Citation analysis for Journal of Multivariate Analysis / Elsevier

Journal of Multivariate Analysis / Elsevier

0.34

Impact Factor

0.42

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1	0.01	81	81	7	0.09	283	174		352	3	68 (24%)			0.04
1991	0.01	0.1	0.02	85	166	15	0.09	322	164	1	386	6	83 (25.8%)			0.04
1992	0.02	0.09	0.01	78	244	15	0.06	250	166	3	403	5	61 (24.4%)			0.04
1993	0.02	0.11	0.02	83	327	13	0.04	340	163	4	418	7	63 (18.5%)			0.05
1994	0.02	0.12	0.01	75	402	16	0.04	394	161	3	410	5	115 (29.2%)			0.04
1995	0.07	0.19	0.06	79	481	79	0.16	353	158	11	402	26	127 (36%)	1	0.01	0.07
1996	0.04	0.23	0.06	64	545	69	0.13	334	154	6	400	24	86 (25.7%)	1	0.02	0.09
1997	0.1	0.26	0.14	63	608	145	0.24	275	143	15	379	54	96 (34.9%)	4	0.06	0.09
1998	0.07	0.28	0.16	65	673	168	0.25	350	127	9	364	58	86 (24.6%)			0.1
1999	0.09	0.32	0.12	60	733	137	0.19	314	128	12	346	41	95 (30.3%)			0.13
2000	0.1	0.39	0.14	59	792	178	0.22	334	125	12	331	47	82 (24.6%)	2	0.03	0.15
2001	0.19	0.39	0.18	58	850	202	0.24	336	119	23	311	56	75 (22.3%)	2	0.03	0.14
2002	0.21	0.4	0.21	90	940	265	0.28	427	117	24	305	63	88 (20.6%)	3	0.03	0.17
2003	0.09	0.43	0.17	89	1029	256	0.25	551	148	13	332	56	113 (20.5%)	4	0.04	0.18
2004	0.15	0.48	0.17	80	1109	273	0.25	822	179	27	356	62	91 (11.1%)	4	0.05	0.19
2005	0.26	0.52	0.25	110	1219	354	0.29	670	169	44	376	93	130 (19.4%)	11	0.1	0.2
2006	0.18	0.51	0.24	123	1342	392	0.29	593	190	35	427	102	176 (29.7%)	7	0.06	0.2
2007	0.27	0.45	0.28	107	1449	408	0.28	458	233	63	492	136	115 (25.1%)	7	0.07	0.18
2008	0.26	0.48	0.38	136	1585	601	0.38	562	230	60	509	192	173 (30.8%)	9	0.07	0.2
2009	0.36	0.49	0.47	172	1757	832	0.47	721	243	88	556	263	209 (29%)	20	0.12	0.19
2010	0.34	0.46	0.41	195	1952	759	0.39	760	308	106	648	264	212 (27.9%)	21	0.11	0.17
2011	0.33	0.49	0.33	110	2062	686	0.33	372	367	120	733	245	102 (27.4%)	5	0.05	0.19
2012	0.44	0.52	0.43	174	2236	900	0.4	488	305	133	720	307	113 (23.2%)	14	0.08	0.19
2013	0.44	0.58	0.51	207	2443	1130	0.46	561	284	125	787	400	116 (20.7%)	28	0.14	0.2
2014	0.44	0.6	0.5	199	2642	1283	0.49	253	381	167	858	430	66 (26.1%)	10	0.05	0.2
2015	0.38	0.61	0.46	167	2809	1400	0.5	184	406	156	885	407	40 (21.7%)	22	0.13	0.19
2016	0.35	0.68	0.48	181	2990	1444	0.48	108	366	129	857	409	31 (28.7%)	17	0.09	0.2
2017	0.34	0.73	0.42	120	3110	1363	0.44	43	348	120	928	392	12 (27.9%)	7	0.06	0.22

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:

#	Year	Title	Cited
1	2004	Quantile 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	335
2	2004	A 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	208
3	2003	Asymptotic 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	153
4	1981	On 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
5	2001	A 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	116
6	2005	Asymptotic 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	109
7	1984	Central 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	106
8	1980	Classes 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	97
9	2012	A 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	97
10	1998	Nonparametric 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	95
11	2005	Goodness-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	85
12	1985	Prediction 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	75
13	2003	Nonparametric 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
14	1990	Using 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	66
15	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÂ¤rdle, 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
16	1982	Asymptotic 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
17	2002	Local 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	56
18	1995	Strong 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	55
19	2010	Tail 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	53
20	1999	Influence 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	50
21	1983	Central 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	49
22	2005	On 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	48
23	1995	On 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	46
24	1992	Estimation 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	46
25	1990	Multivariate 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	45
26	1991	Maximum 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
27	1980	Classes 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	45
28	2001	Using 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	43
29	2000	Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃÂ¼ller, 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	43
30	1975	Reduced-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
31	2002	The 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
32	2006	Bounds 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	41
33	1990	Kernel 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	40
34	1988	Multivariate 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
35	1993	Parametric 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
36	1973	On 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	39
37	1979	An 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
38	2000	On 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	39
39	1996	Bootstrapping 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
40	1992	Fixed 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	36
41	1993	Consistent 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
42	2005	Constraints 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
43	2006	Characterization of dependence of multidimensional LÃ©vy processes using LÃ©vy 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
44	2011	Tail 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	35
45	2006	Eigenvalues 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
46	2006	Maximum 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
47	2010	On 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	34
48	1991	Global 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. Full description at Econpapers \|\| Download paper	33
49	1994	Empirical 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
50	2009	Tails 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	33

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

#	Year	Title	Cited
1	2004	Quantile 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	119
2	2004	A 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	78
3	2012	A 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	46
4	2005	Asymptotic 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	39
5	2003	Asymptotic 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	29
6	2001	A 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	24
7	1998	Nonparametric 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	23
8	2013	Factor 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	21
9	2011	Tail 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	19
10	1980	Classes 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	17
11	2005	On 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
12	2008	Curve 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	17
13	2010	Tail 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
14	1982	Asymptotic 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
15	2002	Local 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
16	2010	Single-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	16
17	1981	On 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
18	2010	On 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	15
19	2012	Principled 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
20	1985	Prediction 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	15
21	2003	Nonparametric 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
22	2000	On 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
23	1983	Central 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	14
24	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÂ¤rdle, 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
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2017	Sparse 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
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2017	A 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
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2017	Central 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
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2017	Quasi-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
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2017	Linear 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
2017	Dynamic semi-parametric factor model for functional expectiles. (2017). HÃÂ¤rdle, Wolfgang ; BurdejovÃÂ¡, 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
2017	A 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
2017	On 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
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2017	Semi-parametric estimation of income mobility with Dâvines 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
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2017	Robust 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
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2017	Hidden 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
2017	Misspecification 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
2017	Finite 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
2017	On 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
2017	D-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
2017	Some 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
2017	Equilibrium 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
2017	Equilibrium 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
2017	An 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
2017	Asymptotic 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
2017	Transforming 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
2017	Robust 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
2017	Area 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
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2017	A 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
2017	Bayesian 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
2017	Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). BarunÃÂk, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622. Full description at Econpapers \|\| Download paper
2017	On 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
2017	Multivariate 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
2017	Student 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
2017	Change-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
2017	Functional generalizations of Hoeffdingâs covariance lemma and a formula for Kendallâs 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
2017	A 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
2017	Asymptotic 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
2017	Co-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
2017	Portfolio Risk Assessment using Copula Models. (2017). Semenov, Mikhail ; Smagulov, Daulet . In: Papers. RePEc:arx:papers:1707.03516. Full description at Econpapers \|\| Download paper
2017	Permuting 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
2017	A 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
2017	Numerical implementation of the QuEST function. (2017). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:215. Full description at Econpapers \|\| Download paper
2017	Random 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
2017	Large dynamic covariance matrices. (2017). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert. In: ECON - Working Papers. RePEc:zur:econwp:231. Full description at Econpapers \|\| Download paper
2017	Numerical 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
2017	Stochastic 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
2017	Model 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
2017	Inference 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
2017	Integrated 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
2017	Forecasting 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
2017	Joint 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
2017	A 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
2017	Linear 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
2017	A note on the unbiased estimator of Î£2. (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
2017	Extremal 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
2017	Analyzing the GaverâLewis 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
2017	Improved 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
2017	Errors-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
2017	Deviations 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
2017	Risk 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
2017	On 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
2017	Joint 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
2017	Ordering 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
2017	Preservation 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
2017	Confidence 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
2017	Improved 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
2017	Estimation 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
2017	Hypothesis 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
2017	Bivariate 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
2017	Smoothed 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
2017	Jackknife 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
2017	Generalized 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
2017	A 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
2017	On 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
2017	On 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
2017	Regime 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
2017	Reduced 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
2017	D-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
2017	Stress 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
2017	Third-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
2017	Semiparametric 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
2017	Detecting 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
2017	Power 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
2017	Choosing 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
2017	Semi-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

Year	Citing document
2017	Time-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
2017	Cointegrated 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
2017	Matrix 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
2017	An 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
2017	Optimal 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
2017	Devising 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
2017	Comparison 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

Year	Citing document
2016	Cleaning 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
2016	Inference 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
2016	A 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
2016	A 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
2016	Cause-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
2016	Estimation 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
2016	Spectral analysis of the MooreâPenrose 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. Full description at Econpapers \|\| Download paper
2016	MarÄenkoâPastur law for Tylerâs 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
2016	Gaussian 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
2016	Exact 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
2016	On 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
2016	On 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
2016	An 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
2016	Composite 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
2016	Model-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
2016	A 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
2016	Multi-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

Year	Citing document
2015	On 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
2015	D-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
2015	Testing 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
2015	Tests 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
2015	Direct 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
2015	Functional 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
2015	Robust 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
2015	Influence 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
2015	A 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
2015	Equivalency 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
2015	On the MatsumotoâYor 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
2015	Wald-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
2015	On 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
2015	A 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
2015	Vector-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
2015	Microfounded forecasting. (2015). Issler, JoÃÂ£o ; Gaglianone, Wagner. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:766. Full description at Econpapers \|\| Download paper
2015	On 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
2015	Distillation of News Flow into Analysis of Stock Reactions. (2015). HÃÂ¤rdle, 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
2015	Aggregation-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
2015	Linear 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
2015	Optimal 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
2015	The 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

Year	Citing document
2014	A 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
2014	Estimating 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
2014	Linear 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
2014	Maximal 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
2014	Two-sample locationâscale 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
2014	Computing 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
2014	UtilizaciÃ³n y tiempos de espera: dos vertientes inseparables del anÃ¡lisis de la equidad en el acceso al sistema sanitario pÃºblico. (2014). Abasolo, Ignacio ; Negrin, Miguel ; Pinilla, Jaime . In: Hacienda PÃºblica EspaÃ±ola. RePEc:hpe:journl:y:2014:v:208:i:1:p:11-38. Full description at Econpapers \|\| Download paper
2014	A 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
2014	Conditional 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
2014	Copula-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

10 most frequent citing series

#	Series	Cites
1	Journal of Multivariate Analysis / Elsevier	809
2	Computational Statistics & Data Analysis / Elsevier	230
3	Statistics & Probability Letters / Elsevier	227
4	Annals of the Institute of Statistical Mathematics / Springer	95
5	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	95
6	Metrika: International Journal for Theoretical and Applied Statistics / Springer	79
7	Statistical Papers / Springer	77
8	Insurance: Mathematics and Economics / Elsevier	63
9	Papers / arXiv.org	63
10	Journal of Econometrics / Elsevier	59
11	Computational Statistics / Springer	51

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.