A  B  C  D  E  F  G  H  I  J  K  L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z  

              [Sort by number of followers]   [Restore default list]

  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 53)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 7)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 6)
Biometrics     Hybrid Journal   (Followers: 51)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 10)
Computational Statistics     Hybrid Journal   (Followers: 17)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 39)
Current Research in Biostatistics     Open Access   (Followers: 9)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 15)
Demographic Research     Open Access   (Followers: 15)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 9)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 3)
Handbook of Statistics     Full-text available via subscription   (Followers: 9)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Statistical Review     Hybrid Journal   (Followers: 12)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 22)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 42, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 85)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 8)
Journal of Forecasting     Hybrid Journal   (Followers: 21)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 7)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 35)
Journal of Statistical Physics     Hybrid Journal   (Followers: 12)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Journal of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 78, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 31)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 18)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 28)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Lifetime Data Analysis     Hybrid Journal   (Followers: 5)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 4)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 9)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 5)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 35)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 10)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 8)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 16)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal   (Followers: 1)
Significance     Hybrid Journal   (Followers: 6)
Sociological Methods & Research     Hybrid Journal   (Followers: 49)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 10)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 5)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 25)
Statistical Modelling     Hybrid Journal   (Followers: 19)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 149)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 12)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 3)
The American Statistician     Full-text available via subscription   (Followers: 27)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

              [Sort by number of followers]   [Restore default list]

Similar Journals
Journal Cover
Statistical Papers
Journal Prestige (SJR): 1.004
Citation Impact (citeScore): 1
Number of Followers: 4  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1613-9798 - ISSN (Online) 0932-5026
Published by Springer-Verlag Homepage  [2468 journals]
  • Strong consistency of tail value-at-risk estimator and corresponding
           general results under widely orthant dependent samples

    • Free pre-print version: Loading...

      Abstract: Abstract In this paper, strong consistency of tail value-at-risk (TVaR) estimator under widely orthant dependent (WOD) samples is established, and a numerical simulation is performed to verify the validity of the theoretical results. To reveal the essence of the result, theoretical discussion on complete and complete moment convergence corresponding to the Baum–Katz law, as well as the Marcinkiewicz–Zygmund type strong law of large numbers (MZSLLN) for maximal weighted sums and maximal product sums of widely orthant dependent (WOD) random variables are investigated. The results obtained in the context extend the corresponding ones for independent and some dependent random variables.
      PubDate: 2024-08-01
       
  • Confidence distributions and hypothesis testing

    • Free pre-print version: Loading...

      Abstract: Abstract The traditional frequentist approach to hypothesis testing has recently come under extensive debate, raising several critical concerns. Additionally, practical applications often blend the decision-theoretical framework pioneered by Neyman and Pearson with the inductive inferential process relied on the p-value, as advocated by Fisher. The combination of the two methods has led to interpreting the p-value as both an observed error rate and a measure of empirical evidence for the hypothesis. Unfortunately, both interpretations pose difficulties. In this context, we propose that resorting to confidence distributions can offer a valuable solution to address many of these critical issues. Rather than suggesting an automatic procedure, we present a natural approach to tackle the problem within a broader inferential context. Through the use of confidence distributions, we show the possibility of defining two statistical measures of evidence that align with different types of hypotheses under examination. These measures, unlike the p-value, exhibit coherence, simplicity of interpretation, and ease of computation, as exemplified by various illustrative examples spanning diverse fields. Furthermore, we provide theoretical results that establish connections between our proposal, other measures of evidence given in the literature, and standard testing concepts such as size, optimality, and the p-value.
      PubDate: 2024-08-01
       
  • A scale-invariant test for linear hypothesis of means in high dimensions

    • Free pre-print version: Loading...

      Abstract: Abstract In this paper, we propose a new scale-invariant test for linear hypothesis of mean vectors with heteroscedasticity in high-dimensional settings. Most existing tests impose strong conditions on covariance matrices so that null distributions of their tests are asymptotically normal, which restricts the application of test procedures. However, our proposed test has different null distributions under mild conditions. Additionally, the well-known Welch-Satterthwaite chi-square approximation we adopted can automatically mimic the shapes of the null distributions of the test statistic. The performances of the test are illustrated by simulation and real data in finite samples which show that it has robustness and is more powerful than three competitors.
      PubDate: 2024-08-01
       
  • Hypothesis testing for varying coefficient models in tail index regression

    • Free pre-print version: Loading...

      Abstract: Abstract This study examines the varying coefficient model in tail index regression. The varying coefficient model is an efficient semiparametric model that avoids the curse of dimensionality when including large covariates in the model. In fact, the varying coefficient model is useful in mean, quantile, and other regressions. The tail index regression is not an exception. However, the varying coefficient model is flexible, but leaner and simpler models are preferred for applications. Therefore, it is important to evaluate whether the estimated coefficient function varies significantly with covariates. If the effect of the non-linearity of the model is weak, the varying coefficient structure is reduced to a simpler model, such as a constant or zero. Accordingly, the hypothesis test for model assessment in the varying coefficient model has been discussed in mean and quantile regression. However, there are no results in tail index regression. In this study, we investigate the asymptotic properties of an estimator and provide a hypothesis testing method for varying coefficient models for tail index regression.
      PubDate: 2024-08-01
       
  • Efficient variable selection for high-dimensional multiplicative models: a
           novel LPRE-based approach

    • Free pre-print version: Loading...

      Abstract: Abstract This paper explores a novel high-dimensional sparse multiplicative model, which deal with data with positive responses, particularly in economical and biomedical researches. The proposed regularized method is conducted on the least product relative error (LPRE), and can be applied on various penalties including adaptive Lasso, SCAD, and MCP. An adjusted ADMM algorithm is adopted to obtain the estimators based on LPRE loss. Additionally, we prove the consistency and compute the convergence rates of the estimator. To validate the effectiveness of the proposed method, we conduct extensive numerical studies and real data analysis, yielding valuable insights and practical applications, utilizing well-known datasets of the Boston housing data and gold price data.
      PubDate: 2024-08-01
       
  • Statistical simulations with LR random fuzzy numbers

    • Free pre-print version: Loading...

      Abstract: Abstract Computer simulations are a powerful tool in many fields of research. This also applies to the broadly understood analysis of experimental data, which are frequently burdened with multiple imperfections. Often the underlying imprecision or vagueness can be suitably described in terms of fuzzy numbers which enable also the capture of subjectivity. On the other hand, due to the random nature of the experimental data, the tools for their description must take into account their statistical nature. In this way, we come to random fuzzy numbers that model fuzzy data and are also solidly formalized within the probabilistic setting. In this contribution, we introduce the so-called LR random fuzzy numbers that can be used in various Monte-Carlo simulations on fuzzy data. The proposed method of generating fuzzy numbers with membership functions given by probability densities is both simple and rich, well-grounded mathematically, and has a high application potential.
      PubDate: 2024-08-01
       
  • The effect of correlated errors on the performance of local linear
           estimation of regression function based on random functional design

    • Free pre-print version: Loading...

      Abstract: Abstract This article considers the problem of nonparametric estimation of the regression function \(r\) in a functional regression model \(Y = r(X) +\varepsilon \) with a scalar response Y, a functional explanatory variable X, and a second order stationary error process \(\varepsilon \) . Under some specific criteria, we construct a local linear kernel estimator of \(r\) from functional random design with correlated errors. The exact rates of convergence of mean squared error of the constructed estimator are established for both short and long range dependent error processes. Simulation studies are conducted on the performance of the proposed simple local linear estimator. Examples of time series data are considered.
      PubDate: 2024-08-01
       
  • A unified approach to goodness-of-fit testing for spherical and
           hyperspherical data

    • Free pre-print version: Loading...

      Abstract: Abstract We propose a general and relatively simple method to construct goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of probability distributions via their characteristic function, and it leads to test criteria that are convenient regarding applications and consistent against arbitrary deviations from the model under test. We emphasize goodness-of-fit tests for spherical distributions due to their importance in applications and the relative scarcity of available methods.
      PubDate: 2024-08-01
       
  • Matrix-variate generalized linear model with measurement error

    • Free pre-print version: Loading...

      Abstract: Abstract Matrix-variate generalized linear model (mvGLM) has been investigated successfully under the framework of tensor generalized linear model, because matrix-form data can be regarded as a specific tensor (2-dimension). But there are few works focusing on matrix-form data with measurement error (ME), since tensor in conjunction with ME is relatively complex in structure. In this paper we introduce a mvGLM to primarily explore the influence of ME in the model with matrix-form data. We calculate the asymptotic bias based on error-prone mvGLM, and then develop bias-correction methods to tackle the affect of ME. Statistical properties for all methods are established, and the practical performance of all methods is further evaluated in analysis on synthetic and real data sets.
      PubDate: 2024-08-01
       
  • The resampling method via representative points

    • Free pre-print version: Loading...

      Abstract: Abstract The bootstrap method relies on resampling from the empirical distribution to provide inferences about the population with a distribution F. The empirical distribution serves as an approximation to the population. It is possible, however, to resample from another approximating distribution of F to conduct simulation-based inferences. In this paper, we utilize representative points to form an alternative approximating distribution of F for resampling. The representative points in terms of minimum mean squared error from F have been widely applied to numerical integration, simulation, and the problems of grouping, quantization, and classification. The method of resampling via representative points can be used to estimate the sampling distribution of a statistic of interest. A basic theory for the proposed method is established. We prove the convergence of higher-order moments of the new approximating distribution of F, and establish the consistency of sampling distribution approximation in the cases of the sample mean and sample variance under the Kolmogorov metric and Mallows–Wasserstein metric. Based on some numerical studies, it has been shown that the proposed resampling method improves the nonparametric bootstrap in terms of confidence intervals for mean and variance.
      PubDate: 2024-08-01
       
  • Subgroup analysis with concave pairwise fusion penalty for ordinal
           response

    • Free pre-print version: Loading...

      Abstract: Abstract The growing popularity of data heterogeneity motivates people to identify homogeneous subgroups with identical parameters. Meanwhile, in many fields of recent data science for some applications, such as personalized education and personalized marketing, the massive data are usually recorded as categorical or ordinal variables, which highlights the importance of performing subgroup analysis on those ordinal outcomes. In this paper, we propose a cumulative link model with subject-specific intercepts to detect and identify homogeneous subgroups through concave pairwise fusion penalty for ordinal response, where heterogeneity arises from some unknown or unobserved latent factors. The concave fusion method can simultaneously determine the number of subgroups, identify the group membership, and estimate the regression coefficients. An alternating direction method of multipliers algorithm with concave penalties for the generalized linear regression model with logit link is developed and its convergence property is studied. We also establish the oracle property of the proposed penalized estimator under some mild conditions. Our simulation studies show that the proposed method could recover the heterogeneous subgroup structure effectively when the response of interest is ordinal. Further, the advantages of our method are illustrated by the analysis on a Mathematics Student Performance Data Set of two public schools from the Alentejo region of Portugal.
      PubDate: 2024-08-01
       
  • Some practical and theoretical issues related to the quantile estimators

    • Free pre-print version: Loading...

      Abstract: Abstract The paper contains the comparative analysis of the efficiency of different qunatile estimators for various distributions. Additionally, we show strong consistency of different quantile estimators and we study the Bahadur representation for each of the quantile estimators, when the sample is taken from NA, \(\varphi \) , \(\rho ^*\) , \(\rho \) -mixing population.
      PubDate: 2024-08-01
       
  • A sequential feature selection approach to change point detection in
           mean-shift change point models

    • Free pre-print version: Loading...

      Abstract: Abstract Change point detection is an important area of scientific research and has applications in a wide range of fields. In this paper, we propose a sequential change point detection (SCPD) procedure for mean-shift change point models. Unlike classical feature selection based approaches, the SCPD method detects change points in the order of the conditional change sizes and makes full use of the identified change points information. The extended Bayesian information criterion (EBIC) is employed as the stopping rule in the SCPD procedure. We investigate the theoretical property of the procedure and compare its performance with other methods existing in the literature. It is established that the SCPD procedure has the property of detection consistency. Simulation studies and real data analyses demonstrate that the SCPD procedure has the edge over the other methods in terms of detection accuracy and robustness.
      PubDate: 2024-08-01
       
  • Welch’s t test is more sensitive to real world violations of
           distributional assumptions than student’s t test but logistic regression
           is more robust than either

    • Free pre-print version: Loading...

      Abstract: Abstract It has previously been pointed out that Student’s t test, which assumes that samples are drawn from populations with equal standard deviations, can have an inflated Type I error rate if this assumption is violated. Hence it has been recommended that Welch’s t test should be preferred. In the context of carrying out gene-wise weighted burden tests for detecting association of rare variants with psoriasis we observe that Welch’s test performs unsatisfactorily. We show that if the assumption of normality is violated and observations follow a Poisson distribution, then with unequal sample sizes Welch’s t test has an inflated Type I error rate, is systematically biased and is prone to produce extremely low p values. We argue that such data can arise in a variety of real world situations and believe that researchers should be aware of this issue. Student’s t test performs much better in this scenario but a likelihood ratio test based on logistic regression models performs better still and we suggest that this might generally be a preferable method to test for a difference in distributions between two samples. This research has been conducted using the UK Biobank Resource.
      PubDate: 2024-08-01
       
  • An heuristic scree plot criterion for the number of factors

    • Free pre-print version: Loading...

      Abstract: Abstract Cattel’s (Multivar Behav Res 1:245–276, 1966) heuristic determines the number of factors as the elbow point between ‘steep’ and ‘not steep’ in the scree plot. In contrast, an elbow is by definition absent in points on a hyberbole with corresponding equisized surfaces. We formalize this heuristic and propose a criterion to determine the number of factors by comparing surfaces under the scree plot. Monte Carlo simulations shows that the finite-sample properties of our proposed criterion outperform benchmarks in the dynamic factor model literature.
      PubDate: 2024-08-01
       
  • Bootstrapping generalized linear models to accommodate overdispersed count
           data

    • Free pre-print version: Loading...

      Abstract: Abstract When modelling counts or rates using Poisson regression, it is common to find overdispersion in data. Overdispersed count data is prevalent in a variety of applied research areas such as ecology and finance when the variance of the response is higher than the Poisson distribution allows. While there are models that are capable of handling data of this nature, conducting inference when presented with overdispersed data poses some challenges. Classical parametric approaches to inference may fail to be reliable when computing bounds for confidence regions as the mean-variance assumption of the Poisson distribution may not be satisfied. Bootstrap approaches are a viable alternative and we explore the performance of the one-step residual and wild bootstrap as a means to perform inference for regression parameters. Furthermore, we adopt an analytic approach to bootstrapping that is able to accommodate overdispersion, while being preferable from an efficiency perspective.
      PubDate: 2024-08-01
       
  • Deficiency bounds for the multivariate inverse hypergeometric distribution

    • Free pre-print version: Loading...

      Abstract: Abstract The multivariate inverse hypergeometric (MIH) distribution is an extension of the negative multinomial (NM) model that accounts for sampling without replacement in a finite population. Even though most studies on longitudinal count data with a specific number of ‘failures’ occur in a finite setting, the NM model is typically chosen over the more accurate MIH model. This raises the question: How much information is lost when inferring with the approximate NM model instead of the true MIH model' The loss is quantified by a measure called deficiency in statistics. In this paper, asymptotic bounds for the deficiencies between MIH and NM experiments are derived, as well as between MIH and the corresponding multivariate normal experiments with the same mean-covariance structure. The findings are supported by a local approximation for the log-ratio of the MIH and NM probability mass functions, and by Hellinger distance bounds.
      PubDate: 2024-08-01
       
  • On the existence of stationary threshold bilinear processes

    • Free pre-print version: Loading...

      Abstract: Abstract This article investigates some statistical and probabilistic properties of general threshold bilinear processes. Sufficient conditions for the existence of a causal, strictly and weak stationary solution for the equation defining a self-exciting threshold superdiagonal bilinear \(\left( SETBL\right) \) process are derived. Then it is shown that under well-specified hypotheses the higher-order moments of the SETBL process are finite. As a result, the skewness and kurtosis indexes are explicitly computed. The exact autocorrelation function is derived with an arbitrarily fixed number of regimes. Also, the covariance functions of the process and its powers are evaluated and the second (respectively, higher)-order structure is shown to be similar to that of a linear process. This implies that the considered process admits an ARMA representation. Finally, necessary and sufficient conditions for the invertibility and geometric ergodicity of a SETBL model are established. Some examples illustrate the obtained theoretical results.
      PubDate: 2024-08-01
       
  • Minimax weight learning for absorbing MDPs

    • Free pre-print version: Loading...

      Abstract: Abstract Reinforcement learning policy evaluation problems are often modeled as finite or discounted/averaged infinite-horizon Markov Decision Processes (MDPs). In this paper, we study undiscounted off-policy evaluation for absorbing MDPs. Given the dataset consisting of i.i.d episodes under a given truncation level, we propose an algorithm (referred to as MWLA in the text) to directly estimate the expected return via the importance ratio of the state-action occupancy measure. The Mean Square Error (MSE) bound of the MWLA method is provided and the dependence of statistical errors on the data size and the truncation level are analyzed. The performance of the algorithm is illustrated by means of computational experiments under an episodic taxi environment
      PubDate: 2024-08-01
       
  • Minimum contrast for the first-order intensity estimation of spatial and
           spatio-temporal point processes

    • Free pre-print version: Loading...

      Abstract: Abstract In this paper, we harness a result in point process theory, specifically the expectation of the weighted K-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an estimation method to derive parameter estimates for a particular model assumed for the data. The underlying motivation is to avoid the difficulties associated with dealing with complex likelihoods in point process models and their maximization. The exploited result makes our method theoretically applicable to any model specification. In this paper, we restrict our study to Poisson models, whose likelihood represents the base for many more complex point process models. In this context, our proposed method can estimate the vector of local parameters that correspond to the points within the analyzed point pattern without introducing any additional complexity compared to the global estimation. We illustrate the method through simulation studies for both purely spatial and spatio-temporal point processes and show complex scenarios based on the Poisson model through the analysis of two real datasets concerning environmental problems.
      PubDate: 2024-08-01
       
 
JournalTOCs
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
Email: journaltocs@hw.ac.uk
Tel: +00 44 (0)131 4513762
 


Your IP address: 3.238.121.7
 
Home (Search)
API
About JournalTOCs
News (blog, publications)
JournalTOCs on Twitter   JournalTOCs on Facebook

JournalTOCs © 2009-
JournalTOCs
 
 

 A  B  C  D  E  F  G  H  I  J  K  L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z  

              [Sort by number of followers]   [Restore default list]

  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 53)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 7)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 6)
Biometrics     Hybrid Journal   (Followers: 51)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 10)
Computational Statistics     Hybrid Journal   (Followers: 17)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 39)
Current Research in Biostatistics     Open Access   (Followers: 9)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 15)
Demographic Research     Open Access   (Followers: 15)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 9)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 3)
Handbook of Statistics     Full-text available via subscription   (Followers: 9)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Statistical Review     Hybrid Journal   (Followers: 12)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 22)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 42, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 85)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 8)
Journal of Forecasting     Hybrid Journal   (Followers: 21)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 7)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 35)
Journal of Statistical Physics     Hybrid Journal   (Followers: 12)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Journal of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 78, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 31)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 18)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 28)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Lifetime Data Analysis     Hybrid Journal   (Followers: 5)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 4)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 9)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 5)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 35)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 10)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 8)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 16)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal   (Followers: 1)
Significance     Hybrid Journal   (Followers: 6)
Sociological Methods & Research     Hybrid Journal   (Followers: 49)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 10)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 5)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 25)
Statistical Modelling     Hybrid Journal   (Followers: 19)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 149)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 12)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 3)
The American Statistician     Full-text available via subscription   (Followers: 27)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

              [Sort by number of followers]   [Restore default list]

Similar Journals
Similar Journals
HOME > Browse the 73 Subjects covered by JournalTOCs  
SubjectTotal Journals
 
 
JournalTOCs
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
Email: journaltocs@hw.ac.uk
Tel: +00 44 (0)131 4513762
 


Your IP address: 3.238.121.7
 
Home (Search)
API
About JournalTOCs
News (blog, publications)
JournalTOCs on Twitter   JournalTOCs on Facebook

JournalTOCs © 2009-