpapers || Download paper

2
82015Optimal Bandwidth Selection for Kernel Density Functionals Estimation. (2015). Chen, SU. In: Journal of Probability and Statistics. RePEc:hin:jnljps:242683.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 5
YearTitle
2024
2024Estimation of Graphical Models: An Overview of Selected Topics. (2024). Chen, Lipang. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:194-245.

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2024Incorporating artificial intelligence-powered prediction models for exergy efficiency evaluation in parabolic trough collectors. (2024). Homod, Raad Z ; Kamar, Haslinda Mohamed ; Alawi, Omer A ; Yaseen, Zaher Mundher. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124004130.

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2024Subjective–Objective Method of Maximizing the Average Variance Extracted From Sub-indicators in Composite Indicators. (2024). Gomes, Douglas Alexandre ; Alvez, Alexandre Magno ; Librio, Matheus Pereira ; Ekel, Petr Iakovlevitch. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:175:y:2024:i:2:d:10.1007_s11205-024-03385-w.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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Recent citations
Recent citations received in 2022

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Recent citations received in 2021

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