verified SJR 0,411 · Q3 • database Scopus / SJR & Web of Science indexed

Germany · Walter de Gruyter GmbH

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Statistics and Risk Modeling

Statistics and Risk Modeling is a journal indexed in SJR in Modeling and Simulation and Statistics and Probability with an H index of 22. It has an SJR impact factor of 0,411 and it has a best quartile of Q3. It has an SJR impact factor of 0,411.

ISSN: 2193-1402

Editorial: Walter de Gruyter GmbH

Category: Modeling and Simulation

Indexation: verifiedScopus / SJR verifiedWeb of Science

Unclaimed profile — some fields may be incomplete.

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schedule Datos CoP · solo campos en BD

SJR Impact Factor trending_up

0,411 Q3

H-index 22

Tasa de Aceptación pie_chart

42%

Fuente Acceptance_Rate

Tiempo a publicación hourglass_top

NPD

Campo Sin dato

Coste de Publicación (APC) payments

NPD Subscription

Ruta Non-OA NPD

Metrics

Campos Scimago / CoP — sin series inventadas

Scopus / SJR Web of Science

SJR Impact

0,411

H-index

Docs (year)

Docs 3y

Total refs

185

Cites 3y

Citable 3y

Cites/Doc 2y

2.09

Ref/Doc

37.0

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

—

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Best articles by citations

ON THE ADMISSIBILITY OF THE LINEAR ESTIMATORS OF THE POISSON MEAN USING LINEX LOSS FUNCTIONS

TEST OF FIT WITH THE KOZIOL-GREEN MODEL FOR RANDOM CENSORSHIP

Series expansions for convolutions of Pareto distributions

What makes dependence modeling challenging? Pitfalls and ways to circumvent them

The bootstrap does not alwayswork for heteroscedasticmodels

SOME CHARACTERIZATIONS BY. CONSTANT REGRESSION WITH RESPECT TO RESIDUALS

SIMULTANEOUS ESTIMATION OF POISSON MEANS UNDER RELATIVE SQUARED ERROR LOSS

SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM

Stochastic dominance with respect to a capacity and risk measures

OPTIMAL ROBUST FILTERING

Optimal risk allocation for convex risk functionals in general risk domains

ON THE BEHAVIOUR OF EXPECTATIONS AND POWER FUNCTIONS IN ONE-PARAMETER EXPONENTIAL FAMILIES

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POWER CONSIDERATIONS AND LFC-RESULTS WITH RESPECT TO Ft -RESTRICTIONS IN k-VARIATE LOCATION MODELS

ON SEQUENTIAL ESTIMATION OF THE DIFFERENCE OF MEANS

ON MAXIMAL REGIONS OF SUFFICIENCY

ON HADAMARD DIFFERENTIABILITY AND ITS APPLICATION TO R-ESTIMATION IN LINEAR MODELS

On Bayesian experiments related to a pair of Statistical observations independent conditionally on the parameter

ON A SEMIPARAMETRIC MODEL FOR RANDOMLY TRUNCATED DATA

ON A CLASS OF PLUG-IN METHODS OF BANDWIDTH SELECTION FOR KERNEL DENSITY ESTIMATORS

NONPARAMETRIC ESTIMATION OF A CHANGING FUNCTION

NON-MINIMAXITY OF NATURAL DECISION RULES UNDER HETEROSCEDASTICITY

MONOTONE EMPIRICAL BAYES TESTS WITH OPTIMAL RATE OF CONVERGENCE FOR A TRUNCATION PARAMETER

MINIMAX ESTIMATION OF A RESTRICTED EXPONENTIAL LOCATION PARAMETER

Membership conditions for consistent families of monetary valuations

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