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

Citation Profile [Updated: 2020-01-06 15:15:11]
5 Years H
40
Impact Factor
0.28
5 Years IF
0.25
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0.09 0.01 81 81 312 7 7 174 352 3 0 0 0.04
1991 0.01 0.08 0.1 0.01 85 166 347 16 23 164 1 386 5 0 0 0.04
1992 0.02 0.08 0.06 0.01 78 244 267 15 38 166 3 403 5 0 0 0.04
1993 0.02 0.1 0.04 0.02 83 327 359 13 51 163 4 418 7 0 0 0.05
1994 0.02 0.11 0.04 0.01 75 402 413 16 67 161 3 410 5 0 0 0.05
1995 0.07 0.19 0.16 0.06 79 481 372 79 146 158 11 402 24 0 1 0.01 0.08
1996 0.05 0.22 0.13 0.06 64 545 345 71 217 154 7 400 23 0 1 0.02 0.1
1997 0.1 0.22 0.24 0.12 63 608 285 146 363 143 14 379 47 40 27.4 4 0.06 0.09
1998 0.07 0.26 0.25 0.14 65 673 372 167 531 127 9 364 51 72 43.1 0 0.12
1999 0.09 0.28 0.19 0.11 60 733 324 139 671 128 12 346 39 36 25.9 0 0.14
2000 0.1 0.33 0.24 0.14 59 792 348 181 858 125 12 331 45 59 32.6 2 0.03 0.15
2001 0.19 0.36 0.24 0.16 58 850 348 202 1061 119 23 311 51 59 29.2 1 0.02 0.15
2002 0.21 0.38 0.29 0.2 90 940 451 272 1334 117 24 305 60 79 29 3 0.03 0.21
2003 0.08 0.4 0.25 0.16 89 1029 590 258 1593 148 12 332 54 97 37.6 4 0.04 0.2
2004 0.16 0.45 0.26 0.18 80 1109 913 282 1876 179 29 356 65 59 20.9 4 0.05 0.2
2005 0.25 0.46 0.3 0.21 110 1219 716 361 2238 169 42 376 79 140 38.8 11 0.1 0.21
2006 0.19 0.46 0.3 0.22 123 1342 639 395 2634 190 36 427 93 145 36.7 8 0.07 0.21
2007 0.27 0.42 0.29 0.25 107 1449 498 412 3048 233 62 492 123 126 30.6 7 0.07 0.18
2008 0.26 0.44 0.38 0.33 136 1585 612 605 3656 230 59 509 169 170 28.1 9 0.07 0.21
2009 0.35 0.44 0.48 0.42 172 1757 806 836 4496 243 85 556 235 258 30.9 22 0.13 0.21
2010 0.31 0.43 0.39 0.34 195 1952 822 760 5256 308 96 648 222 259 34.1 22 0.11 0.18
2011 0.3 0.46 0.33 0.28 110 2062 400 688 5944 367 110 733 202 149 21.7 5 0.05 0.21
2012 0.41 0.47 0.4 0.36 174 2236 556 902 6846 305 126 720 259 229 25.4 20 0.11 0.19
2013 0.42 0.53 0.47 0.39 207 2443 649 1138 7984 284 119 787 308 315 27.7 29 0.14 0.22
2014 0.41 0.55 0.49 0.4 199 2642 306 1289 9273 381 158 858 344 345 26.8 10 0.05 0.22
2015 0.37 0.56 0.5 0.37 167 2809 258 1411 10685 406 152 885 324 284 20.1 22 0.13 0.21
2016 0.33 0.57 0.48 0.39 181 2990 165 1449 12134 366 122 857 338 294 20.3 17 0.09 0.2
2017 0.34 0.59 0.44 0.35 120 3110 89 1382 13516 348 117 928 327 245 17.7 7 0.06 0.21
2018 0.24 0.75 0.36 0.26 101 3211 28 1171 14687 301 73 874 228 198 16.9 8 0.08 0.3
2019 0.28 0.33 0.25 128 3339 10 1090 15777 221 62 768 194 251 23 31 0.24
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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

380
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

244
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

161
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

131
52005Asymptotic 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

124
62001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

Full description at Econpapers || Download paper

124
72012A 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

112
81984Central 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

110
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

106
101980Classes 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

102
112005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

Full description at Econpapers || Download paper

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

80
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

73
141990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203.

Full description at Econpapers || Download paper

69
152006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

Full description at Econpapers || Download paper

66
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

64
171995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

Full description at Econpapers || Download paper

61
182010Tail 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

61
192002Local 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

58
201983Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441.

Full description at Econpapers || Download paper

53
211991Maximum 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

53
222005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

Full description at Econpapers || Download paper

52
231999Influence 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

52
241992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

Full description at Econpapers || Download paper

49
251990Multivariate 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

48
261995On 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

48
271980Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516.

Full description at Econpapers || Download paper

48
281975Reduced-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

47
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

46
302002The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16.

Full description at Econpapers || Download paper

46
312000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

Full description at Econpapers || Download paper

44
322001Using 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

44
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.

Full description at Econpapers || Download paper

43
342006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

Full description at Econpapers || Download paper

42
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.

Full description at Econpapers || Download paper

42
362008Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Aneiros-Perez, German ; Vieu, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857.

Full description at Econpapers || Download paper

41
372006Maximum 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

41
381973On 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

41
392000On 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

40
401979An 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

40
412005Constraints 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

39
421993Consistent 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

39
432006Eigenvalues 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

38
442011Tail 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

38
452006Characterization of dependence of multidimensional Lévy processes using Lévy copulas. (2006). TANKOV, PETER ; Kallsen, Jan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1551-1572.

Full description at Econpapers || Download paper

37
462005High breakdown estimators for principal components: the projection-pursuit approach revisited. (2005). Ruiz-Gazen, Anne ; Croux, Christophe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:206-226.

Full description at Econpapers || Download paper

37
471992Fixed 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

37
482009Tails 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

37
492009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

Full description at Econpapers || Download paper

37
501991Global 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

37
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

82
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

65
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

26
51990Some representations of the multivariate Bernoulli and binomial distributions. (1990). Teugels, Jozef L. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:256-268.

Full description at Econpapers || Download paper

19
62003Asymptotic 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

18
71998Nonparametric 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

17
82001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

Full description at Econpapers || Download paper

15
92008Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Aneiros-Perez, German ; Vieu, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857.

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.

Full description at Econpapers || Download paper

14
112009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

Full description at Econpapers || Download paper

13
121995Strong 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

12
132013Factor 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

12
141981On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385.

Full description at Econpapers || Download paper

12
152015Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. (2015). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:360-384.

Full description at Econpapers || Download paper

12
162010Tail 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
172009Generating random correlation matrices based on vines and extended onion method. (2009). Lewandowski, Daniel ; Joe, Harry ; Kurowicka, Dorota. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1989-2001.

Full description at Econpapers || Download paper

11
181991Maximum 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

10
192010Wiener 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.

Full description at Econpapers || Download paper

9
202006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

Full description at Econpapers || Download paper

9
211980Classes 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

8
222008Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034.

Full description at Econpapers || Download paper

8
232013The distance correlation t-test of independence in high dimension. (2013). Szekely, Gabor J. ; Rizzo, Maria L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:193-213.

Full description at Econpapers || Download paper

8
241984Central 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

8
252006Maximum 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

8
262009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. (2009). Pötscher, Benedikt ; Leeb, Hannes ; Potscher, Benedikt M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2065-2082.

Full description at Econpapers || Download paper

8
271993Parametric 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

7
282006Linearly interpolated FDH efficiency score for nonconvex frontiers. (2006). Simar, Leopold ; Jeong, Seok-Oh . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:10:p:2141-2161.

Full description at Econpapers || Download paper

7
292005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

Full description at Econpapers || Download paper

7
302013On multivariate extensions of Value-at-Risk. (2013). Cousin, Areski ; di Bernardino, Elena. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:32-46.

Full description at Econpapers || Download paper

7
312012Regression when both response and predictor are functions. (2012). Ferraty, F. ; Vieu, P. ; van Keilegom, I.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:109:y:2012:i:c:p:10-28.

Full description at Econpapers || Download paper

7
322017Data-driven kNN estimation in nonparametric functional data analysis. (2017). Vieu, Philippe ; Laksaci, Ali ; Kara, Lydia-Zaitri ; Rachdi, Mustapha. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:176-188.

Full description at Econpapers || Download paper

7
332017Asymptotic 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

7
342009Tails 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

7
352003Nonparametric 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

7
361975Reduced-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

7
372013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

Full description at Econpapers || Download paper

6
381991Global 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

6
391983Central 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

6
402010Single-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

6
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.

Full description at Econpapers || Download paper

6
422005High breakdown estimators for principal components: the projection-pursuit approach revisited. (2005). Ruiz-Gazen, Anne ; Croux, Christophe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:206-226.

Full description at Econpapers || Download paper

6
432012Beyond simplified pair-copula constructions. (2012). Genest, Christian ; Nelehova, Johanna ; Acar, Elif F. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:74-90.

Full description at Econpapers || Download paper

6
442009Testing for equality between two copulas. (2009). Scaillet, Olivier ; Remillard, Bruno. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:3:p:377-386.

Full description at Econpapers || Download paper

6
451975A vector multivariate hazard rate. (1975). Johnson, N. L. ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:1:p:53-66.

Full description at Econpapers || Download paper

6
462016Extending mixtures of factor models using the restricted multivariate skew-normal distribution. (2016). , ; Lee, Sharon X ; McLachlan, Geoffrey J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:398-413.

Full description at Econpapers || Download paper

6
472008Curve 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

6
482003Functional canonical analysis for square integrable stochastic processes. (2003). He, Guozhong ; Wang, Jane-Ling ; Muller, Hans-Georg. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:85:y:2003:i:1:p:54-77.

Full description at Econpapers || Download paper

6
492016Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. (2016). Nagler, Thomas ; Czado, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:151:y:2016:i:c:p:69-89.

Full description at Econpapers || Download paper

6
501988Multivariate 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

6
Citing documents used to compute impact factor: 62
YearTitle
2019Functional GARCH models: The quasi-likelihood approach and its applications. (2019). Zakoian, Jean-Michel ; Hormann, Siegfried ; Francq, Christian ; Cerovecki, Clement. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:353-375.

Full description at Econpapers || Download paper

2019Estimation and testing for partially functional linear errors-in-variables models. (2019). Liu, Yanghui ; Lian, Heng ; Yu, Zhou ; Zhang, Riquan ; Zhu, Hanbing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:296-314.

Full description at Econpapers || Download paper

2019Parameter regimes in partial functional panel regression. (2019). Walders, Fabian ; Liebl, Dominik . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:105-115.

Full description at Econpapers || Download paper

2019The de-biased group Lasso estimation for varying coefficient models. (2019). Honda, Toshio. In: Discussion Papers. RePEc:hit:econdp:2018-04.

Full description at Econpapers || Download paper

2019Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data. (2019). Wei, Yuhong ; McNicholas, Paul D ; Tang, Yang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:18-41.

Full description at Econpapers || Download paper

2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

Full description at Econpapers || Download paper

2019Note of Clarification on ‘Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering’, by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (. (2019). McNicholas, Paul D ; Browne, Ryan P ; Murray, Paula M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:475-476.

Full description at Econpapers || Download paper

2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

Full description at Econpapers || Download paper

2019Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution. (2019). Dombry, Clement ; Olivier, Zhen Wai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:525-550.

Full description at Econpapers || Download paper

2019Multi-aspect local inference for functional data: Analysis of ultrasound tongue profiles. (2019). Vietti, Alessandro ; Vantini, Simone ; Spreafico, Lorenzo ; Pini, Alessia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:162-185.

Full description at Econpapers || Download paper

2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

Full description at Econpapers || Download paper

2019Local polynomial estimation of regression operators from functional data with correlated errors. (2019). Su, Yingcai ; Hassan, Ali Hajj ; Benhenni, Karim . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:80-94.

Full description at Econpapers || Download paper

2019Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data. (2019). Slaoui, Yousri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:494-511.

Full description at Econpapers || Download paper

2019Testing for independence in arbitrary distributions. (2019). Genest, C ; Murphy, O A ; Remillard, B ; Nelehova, J G. In: Biometrika. RePEc:oup:biomet:v:106:y:2019:i:1:p:47-68..

Full description at Econpapers || Download paper

2019Inferential procedures based on the integrated empirical characteristic function. (2019). Jo, Minyoung ; Meintanis, Simos G ; Lee, Sangyeol. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:3:d:10.1007_s10182-018-00335-z.

Full description at Econpapers || Download paper

2019On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence. (2019). ZHU, LI XING ; Meintanis, Simos G ; Chen, Feifei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:125-144.

Full description at Econpapers || Download paper

2019Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2019). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:1810.08350.

Full description at Econpapers || Download paper

2019Tests for the linear hypothesis in semi-functional partial linear regression models. (2019). Zhao, Peixin ; Zhu, Shuzhi. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:82:y:2019:i:2:d:10.1007_s00184-018-0680-1.

Full description at Econpapers || Download paper

2019Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs. (2019). Pauly, Markus ; Konietschke, Frank ; Placzek, Marius ; Umlauft, Maria. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:176-192.

Full description at Econpapers || Download paper

2019Multiscale Clustering for Functional Data. (2019). Cheung, Ying Kuen ; Oh, Hee-Seok ; Lim, Yaeji . In: Journal of Classification. RePEc:spr:jclass:v:36:y:2019:i:2:d:10.1007_s00357-019-09313-9.

Full description at Econpapers || Download paper

2019Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models. (2019). Choi, Taeryon ; Kim, Gwangsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:68-82.

Full description at Econpapers || Download paper

2019Prediction and calibration for multiple correlated variables. (2019). Nordgren, Rachel K ; Bhaumik, Dulal K. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:313-327.

Full description at Econpapers || Download paper

2019Substationarity for spatial point processes. (2019). Mateu, Jorge ; Zhang, Tonglin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:22-36.

Full description at Econpapers || Download paper

2019Robust depth-based estimation of the functional autoregressive model. (2019). Martinez-Hernandez, Israel ; Gonzalez-Farias, Graciela ; Genton, Marc G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:66-79.

Full description at Econpapers || Download paper

2019On nonparametric inference for spatial regression models under domain expanding and infill asymptotics. (2019). Kurisu, Daisuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:16.

Full description at Econpapers || Download paper

2019Quantile regression for functional partially linear model in ultra-high dimensions. (2019). Ma, Haiqiang ; Zhu, Zhongyi ; Li, Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:129:y:2019:i:c:p:135-147.

Full description at Econpapers || Download paper

2019Sparse wavelet estimation in quantile regression with multiple functional predictors. (2019). Jiang, Bei ; Mizera, Ivan ; Zhang, LI ; Yu, Dengdeng ; Kong, Linglong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:136:y:2019:i:c:p:12-29.

Full description at Econpapers || Download paper

2019A note on strong-consistency of componentwise ARH(1) predictors. (2019). Ruiz-Medina, M D ; Alvarez-Liebana, J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:224-228.

Full description at Econpapers || Download paper

2019Strongly consistent autoregressive predictors in abstract Banach spaces. (2019). Alvarez-Liebana, Javier ; Ruiz-Medina, Maria D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:186-201.

Full description at Econpapers || Download paper

2019High-dimensional functional time series forecasting: An application to age-specific mortality rates. (2019). Shang, Han Lin ; Yang, Yanrong ; Gao, Yuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243.

Full description at Econpapers || Download paper

2019Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data. (2019). Li, Gaorong ; Zhao, Peixin ; Zhang, Shen ; Xu, Wangli. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:37-52.

Full description at Econpapers || Download paper

2019Spline estimator for ultra-high dimensional partially linear varying coefficient models. (2019). Lu, Fei ; Li, Gaorong ; Xue, Liugen ; Wang, Zhaoliang . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0654-0.

Full description at Econpapers || Download paper

2019Detection of block-exchangeable structure in large-scale correlation matrices. (2019). Perreault, Samuel ; Nelehova, Johanna G ; Duchesne, Thierry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:400-422.

Full description at Econpapers || Download paper

2019Assessing bivariate tail non-exchangeable dependence. (2019). Pramanik, Paramahansa ; Polansky, Alan ; Hua, Lei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:14.

Full description at Econpapers || Download paper

2019Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (2019). Raponi, Valentina ; Petrella, Lea. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:70-84.

Full description at Econpapers || Download paper

2019Subsampling (weighted smooth) empirical copula processes. (2019). Stemikovskaya, Kristina ; Kojadinovic, Ivan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:704-723.

Full description at Econpapers || Download paper

2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

Full description at Econpapers || Download paper

2019Low-rank model with covariates for count data with missing values. (2019). Moulines, Eric ; Josse, Julie ; Robin, Genevieve ; Sardy, Sylvain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:416-434.

Full description at Econpapers || Download paper

2019A copula approach for dependence modeling in multivariate nonparametric time series. (2019). Hudecova, Arka ; Omelka, Marek ; Neumeyer, Natalie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:139-162.

Full description at Econpapers || Download paper

2019A censored copula model for micro-level claim reserving. (2019). Lopez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:1-14.

Full description at Econpapers || Download paper

2019Finite mixture of regression models for censored data based on scale mixtures of normal distributions. (2019). Zeller, Camila Borelli ; Benites, Luis ; Lachos, Victor Hugo ; Barbosa, Celso Romulo . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0337-y.

Full description at Econpapers || Download paper

2019A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets. (2019). Jamalizadeh, Ahad ; Lin, Tsung-I, ; Hung, Wen-Liang ; Naderi, Mehrdad. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:126-138.

Full description at Econpapers || Download paper

2019Robustness in the Optimization of Risk Measures. (2019). Wang, Ruodu ; Schied, Alexander ; Embrechts, Paul. In: Papers. RePEc:arx:papers:1809.09268.

Full description at Econpapers || Download paper

2019Semi-parametric copula-based models under non-stationarity. (2019). Bouezmarni, Taoufik ; Remillard, Bruno N ; Nasri, Bouchra R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:347-365.

Full description at Econpapers || Download paper

2019Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables. (2019). Li, Xiaohu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:104-111.

Full description at Econpapers || Download paper

2019`Regression Anytime with Brute-Force SVD Truncation. (2019). Schweizer, Nikolaus ; Bender, Christian. In: Papers. RePEc:arx:papers:1908.08264.

Full description at Econpapers || Download paper

2019Reliability optimization of k-out-of-n system with random selection of allocative components. (2019). Si, Shubin ; Wei, Yinzhao ; Ling, Xiaoliang . In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:186:y:2019:i:c:p:186-193.

Full description at Econpapers || Download paper

2019Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples. (2019). Lin, Jianxi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:153:y:2019:i:c:p:37-47.

Full description at Econpapers || Download paper

2019General Gaussian estimation. (2019). Zhang, Tonglin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:234-247.

Full description at Econpapers || Download paper

2019Optimized Regression Discontinuity Designs. (2019). Wager, Stefan ; Imbens, Guido. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:101:y:2019:i:2:p:264-278.

Full description at Econpapers || Download paper

2019Inference for Spherical Location under High Concentration. (2019). Paindaveine, Davy ; Verdebout, Thomas. In: Working Papers ECARES. RePEc:eca:wpaper:2013/280743.

Full description at Econpapers || Download paper

2019Approximation of some multivariate risk measures for Gaussian risks. (2019). Hashorva, Enkelejd . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:330-340.

Full description at Econpapers || Download paper

2019Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215.

Full description at Econpapers || Download paper

2019Conditional excess risk measures and multivariate regular variation. (2019). Vicky, Fasen-Hartmann ; Bikramjit, Das. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:1-23:n:2.

Full description at Econpapers || Download paper

2019The finite sample properties of Sparse M-estimators with Pseudo-Observations. (2019). Fermanian, Jean-David ; Poignard, Benjamin. In: Working Papers. RePEc:crs:wpaper:2019-01.

Full description at Econpapers || Download paper

2019A classification point-of-view about conditional Kendall’s tau. (2019). Fermanian, Jean-David ; Derumigny, Alexis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:135:y:2019:i:c:p:70-94.

Full description at Econpapers || Download paper

2019Exchangeable random partitions from max-infinitely-divisible distributions. (2019). Wang, Yizao ; Stoev, Stilian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:50-56.

Full description at Econpapers || Download paper

2019Modeling spatially dependent functional data via regression with differential regularization. (2019). Sangalli, Laura M ; Nobile, Fabio ; Azzimonti, Laura ; Arnone, Eleonora. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:275-295.

Full description at Econpapers || Download paper

2019Elicitability and Identifiability of Systemic Risk Measures. (2019). Rudloff, Birgit ; Hlavinov, Jana ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1907.01306.

Full description at Econpapers || Download paper

2019Robust Bayesian seemingly unrelated regression model. (2019). Benoit, Dries F ; van Aelst, Stefan ; Peremans, Kris ; Mbah, Chamberlain. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-018-0854-3.

Full description at Econpapers || Download paper

2019Myopic robust index tracking with Bregman divergence. (2019). Wu, Wei ; Shevchenko, Pavel ; Penev, Spiridon. In: Papers. RePEc:arx:papers:1908.07659.

Full description at Econpapers || Download paper

2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2019

YearCiting document
2019Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

Full description at Econpapers || Download paper

2019Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland. (2019). Rydlewski, Jerzy P ; Daniel, Kosiorowski . In: Papers. RePEc:arx:papers:1908.11099.

Full description at Econpapers || Download paper

2019Conditional excess risk measures and multivariate regular variation. (2019). Vicky, Fasen-Hartmann ; Bikramjit, Das. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:1-23:n:2.

Full description at Econpapers || Download paper

2019Prediction based on conditional distributions of vine copulas. (2019). Joe, Harry ; Chang, BO. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:45-63.

Full description at Econpapers || Download paper

2019Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215.

Full description at Econpapers || Download paper

2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

Full description at Econpapers || Download paper

2019Semi-parametric copula-based models under non-stationarity. (2019). Bouezmarni, Taoufik ; Remillard, Bruno N ; Nasri, Bouchra R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:347-365.

Full description at Econpapers || Download paper

2019Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data. (2019). Slaoui, Yousri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:494-511.

Full description at Econpapers || Download paper

2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

Full description at Econpapers || Download paper

2019The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions. (2019). , Johannes. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:620-639.

Full description at Econpapers || Download paper

2019Evaluation Methods of Water Environment Safety and Their Application to the Three Northeast Provinces of China. (2019). Liu, Yujing ; Yuan, Guanghui ; Sun, Maohua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5135-:d:268862.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2017

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Recent citations received in 2016

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper