Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Multivariate Analysis / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08818170.0917017400.04
19910.010.0885166130.08171164100.04
19920.020.0878244100.04127166300.04
19930.020.0983327120.04197163400.05
19940.010.17540290.02233161100.04
19950.050.1979481580.122021588010.010.07
19960.030.2364545610.111811545010.020.09
19970.090.29636081250.211711431338.560.10.1
19980.060.29656731360.2182127862.50.11
19990.080.33607331100.1517412810100.14
20000.080.42597921430.18179125105010.020.16
20010.180.44588501560.18155119211920.030.17
20020.180.44909402030.221761172138.110.010.19
20030.050.468910291870.18259148728.640.040.2
20040.120.538011092020.182831792213.620.030.22
20050.20.5611012192660.222701693327.3100.090.23
20060.140.5312313422750.22331902711.150.040.22
20070.190.4610714492930.21692334526.770.070.19
20080.190.4913615854440.281642304429.570.050.21
20090.260.517217575980.341942436248.4160.090.2
20100.250.4619519525310.271803087851.3160.080.16
20110.240.5711020624840.23623678733.330.030.22
20120.280.6613421965860.27273058416.750.040.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2004Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89.

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105
1981On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385.

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72
2003Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84.

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64
2004A well-conditioned estimator for large-dimensional covariance matrices. (2004). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411.

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59
1998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Vuong, Quang ; Li, Tong . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

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54
1984Central limit theorem for integrated square error of multivariate nonparametric density estimators. (1984). Hall, Peter . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16.

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52
1980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498.

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51
2001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

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49
2005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

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48
1990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203.

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48
1985Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411.

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43
2003Nonparametric estimation of distributions with categorical and continuous data. (2003). Racine, Jeffrey ; Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292.

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36
1999Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190.

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30
1994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients. (1994). Chen, Song. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:49:y:1994:i:1:p:24-40.

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28
2005Asymptotic efficiency of the two-stage estimation method for copula-based models. (2005). Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419.

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27
1996Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes. (1996). Paparoditis, Efstathios . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296.

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24
1990Multivariate concordance. (1990). Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

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24
2000Empirical Likelihood for Partially Linear Models. (2000). Shi, Jian ; Lau, Tai-Shing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:72:y:2000:i:1:p:132-148.

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23
2000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

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23
2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248.

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21
1988Kernel density and hazard function estimation in the presence of censoring. (1988). Diehl, Sabine ; Stute, Winfried . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310.

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20
1991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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20
2005On fundamental skew distributions. (2005). Genton, Marc G. ; ARELLANO-VALLE, REINALDO B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

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20
1997A New Approach to the BHEP Tests for Multivariate Normality,. (1997). Henze, Norbert ; Wagner, Thorsten. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:62:y:1997:i:1:p:1-23.

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19
2006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; HARDLE, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

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19
1993Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications. (1993). Gijbels, I. ; Wang, J. L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:47:y:1993:i:2:p:210-229.

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19
1990Kernel density estimation on random fields. (1990). Tran, Lanh Tat . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53.

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18
1993Optimal Choice of Sample Fraction in Extreme-Value Estimation. (1993). Dekkers, A. L. M., ; de Haan, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:47:y:1993:i:2:p:173-195.

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18
2005Constraints on concordance measures in bivariate discrete data. (2005). DENUIT, Michel ; Lambert, Philippe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57.

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18
1994Halfplane Trimming for Bivariate Distributions. (1994). Masse, J. C. ; Theodorescu, R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:48:y:1994:i:2:p:188-202.

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18
1982Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154.

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18
1988Maximum likelihood principle and model selection when the true model is unspecified. (1988). Nishii, R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403.

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18
1975Reduced-rank regression for the multivariate linear model. (1975). Izenman, Alan Julian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264.

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18
2002The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16.

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18
1997Supermodular Stochastic Orders and Positive Dependence of Random Vectors. (1997). Shanthikumar, George J. ; Shaked, Moshe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:61:y:1997:i:1:p:86-101.

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17
1992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

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17
1973On the parametrization of autoregressive models by partial autocorrelations. (1973). Barndorff-Nielsen, Ole ; Schou, G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419.

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17
2006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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16
1993A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality. (1993). Ozturk, A. ; Romeu, J. L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:309-334.

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16
2006Some positive dependence stochastic orders. (2006). Scarsini, Marco ; Colangelo, Antonio ; Shaked, Moshe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:1:p:46-78.

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16
1979An identity for the Wishart distribution with applications. (1979). Haff, L. R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544.

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16
1983Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441.

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16
1979Strong consistency of least squares estimates in multiple regression II. (1979). Wei, C. Z. ; Lai, T. L. ; Robbins, Herbert. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:9:y:1979:i:3:p:343-361.

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16
2006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

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16
1996Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables. (1996). Korwar, Ramesh ; Kochar, Subhash C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:57:y:1996:i:1:p:69-83.

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16
1992Fixed design regression for time series: Asymptotic normality. (1992). Ioannides, D. A. ; Tran, Lanh T. ; Roussas, George G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:40:y:1992:i:2:p:262-291.

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16
1994Asymptotics of Generalized S-Estimators. (1994). Rousseeuw, Peter ; Croux, C. ; Hossjer, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:51:y:1994:i:1:p:148-177.

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15
2000High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis. (2000). Fung, Wing K. ; He, Xuming . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:72:y:2000:i:2:p:151-162.

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15
1993Nearest Neighbor Estimators for Random Fields. (1993). Tran, L. T. ; Yakowitz, S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:44:y:1993:i:1:p:23-46.

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15
1988Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298.

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15

Citing documents used to compute impact factor 84:

YearTitleSee
2012TailCoR. (2012). Veredas, David ; Ricci, Lorenzo. In: Banco de España Working Papers. RePEc:bde:wpaper:1227.

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[Citation Analysis]
2012Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Joe, Harry ; Hua, Lei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503.

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[Citation Analysis]
2012Weighted-mean regions of a probability distribution. (2012). Mosler, Karl ; Dyckerhoff, Rainer . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:2:p:318-325.

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[Citation Analysis]
2012Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location. (2012). DEHLING, HEROLD ; Fried, Roland . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:124-140.

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[Citation Analysis]
2012U-processes, U-quantile processes and generalized linear statistics of dependent data. (2012). Wendler, Martin . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:3:p:787-807.

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[Citation Analysis]
2012A Non-standard Empirical Likelihood for Time Series. (2012). Nordman, Daniel J. ; Lahiri, Soumendra N. ; Bunzel, Helle . In: CREATES Research Papers. RePEc:aah:create:2012-55.

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[Citation Analysis]
2012Using Supervised Environmental Composites in Production and Efficiency Analyses: An Application to Norwegian Electricity Networks. (2012). Orea, Luis ; Jamasb, Tooraj ; Growitsch, Christian. In: EWI Working Papers. RePEc:ris:ewikln:2012_018.

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[Citation Analysis]
2012Local Constant and Local Bilinear Multiple-Output Quantile Regression. (2012). Paindaveine, Davy ; Hallin, Marc ; Lu, Zudi ; Siman, Miroslav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/106956.

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[Citation Analysis]
2012Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49.

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[Citation Analysis]
2012Computing multiple-output regression quantile regions. (2012). Paindaveine, Davy ; iman, Miroslav . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:840-853.

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[Citation Analysis]
2012Asymmetry tests for bifurcating auto-regressive processes with missing data. (2012). GGOUT-PETIT, ANNE ; Marsalle, Laurence ; de Saporta, Benote . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:7:p:1439-1444.

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[Citation Analysis]
2012Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas. (2012). Ressel, Paul . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:55-67.

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[Citation Analysis]
2012Consistency of support vector machines using additive kernels for additive models. (2012). Christmann, Andreas ; Hable, Robert . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:854-873.

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[Citation Analysis]
2012Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models. (2012). Sun, Jianguo ; Li, Yang ; Song, Shuguang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2041-2050.

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[Citation Analysis]
2012Comparisons of concordance in additive models. (2012). Pellerey, Franco ; Sekeh, Salimeh Yasaei ; Shaked, Moshe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2059-2067.

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[Citation Analysis]
2012Estimating High-Dimensional Time Series Models. (2012). Medeiros, Marcelo ; MENDES, Eduardo F.. In: CREATES Research Papers. RePEc:aah:create:2012-37.

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[Citation Analysis]
2012Estimating High-Dimensional Time Series Models.. (2012). Medeiros, Marcelo ; MENDES, Eduardo F.. In: Textos para discussão. RePEc:rio:texdis:602.

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[Citation Analysis]
2012Lassoing the HAR model: A Model Selection Perspective on Realized Volatility Dynamics. (2012). Audrino, Francesco ; Knaus, Simon . In: Economics Working Paper Series. RePEc:usg:econwp:2012:24.

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[Citation Analysis]
2012Oracle Inequalities for High Dimensional Vector Autoregressions. (2012). Kock, Anders ; Callot, Laurent ; Laurent A. F. Callot, . In: CREATES Research Papers. RePEc:aah:create:2012-16.

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[Citation Analysis]
2012Multi-step ahead forecasting of vector time series. (2012). McCracken, Michael ; McElroy, Tucker. In: Working Papers. RePEc:fip:fedlwp:2012-060.

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[Citation Analysis]
2012Nonlinear Poisson autoregression. (2012). Tjostheim, Dag ; Fokianos, Konstantinos . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:6:p:1205-1225.

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[Citation Analysis]
2012On weak dependence conditions for Poisson autoregressions. (2012). stheim, Dag Tj ; Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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[Citation Analysis]
2012On weak dependence conditions: The case of discrete valued processes. (2012). Fokianos, Konstantinos ; Li, Xiaoyin ; Doukhan, Paul . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1941-1948.

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[Citation Analysis]
2012Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:413-438.

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[Citation Analysis]
2012Rejoinder on: Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:469-476.

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[Citation Analysis]
2012Portfolio optimization based on divergence measures. (2012). Wuertz, Diethelm ; Chalabi, Yohan . In: MPRA Paper. RePEc:pra:mprapa:43332.

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[Citation Analysis]
2012Variable selection for joint mean and dispersion models of the inverse Gaussian distribution. (2012). Li, Huiqiong ; Wu, Liucang . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:6:p:795-808.

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[Citation Analysis]
2012Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for shifts in location. (2012). DEHLING, HEROLD ; Fried, Roland . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:124-140.

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[Citation Analysis]
2012U-processes, U-quantile processes and generalized linear statistics of dependent data. (2012). Wendler, Martin . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:3:p:787-807.

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[Citation Analysis]
2012Strong consistency of the stationary bootstrap under ψ-weak dependence. (2012). Shin, Dong Wan ; Hwang, Eunju . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:3:p:488-495.

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[Citation Analysis]
2012Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data. (2012). Surez-Llorens, Alfonso ; Balakrishnan, Narayanaswamy ; Sordo, Miguel A. ; Belzunce, Flix . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:45-54.

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[Citation Analysis]
2012Copula density estimation by total variation penalized likelihood with linear equality constraints. (2012). Qu, Leming ; Yin, Wotao . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:2:p:384-398.

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[Citation Analysis]
2012Asymptotics for statistical functionals of long-memory sequences. (2012). Beutner, Eric ; Wu, Wei Biao ; Zhle, Henryk . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:3:p:910-929.

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[Citation Analysis]
2012A note on the structure of the quadratic subspace in discriminant analysis. (2012). Velilla, Santiago . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:739-747.

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[Citation Analysis]
2012Distribution-free tests of mean vectors and covariance matrices for multivariate paired data. (2012). Li, Erning ; Lee, Shin-Jae ; Kim, Kyunga ; Lim, Johan . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:6:p:833-854.

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[Citation Analysis]
2012An overview of the goodness-of-fit test problem for copulas. (2012). Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1211.4416.

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[Citation Analysis]
2012Hybrid bootstrap aided unit root testing. (2012). Mantalos, Panagiotis ; Jentsch, C. ; J.-P. Kreiss, ; Paparoditis, E.. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:4:p:779-797.

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2012Multivariate normal distribution approaches for dependently truncated data. (2012). Emura, Takeshi ; Konno, Yoshihiko . In: Statistical Papers. RePEc:spr:stpapr:v:53:y:2012:i:1:p:133-149.

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2012A goodness-of-fit test for parametric models based on dependently truncated data. (2012). Emura, Takeshi ; Konno, Yoshihiko . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:7:p:2237-2250.

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2012On the number of failed components in a coherent operating system. (2012). Berred, Alexandre ; Asadi, Majid . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2156-2163.

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2012Cornish-Fisher expansions using sample cumulants and monotonic transformations. (2012). Ogasawara, Haruhiko . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:103:y:2012:i:1:p:1-18.

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2012Asymptotic expansions for the ability estimator in item response theory. (2012). Ogasawara, Haruhiko . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:4:p:661-683.

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2012Empirical properties of forecasts with the functional autoregressive model. (2012). Didericksen, Devin ; ZHANG, Xi ; KOKOSZKA, Piotr . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:285-298.

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2012n-uniformly consistent density estimation in nonparametric regression models. (2012). Jacho-Chávez, David ; Jacho-Chvez, David T. ; Escanciano, Juan Carlos . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:305-316.

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2012Strongly consistent density estimation of the regression residual. (2012). Walk, Harro ; Gyorfi, Laszlo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1923-1929.

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2012L1-consistent estimation of the density of residuals in random design regression models. (2012). Krzyak, Adam ; Felber, Tina ; Kohler, Michael ; Devroye, Luc . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:1:p:173-179.

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2012A Generalized Hyperbolic model for a risky asset with dependence. (2012). Finlay, Richard ; Seneta, Eugene . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2164-2169.

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2012Tail dependence between order statistics. (2012). Ferreira, Helena . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:176-192.

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2012Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Joe, Harry ; Hua, Lei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503.

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2012Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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2012Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions. (2012). Caro-Lopera, Francisco J. ; Leiva, Victor ; Balakrishnan, N.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:104:y:2012:i:1:p:126-139.

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2012Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models. (2012). Sun, Jianguo ; Li, Yang ; Song, Shuguang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2041-2050.

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2012Results on the past lifetime of (n − k + 1)-out-of-n structures with nonidentical components. (2012). Salehi, E. ; Asadi, M.. In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:4:p:439-454.

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2012Mixed systems with minimal and maximal lifetime variances. (2012). Jasiski, Krzysztof ; Rychlik, Tomasz ; Beka, Marek ; Spryszyski, Marcin . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:7:p:877-894.

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2012Tests of symmetry for bivariate copulas. (2012). Genest, Christian ; Nelehova, Johanna ; Quessy, Jean-Franois . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:4:p:811-834.

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2012Testing for one-sided alternatives in nonparametric censored regression. (2012). Heuchenne, Cedric ; Pardo-Fernandez, Juan . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:498-518.

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2012Nonparametric estimation of the regression function having a change point in generalized linear models. (2012). Huh, Jib . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:843-851.

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2012A conditional distribution approach to uniform sampling on spheres and balls in Lp spaces. (2012). Harman, Radoslav ; Lacko, Vladimir . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:7:p:939-951.

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2012Some properties of skew-symmetric distributions. (2012). Azzalini, Adelchi ; Regoli, Giuliana . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:4:p:857-879.

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2012Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions. (2012). Balakrishnan, N. ; Gupta, Ramesh . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:2:p:181-191.

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2012Portfolio optimization based on divergence measures. (2012). Wuertz, Diethelm ; Chalabi, Yohan . In: MPRA Paper. RePEc:pra:mprapa:43332.

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2012Second-order accuracy of depth-based bootstrap confidence regions. (2012). Wei, Bei ; Lee, Stephen M. S., . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:112-123.

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2012Worst case portfolio vectors and diversification effects. (2012). Ruschendorf, Ludger . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:1:p:155-175.

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2012Local Utility and Multivariate Risk Aversion. (2012). Henry, Marc ; Galichon, Alfred ; Charpentier, Arthur . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-17.

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2012Dual theory of choice with multivariate risks. (2012). Henry, Marc ; Galichon, Alfred. In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:4:p:1501-1516.

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2012Comparison of increasing directionally convex transformations of random vectors with a common copula. (2012). Surez-Llorens, Alfonso ; Sordo, Miguel A. ; Belzunce, Flix . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:385-390.

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2012Pareto efficiency for the concave order and multivariate comonotonicity. (2012). Galichon, Alfred ; Carlier, G. ; Dana, R.-A., . In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:1:p:207-229.

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2012On the approximation of copulas via shuffles of Min. (2012). Durante, Fabrizio ; Sanchez, Juan Fernandez . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:10:p:1761-1767.

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2012.

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2012Inference for Cox’s regression models via adjusted empirical likelihood. (2012). Jinnah, Ali ; Zhao, Yichuan . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:1-12.

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2012Strong convergence of ESD for the generalized sample covariance matrices when p/n→0. (2012). Bao, Zhigang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:894-901.

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2012On prediction rate in partial functional linear regression. (2012). Shin, Hyejin ; Lee, Myung Hee . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:103:y:2012:i:1:p:93-106.

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2012Sparse estimation in functional linear regression. (2012). PARK, Byeong U. ; Lee, Eun Ryung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:1-17.

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2012Linear prediction in functional data analysis. (2012). Shin, Hyejin ; Hsing, Tailen . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:11:p:3680-3700.

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2012On the definition of phase and amplitude variability in functional data analysis. (2012). Vantini, Simone . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:4:p:676-696.

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2012Skew-symmetric Distributions and Fisher Information - A Tale of Two Densities. (2012). Hallin, Marc ; Ley, Christophe . In: Working Papers ECARES. RePEc:eca:wpaper:2010_014.

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2012Letter to the editor. (2012). Matran, C. ; Fraiman, R. ; Cuesta-Albertos, J. A. ; del Barrio, E.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:103:y:2012:i:1:p:161-162.

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2012Generalized Cordeiro–Ferrari Bartlett-type adjustment. (2012). Kakizawa, Yoshihide . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2008-2016.

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2012Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data. (2012). Lian, Heng ; Wang, Qihua ; Lai, Peng . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:422-432.

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2012Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters. (2012). Zhu, Lixing ; Li, Gaorong ; Lin, Lu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:85-111.

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2012Spillover Effect in the MENA Area: Case of Four Financial Markets. (2012). El Alaoui, Marwane ; Benbachir, Saad . In: MPRA Paper. RePEc:pra:mprapa:48682.

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2012Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations. (2012). Yata, Kazuyoshi ; Aoshima, Makoto . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:193-215.

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2012Regression operator estimation by delta-sequences method for functional data and its applications. (2012). Ouassou, Idir ; Rachdi, Mustapha . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:4:p:451-465.

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2012Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models. (2012). Lee, Lung-Fei ; Jin, Fei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:3:p:446-458.

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2012Local Walsh-average regression for semiparametric varying-coefficient models. (2012). Zou, Changliang ; Wang, Zhaojun ; Shang, Suoping . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:10:p:1815-1822.

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2012Statistical properties of a blind source separation estimator for stationary time series. (2012). Oja, Hannu ; Taskinen, Sara ; Nordhausen, Klaus ; Miettinen, Jari . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1865-1873.

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2012Generalized Cordeiro–Ferrari Bartlett-type adjustment. (2012). Kakizawa, Yoshihide . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2008-2016.

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2012Rejoinder on: Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:469-476.

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2011On signature-based expressions of system reliability. (2011). Marichal, Jean-Luc ; Waldhauser, Tamas ; Mathonet, Pierre . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1410-1416.

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2011Applications of quadratic minimisation problems in statistics. (2011). Albers, C. J. ; Gower, J. C. ; Critchley, F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:3:p:714-722.

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2011Stochastic linear programming with a distortion risk constraint. (2011). Mosler, Karl ; Bazovkin, Pavel . In: Discussion Papers in Statistics and Econometrics. RePEc:zbw:ucdpse:611.

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2010Goodness-of-fit tests for the error distribution in nonparametric regression. (2010). Heuchenne, Cedric ; Van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:8:p:1942-1951.

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2010Characterization of the asymptotic distribution of semiparametric M-estimators. (2010). Lee, Sokbae (Simon) ; Ichimura, Hidehiko. In: Journal of Econometrics. RePEc:eee:econom:v:159:y:2010:i:2:p:252-266.

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2010On optimal allocation of risk vectors. (2010). Ruschendorf, Ludger ; Kiesel, Swen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:2:p:167-175.

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2010Asymptotics of random contractions. (2010). Pakes, Anthony G. ; Tang, Qihe ; Hashorva, Enkelejd . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:3:p:405-414.

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2010Depth notions for orthogonal regression. (2010). Muller, Christine H. ; Wellmann, Robin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:10:p:2358-2371.

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2010Stochastic comparisons of multivariate mixtures. (2010). Khaledi, Baha-Eldin ; Shaked, Moshe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:10:p:2486-2498.

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2010The Stein phenomenon for monotone incomplete multivariate normal data. (2010). Richards, Donald St. P., ; Yamada, Tomoya . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:3:p:657-678.

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2010Adaptive confidence region for the direction in semiparametric regressions. (2010). Li, Gao-Rong ; Zhu, Li-Xing . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:6:p:1364-1377.

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2010Applications of average and projected systems to the study of coherent systems. (2010). Spizzichino, Fabio ; Balakrishnan, N. ; Navarro, Jorge . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:6:p:1471-1482.

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2010Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables. (2010). Balakrishnan, N. ; Zhao, Peng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:969-974.

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2010Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data. (2010). Romer, Megan M. ; Richards, Donald St. P., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:17-18:p:1284-1288.

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2010Multivariate skewing mechanisms: A unified perspective based on the transformation approach. (2010). Paindaveine, Davy ; Ley, Christophe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1685-1694.

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2010Some properties of the residual lifetime of progressively Type-II right censored order statistics. (2010). Tavangar, Mahdi ; Hashemi, Marzieh ; Asadi, Majid . In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:9-10:p:848-859.

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2010Characterization of the asymptotic distribution of semiparametric M-estimators. (2010). Lee, Sokbae (Simon) ; Ichimura, Hidehiko. In: Post-Print. RePEc:hal:journl:peer-00741628.

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2010Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213.

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2010On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models. (2010). Paindaveine, Davy ; Ley, Christophe . In: Metron - International Journal of Statistics. RePEc:mtn:ancoec:100302.

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Recent citations received in: 2009

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2009Modeling Quantile Dependence: A New Look at the Money-Output Relationship. (2009). Sim, Nicholas ; Nicholas C. S. Sim, . In: School of Economics Working Papers. RePEc:adl:wpaper:2009-34.

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2009Efficient Estimation of Copula-based Semiparametric Markov Models. (2009). Wu, Wei Biao ; Yi, Yanping ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1691.

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2009On multivariate runs tests for randomness. (2009). Paindaveine, Davy. In: Working Papers ECARES. RePEc:eca:wpaper:2009_002.

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2009Optimal rank-based testing for principal component. (2009). Paindaveine, Davy ; Hallin, Marc ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2009_013.

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2009Parametric and nonparametric test for multivariate independence in IC models. (2009). Paindaveine, Davy ; Oja, Hannu ; Taskinen, Sara . In: Working Papers ECARES. RePEc:eca:wpaper:2009_018.

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2009On least squares estimation for long-memory lattice processes. (2009). Schell, Dieter ; Ghosh, Sucharita ; Beran, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:10:p:2178-2194.

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2009Asymptotic distributions of robust shape matrices and scales. (2009). Frahm, Gabriel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:7:p:1329-1337.

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2009Mean residual life order of convolutions of heterogeneous exponential random variables. (2009). Balakrishnan, N. ; Zhao, Peng . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:8:p:1792-1801.

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2009Quadratic prediction and quadratic sufficiency in finite populations. (2009). Wang, Dong-Dong ; Liu, Xu-Qing ; Rong, Jian-Ying . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1979-1988.

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2009Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables. (2009). Balakrishnan, N. ; Zhao, Peng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:15:p:1717-1723.

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2009Modeling and large sample estimation for multi-casting autoregression. (2009). Choi, M. S. ; Hwang, S. Y.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:18:p:1943-1950.

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2009Memory parameter estimation for long range dependent random fields. (2009). Wang, Lihong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:21:p:2297-2306.

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2009Supplement to Ogasawaras papers on the ADF pivotal statistic, mean and covariance structure analysis, and maximal reliability. (2009). Ogasawara, Haruhiko . In: 商学討究 (Shogaku Tokyu). RePEc:ota:ecorev:10252/3454.

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2009Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. (2009). Shapiro, Alexander ; Chun, So Yeon ; Alexander, Shapiro . In: MPRA Paper. RePEc:pra:mprapa:17310.

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2009Detection of Structural Breaks in Copula Models. (2009). Brodsky, Boris ; Safaryan, Irina ; Penikas, Henry . In: Applied Econometrics. RePEc:ris:apltrx:0038.

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2009Prediction via the Quantile-Copula Conditional Density Estimator. (2009). Faugeras, Olivier. In: TSE Working Papers. RePEc:tse:wpaper:22247.

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