ISSN: 1863-8171

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AStA Advances in Statistical Analysis Q1 Unclaimed

Springer Verlag Germany

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AStA Advances in Statistical Analysis is a journal indexed in SJR in Modeling and Simulation and Economics and Econometrics with an H index of 35. It has a price of 2090 €. It has an SJR impact factor of 0,59 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 0,59.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Social Sciences (miscellaneous) (Q1) Analysis (Q2) Applied Mathematics (Q2) Economics and Econometrics (Q2) Modeling and Simulation (Q2) Statistics and Probability (Q2)

Price

2090 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,59

SJR Impact factor

35

H Index

43

Total Docs (Last Year)

92

Total Docs (3 years)

1705

Total Refs

169

Total Cites (3 years)

90

Citable Docs (3 years)

1.84

Cites/Doc (2 years)

39.65

Ref/Doc

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Aims and Scope

Best articles by citations

A new approach to truncated regression for count data

Policy evaluation and economic policy advice

Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part

Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative

Distance-based beta regression for prediction of mutual funds

Recent developments in life and social science applications of capture-recapture methods

Coherent forecasting for stationary time series of discrete data

Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection

Microeconometrics and disclosure control

Asymptotic normal tests for integration in panels with cross-dependent units

Medical laboratory diagnostics and statistics

Statistics development: statistical methods meeting the user's needs

SHOW MORE ARTICLES

Preservation of failure rate function shape in weighted distributions

Specific-to-general predictor selection in approximate autoregressions - Monte Carlo evidence and a large scale performance assessment with real data

Moments of a product Pearson type VII density distribution

A new approach for disclosure control in the IAB establishment panel - multiple imputation for a better data access

Evaluation strategies for case series: is Cox regression an alternative to the self controlled case series method for terminal events?

A test for the global minimum variance portfolio for small sample and singular covariance

Seeking useful contribution

Estimation of a linear model in transformed variables under microaggregation by individual ranking

Comparing and generating Latin Hypercube designs in Kriging models

Estimating models based on Markov jump processes given fragmented observation series

Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data

A factor mixture model for analyzing heterogeneity and cognitive structure of dementia