AStA Advances in Statistical Analysis

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401(top 50%)

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4.5K(top 20%)

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30(top 20%)

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Top Articles

#	Title	Journal	Year	Citations
1	Thinning operations for modeling time series of counts—a survey	AStA Advances in Statistical Analysis	2008	293
2	Spatio-temporal modeling of particulate matter concentration through the SPDE approach	AStA Advances in Statistical Analysis	2013	252
3	On composite marginal likelihoods	AStA Advances in Statistical Analysis	2008	207
4	Bandwidth selection for kernel density estimation: a review of fully automatic selectors	AStA Advances in Statistical Analysis	2013	186
5	An extension of the Blinder–Oaxaca decomposition to nonlinear models	AStA Advances in Statistical Analysis	2008	167
6	Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges	AStA Advances in Statistical Analysis	2017	122
7	A survey of functional principal component analysis	AStA Advances in Statistical Analysis	2014	119
8	A Markov chain Monte Carlo algorithm for multiple imputation in large surveys	AStA Advances in Statistical Analysis	2008	95
9	Useful models for time series of counts or simply wrong ones?	AStA Advances in Statistical Analysis	2011	88
10	Computer experiments: a review	AStA Advances in Statistical Analysis	2010	86
11	Efficient estimation of Markov regime-switching models: An application to electricity spot prices	AStA Advances in Statistical Analysis	2012	67
12	Using recursive algorithms for the efficient identification of smoothing spline ANOVA models	AStA Advances in Statistical Analysis	2010	65
13	Growth mixture models in longitudinal research	AStA Advances in Statistical Analysis	2011	61
14	Latin hypercube sampling with inequality constraints	AStA Advances in Statistical Analysis	2010	60
15	Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue	AStA Advances in Statistical Analysis	2013	54
16	Estimators in capture–recapture studies with two sources	AStA Advances in Statistical Analysis	2009	52
17	A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model	AStA Advances in Statistical Analysis	2011	50
18	SIMEX estimation for single-index model with covariate measurement error	AStA Advances in Statistical Analysis	2019	50
19	The skew logistic distribution	AStA Advances in Statistical Analysis	2009	44
20	Discrete dispersion models and their Tweedie asymptotics	AStA Advances in Statistical Analysis	2016	43
21	A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU	AStA Advances in Statistical Analysis	2008	42
22	Statistical concepts of a priori and a posteriori risk classification in insurance	AStA Advances in Statistical Analysis	2012	42
23	Simultaneous estimation of quantile curves using quantile sheets	AStA Advances in Statistical Analysis	2013	42
24	Self-exciting threshold binomial autoregressive processes	AStA Advances in Statistical Analysis	2016	41
25	Symmetric and asymmetric rounding: a review and some new results	AStA Advances in Statistical Analysis	2010	40
26	Optimal Latin hypercube designs for the Kullback–Leibler criterion	AStA Advances in Statistical Analysis	2010	39
27	Multistate models in health insurance	AStA Advances in Statistical Analysis	2012	37
28	Using restricted factor analysis with latent moderated structures to detect uniform and nonuniform measurement bias; a simulation study	AStA Advances in Statistical Analysis	2010	35
29	Boosting techniques for nonlinear time series models	AStA Advances in Statistical Analysis	2012	32
30	Asymptotic properties for LS estimators in EV regression model with dependent errors	AStA Advances in Statistical Analysis	2010	31
31	Absolute continuous bivariate generalized exponential distribution	AStA Advances in Statistical Analysis	2011	31
32	A new approach for disclosure control in the IAB establishment panel—multiple imputation for a better data access	AStA Advances in Statistical Analysis	2008	30
33	First-order random coefficients integer-valued threshold autoregressive processes	AStA Advances in Statistical Analysis	2018	30
34	Estimating the change in soccer’s home advantage during the Covid-19 pandemic using bivariate Poisson regression	AStA Advances in Statistical Analysis	2023	30
35	True integer value time series	AStA Advances in Statistical Analysis	2010	29
36	Design and analysis of computer experiments	AStA Advances in Statistical Analysis	2010	29
37	Measuring serial dependence in categorical time series	AStA Advances in Statistical Analysis	2008	28
38	Multitrait-multimethod change modelling	AStA Advances in Statistical Analysis	2010	27
39	De copulis non est disputandum	AStA Advances in Statistical Analysis	2010	24
40	On the performance of two clustering methods for spatial functional data	AStA Advances in Statistical Analysis	2015	24
41	Anisotropy analysis of pressed point processes	AStA Advances in Statistical Analysis	2009	23
42	Multivariate process capability using principal component analysis in the presence of measurement errors	AStA Advances in Statistical Analysis	2011	22
43	Critical values of Mandel’s h and k, the Grubbs and the Cochran test statistic	AStA Advances in Statistical Analysis	2013	22
44	A skew INAR(1) process on $${\mathbb {Z}}$$ Z	AStA Advances in Statistical Analysis	2015	22
45	Integrated methodology for multiple systems estimation and record linkage using a missing data formulation	AStA Advances in Statistical Analysis	2009	21
46	Multivariate CUSUM chart: properties and enhancements	AStA Advances in Statistical Analysis	2009	21
47	Analysis of discrete data by Conway–Maxwell Poisson distribution	AStA Advances in Statistical Analysis	2014	21
48	Testing monotonicity of pricing kernels	AStA Advances in Statistical Analysis	2014	21
49	Influence diagnostics in log-linear integer-valued GARCH models	AStA Advances in Statistical Analysis	2015	21
50	Estimation of voter transitions based on ecological inference: an empirical assessment of different approaches	AStA Advances in Statistical Analysis	2016	20

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