Citation Profile: Journal of Multivariate Analysis / Elsevier Science Economics Articles Archive

Journal of Multivariate Analysis / Elsevier Science Economics Articles Archive

Most cited documents in this series:

Year Title Cited
2004 Quantile regression for longitudinal data
RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89 [Citation Analysis] 53
2003 Asymptotic theory for multivariate GARCH processes
RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84 [Citation Analysis] 47
1981 On the theory of elliptically contoured distributions
RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385 [Citation Analysis] 45
1985 Prediction of multivariate time series by autoregressive model fitting
RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411 [Citation Analysis] 43
1984 Central limit theorem for integrated square error of multivariate nonparametric density estimators
RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16 [Citation Analysis] 43
1980 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498 [Citation Analysis] 39
2004 A well-conditioned estimator for large-dimensional covariance matrices
RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411 [Citation Analysis] 35
2005 Goodness-of-fit tests for copulas
RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152 [Citation Analysis] 35
1990 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203 [Citation Analysis] 33
2001 A General Class of Multivariate Skew-Elliptical Distributions
RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113 [Citation Analysis] 33
1998 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators
RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165 [Citation Analysis] 31
1999 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator
RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190 [Citation Analysis] 31
2003 Nonparametric estimation of distributions with categorical and continuous data
RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292 [Citation Analysis] 29
1996 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296 [Citation Analysis] 22
1990 Multivariate concordance
RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30 [Citation Analysis] 20
2000 Some Remarks on the Supermodular Order
RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119 [Citation Analysis] 19
2001 Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248 [Citation Analysis] 19
2005 Asymptotic efficiency of the two-stage estimation method for copula-based models
RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419 [Citation Analysis] 18
1975 Reduced-rank regression for the multivariate linear model
RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264 [Citation Analysis] 17
1979 An identity for the Wishart distribution with applications
RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544 [Citation Analysis] 17
2005 Constraints on concordance measures in bivariate discrete data
RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57 [Citation Analysis] 17
1997 A New Approach to the BHEP Tests for Multivariate Normality,
RePEc:eee:jmvana:v:62:y:1997:i:1:p:1-23 [Citation Analysis] 17
1988 Maximum likelihood principle and model selection when the true model is unspecified
RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403 [Citation Analysis] 16
1975 A vector multivariate hazard rate
RePEc:eee:jmvana:v:5:y:1975:i:1:p:53-66 [Citation Analysis] 15
2000 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis
RePEc:eee:jmvana:v:72:y:2000:i:2:p:151-162 [Citation Analysis] 15
1994 Empirical Likelihood Confidence Intervals for Linear Regression Coefficients
RePEc:eee:jmvana:v:49:y:1994:i:1:p:24-40 [Citation Analysis] 15
2003 Robust factor analysis
RePEc:eee:jmvana:v:84:y:2003:i:1:p:145-172 [Citation Analysis] 15
2005 On fundamental skew distributions
RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116 [Citation Analysis] 14
1991 Maximum likelihood estimation for noncausal autoregressive processes
RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198 [Citation Analysis] 14
1997 Supermodular Stochastic Orders and Positive Dependence of Random Vectors
RePEc:eee:jmvana:v:61:y:1997:i:1:p:86-101 [Citation Analysis] 14
1993 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality
RePEc:eee:jmvana:v:46:y:1993:i:2:p:309-334 [Citation Analysis] 14
1994 Asymptotics of Generalized S-Estimators
RePEc:eee:jmvana:v:51:y:1994:i:1:p:148-177 [Citation Analysis] 14
1982 Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154 [Citation Analysis] 14
1988 Kernel density and hazard function estimation in the presence of censoring
RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310 [Citation Analysis] 13
2005 High breakdown estimators for principal components: the projection-pursuit approach revisited
RePEc:eee:jmvana:v:95:y:2005:i:1:p:206-226 [Citation Analysis] 13
1978 A third-order optimum property of the maximum likelihood estimator
RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29 [Citation Analysis] 13
2002 The Meta-elliptical Distributions with Given Marginals
RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16 [Citation Analysis] 13
1996 Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables
RePEc:eee:jmvana:v:57:y:1996:i:1:p:69-83 [Citation Analysis] 13
1997 Local Linear Estimation in Partly Linear Models
RePEc:eee:jmvana:v:60:y:1997:i:1:p:1-19 [Citation Analysis] 13
1994 Halfplane Trimming for Bivariate Distributions
RePEc:eee:jmvana:v:48:y:1994:i:2:p:188-202 [Citation Analysis] 12
1991 Global nonparametric estimation of conditional quantile functions and their derivatives
RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269 [Citation Analysis] 12
1999 Halfspace Depth and Regression Depth Characterize the Empirical Distribution
RePEc:eee:jmvana:v:69:y:1999:i:1:p:135-153 [Citation Analysis] 12
1997 Multivariate Gini Indices
RePEc:eee:jmvana:v:60:y:1997:i:2:p:252-276 [Citation Analysis] 12
2000 Empirical Likelihood for Partially Linear Models
RePEc:eee:jmvana:v:72:y:2000:i:1:p:132-148 [Citation Analysis] 12
2006 Some positive dependence stochastic orders
RePEc:eee:jmvana:v:97:y:2006:i:1:p:46-78 [Citation Analysis] 12
2002 The Deepest Regression Method
RePEc:eee:jmvana:v:81:y:2002:i:1:p:138-166 [Citation Analysis] 11
1973 On the parametrization of autoregressive models by partial autocorrelations
RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419 [Citation Analysis] 11
2006 Maximum likelihood estimation for all-pass time series models
RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659 [Citation Analysis] 11
2006 Semi-parametric estimation of partially linear single-index models
RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184 [Citation Analysis] 11
2000 Asymptotic Properties of Backfitting Estimators
RePEc:eee:jmvana:v:73:y:2000:i:2:p:166-179 [Citation Analysis] 10

Citing documents used to compute impact factor 77:

Year Title See
2011 Some new results on convolutions of heterogeneous gamma random variables
RePEc:eee:jmvana:v:102:y:2011:i:5:p:958-976 [Citation Analysis]
2011 Bernstein estimator for unbounded density copula
RePEc:cte:werepe:we1143 [Citation Analysis]
2011 On Kronecker Products, Tensor Products And Matrix Differential Calculus
RePEc:lec:leecon:11/34 [Citation Analysis]
2011 Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
RePEc:msh:ebswps:2011-13 [Citation Analysis]
2011 Nonparametric LAD Cointegrating Regression
RePEc:hst:ghsdps:gd11-207 [Citation Analysis]
2011 On signature-based expressions of system reliability
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1410-1416 [Citation Analysis]
2011 Bounds for mixtures of order statistics from exponentials and applications
RePEc:eee:jmvana:v:102:y:2011:i:5:p:896-907 [Citation Analysis]
2011 Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
RePEc:eee:jmvana:v:102:y:2011:i:5:p:931-936 [Citation Analysis]
2011 Periodically correlated autoregressive Hilbertian processes
RePEc:spr:sistpr:v:14:y:2011:i:2:p:177-188 [Citation Analysis]
2011 Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
RePEc:eee:csdana:v:55:y:2011:i:6:p:2114-2127 [Citation Analysis]
2011 Comments on: Subsampling weakly dependent time series and application to extremes
RePEc:spr:testjl:v:20:y:2011:i:3:p:480-482 [Citation Analysis]
2011 Rejoinder on: Subsampling weakly dependent time series and application to extremes
RePEc:spr:testjl:v:20:y:2011:i:3:p:499-502 [Citation Analysis]
2011 A link-free method for testing the significance of predictors
RePEc:eee:jmvana:v:102:y:2011:i:3:p:550-562 [Citation Analysis]
2011 Global Bahadur representation for nonparametric censored regression quantiles and its applications
RePEc:ifs:cemmap:33/11 [Citation Analysis]
2011 Spatial autoregressive and moving average Hilbertian processes
RePEc:eee:jmvana:v:102:y:2011:i:2:p:292-305 [Citation Analysis]
2011 A general near-exact distribution theory forÂ theÂ mostÂ common likelihood ratio test statisticsÂ usedÂ inÂ Multivariate Analysis
RePEc:spr:testjl:v:20:y:2011:i:1:p:180-203 [Citation Analysis]
2011 The mathematical framework underlying the scenarios approach for derivate transactions by italian local authorities
RePEc:rtr:wpaper:0127 [Citation Analysis]
2011 Tail order and intermediate tail dependence of multivariate copulas
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471 [Citation Analysis]
2011 Generalized Marshall-Olkin distributions and related bivariate aging properties
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1399-1409 [Citation Analysis]
2011 Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
RePEc:eee:jmvana:v:102:y:2011:i:7:p:1118-1125 [Citation Analysis]
2011 Extreme value theory for finance: a survey
RePEc:bdi:opques:qef_99_11 [Citation Analysis]
2011 Estimating residual variance in random forest regression
RePEc:eee:csdana:v:55:y:2011:i:11:p:2937-2950 [Citation Analysis]
2011 Dual divergence estimators and tests: Robustness results
RePEc:eee:jmvana:v:102:y:2011:i:1:p:20-36 [Citation Analysis]
2011 Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities
RePEc:hal:journl:hal-00655172 [Citation Analysis]
2011 Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis
RePEc:eca:wpaper:2013/104763 [Citation Analysis]
2011 One-step minimum Hellinger distance estimation
RePEc:eee:csdana:v:55:y:2011:i:12:p:3148-3164 [Citation Analysis]
2011 A profile-type smoothed score function for a varying coefficient partially linear model
RePEc:eee:jmvana:v:102:y:2011:i:2:p:372-385 [Citation Analysis]
2011 Nonparametric estimation of the anisotropic probability density of mixed variables
RePEc:eee:jmvana:v:102:y:2011:i:3:p:468-481 [Citation Analysis]
2011 On local times, density estimation and supervised classification from functional data
RePEc:eee:jmvana:v:102:y:2011:i:1:p:73-86 [Citation Analysis]
2011 Efficient empirical-likelihood-based inferences for the single-index model
RePEc:eee:jmvana:v:102:y:2011:i:5:p:937-947 [Citation Analysis]
2011 Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:223-256 [Citation Analysis]
2011 Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:263-270 [Citation Analysis]
2011 Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:271-275 [Citation Analysis]
2011 Comments on: Inference in multivariate Archimedean copula models
RePEc:spr:testjl:v:20:y:2011:i:2:p:284-286 [Citation Analysis]
2011 Hierarchical multilinear models for multiway data
RePEc:eee:csdana:v:55:y:2011:i:1:p:530-543 [Citation Analysis]
2011 Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach
RePEc:eee:jmvana:v:102:y:2011:i:5:p:871-883 [Citation Analysis]
2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
RePEc:nuf:econwp:1101 [Citation Analysis]
2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
RePEc:dgr:eureir:1765023582 [Citation Analysis]
2011 Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
RePEc:eee:csdana:v:55:y:2011:i:11:p:3027-3040 [Citation Analysis]
2011 2D wavelet-based spectra with applications
RePEc:eee:csdana:v:55:y:2011:i:1:p:738-751 [Citation Analysis]
2011 Tests for independence in non-parametric heteroscedastic regression models
RePEc:eee:jmvana:v:102:y:2011:i:4:p:816-827 [Citation Analysis]
2011 Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
RePEc:eee:jmvana:v:102:y:2011:i:6:p:1080-1089 [Citation Analysis]
2011 Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
RePEc:eee:csdana:v:55:y:2011:i:6:p:2114-2127 [Citation Analysis]
2011 On Pearson-Kotz Dirichlet distributions
RePEc:eee:jmvana:v:102:y:2011:i:5:p:948-957 [Citation Analysis]
2011 Reduce computation in profile empirical likelihood method
RePEc:pra:mprapa:33744 [Citation Analysis]
2011 A class of asymptotically normal degenerate quasi U-statistics
RePEc:spr:aistmt:v:63:y:2011:i:6:p:1165-1182 [Citation Analysis]
2011 Bounds for mixtures of order statistics from exponentials and applications
RePEc:eee:jmvana:v:102:y:2011:i:5:p:896-907 [Citation Analysis]
2011 Some new results on convolutions of heterogeneous gamma random variables
RePEc:eee:jmvana:v:102:y:2011:i:5:p:958-976 [Citation Analysis]
2011 Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes
RePEc:cir:cirwor:2011s-57 [Citation Analysis]
2011 Some equalities for estimations of partial coefficients under a general linear regression model
RePEc:spr:stpapr:v:52:y:2011:i:4:p:911-920 [Citation Analysis]
2011 Local polynomial estimation of a conditional mean function with dependent truncated data
RePEc:spr:testjl:v:20:y:2011:i:3:p:653-677 [Citation Analysis]
2011 Variable selection in a class of single-index models
RePEc:spr:aistmt:v:63:y:2011:i:6:p:1277-1293 [Citation Analysis]
2011 On nonlinear regression estimator with denoised variables
RePEc:eee:csdana:v:55:y:2011:i:2:p:1137-1149 [Citation Analysis]
2011 Estimates of MM type for the multivariate linear model
RePEc:eee:jmvana:v:102:y:2011:i:9:p:1280-1292 [Citation Analysis]
2011 On local times, density estimation and supervised classification from functional data
RePEc:eee:jmvana:v:102:y:2011:i:1:p:73-86 [Citation Analysis]
2011 Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
RePEc:eee:jmvana:v:102:y:2011:i:6:p:1018-1031 [Citation Analysis]
2011 Extreme value theory for finance: a survey
RePEc:bdi:opques:qef_99_11 [Citation Analysis]
2011 Empirical likelihood confidence intervals forÂ theÂ endpoint of a distribution function
RePEc:spr:testjl:v:20:y:2011:i:2:p:353-366 [Citation Analysis]
2011 Data depth for simple orthogonal regression with application to crack orientation
RePEc:spr:metrik:v:74:y:2011:i:2:p:135-165 [Citation Analysis]
2011 Dual divergence estimators and tests: Robustness results
RePEc:eee:jmvana:v:102:y:2011:i:1:p:20-36 [Citation Analysis]
2011 The best EBLUP in the FayâHerriot model
RePEc:spr:aistmt:v:63:y:2011:i:6:p:1123-1140 [Citation Analysis]
2011 Gibbs ensembles for nearly compatible and incompatible conditional models
RePEc:eee:csdana:v:55:y:2011:i:4:p:1760-1769 [Citation Analysis]
2011 A simple algorithm for checking compatibility among discrete conditional distributions
RePEc:eee:csdana:v:55:y:2011:i:8:p:2457-2462 [Citation Analysis]
2011 Exploring the statistical applicability of the PoincarÃ© inequality: a test of normality
RePEc:spr:testjl:v:20:y:2011:i:2:p:334-352 [Citation Analysis]
2011 Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
RePEc:eee:jmvana:v:102:y:2011:i:9:p:1241-1255 [Citation Analysis]
2011 Tail order and intermediate tail dependence of multivariate copulas
RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471 [Citation Analysis]
2011 Semiparametric marginal and association regression methods for clustered binary data
RePEc:spr:aistmt:v:63:y:2011:i:3:p:511-533 [Citation Analysis]
2011 Empirical likelihood for semiparametric regression model with missing response data
RePEc:eee:jmvana:v:102:y:2011:i:4:p:723-740 [Citation Analysis]
2011 Multiple imputations and the missing censoring indicator model
RePEc:eee:jmvana:v:102:y:2011:i:1:p:105-117 [Citation Analysis]
2011 Optimal Rank-Based Tests for Common Principal Components
RePEc:eca:wpaper:2013/101786 [Citation Analysis]
2011 Mathematical Genesis of the Spatio-Temporal Covariance Functions
RePEc:pra:mprapa:35874 [Citation Analysis]
2011 The bivariate generalized linear failure rate distribution and its multivariate extension
RePEc:eee:csdana:v:55:y:2011:i:1:p:644-654 [Citation Analysis]
2011 Order selection in finite mixtures of linear regressions.
RePEc:ner:leuven:urn:hdl:123456789/320861 [Citation Analysis]
2011 Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
RePEc:eee:csdana:v:55:y:2011:i:4:p:1715-1725 [Citation Analysis]
2011 Nonparametric inference based onÂ panel count data
RePEc:spr:testjl:v:20:y:2011:i:1:p:1-42 [Citation Analysis]
2011 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
RePEc:eee:csdana:v:55:y:2011:i:2:p:1008-1017 [Citation Analysis]
2011 Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data
RePEc:eee:jmvana:v:102:y:2011:i:2:p:281-291 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	On signature-based expressions of system reliability RePEc:eee:jmvana:v:102:y:2011:i:10:p:1410-1416	[Citation Analysis]
2011	Applications of quadratic minimisation problems in statistics RePEc:eee:jmvana:v:102:y:2011:i:3:p:714-722	[Citation Analysis]
2011	Stochastic linear programming with a distortion risk constraint RePEc:zbw:ucdpse:611	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Goodness-of-fit tests for the error distribution in nonparametric regression RePEc:eee:csdana:v:54:y:2010:i:8:p:1942-1951	[Citation Analysis]
2010	Characterization of the asymptotic distribution of semiparametric M-estimators RePEc:eee:econom:v:159:y:2010:i:2:p:252-266	[Citation Analysis]
2010	On optimal allocation of risk vectors RePEc:eee:insuma:v:47:y:2010:i:2:p:167-175	[Citation Analysis]
2010	Asymptotics of random contractions RePEc:eee:insuma:v:47:y:2010:i:3:p:405-414	[Citation Analysis]
2010	Depth notions for orthogonal regression RePEc:eee:jmvana:v:101:y:2010:i:10:p:2358-2371	[Citation Analysis]
2010	Stochastic comparisons of multivariate mixtures RePEc:eee:jmvana:v:101:y:2010:i:10:p:2486-2498	[Citation Analysis]
2010	The Stein phenomenon for monotone incomplete multivariate normal data RePEc:eee:jmvana:v:101:y:2010:i:3:p:657-678	[Citation Analysis]
2010	Adaptive confidence region for the direction in semiparametric regressions RePEc:eee:jmvana:v:101:y:2010:i:6:p:1364-1377	[Citation Analysis]
2010	Applications of average and projected systems to the study of coherent systems RePEc:eee:jmvana:v:101:y:2010:i:6:p:1471-1482	[Citation Analysis]
2010	Characterization of the asymptotic distribution of semiparametric M-estimators RePEc:hal:journl:peer-00741628	[Citation Analysis]
2010	Pair-copulas modeling in finance RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213	[Citation Analysis]
2010	On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models RePEc:mtn:ancoec:100302	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Modeling Quantile Dependence: A New Look at the Money-Output Relationship RePEc:adl:wpaper:2009-34	[Citation Analysis]
2009	Efficient Estimation of Copula-based Semiparametric Markov Models RePEc:cwl:cwldpp:1691	[Citation Analysis]
2009	On multivariate runs tests for randomness RePEc:eca:wpaper:2009_002	[Citation Analysis]
2009	Optimal rank-based testing for principal component RePEc:eca:wpaper:2009_013	[Citation Analysis]
2009	Parametric and nonparametric test for multivariate independence in IC models RePEc:eca:wpaper:2009_018	[Citation Analysis]
2009	On least squares estimation for long-memory lattice processes RePEc:eee:jmvana:v:100:y:2009:i:10:p:2178-2194	[Citation Analysis]
2009	Asymptotic distributions of robust shape matrices and scales RePEc:eee:jmvana:v:100:y:2009:i:7:p:1329-1337	[Citation Analysis]
2009	Mean residual life order of convolutions of heterogeneous exponential random variables RePEc:eee:jmvana:v:100:y:2009:i:8:p:1792-1801	[Citation Analysis]
2009	Quadratic prediction and quadratic sufficiency in finite populations RePEc:eee:jmvana:v:100:y:2009:i:9:p:1979-1988	[Citation Analysis]
2009	Normal versus Noncentral Chi-square Asymptotics of Misspecified Models RePEc:pra:mprapa:17310	[Citation Analysis]
2009	Detection of Structural Breaks in Copula Models RePEc:ris:apltrx:0038	[Citation Analysis]
2009	Prediction via the Quantile-Copula Conditional Density Estimator RePEc:tse:wpaper:22247	[Citation Analysis]
2009	Nonparametric regression with spatially dependent data RePEc:ven:wpaper:2009_20	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	How to compare small multivariate samples using nonparametric tests RePEc:eee:csdana:v:52:y:2008:i:11:p:4951-4965	[Citation Analysis]
2008	Analysis of high-dimensional repeated measures designs: The one sample case RePEc:eee:csdana:v:53:y:2008:i:2:p:416-427	[Citation Analysis]
2008	Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors RePEc:ifs:cemmap:14/08	[Citation Analysis]
2008	Rainbow plots, Bagplots and Boxplots for Functional Data RePEc:msh:ebswps:2008-9	[Citation Analysis]
2008	Robust estimation of the vector autoregressive model by a least trimmed squares procedure. RePEc:ner:leuven:urn:hdl:123456789/205835	[Citation Analysis]
2008	A method of moments estimator of tail dependence. RePEc:ner:tilbur:urn:nbn:nl:ui:12-402837	[Citation Analysis]
2008	Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities RePEc:zbw:sfb475:200828	[Citation Analysis]

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.