Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Multivariate Analysis / Elsevier


0.34

Impact Factor

0.41

5-Years IF

37

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01818170.09274174352366 (24.1%)0.04
19910.010.10.0285166150.093181641386682 (25.8%)0.04
19920.020.10.0178244150.062441663403561 (25%)0.04
19930.020.110.0283327130.043301634418762 (18.8%)0.05
19940.020.110.0175402160.0438816134105115 (29.6%)0.04
19950.070.190.0679481790.163521581140226126 (35.8%)10.010.07
19960.040.230.0664545690.1332915464002486 (26.1%)10.020.09
19970.10.270.14636081450.24270143153795496 (35.6%)40.060.09
19980.070.280.16656731680.2534112793645886 (25.2%)0.1
19990.090.320.12607331370.19305128123464192 (30.2%)0.13
20000.10.390.14597921770.22323125123314780 (24.8%)20.030.15
20010.190.390.18588502020.24323119233115674 (22.9%)20.030.14
20020.210.410.21909402640.28416117243056387 (20.9%)30.030.17
20030.090.430.178910292560.255411481333256112 (20.7%)40.040.18
20040.150.480.178011092730.25787179273566288 (11.2%)40.050.2
20050.260.520.2511012193540.296521694437693127 (19.5%)110.10.21
20060.180.510.2412313423920.2958219035427102175 (30.1%)70.060.2
20070.270.440.2710714494070.2844323363492135111 (25.1%)70.070.18
20080.260.480.3713615855870.3753823059509190166 (30.9%)90.070.2
20090.360.490.4717217578170.4669624387556261202 (29%)200.120.19
20100.340.460.419519527430.38737308104648257210 (28.5%)210.110.17
20110.310.50.3211020626610.3235636711573323798 (27.5%)50.050.19
20120.430.530.4217422368830.39473305132720302110 (23.3%)130.070.19
20130.440.590.51207244311220.46535284125787398108 (20.2%)280.140.21
20140.430.610.5199264212630.4824238116585842662 (25.6%)100.050.2
20150.380.630.45167280913740.4917340615588539934 (19.7%)220.130.2
20160.350.70.47181299014300.489836612885740727 (27.6%)170.090.2
20170.340.780.41120311013440.43283481209283856 (21.4%)70.060.23
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

320
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

197
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

151
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

123
52001A 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

111
62005Asymptotic 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

107
71984Central 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

102
82012A 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

95
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

94
101998Nonparametric 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

92
112005Goodness-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

83
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

73
132003Nonparametric 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

66
141990Using 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

64
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

60
161982Asymptotic 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

59
171995Strong 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

54
182002Local 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

53
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

52
201983Central 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

48
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.

Full description at Econpapers || Download paper

47
222005On 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.

Full description at Econpapers || Download paper

47
231991Maximum 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

45
241992Estimation 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.

Full description at Econpapers || Download paper

45
251995On 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
261990Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

Full description at Econpapers || Download paper

44
271980Classes 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

44
282000Some 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.

Full description at Econpapers || Download paper

42
291975Reduced-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

42
302002The 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.

Full description at Econpapers || Download paper

42
312001Using 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.

Full description at Econpapers || Download paper

41
321993Parametric 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.

Full description at Econpapers || Download paper

40
331988Multivariate 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

40
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.

Full description at Econpapers || Download paper

39
351979An 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.

Full description at Econpapers || Download paper

39
361973On 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.

Full description at Econpapers || Download paper

38
372000On 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.

Full description at Econpapers || Download paper

38
381996Bootstrapping 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.

Full description at Econpapers || Download paper

37
391990Kernel 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.

Full description at Econpapers || Download paper

37
402006Eigenvalues 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

35
411993Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103.

Full description at Econpapers || Download paper

35
422005Constraints 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.

Full description at Econpapers || Download paper

35
432006Characterization 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.

Full description at Econpapers || Download paper

35
441992Fixed 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.

Full description at Econpapers || Download paper

34
452006Maximum 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.

Full description at Econpapers || Download paper

34
462011Tail 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

34
471994Empirical 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.

Full description at Econpapers || Download paper

33
482000Empirical 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.

Full description at Econpapers || Download paper

32
492010On 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.

Full description at Econpapers || Download paper

32
502009Tails 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.

Full description at Econpapers || Download paper

32

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

107
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

69
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

37
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
61998Nonparametric 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

22
72001A 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

22
82013Factor 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

19
92011Tail 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
102010Tail 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

17
111982Asymptotic 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

17
122005On 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.

Full description at Econpapers || Download paper

17
132002Local 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

16
141981On 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

16
152003Nonparametric 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
162012Principled sure independence screening for Cox models with ultra-high-dimensional covariates. (2012). Zhao, Sihai Dave ; Li, YI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:397-411.

Full description at Econpapers || Download paper

15
172010Single-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.

Full description at Econpapers || Download paper

14
182000On 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.

Full description at Econpapers || Download paper

14
191980Classes 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

14
202008Curve 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.

Full description at Econpapers || Download paper

14
212006Semi-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

14
221985Prediction 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

13
232013On 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.

Full description at Econpapers || Download paper

13
241993Parametric 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.

Full description at Econpapers || Download paper

13
252010On 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.

Full description at Econpapers || Download paper

13
261995Strong 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

13
271983Central 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

13
282008Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034.

Full description at Econpapers || Download paper

13
292007On rates of convergence in functional linear regression. (2007). Hsing, Tailen ; Li, Yehua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:9:p:1782-1804.

Full description at Econpapers || Download paper

12
302008A 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.

Full description at Econpapers || Download paper

12
311988Multivariate 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

11
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

11
332008Successive 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.

Full description at Econpapers || Download paper

11
341991Maximum 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
352007Reliability 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.

Full description at Econpapers || Download paper

11
362013On 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.

Full description at Econpapers || Download paper

11
371980Classes 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

11
382013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

Full description at Econpapers || Download paper

11
391984Central 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

11
402009Tails 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.

Full description at Econpapers || Download paper

11
412015Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. (2015). Wolf, Michael ; Ledoit, Olivier . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:360-384.

Full description at Econpapers || Download paper

10
422006Characterization 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.

Full description at Econpapers || Download paper

10
432010Testing the equality of several covariance matrices with fewer observations than the dimension. (2010). Yanagihara, Hirokazu ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:6:p:1319-1329.

Full description at Econpapers || Download paper

10
441998Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47.

Full description at Econpapers || Download paper

10
452006Bounds 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

10
462013Posterior consistency in conditional distribution estimation. (2013). Dunson, David B. ; Tokdar, Surya T. ; Pati, Debdeep . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:116:y:2013:i:c:p:456-472.

Full description at Econpapers || Download paper

10
472009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

Full description at Econpapers || Download paper

10
482012Beyond 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.

Full description at Econpapers || Download paper

10
492013Variable selection in high-dimensional quantile varying coefficient models. (2013). Wang, Huixia Judy ; Zhu, Zhongyi ; Tang, Yanlin ; Song, Xinyuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:122:y:2013:i:c:p:115-132.

Full description at Econpapers || Download paper

10
501993Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103.

Full description at Econpapers || Download paper

10

Citing documents used to compute impact factor 120:


YearTitle
2017Honest confidence regions and optimality in high-dimensional precision matrix estimation. (2017). Jankova, Jana ; Geer, Sara . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:1:d:10.1007_s11749-016-0503-5.

Full description at Econpapers || Download paper

2017Testing block-diagonal covariance structure for high-dimensional data under non-normality. (2017). Yamada, Yuki ; Nishiyama, Takahiro ; Hyodo, Masashi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:305-316.

Full description at Econpapers || Download paper

2017A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency. (2017). Bhat, Chandra R ; Astroza, Sebastian ; Hamdi, Amin S. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:95:y:2017:i:c:p:126-148.

Full description at Econpapers || Download paper

2017A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168.

Full description at Econpapers || Download paper

2017Variable selection and structure identification for varying coefficient Cox models. (2017). Honda, Toshio ; Yabe, Ryota . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:103-122.

Full description at Econpapers || Download paper

2017Quadratic properties of least-squares solutions of linear matrix equations with statistical applications. (2017). Tian, Yongge ; Jiang, BO. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0693-z.

Full description at Econpapers || Download paper

2017Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions. (2017). Jiang, Hui ; Wang, Shaochen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:57-69.

Full description at Econpapers || Download paper

2017Robust skew-t factor analysis models for handling missing data. (2017). Wang, Wan-Lun ; Tsung-I Lin, ; Liu, Min. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:4:d:10.1007_s10260-017-0388-9.

Full description at Econpapers || Download paper

2017Sparse clustering of functional data. (2017). Floriello, Davide ; Vitelli, Valeria . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

2017Properties of extremal dependence models built on bivariate max-linearity. (2017). Kereszturi, Monika ; Tawn, Jonathan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:52-71.

Full description at Econpapers || Download paper

2017A test for the global minimum variance portfolio for small sample and singular covariance. (2017). Bodnar, Taras ; Podgorski, Krzysztof ; Mazur, Stepan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:3:d:10.1007_s10182-016-0282-z.

Full description at Econpapers || Download paper

2017Hypothesis tests in partial linear errors-in-variables models with missing response. (2017). Xu, Hong-Xia ; Chen, Zhen-Long ; Fan, Guo-Liang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:219-229.

Full description at Econpapers || Download paper

2017Skew-rotationally-symmetric distributions and related efficient inferential procedures. (2017). Ley, Christophe ; Verdebout, Thomas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:67-81.

Full description at Econpapers || Download paper

2017Sparse covariance matrix estimation in high-dimensional deconvolution. (2017). Belomestny, Denis ; Tsybakov, Alexandre ; Trabs, Mathias . In: Working Papers. RePEc:crs:wpaper:2017-25.

Full description at Econpapers || Download paper

2017Sparse representation of multivariate extremes with applications to anomaly detection. (2017). Sabourin, Anne ; Goix, Nicolas ; Clemenon, Stephan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:12-31.

Full description at Econpapers || Download paper

2017On kernel estimation of the second order rate parameter in multivariate extreme value statistics. (2017). Goegebeur, Yuri ; Qin, Jing ; Guillou, Armelle. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:35-43.

Full description at Econpapers || Download paper

2017Robust asymptotic tests for the equality of multivariate coefficients of variation. (2017). Haesbroeck, Gentiane ; Aerts, Stephanie . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:1:d:10.1007_s11749-016-0504-4.

Full description at Econpapers || Download paper

2017Computing with bivariate COM-Poisson model under different copulas. (2017). Naushad, Mamode Khan ; Vandna, Jowaheer ; Yuvraj, Sunecher ; Wasseem, Rumjaun . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:23:y:2017:i:2:p:131-146:n:1.

Full description at Econpapers || Download paper

2017A flexible distribution class for count data. (2017). Sellers, Kimberly F ; Weems, Kimberly S ; Swift, Andrew W. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0077-0.

Full description at Econpapers || Download paper

2017A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data. (2017). Lv, Jing ; Li, Yalian ; Yang, HU ; Guo, Chaohui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:129-144.

Full description at Econpapers || Download paper

2017Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data. (2017). Lv, Jing ; Guo, Chaohui. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0714-6.

Full description at Econpapers || Download paper

2017A calibration method for non-positive definite covariance matrix in multivariate data analysis. (2017). Huang, Chao ; Pan, Jianxin ; Farewell, Daniel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:157:y:2017:i:c:p:45-52.

Full description at Econpapers || Download paper

2017Empirical Uncertain Bayes Methods in Area-level Models. (2017). Sugasawa, Shonosuke ; Ogasawara, Kota ; Kubokawa, Tatsuya. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:684-706.

Full description at Econpapers || Download paper

2017Semiparametric regression analysis of interval-censored competing risks data. (2017). Mao, LU ; Zeng, Donglin ; Lin, Dan-Yu. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:3:p:857-865.

Full description at Econpapers || Download paper

2017A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series. (2017). Shang, Han Lin ; Rice, Gregory . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:591-609.

Full description at Econpapers || Download paper

2017Cross-validation estimation of covariance parameters under fixed-domain asymptotics. (2017). Bachoc, Franois ; Ngoc, Thi Mong ; Lagnoux, Agnes . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:42-67.

Full description at Econpapers || Download paper

2017Statistical analysis of complex and spatially dependent data: A review of Object Oriented Spatial Statistics. (2017). Secchi, Piercesare ; Menafoglio, Alessandra . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:401-410.

Full description at Econpapers || Download paper

2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

Full description at Econpapers || Download paper

2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (2017). Parolya, Nestor ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_005.

Full description at Econpapers || Download paper

2017Discriminant analysis in small and large dimensions. (2017). Parolya, Nestor ; Ngailo, Edward ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_006.

Full description at Econpapers || Download paper

2017Tests for the weights of the global minimum variance portfolio in a high-dimensional setting. (2017). Parolya, Nestor ; Schmid, Wolfgang ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1710.09587.

Full description at Econpapers || Download paper

2017Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data. (2017). Hoshino, Takahiro ; Igari, Ryosuke . In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2017-014.

Full description at Econpapers || Download paper

2017Bayesian Data Combination Approach for Repeated Durations under Unobserved Missing Indicators: Application to Interpurchase-Timing in Marketing. (2017). Igari, Ryosuke ; Hoshino, Takahiro. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2017-015.

Full description at Econpapers || Download paper

2017Linear hypothesis testing in high-dimensional one-way MANOVA. (2017). Zhang, Jin-Ting ; Zhou, BU ; Guo, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:200-216.

Full description at Econpapers || Download paper

2017Dynamic semi-parametric factor model for functional expectiles. (2017). Härdle, Wolfgang ; Burdejová, Petra ; Lessmann, Stefan ; Zharova, Alona ; Hardle, Wolfgang K ; Burdejova, Petra. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-027.

Full description at Econpapers || Download paper

2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

Full description at Econpapers || Download paper

2017On copula-based conditional quantile estimators. (2017). Remillard, Bruno ; Bouezmarni, Taoufik ; Nasri, Bouchra . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:14-20.

Full description at Econpapers || Download paper

2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

2017Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines. (2017). Schellhase, Christian ; Kuhlenkasper, Torben. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:11:y:2017:i:2:d:10.1007_s11943-017-0205-9.

Full description at Econpapers || Download paper

2017AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION. (2017). Krzyko, Mirosaw ; Smaga, Ukasz. In: Statistics in Transition New Series. RePEc:exl:29stat:v:18:y:2017:i:3:p:433-442.

Full description at Econpapers || Download paper

2017Robust estimators in semi-functional partial linear regression models. (2017). Vahnovan, Alejandra ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:59-84.

Full description at Econpapers || Download paper

2017Data-driven kNN estimation in nonparametric functional data analysis. (2017). Vieu, Philippe ; Laksaci, Ali ; Kara, Lydia-Zaitri ; Rachdi, Mustapha. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:176-188.

Full description at Econpapers || Download paper

2017Inference for biased transformation models. (2017). ZHU, LI XING ; Wang, Tao ; Zhao, Junlong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:105-120.

Full description at Econpapers || Download paper

2017Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series. (2017). Cizek, Pavel ; Koo, Chao . In: Discussion Paper. RePEc:tiu:tiucen:c849e96f-3ad1-461e-96c6-f095affc1053.

Full description at Econpapers || Download paper

2017Jump-detection-based estimation in time-varying coefficient models and empirical applications. (2017). Zhao, Yan-Yong ; Huang, Xing-Fang ; Wang, Hong-Xia ; Lin, Jin-Guan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0525-7.

Full description at Econpapers || Download paper

2017Expected predictive least squares for model selection in covariance structures. (2017). Ogasawara, Haruhiko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:151-164.

Full description at Econpapers || Download paper

2017On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions. (2017). Parolya, Nestor ; Muhinyuza, Stanislas ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_007.

Full description at Econpapers || Download paper

2017Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering. (2017). Browne, Ryan P ; Murray, Paula M ; McNicholas, Paul D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:141-156.

Full description at Econpapers || Download paper

2017Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data. (2017). Pigini, Claudia ; Bartolucci, Francesco ; Bacci, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:112-131.

Full description at Econpapers || Download paper

2017Finite mixture modeling of censored data using the multivariate Student-t distribution. (2017). Lachos, Victor H ; Barbosa, Celso Romulo ; Chen, Kun ; Lopez, Edgar J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:151-167.

Full description at Econpapers || Download paper

2017On the CLT for discrete Fourier transforms of functional time series. (2017). Cerovecki, Clement ; Hormann, Siegfried. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:282-295.

Full description at Econpapers || Download paper

2017D-optimal designs based on the second-order least squares estimator. (2017). Gao, Lucy L ; Zhou, Julie . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0688-9.

Full description at Econpapers || Download paper

2017Some properties of bivariate Schur-constant distributions. (2017). Ta, Bao Quoc ; Van, Chung Pham . In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:69-76.

Full description at Econpapers || Download paper

2017Equilibrium distributions and discrete Schur-constant models. (2017). Castaner, Anna ; Claramunt, Merce M. In: Papers. RePEc:arx:papers:1709.09955.

Full description at Econpapers || Download paper

2017Equilibrium distributions and discrete Schur-constant models. (2017). Castaer, Anna ; Claramunt, Merce M. In: Working Papers. RePEc:hal:wpaper:hal-01593552.

Full description at Econpapers || Download paper

2017An offspring of multivariate extreme value theory: The max-characteristic function. (2017). STUPFLER, Gilles ; Falk, Michael . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:85-95.

Full description at Econpapers || Download paper

2017Asymptotic independence of bivariate order statistics. (2017). Falk, Michael ; Wisheckel, Florian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:91-98.

Full description at Econpapers || Download paper

2017Transforming response values in small area prediction. (2017). Sugasawa, Shonosuke ; Kubokawa, Tatsuya. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:47-60.

Full description at Econpapers || Download paper

2017Robust asymptotic tests for the equality of multivariate coefficients of variation. (2017). Haesbroeck, Gentiane ; Aerts, Stephanie . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:1:d:10.1007_s11749-016-0504-4.

Full description at Econpapers || Download paper

2017Area Deprivation and Liver Cancer Prevalence in Shenzhen, China: A Spatial Approach Based on Social Indicators. (2017). Weng, Min ; Cai, Zhongliang ; Su, Shiliang ; Tan, Bingqing ; Pi, Jianhua . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:1:d:10.1007_s11205-016-1358-6.

Full description at Econpapers || Download paper

2017Multivariate dependence modeling based on comonotonic factors. (2017). Hua, Lei ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:317-333.

Full description at Econpapers || Download paper

2017A family of block-wise one-factor distributions for modeling high-dimensional binary data. (2017). Marbac, Matthieu ; Sedki, Mohammed . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:130-145.

Full description at Econpapers || Download paper

2017Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Schamberger, Benedikt ; Czado, Claudia ; Gruber, Lutz F. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406.

Full description at Econpapers || Download paper

2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

Full description at Econpapers || Download paper

2017On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification. (2017). Reese, Timothy ; Mojirsheibani, Majid. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0359-6.

Full description at Econpapers || Download paper

2017Multivariate initial sequence estimators in Markov chain Monte Carlo. (2017). Dai, Ning ; Jones, Galin L. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:184-199.

Full description at Econpapers || Download paper

2017Student Sliced Inverse Regression. (2017). Chiancone, Alessandro ; Girard, Stephane ; Forbes, Florence . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:441-456.

Full description at Econpapers || Download paper

2017Change-point detection and bootstrap for Hilbert space valued random fields. (2017). Bucchia, Beatrice ; Wendler, Martin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:344-368.

Full description at Econpapers || Download paper

2017Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau. (2017). Lo, Ambrose . In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:218-226.

Full description at Econpapers || Download paper

2017A new class of bivariate copulas: dependence measures and properties. (2017). Bekrizadeh, Hakim ; Jamshidi, Babak . In: METRON. RePEc:spr:metron:v:75:y:2017:i:1:d:10.1007_s40300-017-0107-1.

Full description at Econpapers || Download paper

2017Asymptotic behavior of the empirical multilinear copula process under broad conditions. (2017). Genest, Christian ; Remillard, Bruno ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:82-110.

Full description at Econpapers || Download paper

2017Co-movement measure of information transmission on international equity markets. (2017). Bhatti, Ishaq M ; al Rahahleh, Naseem . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:119-131.

Full description at Econpapers || Download paper

2017Portfolio Risk Assessment using Copula Models. (2017). Semenov, Mikhail ; Smagulov, Daulet . In: Papers. RePEc:arx:papers:1707.03516.

Full description at Econpapers || Download paper

2017Permuting longitudinal data in spite of the dependencies. (2017). Friedrich, Sarah ; Pauly, Markus ; Brunner, Edgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:255-265.

Full description at Econpapers || Download paper

2017A wild bootstrap approach for nonparametric repeated measurements. (2017). Friedrich, Sarah ; Pauly, Markus ; Konietschke, Frank. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:38-52.

Full description at Econpapers || Download paper

2017Numerical implementation of the QuEST function. (2017). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:215.

Full description at Econpapers || Download paper

2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

Full description at Econpapers || Download paper

2017Large dynamic covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert. In: ECON - Working Papers. RePEc:zur:econwp:231.

Full description at Econpapers || Download paper

2017Numerical implementation of the QuEST function. (2017). Ledoit, Olivier ; Wolf, Michael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:199-223.

Full description at Econpapers || Download paper

2017Direct nonlinear shrinkage estimation of large-dimensional covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:264.

Full description at Econpapers || Download paper

2017Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula. (2017). Mesfioui, M ; Izadkhah, S ; Kayid, M. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0626-z.

Full description at Econpapers || Download paper

2017Model selection for discrete regular vine copulas. (2017). Panagiotelis, Anastasios ; Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:106:y:2017:i:c:p:138-152.

Full description at Econpapers || Download paper

2017Inference on distribution functions under measurement error. (2017). Whang, Yoon-Jae ; Otsu, Taisuke ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:594.

Full description at Econpapers || Download paper

2017Integrated depth for measurable functions and sets. (2017). Nagy, Stanislav . In: Statistics & Probability Letters. RePEc:eee:stapro:v:123:y:2017:i:c:p:165-170.

Full description at Econpapers || Download paper

2017Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview. (2017). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Papers. RePEc:arx:papers:1712.03797.

Full description at Econpapers || Download paper

2017Joint signature of two or more systems with applications to multistate systems made up of two-state components. (2017). Marichal, Jean-Luc ; Paroissin, Christian ; Navarro, Jorge ; Mathonet, Pierre . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:559-570.

Full description at Econpapers || Download paper

2017A permutation test for comparing rotational symmetry in three-dimensional rotation data sets. (2017). Bingham, Melissa A ; Scray, Marissa L. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:4:y:2017:i:1:d:10.1186_s40488-017-0075-2.

Full description at Econpapers || Download paper

2017Linear hypothesis testing in high-dimensional one-way MANOVA. (2017). Zhang, Jin-Ting ; Zhou, BU ; Guo, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:200-216.

Full description at Econpapers || Download paper

2017A note on the unbiased estimator of Σ2. (2017). Zhou, BU ; Guo, Jia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:141-146.

Full description at Econpapers || Download paper

2017Extremal attractors of Liouville copulas. (2017). Belzile, Leo R ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:68-92.

Full description at Econpapers || Download paper

2017Analyzing the Gaver—Lewis Pareto Process under an Extremal Perspective. (2017). Ferreira, Marta. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:33-:d:102833.

Full description at Econpapers || Download paper

2017Improved multivariate prediction regions for Markov process models. (2017). Vidoni, Paolo. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0362-y.

Full description at Econpapers || Download paper

2017Errors-in-Variables Models with Many Proxies. (2017). Crudu, Federico. In: Department of Economics University of Siena. RePEc:usi:wpaper:774.

Full description at Econpapers || Download paper

2017Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times. (2017). Yan, Jun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:71-79.

Full description at Econpapers || Download paper

2017Risk bounds for factor models. (2017). Vanduffel, Steven ; Wang, Ruodu ; Ruschendorf, Ludger ; Bernard, Carole. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0328-4.

Full description at Econpapers || Download paper

2017On a bivariate copula with both upper and lower full-range tail dependence. (2017). Hua, Lei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:94-104.

Full description at Econpapers || Download paper

2017Joint stochastic orders of high degrees and their applications in portfolio selections. (2017). Wei, Wei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:141-148.

Full description at Econpapers || Download paper

2017Ordering optimal deductible allocations for stochastic arrangement increasing risks. (2017). Li, Chen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:31-40.

Full description at Econpapers || Download paper

2017Preservation of weak stochastic arrangement increasing under fixed time left-censoring. (2017). Li, Chen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:42-49.

Full description at Econpapers || Download paper

2017Confidence bands for coefficients in high dimensional linear models with error-in-variables. (2017). Chernozhukov, Victor ; Kaul, Abhishek ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:22/17.

Full description at Econpapers || Download paper

2017Improved model checking methods for parametric models with responses missing at random. (2017). Sun, Zhihua ; Zhang, Qingzhao ; Zhou, Xiaohua ; Chen, Feifei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:147-161.

Full description at Econpapers || Download paper

2017Estimation and hypothesis test on partial linear models with additive distortion measurement errors. (2017). Zhang, Jun ; Yu, Yao ; Lin, Bingqing ; Zhou, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:114-128.

Full description at Econpapers || Download paper

2017Hypothesis tests in partial linear errors-in-variables models with missing response. (2017). Xu, Hong-Xia ; Chen, Zhen-Long ; Fan, Guo-Liang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:219-229.

Full description at Econpapers || Download paper

2017Bivariate copula additive models for location, scale and shape. (2017). Marra, Giampiero ; Radice, Rosalba. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:99-113.

Full description at Econpapers || Download paper

2017Smoothed jackknife empirical likelihood for the difference of two quantiles. (2017). Yang, Hanfang ; Zhao, Yichuan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0576-7.

Full description at Econpapers || Download paper

2017Jackknife empirical likelihood for the error variance in linear models. (2017). Lin, Hui-Ling ; Zhao, Yichuan ; Wang, Dongliang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:2:p:151-166.

Full description at Econpapers || Download paper

2017Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models. (2017). Zhao, LI ; Xu, Xingzhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:119-126.

Full description at Econpapers || Download paper

2017A link-free approach for testing common indices for three or more multi-index models. (2017). Liu, Xuejing ; Paige, Robert ; Wen, Xuerong Meggie ; Huo, Lei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:236-245.

Full description at Econpapers || Download paper

2017On estimating regression-based causal effects using sufficient dimension reduction. (2017). Luo, Wei ; Ghosh, Debashis ; Zhu, Yeying . In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:1:p:51-65..

Full description at Econpapers || Download paper

2017On Conditional Value at Risk (CoVaR) for tail-dependent copulas. (2017). Piotr, Jaworski . In: Dependence Modeling. RePEc:vrs:demode:v:5:y:2017:i:1:p:1-19:n:1.

Full description at Econpapers || Download paper

2017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

Full description at Econpapers || Download paper

2017Reduced form vector directional quantiles. (2017). Montes-Rojas, Gabriel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:158:y:2017:i:c:p:20-30.

Full description at Econpapers || Download paper

2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

2017Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. (2017). Fischer, Matthias ; Czado, Claudia ; Pfeuffer, Marius ; Kraus, Daniel . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:38-:d:105140.

Full description at Econpapers || Download paper

2017Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood. (2017). Kakizawa, Yoshihide . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:98-120.

Full description at Econpapers || Download paper

2017Semiparametric regression analysis of multivariate longitudinal data with informative observation times. (2017). Zhao, Xingqiu ; Deng, Shirong ; Liu, Kin-Yat . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:107:y:2017:i:c:p:120-130.

Full description at Econpapers || Download paper

2017Detecting the Direction of a Signal on High-dimensional Spheres: Non-null and Le Cam Optimality Results. (2017). Paindaveine, Davy ; Verdebout, Thomas. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260378.

Full description at Econpapers || Download paper

2017Power in High-dimensional testing Problems. (2017). Kock, Anders ; Preinerstorfer, David . In: Working Papers ECARES. RePEc:eca:wpaper:2013/260442.

Full description at Econpapers || Download paper

2017Choosing the most relevant level sets for depicting a sample of densities. (2017). Delicado, Pedro ; Vieu, Philippe. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0746-y.

Full description at Econpapers || Download paper

2017Semi-parametric order-based generalized multivariate regression. (2017). Kharratzadeh, Milad ; Coates, Mark . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:89-102.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

Full description at Econpapers || Download paper

2017Cointegrated Linear Processes in Hilbert Space. (2017). Beare, Brendan ; Seo, Won-Ki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1010-1027.

Full description at Econpapers || Download paper

2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

Full description at Econpapers || Download paper

2017An innovations algorithm for the prediction of functional linear processes. (2017). Klepsch, J ; Kluppelberg, C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:252-271.

Full description at Econpapers || Download paper

2017Optimal detection of weak positive latent dependence between two sequences of multiple tests. (2017). Zhao, Sihai Dave ; Li, Hongzhe ; Cai, Tony T. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:169-184.

Full description at Econpapers || Download paper

2017Devising Hourly Forecasting Solutions Regarding Electricity Consumption in the Case of Commercial Center Type Consumers. (2017). Pirjan, Alexandru ; Coculescu, Cristina ; Bara, Adela ; Petroanu, Dana-Mihaela ; Cruau, George ; Oprea, Simona-Vasilica. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1727-:d:116733.

Full description at Econpapers || Download paper

2017Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components. (2017). Navarro, Jorge ; Pellerey, Franco ; Longobardi, Maria. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0535-5.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Multi-level multivariate normal distribution with self-similar compound symmetry covariance matrix. (2016). Leiva, Ricardo ; Roy, Anuradha. In: Working Papers. RePEc:tsa:wpaper:0146mss.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator. (2015). Chesneau, Christophe ; Navarro, Fabien . In: Working Papers. RePEc:crs:wpaper:2017-68.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure. (2015). Roy, Anuradha ; Leiva, Ricardo ; Fonseca, Miguel ; Zmyslony, Roman. In: Working Papers. RePEc:tsa:wpaper:0165mss.

Full description at Econpapers || Download paper

2015The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix. In: Working Papers. RePEc:ven:wpaper:2015:13.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team