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Journal of Multivariate Analysis / Elsevier


0.26

Impact Factor

0.29

5-Years IF

38

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01818170.09283174352368 (24%)0.04
19910.010.10.0285166150.093251641386683 (25.5%)0.04
19920.020.090.0178244150.062551663403561 (23.9%)0.04
19930.020.110.0283327130.043411634418763 (18.5%)0.05
19940.020.120.0175402160.0440116134105115 (28.7%)0.04
19950.070.20.0679481790.163561581140226127 (35.7%)10.010.07
19960.040.230.0664545690.1333515464002486 (25.7%)10.020.09
19970.10.260.14636081450.24278143153795496 (34.5%)40.060.09
19980.070.280.16656731680.2535412793645886 (24.3%)0.1
19990.090.320.12607331390.19315128123464295 (30.2%)0.13
20000.10.390.15597921850.23337125123314882 (24.3%)20.030.15
20010.190.390.18588502040.24338119233115675 (22.2%)20.030.14
20020.210.40.21909402690.29429117243056488 (20.5%)30.030.17
20030.090.430.178910292570.255531481333257113 (20.4%)40.040.18
20040.160.480.198011092780.25828179293566691 (11%)40.050.19
20050.260.520.2511012193560.296721694437693130 (19.3%)110.10.2
20060.180.510.2412313423930.2959719035427102176 (29.5%)70.060.2
20070.270.440.2810714494100.2846023363492136115 (25%)70.070.17
20080.260.480.3813615856030.3856423060509192173 (30.7%)90.070.2
20090.370.490.4817217578340.4772224389556265209 (28.9%)200.120.19
20100.340.470.4119519527610.39761308106648265212 (27.9%)210.110.17
20110.330.490.3311020626860.33373367120733245102 (27.3%)50.050.19
20120.440.520.4317422369000.4490305133720307113 (23.1%)140.080.19
20130.440.580.51207244311310.46566284125787400116 (20.5%)280.140.2
20140.440.60.5199264212830.4925538116785843066 (25.9%)100.050.2
20150.390.610.46167280914010.518840615788540840 (21.3%)220.130.19
20160.350.680.48181299014440.4811136612985740931 (27.9%)170.090.2
20170.350.720.42120311013680.444534812192839412 (26.7%)70.060.21
20180.260.940.29101321110750.338301778742562 (25%)80.080.31
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

340
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

209
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

154
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

117
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

110
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

106
81980Classes 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
91998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

Full description at Econpapers || Download paper

97
102012A 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
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.

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86
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

79
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.

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66
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.

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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
172002Local 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
181995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

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56
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.

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54
201999Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190.

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50
211983Central 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
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.

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48
231992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

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47
241995On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192.

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46
251990Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

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45
261991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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45
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.

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45
282001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248.

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43
292000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

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43
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.

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42
311975Reduced-rank regression for the multivariate linear model. (1975). Izenman, Alan Julian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264.

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42
322006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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41
331990Kernel density estimation on random fields. (1990). Tran, Lanh Tat . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53.

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40
341993Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282.

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40
351988Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298.

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40
362000On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135.

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39
371973On the parametrization of autoregressive models by partial autocorrelations. (1973). Barndorff-Nielsen, Ole ; Schou, G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419.

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39
381979An identity for the Wishart distribution with applications. (1979). Haff, L. R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544.

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39
391996Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes. (1996). Paparoditis, Efstathios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296.

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37
401992Fixed design regression for time series: Asymptotic normality. (1992). Ioannides, D. A. ; Tran, Lanh T. ; Roussas, George G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:40:y:1992:i:2:p:262-291.

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36
412011Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471.

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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.

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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.

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35
442006Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408.

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35
451993Consistent 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.

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35
462006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

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34
471991Global nonparametric estimation of conditional quantile functions and their derivatives. (1991). Chaudhuri, Probal . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269.

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34
482010On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310.

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34
491994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients. (1994). Chen, Song. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:49:y:1994:i:1:p:24-40.

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33
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.

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33

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

84
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

51
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

28
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

27
51998Nonparametric 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
62013Factor 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.

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18
72003Asymptotic 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

16
81980Classes 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
92001A 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

14
102012Principled 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.

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13
112008Curve forecasting by functional autoregression. (2008). Onatski, Alexei ; Kargin, Vladislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2508-2526.

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13
122010Tail 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

11
132010On 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

11
141995Strong 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

11
152011Tail 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

10
162009Tails 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

10
172013On multivariate extensions of Value-at-Risk. (2013). Cousin, Areski ; di Bernardino, Elena. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:32-46.

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10
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

10
191980Classes 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

10
202010Wiener processes with random effects for degradation data. (2010). Wang, Xiao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:2:p:340-351.

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9
212008Sparse 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.

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9
221981On 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

9
232005On 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

9
241985Prediction 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

9
251984Central 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

9
261983Central 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

8
271982Asymptotic 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

8
282008Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757.

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8
291993Parametric 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

8
302013Simplified 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.

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8
312003Nonparametric 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

8
322007Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113.

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8
332002On the Covariance between Functions. (2002). Cuadras, C. M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:81:y:2002:i:1:p:19-27.

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8
342015Spectrum 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.

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8
352013On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. (2013). Christensen, Kim ; Podolskij, Mark ; Vetter, Mathias . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:59-84.

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362013Variable 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.

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8
372012Beyond simplified pair-copula constructions. (2012). Genest, Christian ; Nelehova, Johanna ; Acar, Elif F. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:74-90.

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8
382010Single-index quantile regression. (2010). Yu, Keming ; Wu, Tracy Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:7:p:1607-1621.

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8
392006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

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402013Posterior 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.

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8
411991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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8
422003Efficient estimation in conditional single-index regression. (2003). Härdle, Wolfgang ; Hristache, Marian ; Hardle, Wolfgang ; Delecroix, Michel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:213-226.

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7
432008A test for the mean vector with fewer observations than the dimension. (2008). Du, Meng ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402.

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7
442000On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135.

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7
452010Testing 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.

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462011Log-linear Poisson autoregression. (2011). Tjostheim, Dag ; Fokianos, Konstantinos . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:3:p:563-578.

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7
472006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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7
481998Best 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.

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7
492000Asymptotic Properties of Backfitting Estimators. (2000). Opsomer, Jean D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:2:p:166-179.

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7
502013A two sample test in high dimensional data. (2013). Srivastava, Muni S. ; Kano, Yutaka ; Katayama, Shota . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:114:y:2013:i:c:p:349-358.

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7

Citing documents used to compute impact factor 77:


YearTitle
2018An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2018). Francq, Christian ; Sucarrat, Genaro. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:129-154..

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2018MATS: Inference for potentially singular and heteroscedastic MANOVA. (2018). Friedrich, Sarah ; Pauly, Markus. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:166-179.

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2018Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data. (2018). Dobler, Dennis ; Pauly, Markus. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-017-0565-z.

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2018Scenario-based Risk Evaluation. (2018). Wang, Ruodu ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1808.07339.

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2018Robustness in the Optimization of Risk Measures. (2018). Embrechts, Paul ; Wang, Ruodu ; Schied, Alexander. In: Papers. RePEc:arx:papers:1809.09268.

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2018Joint regression analysis of mixed-type outcome data via efficient scores. (2018). Marchese, Scott ; Diao, Guoqing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:156-170.

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2018Assessing replicability of findings across two studies of multiple features. (2018). Bogomolov, Marina ; Heller, Ruth . In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:505-516..

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2018Electricity supply shocks and economic growth across the US states: evidence from a time-varying Bayesian panel VAR model, aggregate and disaggregate energy sources. (2018). POLEMIS, MICHAEL ; Apergis, Nicholas. In: MPRA Paper. RePEc:pra:mprapa:84954.

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2018Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2018). Hoshino, Tadao ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1810.08350.

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2018Weak convergence of the weighted empirical beta copula process. (2018). Berghaus, Betina ; Segers, Johan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:266-281.

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2018Leveraging mixed and incomplete outcomes via reduced-rank modeling. (2018). Luo, Chongliang ; Chen, Kun ; Dey, Dipak K ; Zhang, Changshui ; Wang, Fei ; Li, Gen ; Liang, Jian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:378-394.

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2018Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics. (2018). Jin, ZE ; Matteson, David S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:304-322.

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2018A family of the information criteria using the phi-divergence for categorical data. (2018). Ogasawara, Haruhiko . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:87-103.

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2018Efficiency comparison of the Wilcoxon tests in paired and independent survey samples. (2018). Baringhaus, Ludwig ; Gaigall, Daniel . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:8:d:10.1007_s00184-018-0661-4.

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2018The de-biased group Lasso estimation for varying coefficient models. (2018). Honda, Toshio. In: Discussion Papers. RePEc:hit:econdp:2018-04.

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2018On dimension reduction models for functional data. (2018). Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:134-138.

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2018Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model. (2018). Ye, Mao ; Nie, Lizhen ; Zhang, Peng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:32-49.

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2018PCA‐based discrimination of partially observed functional data, with an application to AneuRisk65 data set. (2018). Stefanucci, Marco ; Brutti, Pierpaolo ; Sangalli, Laura M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:246-264.

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2018A generic approach to nonparametric function estimation with mixed data. (2018). Nagler, Thomas . In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:326-330.

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2018Inference for asymptotically independent samples of extremes. (2018). Guillou, Armelle ; Rizzelli, Stefano ; Padoan, Simone A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:114-135.

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2018Integrability conditions for compound random measures. (2018). Palacio, Alan Riva ; Leisen, Fabrizio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:32-37.

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2018Hotelling’s T2 in separable Hilbert spaces. (2018). Pini, Alessia ; Vantini, Simone ; Stamm, Aymeric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:284-305.

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2018Functional GARCH models: the quasi-likelihood approach and its applications. (2018). Zakoian, Jean-Michel ; Francq, Christian ; Hormann, Siegfried ; Cerovecki, Clement . In: MPRA Paper. RePEc:pra:mprapa:83990.

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2018Local half-region depth for functional data. (2018). Agostinelli, Claudio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:163:y:2018:i:c:p:67-79.

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2018Local linear estimate of the nonparametric robust regression in functional data. (2018). Belarbi, Faiza ; Laksaci, Ali ; Chemikh, Souheyla. In: Statistics & Probability Letters. RePEc:eee:stapro:v:134:y:2018:i:c:p:128-133.

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2018A structural break test for extremal dependence in β-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643..

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2018Semiparametric model average prediction in panel data analysis. (2018). Huang, Tao ; Li, Jialiang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:125-144.

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2018Factor models for asset returns based on transformed factors. (2018). Li, Jialiang ; Kong, Efang ; Zhang, Wenyang. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:432-448.

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2018.

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2018High-dimensional multivariate posterior consistency under global–local shrinkage priors. (2018). Bai, Ray ; Ghosh, Malay. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:157-170.

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2018Cone distribution functions and quantiles for multivariate random variables. (2018). Hamel, Andreas H ; Kostner, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:97-113.

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2018On the effects of spatial relationships in spatial compositional multivariate models. (2018). Yoshida, Takahiro ; Tsutsumi, Morito. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:11:y:2018:i:1:d:10.1007_s12076-017-0199-5.

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2018Representations of max-stable processes via exponential tilting. (2018). Hashorva, Enkelejd. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:9:p:2952-2978.

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2018On stochastic comparisons of minimum order statistics from the location–scale family of distributions. (2018). Hazra, Nil Kamal ; Nanda, Asok K ; Finkelstein, Maxim ; Kuiti, Mithu Rani . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:2:d:10.1007_s00184-017-0636-x.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2018Extreme-value copulas associated with the expected scaled maximum of independent random variables. (2018). Mai, Jan-Frederik. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:50-61.

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2018Local half-region depth for functional data. (2018). Agostinelli, Claudio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:163:y:2018:i:c:p:67-79.

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2018Almost Sure Uniqueness of a Global Minimum Without Convexity. (2018). Cox, Gregory. In: Papers. RePEc:arx:papers:1803.02415.

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2018Bayesian hierarchical robust factor analysis models for partially observed sample-selection data. (2018). Kim, Hea-Jung. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:164:y:2018:i:c:p:65-82.

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2018Strictly positive definite multivariate covariance functions on spheres. (2018). Guella, Jean Carlo ; Porcu, Emilio ; Menegatto, Valdir Antonio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:150-159.

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2018On dimension reduction models for functional data. (2018). Vieu, Philippe . In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:134-138.

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2018Robust empirical likelihood for partially linear models via weighted composite quantile regression. (2018). Zhao, Peixin ; Zhou, Xiaoshuang. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-018-0793-z.

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2018Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator. (2018). Basu, Ayanendranath ; Pardo, Leandro ; Martin, Nirian ; Ghosh, Abhik. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:5:d:10.1007_s00184-018-0653-4.

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2018On dual model-free variable selection with two groups of variables. (2018). Alothman, Ahmad ; Artemiou, Andreas ; Dong, Yuexiao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:366-377.

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2018An expectation–maximization algorithm for the matrix normal distribution with an application in remote sensing. (2018). Glanz, Hunter ; Carvalho, Luis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:31-48.

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2018Probabilistic partial least squares model: Identifiability, estimation and application. (2018). el Bouhaddani, Said ; Houwing-Duistermaat, Jeanine ; Jongbloed, Geurt ; Hayward, Caroline . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:331-346.

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2018Function-on-function regression with thousands of predictive curves. (2018). Qi, Xin ; Luo, Ruiyan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:163:y:2018:i:c:p:51-66.

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2018A note on variable selection in functional regression via random subspace method. (2018). Smaga, Ukasz ; Matsui, Hidetoshi . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:3:d:10.1007_s10260-018-0421-7.

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2018Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes. (2018). Zhou, Yuzhen ; Xiao, Yimin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:56-72.

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2018Time-dynamic varying coefficient models for longitudinal data. (2018). Lee, Kyeong Eun ; Yang, Seong J ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:50-65.

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2018Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors. (2018). Lu, Jun ; Lin, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:242-254.

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2018Hotelling’s T2 in separable Hilbert spaces. (2018). Pini, Alessia ; Vantini, Simone ; Stamm, Aymeric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:284-305.

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2018On the domain of attraction of a Tracy–Widom law with applications to testing multiple largest roots. (2018). Chetelat, Didier ; Wells, Martin T ; Narayanan, Rajendran. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:132-142.

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2018Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. (2018). STUPFLER, Gilles ; el Methni, Jonathan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:129-148.

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2018Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap. In: Papers. RePEc:arx:papers:1610.09292.

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2018On a Multiplicative Multivariate Gamma Distribution with Applications in Insurance. (2018). Semenikhine, Vadim ; Su, Jianxi ; Furman, Edward. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:79-:d:163347.

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2018A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing. (2018). Igari, Ryosuke ; Hoshino, Takahiro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:150-166.

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2018A Stein-type shrinkage estimator of the covariance matrix for portfolio selections. (2018). Sun, Ruili ; Liu, Shuangzhe ; Ma, Tiefeng. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:8:d:10.1007_s00184-018-0663-2.

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2018Fully Bayesian spectral methods for imaging data. (2018). Reich, Brian J ; Staicu, Anaa Maria ; Shinohara, Russell T ; Vandekar, Simon N ; Guinness, Joseph. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:645-652.

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2018Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator. (2018). Nguyen, Viet Anh ; Esfahani, Peyman Mohajerin ; Kuhn, Daniel. In: Papers. RePEc:arx:papers:1805.07194.

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2018Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion. (2018). Roozbeh, Mahdi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:117:y:2018:i:c:p:45-61.

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2018Continuum directions for supervised dimension reduction. (2018). Jung, Sungkyu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:27-43.

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2018Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory. (2018). Bodnar, Taras ; Tyrcha, Joanna ; Podgorski, Krzysztof ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2018_001.

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2018A generic approach to nonparametric function estimation with mixed data. (2018). Nagler, Thomas . In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:326-330.

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2018A D‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure. (2018). Killiches, Matthias ; Czado, Claudia. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:997-1005.

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2018ICS for multivariate outlier detection with application to quality control. (2018). Archimbaud, Aurore ; Ruiz-Gazen, Anne ; Nordhausen, Klaus. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:184-199.

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2018Lower bounds in estimation at a point under multi-index constraint. (2018). Serdyukova, Nora . In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:183-189.

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2018Aerodynamic Design Optimization of a Micro Radial Compressor of a Turbocharger. (2018). Atac, Omer Faruk ; Noh, Taehyun ; Yun, Jeong-Eui. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1827-:d:157598.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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2018Time-varying quantile single-index model for multivariate responses. (2018). Zhao, Weihua ; Lian, Heng ; Zhou, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:32-49.

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2018Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data. (2018). Kim, Donggyu ; Wang, Yazhen ; Li, Cui-Xia ; Kong, Xin-Bing. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:69-79.

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2018A family of the information criteria using the phi-divergence for categorical data. (2018). Ogasawara, Haruhiko . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:87-103.

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2018Short term load forecasting based on phase space reconstruction algorithm and bi-square kernel regression model. (2018). Fan, Guo-Feng ; Hong, Wei-Chiang ; Peng, Li-Ling. In: Applied Energy. RePEc:eee:appene:v:224:y:2018:i:c:p:13-33.

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2018Generalized AIC method based on higher-order moments and entropy of financial time series. (2018). Xu, Shiyun ; Shang, Pengjian ; Qiao, Wenxuan ; Shao, Menglin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1127-1138.

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2018H-relative error estimation for multiplicative regression model with random effect. (2018). Wang, Zhanfeng ; Chen, Zimu. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-018-0798-7.

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2018Estimation and hypothesis test for partial linear multiplicative models. (2018). Zhang, Jun ; Peng, Heng ; Feng, Zhenghui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:87-103.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Approximation of Some Multivariate Risk Measures for Gaussian Risks. (2018). Hashorva, E. In: Papers. RePEc:arx:papers:1803.06922.

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2018Monetary Measures of Risk. (2018). Hamel, Andreas H. In: Papers. RePEc:arx:papers:1812.04354.

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2018The statistical analysis of acoustic phonetic data: exploring differences between spoken Romance languages. (2018). Pigoli, Davide ; John , ; Coleman, John S ; Hadjipantelis, Pantelis Z. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:67:y:2018:i:5:p:1103-1145.

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2018About Kendalls regression. (2018). Derumigny, Alexis ; Fermanian, Jean-David. In: Working Papers. RePEc:crs:wpaper:2018-01.

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2018Sparse estimation for functional semiparametric additive models. (2018). Sang, Peijun ; Cao, Jiguo ; Lockhart, Richard A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:105-118.

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2018Shape-preserving wavelet-based multivariate density estimation. (2018). Aya-Moreno, Carlos ; Penev, Spiridon ; Geenens, Gery. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:30-47.

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2018A Robust General Multivariate Chain Ladder Method. (2018). Peremans, Kris ; Verdonck, Tim ; van Aelst, Stefan. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:108-:d:172919.

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2018Trending Mixture Copula Models with Copula Selection. (2018). Hafner, Christian ; Liu, Guannan ; Cai, Zongwu ; Yang, Bingduo . In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201809.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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Recent citations received in 2016

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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.

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

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