Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.29

5 Years IF

0.31

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	0.09	0.09	0.01	81	81	373	7	7	174		352	3		0		0	0.04
1991	0.01	0.08	0.1	0.01	85	166	388	16	23	164	1	386	5		0		0	0.04
1992	0.02	0.09	0.07	0.01	78	244	309	17	40	166	3	403	5		0		0	0.04
1993	0.02	0.11	0.04	0.02	83	327	412	14	54	163	4	418	7		0		0	0.05
1994	0.02	0.12	0.04	0.01	75	402	466	17	71	161	3	410	5		0		0	0.06
1995	0.07	0.19	0.17	0.06	79	481	391	81	152	158	11	402	24		0	1	0.01	0.08
1996	0.05	0.22	0.13	0.06	64	545	391	73	225	154	7	400	23		0	1	0.02	0.1
1997	0.1	0.22	0.25	0.13	63	608	337	150	375	143	14	379	48	41	27.3	4	0.06	0.09
1998	0.06	0.26	0.25	0.14	65	673	454	168	544	127	8	364	50	75	44.6		0	0.12
1999	0.09	0.27	0.2	0.11	60	733	379	145	690	128	11	346	38	39	26.9		0	0.13
2000	0.1	0.32	0.24	0.14	59	792	413	184	879	125	13	331	45	61	33.2	2	0.03	0.14
2001	0.21	0.35	0.25	0.17	58	850	399	212	1091	119	25	311	53	62	29.2	3	0.05	0.15
2002	0.21	0.37	0.29	0.2	90	940	524	276	1367	117	25	305	61	81	29.3	2	0.02	0.19
2003	0.09	0.4	0.27	0.18	89	1029	654	275	1643	148	14	332	59	97	35.3	4	0.04	0.19
2004	0.17	0.44	0.27	0.19	80	1109	1204	301	1945	179	31	356	68	59	19.6	4	0.05	0.2
2005	0.25	0.45	0.31	0.22	110	1219	893	375	2321	169	43	376	81	140	37.3	11	0.1	0.21
2006	0.19	0.46	0.3	0.23	123	1342	776	405	2727	190	36	427	97	144	35.6	9	0.07	0.2
2007	0.27	0.42	0.3	0.26	107	1449	615	427	3157	233	63	492	127	126	29.5	7	0.07	0.18
2008	0.27	0.44	0.39	0.34	136	1585	798	612	3771	230	61	509	172	170	27.8	9	0.07	0.2
2009	0.36	0.43	0.49	0.43	172	1757	994	852	4627	243	88	556	241	258	30.3	23	0.13	0.21
2010	0.31	0.43	0.39	0.34	195	1952	1040	768	5395	308	96	648	223	259	33.7	22	0.11	0.18
2011	0.33	0.45	0.36	0.3	110	2062	518	743	6138	367	120	733	221	148	19.9	6	0.05	0.2
2012	0.44	0.45	0.42	0.38	174	2236	772	950	7088	305	134	720	275	228	24	20	0.11	0.19
2013	0.43	0.5	0.49	0.41	207	2443	948	1190	8278	284	123	787	321	315	26.5	40	0.19	0.21
2014	0.42	0.51	0.5	0.41	199	2642	464	1328	9606	381	160	858	353	343	25.8	9	0.05	0.2
2015	0.38	0.5	0.51	0.37	167	2809	437	1442	11049	406	154	885	330	284	19.7	21	0.13	0.19
2016	0.34	0.5	0.5	0.41	181	2990	320	1500	12550	366	124	857	352	294	19.6	17	0.09	0.18
2017	0.37	0.5	0.48	0.38	120	3110	215	1490	14041	348	130	928	353	245	16.4	11	0.09	0.18
2018	0.26	0.54	0.4	0.29	101	3211	106	1282	15324	301	77	874	252	198	15.4	11	0.11	0.21
2019	0.36	0.58	0.44	0.33	143	3354	140	1479	16803	221	79	768	250	278	18.8	42	0.29	0.21
2020	0.29	0.75	0.43	0.31	83	3437	30	1482	18285	244	70	712	218	171	11.5	8	0.1	0.29

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

#	Year	Title	Cited
1	2004	Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89. Full description at Econpapers \|\| Download paper	536
2	2004	A well-conditioned estimator for large-dimensional covariance matrices. (2004). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411. Full description at Econpapers \|\| Download paper	326
3	2003	Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	166
4	2005	Asymptotic efficiency of the two-stage estimation method for copula-based models. (2005). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419. Full description at Econpapers \|\| Download paper	158
5	1981	On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	157
6	2012	A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	156
7	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	147
8	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	126
9	1984	Central limit theorem for integrated square error of multivariate nonparametric density estimators. (1984). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16. Full description at Econpapers \|\| Download paper	126
10	1980	Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498. Full description at Econpapers \|\| Download paper	120
11	2005	Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152. Full description at Econpapers \|\| Download paper	101
12	1985	Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411. Full description at Econpapers \|\| Download paper	88
13	2003	Nonparametric estimation of distributions with categorical and continuous data. (2003). Racine, Jeffrey ; Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292. Full description at Econpapers \|\| Download paper	85
14	2010	Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	82
15	1990	Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203. Full description at Econpapers \|\| Download paper	79
16	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÆÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184. Full description at Econpapers \|\| Download paper	78
17	1982	Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers \|\| Download paper	77
18	2002	Local Polynomial Fitting in Semivarying Coefficient Model. (2002). Lee, Sik-Yum ; Song, Xinyuan ; Zhang, Wenyang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:166-188. Full description at Econpapers \|\| Download paper	72
19	1990	Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30. Full description at Econpapers \|\| Download paper	66
20	2005	On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116. Full description at Econpapers \|\| Download paper	66
21	1995	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339. Full description at Econpapers \|\| Download paper	66
22	2002	The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16. Full description at Econpapers \|\| Download paper	65
23	1980	Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516. Full description at Econpapers \|\| Download paper	64
24	1983	Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441. Full description at Econpapers \|\| Download paper	63
25	1992	Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242. Full description at Econpapers \|\| Download paper	62
26	1993	Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282. Full description at Econpapers \|\| Download paper	62
27	1998	Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47. Full description at Econpapers \|\| Download paper	59
28	1991	Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198. Full description at Econpapers \|\| Download paper	58
29	1999	Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190. Full description at Econpapers \|\| Download paper	56
30	1975	Reduced-rank regression for the multivariate linear model. (1975). Izenman, Alan Julian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264. Full description at Econpapers \|\| Download paper	55
31	2005	Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57. Full description at Econpapers \|\| Download paper	54
32	2000	On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	53
33	1995	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192. Full description at Econpapers \|\| Download paper	53
34	1988	Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298. Full description at Econpapers \|\| Download paper	52
35	2007	Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113. Full description at Econpapers \|\| Download paper	52
36	2000	Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃÆÃÂ¼ller, 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	52
37	2006	Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547. Full description at Econpapers \|\| Download paper	51
38	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	51
39	2010	On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310. Full description at Econpapers \|\| Download paper	49
40	2009	Testing 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	49
41	2008	Nonparametric 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	48
42	2006	Characterization of dependence of multidimensional LÃÂ©vy processes using LÃÂ©vy copulas. (2006). TANKOV, PETER ; Kallsen, Jan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1551-1572. Full description at Econpapers \|\| Download paper	48
43	2006	Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408. Full description at Econpapers \|\| Download paper	48
44	2001	Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248. Full description at Econpapers \|\| Download paper	47
45	2006	Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659. Full description at Econpapers \|\| Download paper	47
46	2008	Sparse 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	47
47	2011	Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471. Full description at Econpapers \|\| Download paper	46
48	1993	Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103. Full description at Econpapers \|\| Download paper	46
49	2008	Curve forecasting by functional autoregression. (2008). Onatski, Alexei ; Kargin, Vladislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2508-2526. Full description at Econpapers \|\| Download paper	46
50	1973	On the parametrization of autoregressive models by partial autocorrelations. (1973). Barndorff-Nielsen, Ole ; Schou, G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419. Full description at Econpapers \|\| Download paper	45

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

#	Year	Title	Cited
1	2004	Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89. Full description at Econpapers \|\| Download paper	175
2	2004	A well-conditioned estimator for large-dimensional covariance matrices. (2004). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411. Full description at Econpapers \|\| Download paper	106
3	2012	A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	50
4	2005	Asymptotic efficiency of the two-stage estimation method for copula-based models. (2005). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419. Full description at Econpapers \|\| Download paper	42
5	1981	On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	29
6	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	29
7	2010	Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	23
8	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	23
9	2015	Spectrum 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	22
10	2010	Wiener 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	19
11	2003	Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	18
12	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	18
13	2008	Nonparametric 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	18
14	2002	The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16. Full description at Econpapers \|\| Download paper	17
15	1993	Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282. Full description at Econpapers \|\| Download paper	17
16	2005	A new test for multivariate normality. (2005). Szekely, Gabor J. ; Rizzo, Maria L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:58-80. Full description at Econpapers \|\| Download paper	17
17	2012	Principled sure independence screening for Cox models with ultra-high-dimensional covariates. (2012). Zhao, Sihai Dave ; Li, YI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:397-411. Full description at Econpapers \|\| Download paper	16
18	1984	Central limit theorem for integrated square error of multivariate nonparametric density estimators. (1984). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16. Full description at Econpapers \|\| Download paper	16
19	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÆÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184. Full description at Econpapers \|\| Download paper	16
20	1982	Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers \|\| Download paper	15
21	2000	On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	15
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2020	Tests for validity of the semiparametric heteroskedastic transformation model. (2020). Pretorius, Charl ; Meintanis, Simos G ; Hukova, Marie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302506. Full description at Econpapers \|\| Download paper
2020	Change-point methods for multivariate time-series: paired vectorial observations. (2020). Hlavka, Zdenk ; Meintanis, Simos G ; Hukova, Marie. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01175-3. Full description at Econpapers \|\| Download paper
2020	Ridge reconstruction of partially observed functional data is asymptotically optimal. (2020). Stefanucci, Marco ; Kraus, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301164. Full description at Econpapers \|\| Download paper
2020	An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data. (2020). Sun, Jing. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00964-6. Full description at Econpapers \|\| Download paper
2020	High-dimensional two-sample mean vectors test and support recovery with factor adjustment. (2020). Zhang, Mingjuan ; He, Yong ; Zhou, Wang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300955. Full description at Econpapers \|\| Download paper
2020	A flexible framework for hypothesis testing in high dimensions. (2020). Lee, Jason D ; Javanmard, Adel. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:685-718. Full description at Econpapers \|\| Download paper
2020	Functional estimation of diversity profiles. (2020). Gattone, Stefano Antonio ; Fortuna, Francesca ; di Battista, Tonio. In: Environmetrics. RePEc:wly:envmet:v:31:y:2020:i:8:n:e2645. Full description at Econpapers \|\| Download paper
2020	Centrality-oriented causality. A study of EU agricultural subsidies and digital developement in Poland. (2020). Rydlewski, Jerzy P ; Kosiorowski, Daniel. In: Operations Research and Decisions. RePEc:wut:journl:v:3:y:2020:p:47-63:id:1491. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819. Full description at Econpapers \|\| Download paper
2020	Assessing causal effects of extra compulsory learning on college studentsÃ¢â¬â¢ academic performances. (2020). Mattei, Alessandra ; Licari, Federica. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1595-1614. Full description at Econpapers \|\| Download paper
2020	Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555. Full description at Econpapers \|\| Download paper
2020	Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach. (2020). Hallin, Marc ; Liu, Hang ; la Vecchia, Davide. In: Working Papers ECARES. RePEc:eca:wpaper:2013/314257. Full description at Econpapers \|\| Download paper
2020	Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility. (2020). Afshari, Mahmoud ; Karamikabir, Hamid. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x19303239. Full description at Econpapers \|\| Download paper
2020	Kurtosis test of modality for rotationally symmetric distributions on hyperspheres. (2020). Jung, Sungkyu ; Schulz, Jorn ; Kim, Byungwon. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19306141. Full description at Econpapers \|\| Download paper
2020	Asymptotics and practical aspects of testing normality with kernel methods. (2020). Naito, Kanta ; Makigusa, Natsumi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:180:y:2020:i:c:s0047259x20302463. Full description at Econpapers \|\| Download paper
2020	On the non-stochastic ordering of some quadratic forms. (2020). Strawderman, William E ; Marchand, Eric. In: Statistics & Probability Letters. RePEc:eee:stapro:v:163:y:2020:i:c:s0167715220301024. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Sampling 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
2019	Centrality-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
2019	Conditional 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
2019	Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2215. Full description at Econpapers \|\| Download paper
2019	Prediction 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
2019	Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515. Full description at Econpapers \|\| Download paper
2019	Copula information criterion for model selection with two-stage maximum likelihood estimation. (2019). Hjort, Nils Lid ; Ko, Vinnie. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:167-180. Full description at Econpapers \|\| Download paper
2019	Asymptotics 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
2019	Rank-based inference tools for copula regression, with property and casualty insurance applications. (2019). Omelka, Marek ; Genest, Christian ; Cote, Marie-Pier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:1-15. Full description at Econpapers \|\| Download paper
2019	Recent 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
2019	Semi-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
2019	Wild 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
2019	Inferential 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
2019	The 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
2019	An innovative strategy on the construction of multivariate multimodal linear mixed-effects models. (2019). Kazemi, Iraj ; Mahdiyeh, Zahra. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18302938. Full description at Econpapers \|\| Download paper
2019	Robust factor number specification for large-dimensional elliptical factor model. (2019). Zhang, Xinsheng ; He, Yong ; Yu, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18304378. Full description at Econpapers \|\| Download paper
2019	Generalized Pareto copulas: A key to multivariate extremes. (2019). Wisheckel, Florian ; Padoan, Simone A ; Falk, Michael. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x19300296. Full description at Econpapers \|\| Download paper
2019	. Full description at Econpapers \|\| Download paper
2019	Evaluation 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
2019	Partially Schur-constant models. (2019). Loisel, StÃÂ©phane ; Claramunt, Merce M ; Castaer, Anna ; Lefevre, Claude. In: Post-Print. RePEc:hal:journl:hal-01998057. Full description at Econpapers \|\| Download paper
2019	Developing cookies formulated with goat cream enriched with conjugated linoleic acid. (2019). , Juliana ; Alves, Susana ; Madruga, Marta S ; Verissimo, Caio M ; Pereira, Diego E. In: PLOS ONE. RePEc:plo:pone00:0212534. Full description at Econpapers \|\| Download paper
2019	Dynamic semi-parametric factor model for functional expectiles. (2019). HÃÆÃÂ¤rdle, Wolfgang ; BurdejovÃÆÃÂ¡, Petra ; Hardle, Wolfgang K. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00883-1. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Approximation of Some Multivariate Risk Measures for Gaussian Risks. (2018). Hashorva, E. In: Papers. RePEc:arx:papers:1803.06922. Full description at Econpapers \|\| Download paper
2018	Monetary Measures of Risk. (2018). Hamel, Andreas H. In: Papers. RePEc:arx:papers:1812.04354. Full description at Econpapers \|\| Download paper
2018	The 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
2018	A variable selection approach in the multivariate linear model: an application to LC-MS metabolomics data. (2018). Celine, Levy-Leduc ; Marie, Perrot-Dockes ; Gregory, Genta-Jouve ; Stephane, Robin ; Marie-Pierre, Etienne ; Margaux, Bregere ; Laure, Sansonnet ; Julien, Chiquet. In: Statistical Applications in Genetics and Molecular Biology. RePEc:bpj:sagmbi:v:17:y:2018:i:5:p:14:n:3. Full description at Econpapers \|\| Download paper
2018	About Kendalls regression. (2018). Fermanian, Jean-David ; Derumigny, Alexis. In: Working Papers. RePEc:crs:wpaper:2018-01. Full description at Econpapers \|\| Download paper
2018	Sparse 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
2018	Shape-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
2018	A 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
2018	Trending 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
2018	Trending Mixture Copula Models with Copula Selection. (2018). Liu, Guannan ; Hafner, Christian M ; Cai, Zongwu ; Yang, Bingduo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018057. Full description at Econpapers \|\| Download paper
2018	Semiparametric Estimation and Variable Selection for Single-index Copula Models. (2018). Long, Wei ; Liu, Guannan ; Hafner, Christian M ; Yang, Bingduo. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018064. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017015. Full description at Econpapers \|\| Download paper
2017	Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models. (2017). Kiriliouk, Anna . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017027. Full description at Econpapers \|\| Download paper
2017	An estimator of the stable tail dependence function based on the empirical beta copula. (2017). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017028. Full description at Econpapers \|\| Download paper
2017	Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198. Full description at Econpapers \|\| Download paper
2017	Cointegrated Linear Processes in Hilbert Space. (2017). Beare, Brendan ; Seo, Won-Ki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1010-1027. Full description at Econpapers \|\| Download paper
2017	Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14. Full description at Econpapers \|\| Download paper
2017	An innovations algorithm for the prediction of functional linear processes. (2017). Klepsch, J ; Kluppelberg, C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:252-271. Full description at Econpapers \|\| Download paper
2017	Optimal detection of weak positive latent dependence between two sequences of multiple tests. (2017). Zhao, Sihai Dave ; Li, Hongzhe ; Cai, Tony T. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:169-184. Full description at Econpapers \|\| Download paper
2017	Devising Hourly Forecasting Solutions Regarding Electricity Consumption in the Case of Commercial Center Type Consumers. (2017). Pirjan, Alexandru ; Coculescu, Cristina ; Bara, Adela ; Petroanu, Dana-Mihaela ; Cruau, George ; Oprea, Simona-Vasilica. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1727-:d:116733. Full description at Econpapers \|\| Download paper
2017	Adaptively weighted group Lasso for semiparametric quantile regression models. (2017). Ing, Ching-Kang ; Honda, Toshio ; Wu, Wei-Ying . In: Discussion Papers. RePEc:hit:econdp:2017-04. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Multivariate Analysis / Elsevier	46	1326
2	Computational Statistics & Data Analysis / Elsevier	44	574
3	Papers / arXiv.org	65	482
4	Statistics & Probability Letters / Elsevier	30	427
5	Statistical Papers / Springer	15	345
6	Annals of the Institute of Statistical Mathematics / Springer	23	255
7	Journal of Econometrics / Elsevier	203	247
8	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	23	245
9	Metrika: International Journal for Theoretical and Applied Statistics / Springer	17	201
10	Computational Statistics / Springer	25	168
11	Dependence Modeling / De Gruyter	4	161