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 Updated January, 2 2009 180.482 documents processed, 3.979.807 references and 1.716.086 citations

 

 
 

Journal of Multivariate Analysis

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.010.176445154200.08
19970.020.263331433010.020.08
19980.010.236523127100.1
19990.020.3160251282010.020.15
20000.010.435923125100.19
20010.080.458101199010.020.17
20020.040.439014117500.2
20030.010.4889361482030.030.22
20040.050.5280241799010.010.23
20050.090.591102716916030.030.27
20060.040.63123111908030.020.27
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

 

Most cited documents in this series:

(1) RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411 Prediction of multivariate time series by autoregressive model fitting (1985).
Cited: 19 times.

(2) RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84 Asymptotic theory for multivariate GARCH processes (2003).
Cited: 17 times.

(3) RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes (1996).
Cited: 16 times.

(4) RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators (1984).
Cited: 16 times.

(5) RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators (1998).
Cited: 12 times.

(6) RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (1990).
Cited: 10 times.

(7) RePEc:eee:jmvana:v:55:y:1995:i:1:p:105-124 Factor Analysis and Principal Components (1995).
Cited: 9 times.

(8) RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385 On the theory of elliptically contoured distributions (1981).
Cited: 8 times.

(9) RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403 Maximum likelihood principle and model selection when the true model is unspecified (1988).
Cited: 8 times.

(10) RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89 Quantile regression for longitudinal data (2004).
Cited: 8 times.

(11) RePEc:eee:jmvana:v:60:y:1997:i:2:p:252-276 Multivariate Gini Indices (1997).
Cited: 8 times.

(12) RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544 An identity for the Wishart distribution with applications (1979).
Cited: 7 times.

(13) RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269 Global nonparametric estimation of conditional quantile functions and their derivatives (1991).
Cited: 7 times.

(14) RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29 A third-order optimum property of the maximum likelihood estimator (1978).
Cited: 7 times.

(15) RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119 Some Remarks on the Supermodular Order (2000).
Cited: 6 times.

(16) RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298 Multivariate arrangement increasing functions with applications in probability and statistics (1988).
Cited: 6 times.

(17) RePEc:eee:jmvana:v:47:y:1993:i:2:p:173-195 Optimal Choice of Sample Fraction in Extreme-Value Estimation (1993).
Cited: 6 times.

(18) RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264 Reduced-rank regression for the multivariate linear model (1975).
Cited: 6 times.

(19) RePEc:eee:jmvana:v:5:y:1975:i:1:p:53-66 A vector multivariate hazard rate (1975).
Cited: 6 times.

(20) RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57 Constraints on concordance measures in bivariate discrete data (2005).
Cited: 6 times.

(21) RePEc:eee:jmvana:v:20:y:1986:i:1:p:1-25 On detection of the number of signals in presence of white noise (1986).
Cited: 6 times.

(22) RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242 Estimation for diffusion processes from discrete observation (1992).
Cited: 5 times.

(23) RePEc:eee:jmvana:v:20:y:1986:i:1:p:91-113 Random approximations to some measures of accuracy in nonparametric curve estimation (1986).
Cited: 5 times.

(24) RePEc:eee:jmvana:v:33:y:1990:i:2:p:265-274 The matrix angular central Gaussian distribution (1990).
Cited: 5 times.

(25) RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30 Multivariate concordance (1990).
Cited: 4 times.

(26) RePEc:eee:jmvana:v:54:y:1995:i:1:p:91-112 Testing Multivariate Symmetry (1995).
Cited: 4 times.

(27) RePEc:eee:jmvana:v:13:y:1983:i:3:p:383-400 The maximum of the periodogram (1983).
Cited: 4 times.

(28) RePEc:eee:jmvana:v:12:y:1982:i:3:p:346-370 Asymptotic properties of projections with applications to stochastic regression problems (1982).
Cited: 4 times.

(29) RePEc:eee:jmvana:v:44:y:1993:i:1:p:47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes (1993).
Cited: 4 times.

(30) RePEc:eee:jmvana:v:48:y:1994:i:2:p:228-248 Statistical Analysis of Curved Probability Densities (1994).
Cited: 4 times.

(31) RePEc:eee:jmvana:v:73:y:2000:i:2:p:166-179 Asymptotic Properties of Backfitting Estimators (2000).
Cited: 4 times.

(32) RePEc:eee:jmvana:v:57:y:1996:i:1:p:1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators (1996).
Cited: 4 times.

(33) RePEc:eee:jmvana:v:1:y:1971:i:2:p:232-255 Estimating structural and functional relationships (1971).
Cited: 4 times.

(34) RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310 Kernel density and hazard function estimation in the presence of censoring (1988).
Cited: 4 times.

(35) RePEc:eee:jmvana:v:9:y:1979:i:3:p:362-377 Separation theorems for singular values of matrices and their applications in multivariate analysis (1979).
Cited: 4 times.

(36) RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions (1980).
Cited: 4 times.

(37) RePEc:eee:jmvana:v:41:y:1992:i:1:p:117-131 Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Steins loss (1992).
Cited: 4 times.

(38) RePEc:eee:jmvana:v:62:y:1997:i:1:p:1-23 A New Approach to the BHEP Tests for Multivariate Normality, (1997).
Cited: 4 times.

(39) RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292 Nonparametric estimation of distributions with categorical and continuous data (2003).
Cited: 4 times.

(40) RePEc:eee:jmvana:v:11:y:1981:i:4:p:474-484 Some properties of the parameterization of ARMA systems with unknown order (1981).
Cited: 3 times.

(41) RePEc:eee:jmvana:v:47:y:1993:i:2:p:210-229 Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications (1993).
Cited: 3 times.

(42) RePEc:eee:jmvana:v:53:y:1995:i:1:p:139-158 Missing Data Imputation Using the Multivariate t Distribution (1995).
Cited: 3 times.

(43) RePEc:eee:jmvana:v:70:y:1999:i:1:p:1-29 Asymptotic Theory for Canonical Correlation Analysis (1999).
Cited: 3 times.

(44) RePEc:eee:jmvana:v:21:y:1987:i:1:p:105-127 Multiple stochastic integrals with dependent integrators (1987).
Cited: 3 times.

(45) RePEc:eee:jmvana:v:96:y:2005:i:1:p:190-217 Robust semiparametric M-estimation and the weighted bootstrap (2005).
Cited: 3 times.

(46) RePEc:eee:jmvana:v:51:y:1994:i:1:p:139-147 Consistency Property of Elliptic Probability Density Functions (1994).
Cited: 3 times.

(47) RePEc:eee:jmvana:v:68:y:1999:i:1:p:96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999).
Cited: 3 times.

(48) RePEc:eee:jmvana:v:46:y:1993:i:2:p:309-334 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality (1993).
Cited: 3 times.

(49) RePEc:eee:jmvana:v:52:y:1995:i:1:p:1-14 A Continuous Metric Scaling Solution for a Random Variable (1995).
Cited: 3 times.

(50) RePEc:eee:jmvana:v:59:y:1996:i:1:p:34-59 Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals (1996).
Cited: 3 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:cte:wsrepe:ws063815 MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:spr:alstar:v:90:y:2006:i:1:p:183-197 Some recent advances in measurement error models and methods (2006). AStA Advances in Statistical Analysis

(3) RePEc:tky:fseres:2006cf459 Simultaneous estimation of normal precision matrices (2006). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Recent citations received in: 2005

(1) RePEc:dgr:uvatin:20050076 Nonparametric Tests for Serial Independence Based on Quadratic Forms (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers

(2) RePEc:mtn:ancoec:050204 The exact sampling distribution of L-statistics (2005). Metron - International Journal of Statistics

(3) RePEc:wpa:wuwpdc:0511014 The Golden Growth Law in Economic Process (2005). EconWPA / Development and Comp Systems

Recent citations received in: 2004

(1) RePEc:wpa:wuwpem:0404005 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers (2004). EconWPA / Econometrics

Recent citations received in: 2003

(1) RePEc:dgr:eureir:2003319 Did the incidence of high precipitation levels increase? (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(2) RePEc:dgr:eureir:2003326 Analytical quasi maximum likelihood inference in multivariate volatility models (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(3) RePEc:gue:guelph:2003-10 A Consistent Nonparametric Equality Test of Conditional Quantile Functions (2003). University of Guelph, Department of Economics / Working Papers

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

©2009 Jose Manuel Barrueco | mail: barrueco@uv.es