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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of Multivariate Analysis / Elsevier

0.3

Impact Factor

0.36

5-Years IF

27

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.090.01818170.09195174352350 (25.6%)0.03
19910.010.090.0185166130.082201641386552 (23.6%)0.04
19920.020.090.0178244110.051691663403448 (28.4%)0.04
19930.020.10.0283327120.042381634418751 (21.4%)0.05
19940.010.110.0175402110.032911611410389 (30.6%)0.05
19950.060.190.0679481670.14262158104022494 (35.9%)10.010.07
19960.040.230.0664545650.1222315464002357 (25.6%)10.020.09
19970.090.270.13636081310.22188143133794964 (34%)30.050.09
19980.070.270.15656731510.2224312793645563 (25.9%)0.1
19990.080.310.11607331220.17219128103463870 (32%)0.13
20000.080.390.12597921550.2227125103314065 (28.6%)20.030.15
20010.180.410.16588501780.21200119223115147 (23.5%)20.030.16
20020.20.430.2909402390.25240117233056161 (25.4%)30.030.19
20030.050.450.148910292100.234814883324570 (20.1%)40.040.19
20040.130.510.158011092260.2438179233565459 (13.5%)30.040.21
20050.220.540.211012192950.24383169383767779 (20.6%)100.090.22
20060.140.520.1712313423020.233421902642773104 (30.4%)60.050.21
20070.210.450.2110714493200.222672334949210365 (24.3%)60.060.18
20080.220.480.3213615854930.312622305050916286 (32.8%)70.050.2
20090.280.480.3717217576540.3734224367556205100 (29.2%)160.090.19
20100.280.440.3319519525990.313513088664821497 (27.6%)160.080.16
20110.250.530.2611020625370.261543679273319036 (23.4%)30.030.21
20120.290.580.2813421966280.29973058872020133 (34%)50.040.22
20130.290.710.3419423907700.321582447074725135 (22.2%)190.10.25
20140.30.810.3616325539080.3634328988052939 (26.5%)70.040.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

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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168
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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105
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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104
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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88
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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77
1980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Karlin, Samuel ; Rinott, Yosef . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498.

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66
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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66
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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65
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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58
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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55
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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53
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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51
2003Nonparametric estimation of distributions with categorical and continuous data. (2003). Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292.

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47
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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37
2006Semi-parametric estimation of partially linear single-index models. (2006). 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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36
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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33
2000Some Remarks on the Supermodular Order. (2000). Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

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31
1994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients. (1994). Chen, S. X.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:49:y:1994:i:1:p:24-40.

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30
1995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

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30
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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30
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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29
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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28
2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). 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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28
1995On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192.

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28
2010Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270.

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28
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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27
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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27
1991Global nonparametric estimation of conditional quantile functions and their derivatives. (1991). Chaudhuri, Probal . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269.

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26
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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26
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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26
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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26
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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25
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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24
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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24
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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24
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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23
1973On the parametrization of autoregressive models by partial autocorrelations. (1973). Schou, G. ; Barndorff-Nielsen, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419.

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23
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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22
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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22
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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22
1993Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282.

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21
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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21
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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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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21
2002Local Polynomial Fitting in Semivarying Coefficient Model. (2002). Lee, Sik-Yum ; Song, Xinyuan ; Zhang, Wenyang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:166-188.

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21
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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20
2006Some positive dependence stochastic orders. (2006). 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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20
1978A third-order optimum property of the maximum likelihood estimator. (1978). Pfanzagl, J. ; Wefelmeyer, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29.

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20
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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20
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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19

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

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.

Full description at Econpapers || Download paper

87
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.

Full description at Econpapers || Download paper

56
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.

Full description at Econpapers || Download paper

26
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.

Full description at Econpapers || Download paper

24
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.

Full description at Econpapers || Download paper

23
2010Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270.

Full description at Econpapers || Download paper

22
2006Semi-parametric estimation of partially linear single-index models. (2006). Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

Full description at Econpapers || Download paper

21
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.

Full description at Econpapers || Download paper

20
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.

Full description at Econpapers || Download paper

20
1995On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192.

Full description at Econpapers || Download paper

19
1995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

Full description at Econpapers || Download paper

18
2011The complete mixability and convex minimization problems with monotone marginal densities. (2011). Wang, Bin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1344-1360.

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17
2003Nonparametric estimation of distributions with categorical and continuous data. (2003). Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292.

Full description at Econpapers || Download paper

15
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.

Full description at Econpapers || Download paper

15
2010On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310.

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13
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.

Full description at Econpapers || Download paper

12
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.

Full description at Econpapers || Download paper

12
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.

Full description at Econpapers || Download paper

11
1995Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Choi, S. I.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:295-309.

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11
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.

Full description at Econpapers || Download paper

11
2007Dependence properties and bounds for ruin probabilities in multivariate compound risk models. (2007). Li, Haijun ; Cai, Jun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:4:p:757-773.

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10
2002Local Polynomial Fitting in Semivarying Coefficient Model. (2002). Lee, Sik-Yum ; Song, Xinyuan ; Zhang, Wenyang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:166-188.

Full description at Econpapers || Download paper

10
2007Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113.

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10
1996On Kendalls Process. (1996). Genest, Christian ; Barbe, Philippe ; Ghoudi, Kilani . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:58:y:1996:i:2:p:197-229.

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10
2011Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471.

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10
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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9
2013On multivariate extensions of Value-at-Risk. (2013). Cousin, Areski ; di Bernardino, Elena . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:32-46.

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9
2009Testing for equality between two copulas. (2009). . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:3:p:377-386.

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9
1973On the parametrization of autoregressive models by partial autocorrelations. (1973). Schou, G. ; Barndorff-Nielsen, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419.

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9
2006Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408.

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9
2008Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757.

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9
2000On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135.

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9
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.

Full description at Econpapers || Download paper

9
2002Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models. (2002). Cai, Zongwu . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:189-209.

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9
1980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Karlin, Samuel ; Rinott, Yosef . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498.

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2009Orthant tail dependence of multivariate extreme value distributions. (2009). Li, Haijun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:1:p:243-256.

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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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2000Bivariate Distributions with Given Extreme Value Attractor. (2000). Fougeres, Anne-Laure ; Caperaa, Philippe ; Genest, Christian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:72:y:2000:i:1:p:30-49.

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8
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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8
2005Archimedean copulæ and positive dependence. (2005). Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:2:p:434-445.

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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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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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8
2013On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. (2013). Podolskij, Mark ; Vetter, Mathias . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:59-84.

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8
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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8
2008Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Aneiros-Perez, German ; Vieu, Philippe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857.

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8
2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). 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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8
2009Model checking for partially linear models with missing responses at random. (2009). Dai, Pengjie ; Sun, Zhihua ; Wang, Qihua . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:4:p:636-651.

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8
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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2004A multivariate skew normal distribution. (2004). Gupta, Arjun K. ; Gonzalez-Farias, Graciela ; Dominguez-Molina, Armando J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:89:y:2004:i:1:p:181-190.

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7
2012Qualitative and infinitesimal robustness of tail-dependent statistical functionals. (2012). Schied, Alexander ; Kratschmer, Volker ; Zahle, Henryk . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:103:y:2012:i:1:p:35-47.

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2014Uniform post selection inference for LAD regression and other Z-estimation problems. (2014). Belloni, Alexandre ; Kato, Kengo . In: CeMMAP working papers. RePEc:ifs:cemmap:51/14.

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2014Valid post-selection inference in high-dimensional approximately sparse quantile regression models. (2014). Belloni, Alexandre ; Kato, Kengo . In: CeMMAP working papers. RePEc:ifs:cemmap:53/14.

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2014The Bickel–Rosenblatt test for continuous time stochastic volatility models. (2014). Lin, Liang-Ching ; Lee, Sangyeol ; Guo, Meihui . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:1:p:195-218.

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2014Conditional AIC under Covariate Shift with Application to Small Area Prediction. (2014). Sugasawa, Shonosuke ; Kawakubo, Yuki ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf944.

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2014Functional k-means inverse regression. (2014). Zhang, Baoxue ; Lin, Nan ; Wang, Guochang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:172-182.

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2014Maximal correlation in a non-diagonal case. (2014). Blazquez, Lopez F. ; Mio, Salamanca B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:265-278.

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2014Regime switches in the dependence structure of multidimensional financial data. (2014). Czado, Claudia ; Stober, Jakob . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:672-686.

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2014A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference. (2014). Zeller, Camila Borelli ; Balakrishnan, N. ; Vilca, Filidor . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:418-435.

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2014The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models. (2014). Zeller, Camila Borelli ; Balakrishnan, N. ; Vilca, Filidor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:80:y:2014:i:c:p:1-16.

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2014Conditional AIC under Covariate Shift with Application to Small Area Prediction. (2014). Sugasawa, Shonosuke ; Kawakubo, Yuki ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf944.

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2014A test for multivariate skew-normality based on its canonical form. (2014). Capitanio, A. ; Balakrishnan, N. ; Scarpa, B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:19-32.

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2014Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146.

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2014Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. (2014). Lee, Seojeong . In: Discussion Papers. RePEc:swe:wpaper:2014-02.

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2014On a symbolic representation of non-central Wishart random matrices with applications. (2014). Di Nardo, Elvira . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:121-135.

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2014Simultaneous confidence band for single-index random effects models with longitudinal data. (2014). Li, Gao Rong ; Yang, Suigen ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:6-14.

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2014Confidence Corridors for Multivariate Generalized Quantile Regression. (2014). Dette, Holger ; Hardle, Wolfgang ; Chao, Shih-Kang ; Proksch, Katharina . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-028.

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2014Bayesian influence analysis of generalized partial linear mixed models for longitudinal data. (2014). Tang, Nian-Sheng ; Duan, Xing-De . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:86-99.

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2014Distributions on matrix moment spaces. (2014). Dette, Holger ; Guhlich, Matthias ; Nagel, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:17-31.

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2014A class of smooth models satisfying marginal and context specific conditional independencies. (2014). Forcina, A. ; Colombi, R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:75-85.

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2014Model-based clustering of high-dimensional data: A review. (2014). Brunet-Saumard, Camille ; Bouveyron, Charles . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

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2014The KOF Economic Barometer, Version 2014: A Composite Leading Indicator for the Swiss Business Cycle. (2014). Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus ; Sturm, Jan-Egbert . In: KOF Working papers. RePEc:kof:wpskof:14-353.

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2014Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition. (2014). Xue, Liugen ; Feng, Sanying . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:121-140.

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2014Empirical likelihood for high-dimensional linear regression models. (2014). Chen, Bin ; Wang, Zhaojun ; Guo, Hong ; Zou, Changliang . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:7:p:921-945.

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2014Asymptotic behaviour of near-maxima of Gaussian sequences. (2014). Vasudeva, Rasbagh ; Kumari, Vasantha J.. In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:7:p:861-866.

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2014Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255.

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2014Comments on: Extensions of some classical methods in change point analysis. (2014). Dehling, Herold . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:261-264.

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2014Comments on: Extensions of some classical methods in change point analysis. (2014). Hukova, Marie ; Prakova, Zuzana . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:265-269.

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2014Validation tests for the innovation distribution in INAR time series models. (2014). Karlis, Dimitris ; Meintanis, Simos . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1221-1241.

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2014Comments on: Extensions of some classical methods in change point analysis. (2014). Aston, John . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:256-257.

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2014Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence. (2014). Chen, Jia ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-15.

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2014Generalized quantiles as risk measures. (2014). Muller, Alfred ; Bellini, Fabio ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

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2014Comparative and qualitative robustness for law-invariant risk measures. (2014). Schied, Alexander ; Kratschmer, Volker ; Zahle, Henryk . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:271-295.

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2014Qualitative robustness of von Mises statistics based on strongly mixing data. (2014). Zahle, Henryk . In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:1:p:157-167.

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2014Distortion Risk Measures and Elicitability. (2014). Ziegel, Johanna F. ; Wang, Ruodu . In: Papers. RePEc:arx:papers:1405.3769.

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2014Beran-based approach for single-index models under censoring. (2014). Strzalkowska-Kominiak, Ewa ; Cao, Ricardo . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1243-1261.

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2014Graphical model selection and estimation for high dimensional tensor data. (2014). Li, Hongzhe ; Wang, Xing ; He, Shiyuan ; Yin, Jianxin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:165-185.

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2014Least squares estimation of a k-monotone density function. (2014). Chee, Chew-Seng ; Wang, Yong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:209-216.

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2014Asymptotics of hierarchical clustering for growing dimension. (2014). Marron, J. S. ; Borysov, Petro ; Hannig, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:465-479.

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2014A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data. (2014). Yata, Kazuyoshi ; Aoshima, Makoto . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:5:p:983-1010.

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2014Model determination and estimation for the growth curve model via group SCAD penalty. (2014). Hu, Jianhua ; Xin, Xin ; You, Jinhong . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:199-213.

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2014Functional k-means inverse regression. (2014). Zhang, Baoxue ; Lin, Nan ; Wang, Guochang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:172-182.

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2014Estimator selection and combination in scalar-on-function regression. (2014). Scheipl, Fabian ; Goldsmith, Jeff . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:362-372.

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2014Recursive formulas for multinomial probabilities with applications. (2014). Hayter, A.. In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1207-1219.

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Cites in year: CiY

Recent citations received in: 2014

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2014A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models. (2014). Armstrong, Timothy B.. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1975.

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2014Maximal correlation in a non-diagonal case. (2014). Blazquez, Lopez F. ; Mio, Salamanca B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:265-278.

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2014Two-sample location–scale estimation from semiparametric random censorship models. (2014). Bhattacharya, Rianka ; Subramanian, Sundarraman . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:25-38.

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2014Computing subsignatures of systems with exchangeable component lifetimes. (2014). Marichal, Jean-Luc . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:128-134.

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2014Utilización y tiempos de espera: dos vertientes inseparables del análisis de la equidad en el acceso al sistema sanitario público. (2014). Abasolo, Ignacio ; Negrin, Miguel ; Pinilla, Jaime . In: Hacienda Pública Española. RePEc:hpe:journl:y:2014:v:208:i:1:p:11-38.

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2014A unifying view on some problems in probability and statistics. (2014). Pratelli, Luca ; Rigo, Pietro ; Berti, Patrizia . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:483-500.

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2014Conditional AIC under Covariate Shift with Application to Small Area Prediction. (2014). Sugasawa, Shonosuke ; Kawakubo, Yuki ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf944.

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Recent citations received in: 2013

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2013Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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2013Modeling dependencies in claims reserving with GEE. (2013). Hudecova, arka ; Peta, Michal . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:786-794.

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2013Empirical likelihood for linear transformation models with interval-censored failure time data. (2013). Zhao, Yichuan ; Zhang, Zhigang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:116:y:2013:i:c:p:398-409.

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2013Asymptotic cumulants of ability estimators using fallible item parameters. (2013). Ogasawara, Haruhiko . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:144-162.

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2013A nonparametric empirical Bayes approach to adaptive minimax estimation. (2013). Zhang, Cun-Hui ; Jiang, Wenhua . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:122:y:2013:i:c:p:82-95.

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2013Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. (2013). Surgailis, Donatas ; Bardet, Jean-Marc . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:3:p:1004-1045.

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2013Computing system signatures through reliability functions. (2013). Marichal, Jean-Luc ; Mathonet, Pierre . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:3:p:710-717.

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2013Stochastic comparisons of series systems with heterogeneous Weibull components. (2013). Fang, Longxiang ; Zhang, Xinsheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:7:p:1649-1653.

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2013Minimum distance estimation of possibly non-invertible moving average models. (2013). Ng, Serena . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2013-11.

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2013On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). di Bernardino, Elena . In: Post-Print. RePEc:hal:journl:hal-00834000.

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2013On Multivariate Extensions of Conditional-Tail-Expectation. (2013). Cousin, Areski ; Di Bernardinoy, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00877386.

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2013Testing for a unit root in noncausal autoregressive models. (2013). Saikkonen, Pentti ; Sandberg, Rickard . In: Research Discussion Papers. RePEc:hhs:bofrdp:2013_026.

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2013A model specification test for GARCH(1,1) processes. (2013). Leucht, Anne ; Neumann, Michael H. ; Kreiss, Jens-Peter . In: Working Papers. RePEc:mnh:wpaper:35107.

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2013Model-based clustering of probability density functions. (2013). Montanari, Angela ; Calo, Daniela . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:7:y:2013:i:3:p:301-319.

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2013Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions. (2013). Coelho, Carlos ; Marques, Filipe . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2091-2115.

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2013Estimating standard errors in regular vine copula models. (2013). Stober, Jakob ; Schepsmeier, Ulf . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:6:p:2679-2707.

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2013Comments on: Model-free model-fitting and predictive distributions. (2013). Sperlich, Stefan . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:2:p:227-233.

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2013Rejoinder on: An updated review of Goodness-of-Fit tests for regression models. (2013). Crujeiras, Rosa ; Gonzalez-Manteiga, Wenceslao . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:3:p:442-447.

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2013Optimal Ridge-type Estimators of Covariance Matrix in High Dimension. (2013). Srivastava, Muni S. ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2013cf906.

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Recent citations received in: 2012

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2012Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models. (2012). Jin, Fei ; Lee, Lung-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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Recent citations received in: 2011

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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 Econometrics and Statistics. RePEc:zbw:ucdpse:611.

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