ISSN: 0361-0926

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Communications in Statistics - Theory and Methods Q3 Unclaimed

Taylor and Francis Ltd. United States

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Communications in Statistics - Theory and Methods is a journal indexed in SJR in Statistics and Probability with an H index of 71. It has an SJR impact factor of 0,446 and it has a best quartile of Q3. It is published in English. It has an SJR impact factor of 0,446.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Statistics and Probability (Q3)

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Metrics

Communications in Statistics - Theory and Methods

0,446

SJR Impact factor

71

H Index

769

Total Docs (Last Year)

1323

Total Docs (3 years)

20349

Total Refs

1536

Total Cites (3 years)

1316

Citable Docs (3 years)

1.08

Cites/Doc (2 years)

26.46

Ref/Doc

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Aims and Scope

Best articles by citations

Optimal Predictive Maintenance Policies for a Deteriorating System: The Total Discounted Cost and the Long-Run Average Cost Cases

COMPOSITIONAL TIME SERIES ANALYSIS OF MORTALITY PROPORTIONS

On the Fisher Information in Multiply Censored and Progressively Censored Data

RAO'S STATISTIC FOR THE ANALYSIS OF UNIFORM ASSOCIATION IN CROSS-CLASSIFICATIONS

Group sequential designs using both type I and type II error probability spending functions

IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION

Bayes Analysis and Comparison of Accelerated Weibull and Accelerated Birnbaum-Saunders Models

Use of the 21% rulf in experimental design

A Resampling Approach for Under-estimating a Finite Population Total from a Censored Sample

One-Sided Estimating and Testing Problems for Scale Models from Grouped Samples

A Note on Estimating the Size of an Open Population of Stationary Size

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000-2001

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The Uniform-Laplace Distribution and theD-Test

Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models

Correction of Bias in Imputing Missing Values of Categorical Variables

Empirical Performance and Asset Pricing in Hidden Markov Models

Degree Frequencies in the Minimal Spanning Tree and Dimension Identification

The Presmoothed Nelson-Aalen Estimator in the Competing Risk Model

Locking the Wiener Process to its Level-Crossing Time

A further note on the bivariate normal distribution

On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions

A Hybrid Scale Intensity Model for Recurrent Event Data

Multiple Decision Procedures for Inference in Regression Models

ON CLASSIFICATION OF A BIVARIATE BINARY OBSERVATION