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Journal of Multivariate Analysis / Elsevier


0.31

Impact Factor

0.39

5-Years IF

34

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01818170.09247174352364 (25.9%)0.04
19910.010.090.0285166150.092911641386680 (27.5%)0.04
19920.020.090.0178244150.062181663403561 (28%)0.04
19930.020.10.0283327130.042911634418762 (21.3%)0.05
19940.020.110.0175402140.0335916134105114 (31.8%)0.05
19950.070.20.0679481780.163311581140226126 (38.1%)10.010.07
19960.040.230.0664545690.1328915464002485 (29.4%)10.020.09
19970.10.270.14636081440.24250143153795496 (38.4%)40.060.09
19980.070.280.16656731670.2530112793645783 (27.6%)0.1
19990.090.320.12607331360.19274128123464191 (33.2%)0.13
20000.10.40.14597921740.22285125123314680 (28.1%)20.030.15
20010.180.40.17588501970.23278119223115371 (25.5%)20.030.15
20020.210.410.2909402540.27352117243056185 (24.1%)30.030.18
20030.090.440.168910292520.244721481333254111 (23.5%)40.040.19
20040.150.480.178011092690.24631179273566286 (13.6%)40.050.2
20050.250.530.2411012193460.285471694337691121 (22.1%)110.10.21
20060.180.510.2312313423800.284921903542797169 (34.3%)70.060.2
20070.240.450.2510714493820.2637523356492121107 (28.5%)70.070.18
20080.230.470.3513615855450.3444923054509178159 (35.4%)90.070.2
20090.320.470.417217577200.4158224377556225196 (33.7%)160.090.19
20100.310.450.3719519526620.3460130895648237199 (33.1%)200.10.16
20110.30.520.311020626130.328636711073321994 (32.9%)50.050.2
20120.420.540.3917422368370.37357305128720284101 (28.3%)130.070.2
20130.420.620.47207244310540.4339128411878737397 (24.8%)240.120.22
20140.40.640.47199264211770.4517738115485840152 (29.4%)100.050.22
20150.330.690.4167280911980.4311940613588535029 (24.4%)200.120.22
20160.310.860.39181299012110.415636611485733818 (32.1%)160.090.26
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:


#YearTitleCited
12004Quantile 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

254
22004A 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

165
32003Asymptotic 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

135
41981On 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

115
51984Central 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

94
62001A 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

94
71980Classes 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.

Full description at Econpapers || Download paper

87
82005Asymptotic 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

85
91998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

Full description at Econpapers || Download paper

77
102005Goodness-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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72
112012A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18.

Full description at Econpapers || Download paper

69
121985Prediction 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.

Full description at Econpapers || Download paper

68
131990Using 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.

Full description at Econpapers || Download paper

60
142003Nonparametric 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.

Full description at Econpapers || Download paper

58
151982Asymptotic 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

51
161995Strong 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

49
172006Semi-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.

Full description at Econpapers || Download paper

48
181983Central 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

46
192010Tail 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

46
201995On 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

45
211999Influence 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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43
221991Maximum 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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39
231979An 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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39
241990Multivariate 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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38
251992Estimation 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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38
261980Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516.

Full description at Econpapers || Download paper

38
272002The 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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38
282001Using 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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38
292005On 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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38
302000Some 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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38
312002Local 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

37
321975Reduced-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.

Full description at Econpapers || Download paper

37
331973On 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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35
342006Bounds 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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35
351996Bootstrapping 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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33
361988Multivariate 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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33
371994Empirical 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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32
381993Parametric 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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32
392006Eigenvalues 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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32
402000On 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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31
411992Fixed 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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30
421990Kernel 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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30
432005Constraints 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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30
442000Empirical 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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29
452006Characterization of dependence of multidimensional Lévy processes using Lévy copulas. (2006). TANKOV, PETER ; Kallsen, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1551-1572.

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29
461991Global 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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29
471988Maximum 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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28
482006Some 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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28
492011Tail 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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28
502006Maximum 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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28

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12004Quantile 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

106
22004A 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

66
32012A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18.

Full description at Econpapers || Download paper

44
42005Asymptotic 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

34
52003Asymptotic 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

28
61995Strong 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

21
72010Tail 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

21
82001A 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

20
91980Classes 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.

Full description at Econpapers || Download paper

20
102011Tail 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.

Full description at Econpapers || Download paper

18
111995On 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

18
121983Central 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

17
131998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

Full description at Econpapers || Download paper

16
141980Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516.

Full description at Econpapers || Download paper

16
152006Semi-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.

Full description at Econpapers || Download paper

16
162003Nonparametric 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.

Full description at Econpapers || Download paper

15
171984Central 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

15
181981On 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

15
191982Asymptotic 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

15
202011The 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.

Full description at Econpapers || Download paper

14
212002Local 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

14
222013Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101.

Full description at Econpapers || Download paper

14
232006Bounds 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

14
242013On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. (2013). Christensen, Kim ; 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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14
252013On 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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14
262010On 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
271975Reduced-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.

Full description at Econpapers || Download paper

12
281991Maximum 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

11
292006Eigenvalues 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.

Full description at Econpapers || Download paper

11
301995Analysis 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
311985Prediction 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.

Full description at Econpapers || Download paper

11
322008A test for the mean vector with fewer observations than the dimension. (2008). Du, Meng ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402.

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11
332010Single-index quantile regression. (2010). Yu, Keming ; Wu, Tracy Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:7:p:1607-1621.

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342000On 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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352005On 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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362009Tails of multivariate Archimedean copulas. (2009). Charpentier, Arthur ; Segers, Johan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:7:p:1521-1537.

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371993Parametric 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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382012Qualitative 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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392013A two sample test in high dimensional data. (2013). Srivastava, Muni S. ; Kano, Yutaka ; Katayama, Shota . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:114:y:2013:i:c:p:349-358.

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402002On the Covariance between Functions. (2002). Cuadras, C. M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:81:y:2002:i:1:p:19-27.

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412009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. (2009). Pötscher, Benedikt ; Leeb, Hannes ; Potscher, Benedikt M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2065-2082.

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421992Estimation 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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432008Nonparametric 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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442006Characterization of dependence of multidimensional Lévy processes using Lévy copulas. (2006). TANKOV, PETER ; Kallsen, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1551-1572.

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451973On 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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462011Autoregressive process modeling via the Lasso procedure. (2011). Rinaldo, A. ; Nardi, Y.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:3:p:528-549.

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9
472009Orthant 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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482008Curve forecasting by functional autoregression. (2008). Onatski, Alexei ; Kargin, Vladislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2508-2526.

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492012Beyond simplified pair-copula constructions. (2012). Genest, Christian ; Nelehova, Johanna ; Acar, Elif F. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:74-90.

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502008Successive 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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Citing documents used to compute impact factor 114:


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2016Extremal properties of the skew-t distribution. (2016). Peng, Zuoxiang ; Nadarajah, Saralees ; Li, Chunqiao . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:10-19.

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2016Direct shrinkage estimation of large dimensional precision matrix. (2016). Parolya, Nestor ; Gupta, Arjun K ; Bodnar, Taras . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:223-236.

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2016A bivariate Birnbaum–Saunders regression model. (2016). Romeiro, Renata G ; Balakrishnan, N ; Vilca, Filidor . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:169-183.

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2016Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method. (2016). Wang, Min ; Park, Chanseok ; Sun, Xiaoqian. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0629-z.

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2016Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension. (2016). Subramanian, Sundarraman . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:58-81.

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2016Simultaneous confidence bands for Cox regression from semiparametric random censorship. (2016). Mondal, Shoubhik ; Subramanian, Sundarraman . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:1:d:10.1007_s10985-015-9323-2.

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2016Semiparametric simultaneous confidence bands for the difference of survival functions. (2016). Ahmed, Nubyra ; Subramanian, Sundarraman . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:4:d:10.1007_s10985-015-9348-6.

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2016Estimation of Star-Shaped Distributions. (2016). Liebscher, Eckhard ; Richter, Wolf-Dieter . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:44-:d:84144.

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2016Conditional independence among max-stable laws. (2016). Papastathopoulos, Ioannis ; Strokorb, Kirstin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:108:y:2016:i:c:p:9-15.

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2016On the eigenvalues of the spatial sign covariance matrix in more than two dimensions. (2016). Durre, Alexander ; Vogel, Daniel ; Tyler, David E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:111:y:2016:i:c:p:80-85.

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2016Asymptotics of the two-stage spatial sign correlation. (2016). Vogel, Daniel ; Durre, Alexander . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:144:y:2016:i:c:p:54-67.

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2016Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis. (2016). Xia, Xiaochao ; Zhang, Wenyang ; Li, Jialiang ; Jiang, Binyan . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:4:d:10.1007_s10985-015-9350-z.

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2016Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. (2016). Ikeda, Yuki ; Srivastava, Muni S ; Kubokawa, Tatsuya . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:95-108.

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2016Tail dependence of the Gaussian copula revisited. (2016). Kuznetsov, Alexey ; Zitikis, Riardas ; Furman, Edward ; Su, Jianxi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:97-103.

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2016Jensen–Shannon information of the coherent system lifetime. (2016). Asadi, Majid ; Zohrevand, Younes ; Soofi, Ehsan S ; Ebrahimi, Nader . In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:156:y:2016:i:c:p:244-255.

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2016Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals. (2016). Couillet, Romain ; Pascal, Frederic ; Kammoun, Abla . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:249-274.

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2016A randomness test for functional panels. (2016). Wölfing, Nikolas ; Wolfing, Nikolas ; Reimherr, Matthew ; Kokoszka, Piotr . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:151:y:2016:i:c:p:37-53.

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2016White noise testing and model diagnostic checking for functional time series. (2016). Zhang, Xianyang . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:76-95.

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2016Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:116.

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2016Estimation and variable selection for proportional response data with partially linear single-index models. (2016). Zhao, Weihua ; Lai, Peng ; Zhang, Riquan ; Lian, Heng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:40-56.

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2016On the Incommensurability Phenomenon. (2016). Priebe, Carey E ; Park, Youngser ; Shen, Cencheng ; Fishkind, Donniell E. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:2:d:10.1007_s00357-016-9203-9.

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2016Quantile regression for single-index-coefficient regression models. (2016). Jiang, Rong ; Qian, Wei-Min . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:305-317.

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2016Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors. (2016). Fan, Guo-Liang ; Shen, YU ; Liang, Han-Ying . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:183-201.

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2016Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part. (2016). Fan, Guo-Liang ; Xu, Hong-Xia ; Huang, Zhen-Sheng . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:1:d:10.1007_s10182-015-0247-7.

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2016Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition. (2016). Tsukuma, Hisayuki . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:190-207.

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2016Sufficient conditions for ordering aggregate heterogeneous random claim amounts. (2016). Li, Chen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:406-413.

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2016Clustering Financial Time Series: How Long is Enough?. (2016). Marti, Gautier ; Donnat, Philippe ; Nielsen, Frank ; Andler, Sebastien . In: Post-Print. RePEc:hal:journl:hal-01400395.

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2016Clustering Financial Time Series: How Long is Enough?. (2016). Marti, Gautier ; Donnat, Philippe ; Nielsen, Frank ; Andler, S'Ebastien . In: Papers. RePEc:arx:papers:1603.04017.

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2016On clustering financial time series: a need for distances between dependent random variables. (2016). Marti, Gautier ; Andler, S'Ebastien ; Donnat, Philippe ; Nielsen, Frank . In: Papers. RePEc:arx:papers:1603.07822.

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2016A robust penalized estimation for identification in semiparametric additive models. (2016). Yang, Jing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:268-277.

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2016Some zero mean classification functions with unequal prior probabilities and non-normality. (2016). Asamoah-Boaheng, Michael ; Adebanji, Atinuke ; Labeodan, Morire . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:5:y:2016:i:3:f:5_3_2.

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2016Imputation based statistical inference for partially linear quantile regression models with missing responses. (2016). Zhao, Peixin ; Tang, Xinrong . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:8:d:10.1007_s00184-016-0586-8.

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2016Semiparametric varying-coefficient model with right-censored and length-biased data. (2016). Zhou, Yong ; Lin, Cunjie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:119-144.

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2016Likelihood ratio order of parallel systems with heterogeneous Weibull components. (2016). Balakrishnan, N. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:6:d:10.1007_s00184-015-0573-5.

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2016High-dimensional consistency of rank estimation criteria in multivariate linear model. (2016). Sakurai, Tetsuro ; Fujikoshi, Yasunori . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:199-212.

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2016Multivariate Poisson interpoint distances. (2016). Modarres, Reza . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:113-123.

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2016A more efficient second order blind identification method for separation of uncorrelated stationary time series. (2016). Taskinen, Sara ; Nordhausen, Klaus ; Miettinen, Jari . In: Statistics & Probability Letters. RePEc:eee:stapro:v:116:y:2016:i:c:p:21-26.

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2016Monitoring Parameter Constancy with Endogenous Regressors. (2016). Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-01.

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2016Multivariate stochastic comparisons of multivariate mixture models and their applications. (2016). Balakrishnan, Narayanaswamy ; Haidari, Abedin ; Barmalzan, Ghobad . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:37-43.

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2016Estimation in singular linear models with stepwise inclusion of linear restrictions. (2016). Ren, Xingwei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:60-72.

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2016Equalities for estimators of partial parameters under linear model with restrictions. (2016). Tian, Yongge ; Jiang, BO. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:299-313.

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2016On decompositions of BLUEs under a partitioned linear model with restrictions. (2016). Tian, Yongge ; Zhang, Xuan . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:2:d:10.1007_s00362-014-0654-y.

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2016On comparison of dispersion matrices of estimators under a constrained linear model. (2016). Tian, Yongge ; Guo, Wenxing . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:25:y:2016:i:4:d:10.1007_s10260-016-0350-2.

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2016Wald type and phi-divergence based test-statistics for isotonic binomial proportions. (2016). Mata, Raquel ; Martin, Nirian ; Pardo, Leandro . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:120:y:2016:i:c:p:31-49.

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2016On the skewness of order statistics in multiple-outlier PHR models. (2016). Qiao, Jianfei ; Zhao, Peng ; Zhang, Yiying ; Amini-Seresht, Ebrahim . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:7:d:10.1007_s00184-016-0579-7.

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2016On an asymmetric extension of multivariate Archimedean copulas based on quadratic form. (2016). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-01147778.

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2016Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance. (2016). Chiani, Marco . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:467-471.

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2016Testing the constancy of Spearman’s rho in multivariate time series. (2016). Kojadinovic, Ivan ; Rohmer, Tom ; Quessy, Jean-Franois . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:5:d:10.1007_s10463-015-0520-2.

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2016Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions. (2016). Rohmer, Tom . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:45-54.

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2016Goodness of fit in restricted measurement error models. (2016). , ; Garg, G ; Shalabh, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:101-116.

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2016Clustering with the multivariate normal inverse Gaussian distribution. (2016). Ohagan, Adrian ; Karlis, Dimitris ; McNicholas, Paul D ; Gormley, Isobel Claire ; Murphy, Thomas Brendan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:18-30.

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2016Likelihood-based inference for multivariate skew scale mixtures of normal distributions. (2016). Bolfarine, Heleno ; Lachos, Victor H ; Ferreira, Clecio S. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-016-0266-z.

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2016Self-exciting threshold binomial autoregressive processes. (2016). Weiss, Christian H ; Moller, Tobias A ; Silva, Maria Eduarda ; Pereira, Isabel ; Scotto, Manuel G. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-015-0264-6.

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2016A large deviations approach to the statistics of extreme events. (2016). de Valk, Cees . In: Other publications TiSEM. RePEc:tiu:tiutis:117b3ba0-0e40-4277-b25e-d7fe711863a5.

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2016Asymptotic properties of multivariate tapering for estimation and prediction. (2016). Furrer, Reinhard ; Bachoc, Franois ; Du, Juan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:177-191.

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2016On the consistency of inversion-free parameter estimation for Gaussian random fields. (2016). Nguyen, XuanLong ; Keshavarz, Hossein ; Scott, Clayton . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:245-266.

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2016Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing. (2016). Szimayer, Alexander ; Maller, Ross ; Buchmann, Boris ; Kaehler, Benjamin . In: Papers. RePEc:arx:papers:1502.03901.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Cleaning large correlation matrices: tools from random matrix theory. (2016). Bun, Joel ; Potters, Marc ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1610.08104.

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2016Inference and mixture modeling with the Elliptical Gamma Distribution. (2016). Hosseini, Reshad ; Bethge, Matthias ; Theis, Lucas ; Sra, Suvrit . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:29-43.

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2016A relative error-based approach for variable selection. (2016). Hao, Meiling ; Zhao, Xingqiu ; Lin, Yunyuan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:250-262.

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2016A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median. (2016). Heyes, Andrew ; Wang, Xingyu ; Lyubchich, Vyacheslav ; Gel, Yulia R. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:1-9.

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2016Cause-specific hazard regression for competing risks data under interval censoring and left truncation. (2016). Li, Chenxi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:197-208.

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2016Estimation of a high-dimensional covariance matrix with the Stein loss. (2016). Tsukuma, Hisayuki . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:1-17.

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2016Spectral analysis of the Moore–Penrose inverse of a large dimensional sample covariance matrix. (2016). Parolya, Nestor ; Bodnar, Taras ; Dette, Holger . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:160-172.

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2016Marčenko–Pastur law for Tyler’s M-estimator. (2016). Singer, Amit ; Cheng, Xiuyuan ; Zhang, Teng . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:114-123.

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2016Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness. (2016). Soloveychik, I ; Trushin, D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:92-113.

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2016Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151.

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2016On the eigenvalues of the spatial sign covariance matrix in more than two dimensions. (2016). Durre, Alexander ; Vogel, Daniel ; Tyler, David E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:111:y:2016:i:c:p:80-85.

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2016On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model. (2016). Tian, Yongge ; Zhang, Xuan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:105-112.

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2016An asymptotically optimal kernel combined classifier. (2016). Mojirsheibani, Majid ; Kong, Jiajie . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:91-100.

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2016Composite Likelihood Inference for Multivariate Gaussian Random Fields. (2016). Bevilacqua, Moreno ; Porcu, Emilio ; Velandia, Daira ; Alegria, Alfredo . In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:21:y:2016:i:3:d:10.1007_s13253-016-0256-3.

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2016Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9.

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2016A class of continuous bivariate distributions with linear sum of hazard gradient components. (2016). Pinto, Jayme ; Kolev, Nikolai . In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0048-x.

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Recent citations received in 2015

YearCiting document
2015D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M ; Nogales, Francisco J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775.

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2015Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives. (2015). Paindaveine, Davy ; Cutting, Christine ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2013/192510.

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2015Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data. (2015). Paindaveine, Davy ; Cutting, Christine ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2013/194991.

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2015Direct energy rebound effect for road passenger transport in China: A dynamic panel quantile regression approach. (2015). Zhang, Yue-Jun ; Tan, Weiping ; Liu, Zhao ; Peng, Hua-Rong . In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:303-313.

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2015Functional characterizations of bivariate weak SAI with an application. (2015). You, Yinping ; Li, Xiaohu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:225-231.

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2015Robust spiked random matrices and a robust G-MUSIC estimator. (2015). Couillet, Romain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:139-161.

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2015Influence diagnostic in ridge semiparametric models. (2015). Emami, Hadi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:106-113.

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2015A note on high-dimensional two-sample test. (2015). Feng, Long ; Sun, Fasheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:29-36.

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2015Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data. (2015). Hao, Chengcheng ; Roy, Anuradha ; Liang, Yuli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:113-120.

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2015On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions. (2015). Wesoowski, Jacek . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:145-149.

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2015Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs. (2015). Smaga, Ukasz . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:215-220.

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2015On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces. (2015). , ; Thanh, L V. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:236-245.

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2015A note on asymptotic distributions in maximum entropy models for networks. (2015). Yan, Ting . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:1-5.

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2015Vector-valued skewness for model-based clustering. (2015). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:230-237.

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2015Microfounded forecasting. (2015). Issler, João ; Gaglianone, Wagner. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:766.

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2015On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes Rojas, Gabriel ; Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584.

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2015Distillation of News Flow into Analysis of Stock Reactions. (2015). Härdle, Wolfgang ; Chen, Cathy Y. ; Hardle, Wolfgang K. ; Zhang, Junni L. ; Bommes, Elisabeth . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-005.

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2015Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790.

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2015Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory . (2015). Ito, Tsubasa ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf995.

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2015.

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Recent citations received in 2014

YearCiting document
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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2014Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture. (2014). Maheu, John ; Jensen, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:523-538.

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2014Linear transformations to symmetry. (2014). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:129:y:2014:i:c:p:186-192.

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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 & 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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2014Copula-based dependence measures. (2014). Eckhard, Liebscher . In: Dependence Modeling. RePEc:vrs:demode:v:2:y:2014:i:1:p:16:n:4.

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Recent citations received in 2013

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

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2013Noncausality and asset pricing. (2013). Lof, Matthijs. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:2:p:211-220:n:6.

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2013What makes dependence modeling challenging? Pitfalls and ways to circumvent them. (2013). Jan-Frederik, Mai ; Matthias, Scherer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:287-306:n:1.

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2013Universal Asymptotics for High-Dimensional Sign Tests. (2013). Paindaveine, Davy ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2013/151199.

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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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2013Construction waste management policies and their effectiveness in Hong Kong: A longitudinal review. (2013). Tam, Vivian W. Y., ; Lu, Weisheng . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:23:y:2013:i:c:p:214-223.

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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). 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 ; Gospodinov, Nikolay. In: FRB Atlanta Working Paper. 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). Rulliere, Didier ; 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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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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2013On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). Rulliere, Didier ; Elena, Di Bernardino . In: Dependence Modeling. RePEc:vrs:demode:v:1:y:2013:i::p:1-36:n:1.

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