ISSN: 2193-1402

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Statistics and Risk Modeling Q3 Unclaimed

Walter de Gruyter GmbH Germany

Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Statistics and Risk Modeling is a journal indexed in SJR in Modeling and Simulation and Statistics and Probability with an H index of 21. It has an SJR impact factor of 0,324 and it has a best quartile of Q3. It has an SJR impact factor of 0,324.

Type: Journal

Type of Copyright:

Languages:

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Modeling and Simulation (Q3) Statistics and Probability (Q3) Statistics, Probability and Uncertainty (Q3)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

0,324

SJR Impact factor

21

H Index

4

Total Docs (Last Year)

14

Total Docs (3 years)

113

Total Refs

19

Total Cites (3 years)

14

Citable Docs (3 years)

1.7

Cites/Doc (2 years)

28.25

Ref/Doc

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Communications in Statistics Part B: Simulation and Computation Q3
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Aims and Scope

Best articles by citations

CHARACTERIZATIONS OF ASYMPTOTIC BAYES RISK SUFFICIENCY FOR TESTING HYPOTHESIS PROBLEMS

CALCULATING THE MINIMAX ESTIMATOR OF A BINOMIAL PROBABILITY WITH ENTROPY LOSS FUNCTION AND ITS COMPARISON WITH OTHER ESTIMATORS OF A BINOMIAL PROBABILITY

NON-MINIMAXITY OF NATURAL DECISION RULES UNDER HETEROSCEDASTICITY

The bootstrap does not alwayswork for heteroscedasticmodels

POWER-ROBUSTNESS OF LIKELIHOOD RATIO (UNION-INTERSECTION SCORE) TESTS FOR SOME RESTRICTED ALTERNATIVE PROBLEMS

Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses

LOCALLY OPTIMAL SUBSET SELECTION RULES BASED ON RANKS UNDER JOINT TYPE II CENSORING

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

Membership conditions for consistent families of monetary valuations

ON SEQUENTIAL ESTIMATION OF THE DIFFERENCE OF MEANS

A harmonic function approach to Nash-equilibria of Kifer-type stopping games

NONPARAMETRIC ESTIMATION OF A CHANGING FUNCTION

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ESTIMATING NORMAL DISTRIBUTION FUNCTION AND NORMAL DENSITY

SOME CHARACTERIZATIONS BY. CONSTANT REGRESSION WITH RESPECT TO RESIDUALS

Comments on the review of Statistical Inference

AN INADMISSIBILITY RESULT FOR AFFINE EQUIVARIANT ESTIMATORS

ON MAXIMAL REGIONS OF SUFFICIENCY

AN ESSENTIALLY COMPLETE CLASS OF TWO-STAGE SELECTION PROCEDURES WITH SCREENING AT THE FIRST STAGE

CONSISTENCY OF MAXIMUM PENALIZED LIKELIHOOD DENSITY ESTIMATORS BASED ON INITIAL ESTIMATORS

SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM

SIMULTANEOUS ESTIMATION OF POISSON MEANS UNDER RELATIVE SQUARED ERROR LOSS

LINEAR ESTIMATORS OF A POISSON MEAN UNDER BALANCED LOSS FUNCTIONS

A SEARCH PROCEDURE USING POLYCHOTOMIES FOR SEARCH LINEAR MODELS WITH POSITIVE ERROR VARIANCE

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