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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
50
Impact Factor (IF)
0.51
5 Years IF
0.43
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
1971 0 29 29 0 0
1972 0 30 59 0 0
1973 0 36 95 0 0
1974 0 33 128 0 0
1975 0 31 159 0 0
1976 0 49 208 0 3 0
1977 0 48 256 0 2 0
1978 0 51 307 0 0
1979 0 47 354 0 2 0
1980 0 44 398 0 2 0
1981 0 45 443 0 5 0
1982 0 41 484 0 1 0
1983 0 41 525 0 3 0
1984 0 56 581 0 5 0
1985 0 47 628 0 3 0
1986 0 68 696 0 3 0
1987 0 63 759 0 6 0
1988 0 91 850 0 7 0
1989 0 83 933 0 5 0 1
1990 0 0.1 0.01 0.01 81 1014 414 8 8 174 352 4 0 0 0.05
1991 0.01 0.1 0.01 0.01 85 1099 421 16 24 164 1 386 5 0 0 0.05
1992 0.02 0.11 0.02 0.01 78 1177 332 18 42 166 3 403 5 0 0 0.05
1993 0.03 0.13 0.01 0.02 83 1260 458 16 58 163 5 418 8 0 0 0.06
1994 0.02 0.14 0.01 0.01 75 1335 530 19 77 161 3 410 6 0 0 0.06
1995 0.09 0.22 0.07 0.07 79 1414 438 92 169 158 14 402 29 0 1 0.01 0.1
1996 0.05 0.25 0.05 0.06 64 1478 420 78 247 154 8 400 25 0 1 0.02 0.12
1997 0.13 0.24 0.11 0.15 63 1541 364 169 416 143 18 379 55 41 24.3 4 0.06 0.11
1998 0.07 0.28 0.12 0.15 65 1606 516 188 605 127 9 364 54 78 41.5 0 0.13
1999 0.09 0.3 0.1 0.12 60 1666 418 167 773 128 11 346 41 41 24.6 0 0.15
2000 0.1 0.35 0.13 0.14 59 1725 455 211 989 125 13 331 46 67 31.8 2 0.03 0.16
2001 0.21 0.38 0.13 0.18 58 1783 441 236 1225 119 25 311 55 66 28 3 0.05 0.17
2002 0.24 0.41 0.16 0.22 90 1873 580 295 1520 117 28 305 66 83 28.1 2 0.02 0.21
2003 0.11 0.44 0.15 0.19 89 1962 727 297 1819 148 17 332 63 99 33.3 6 0.07 0.22
2004 0.21 0.49 0.17 0.21 80 2042 1382 338 2158 179 37 356 76 63 18.6 5 0.06 0.22
2005 0.26 0.5 0.19 0.23 110 2152 957 405 2564 169 44 376 87 142 35.1 11 0.1 0.23
2006 0.21 0.5 0.19 0.24 123 2275 847 431 2996 190 39 427 103 150 34.8 11 0.09 0.23
2007 0.28 0.46 0.2 0.27 107 2382 671 467 3466 233 66 492 133 130 27.8 7 0.07 0.2
2008 0.29 0.49 0.26 0.35 136 2518 878 661 4129 230 66 509 180 178 26.9 10 0.07 0.23
2009 0.37 0.47 0.34 0.45 172 2690 1128 904 5037 243 90 556 249 266 29.4 23 0.13 0.24
2010 0.34 0.48 0.3 0.37 195 2885 1153 855 5892 308 105 648 237 270 31.6 24 0.12 0.21
2011 0.35 0.52 0.27 0.32 110 2995 601 819 6711 367 128 733 233 155 18.9 7 0.06 0.24
2012 0.47 0.51 0.33 0.41 174 3169 908 1047 7760 305 144 720 295 229 21.9 23 0.13 0.22
2013 0.45 0.56 0.38 0.43 207 3376 1086 1279 9039 284 129 787 336 325 25.4 43 0.21 0.24
2014 0.44 0.55 0.4 0.43 199 3575 550 1419 10458 381 169 858 370 350 24.7 9 0.05 0.23
2015 0.39 0.55 0.41 0.4 167 3742 514 1522 11981 406 160 885 350 291 19.1 22 0.13 0.23
2016 0.33 0.53 0.37 0.4 181 3923 415 1464 13446 366 121 857 339 300 20.5 20 0.11 0.21
2017 0.39 0.55 0.39 0.4 120 4043 290 1572 15019 348 134 928 370 246 15.6 11 0.09 0.21
2018 0.27 0.57 0.33 0.3 101 4144 157 1373 16393 301 81 874 264 198 14.4 11 0.11 0.24
2019 0.38 0.6 0.36 0.34 143 4287 236 1558 17951 221 83 768 259 278 17.8 42 0.29 0.24
2020 0.32 0.73 0.38 0.34 83 4370 77 1658 19609 244 77 712 240 175 10.6 10 0.12 0.34
2021 0.51 1.02 0.41 0.43 91 4461 35 1839 21450 226 115 628 267 181 9.8 13 0.14 0.39
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

634
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

363
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

187
42003Asymptotic 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.

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178
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

165
61981On 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

164
72001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

Full description at Econpapers || Download paper

157
81998Nonparametric 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

157
91984Central 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

152
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.

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130
112005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

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107
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.

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105
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

98
141990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203.

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98
151995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

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95
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

94
171982Asymptotic 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.

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89
181983Central 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.

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80
192002The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16.

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80
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.

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80
212005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

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72
221980Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516.

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72
232002Local 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.

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71
241990Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

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69
251992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

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66
261991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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66
272000On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135.

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65
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.

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64
291995On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192.

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63
301998Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47.

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63
311993Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282.

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62
322005Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57.

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61
332013Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101.

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59
341988Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298.

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59
351999Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190.

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59
362001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248.

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57
372006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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56
382010On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310.

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56
392009Testing 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.

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55
401993Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103.

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54
412007Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113.

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54
422000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

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54
432008Nonparametric 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.

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54
442006Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408.

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53
452006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

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51
462011Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471.

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51
472009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

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50
482008Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034.

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50
492008Curve forecasting by functional autoregression. (2008). Onatski, Alexei ; Kargin, Vladislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2508-2526.

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50
502009Generating 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.

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50
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

201
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

99
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

62
42019Recent 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.

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38
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

34
61998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

Full description at Econpapers || Download paper

31
72001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

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26
82015Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. (2015). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:360-384.

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25
92010Tail 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

24
101981On 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

24
112009Generating 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

22
122002The 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

21
132010Wiener processes with random effects for degradation data. (2010). Wang, Xiao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:2:p:340-351.

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19
142013Factor 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
151984Central 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

18
162005A 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.

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18
171990Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

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17
182012Principled sure independence screening for Cox models with ultra-high-dimensional covariates. (2012). Zhao, Sihai Dave ; Li, YI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:397-411.

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17
192003Nonparametric 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

17
202006Generating random correlation matrices based on partial correlations. (2006). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:10:p:2177-2189.

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16
212005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

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16
222008A test for the mean vector with fewer observations than the dimension. (2008). Du, Meng ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402.

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16
232000On 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

16
241982Asymptotic 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

16
252003Asymptotic 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

15
261980Classes 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.

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15
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15
281998Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47.

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292008Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757.

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15
302009On 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.

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14
312010On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310.

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14
321992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

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14
332017Data-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.

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14
342013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

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352008Construction of asymmetric multivariate copulas. (2008). Liebscher, Eckhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2234-2250.

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14
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.

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13
371993Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103.

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381995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

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13
391980Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516.

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402008Multivariate skewness and kurtosis measures with an application in ICA. (2008). Kollo, Tnu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2328-2338.

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13
411983Central 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.

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13
422008The centred parametrization for the multivariate skew-normal distribution. (2008). Azzalini, Adelchi ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:7:p:1362-1382.

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13
432005Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57.

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13
442016Evading 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.

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12
452016Singular inverse Wishart distribution and its application to portfolio theory. (2016). Bodnar, Taras ; Podgorski, Krzysztof ; Mazur, Stepan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:314-326.

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12
461990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203.

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472005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

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481977Integrals, conditional expectations, and martingales of multivalued functions. (1977). Hiai, Fumio ; Umegaki, Hisaharu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:7:y:1977:i:1:p:149-182.

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492008Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034.

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

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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; McIver, Ron P ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2021Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation. (2021). Okhrin, Ostap ; Hofert, Marius ; Gorecki, Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320302000.

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2021.

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2021The Integrated Copula Spectrum. (2021). Hallin, Marc ; Dette, Holger ; Volgushev, Stanislav ; van Hecke, Ria ; Kley, Tobias ; Goto, Yuichi. In: Working Papers ECARES. RePEc:eca:wpaper:2013/335426.

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2021Risk aggregation and capital allocation using a new generalized Archimedean copula. (2021). Moutanabbir, Khouzeima ; Marri, Fouad. In: Working Papers. RePEc:hal:wpaper:hal-03169291.

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2021Risk aggregation and capital allocation using a new generalized Archimedean copula. (2021). Moutanabbir, Khouzeima ; Marri, Fouad. In: Papers. RePEc:arx:papers:2103.10989.

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2021Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type. (2021). Su, Jianxi ; Kye, Yisub ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:153-167.

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2021Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122.

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2021A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network. (2021). Sun, Ying ; Chen, Tianbo ; Li, Ta-Hsin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301602.

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2021Multivariate matrix Mittag–Leffler distributions. (2021). Bladt, Mogens ; Albrecher, Hansjorg. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:2:d:10.1007_s10463-020-00750-7.

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2021Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir . In: CERGE-EI Working Papers. RePEc:cer:papers:wp699.

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2021Time-Varying Mixture Copula Models with Copula Selection. (2021). Hafner, Christian ; Yang, Bingduo ; Liu, Guannan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202105.

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2021Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2021Hidden semi-Markov-switching quantile regression for time series. (2021). Petrella, Lea ; Maruotti, Antonello ; Sposito, Luca. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000426.

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2021Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518.

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2021Bayesian joint inference for multivariate quantile regression model with L $$_{1/2}$$ 1 / 2 penalty. (2021). Tian, Mao-Zai ; Tang, Man-Lai. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01158-4.

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2021Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002077.

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2021M?quantile regression for multivariate longitudinal data with an application to the Millennium Cohort Study. (2021). Ranalli, Maria Giovanna ; Marino, Maria Francesca ; Alfo, Marco ; Tzavidis, Nikos ; Salvati, Nicola. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:122-146.

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2021Robustness and asymptotics of the projection median. (2021). Durocher, Stephane ; Ramsay, Kelly ; Leblanc, Alexandre. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302591.

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2021Censored mean variance sure independence screening for ultrahigh dimensional survival data. (2021). Wang, Jiping ; Zhong, Wei ; Chen, Xiaolin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000402.

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2021A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses. (2021). Quessy, Jean-Franois. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000932.

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2021Detecting departures from meta-ellipticity for multivariate stationary time series. (2021). Aleksey, Min ; Miriam, Jaser ; Axel, Bucher . In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:121-140:n:6.

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2021Simultaneous inference for Kendall’s tau. (2021). Konietschke, Frank ; Nowak, Claus P. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000452.

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2021.

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2021Utilizing machine learning for detecting flowering in mid-range digital repeat photography. (2021). Kim, Tae Kyung ; Park, Yeong Dae ; Lee, Kye-Han ; Jang, Keunchang ; Yoon, Sukhee ; Lim, Jong-Hwan ; Won, Myoungsoo. In: Ecological Modelling. RePEc:eee:ecomod:v:440:y:2021:i:c:s0304380020304774.

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2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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2021Monte Carlo Test for Stochastic Trend in Space State Models for the Location-Scale Family. (2021). Silva, Ivair Ramos ; Oliveira, Anderson ; Marques, Reinaldo ; Ernesto, Dulcidia. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:40:y:2021:i:2:a:81082.

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2021Toward hybrid approaches for wind turbine power curve modeling with balanced loss functions and local weighting schemes. (2021). Pawlak, Miroslaw ; Jozani, Mohammad Jafari ; Mehrjoo, Mehrdad. In: Energy. RePEc:eee:energy:v:218:y:2021:i:c:s0360544220325858.

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2021On shrinkage estimation of a spherically symmetric distribution for balanced loss functions. (2021). Ouassou, Idir ; Marchand, Eric ; Hobbad, Lahoucine. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000725.

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2021On the usage of joint diagonalization in multivariate statistics. (2021). Ruiz-Gazen, Anne ; Nordhausen, Klaus. In: TSE Working Papers. RePEc:tse:wpaper:126185.

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2021.

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2021Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741.

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2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

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2021Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies. (2021). Voloshko, Valeriy ; Kharin, Yuriy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000555.

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2021Ordered Risk Aggregation under Dependence Uncertainty. (2021). Chen, Yuyu ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2104.07718.

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2021Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models. (2021). Chen, Xiaohong ; Breunig, Christoph. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2238r.

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2021Inversions Distribution and Testing Correlation Changes for Rates of Return. (2021). Kurylek, Zbigniew ; Czekala, Mariusz. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3b:p:633-650.

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2021Assessing dynamic China’s energy security: Based on functional data analysis. (2021). Lin, Boqiang ; Wang, You ; Gong, XU. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324312.

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2021Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. (2021). Parolya, Nestor ; Thors, Erik ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2111.12532.

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2021Assessing the effective sample size for large spatial datasets: A block likelihood approach. (2021). Vallejos, Ronny ; Osorio, Felipe ; Alegria, Alfredo ; Acosta, Jonathan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:162:y:2021:i:c:s016794732100116x.

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2021On the contaminated exponential distribution: A theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers. (2021). Nooghabi, Mehdi Jabbari ; Okhli, Kheirolah. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:392:y:2021:i:c:s0096300320306652.

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2021A flexible factor analysis based on the class of mean-mixture of normal distributions. (2021). Bekker, Andriette ; Jamalizadeh, Ahad ; Naderi, Mehrdad ; Hashemi, Farzane. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s016794732030253x.

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2021Mixture of linear experts model for censored data: A novel approach with scale-mixture of normal distributions. (2021). Chen, Ding-Geng ; Naderi, Mehrdad ; Mirfarah, Elham. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000165.

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2021The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67.

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2021Measure Transportation and Statistical Decision Theory. (2021). Hallin, Marc. In: Working Papers ECARES. RePEc:eca:wpaper:2013/318373.

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2021Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA. (2021). Hallin, Marc ; Hudecova, Sarka ; Hlubinka, Daniel. In: Working Papers ECARES. RePEc:eca:wpaper:2013/327641.

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2021Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence. (2021). Hallin, Marc ; Han, Fang ; Drton, Mathias ; Shi, Hongjian. In: Working Papers ECARES. RePEc:eca:wpaper:2013/334590.

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2021On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests. (2021). Hallin, Marc ; Mordant, Gilles. In: Working Papers ECARES. RePEc:eca:wpaper:2013/335403.

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2021Functional, randomized and smoothed multivariate quantile regions. (2021). Ruschendorf, Ludger ; Faugeras, Olivier P. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000804.

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2021Assessing an empirical relationship between energy poverty and domestic health issues: A multidimensional approach. (2021). Butt, Khalid Manzoor ; Xu, Deyi ; Xie, Xiaoqing ; Abbas, Khizar. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000232.

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2021Ranks and Pseudo?ranks—Surprising Results of Certain Rank Tests in Unbalanced Designs. (2021). Bathke, Arne C ; Konietschke, Frank ; Brunner, Edgar ; Pauly, Markus. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:2:p:349-366.

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2021.

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2021Rejoinder on: Recent advances in directional statistics. (2021). Garcia-Portugues, Eduardo ; Pewsey, Arthur. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:1:d:10.1007_s11749-021-00762-2.

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2021Gaussian Bayesian network comparisons with graph ordering unknown. (2021). Holloway, John W ; Arshad, Hasan ; Karmaus, Wilfried ; Rezwan, Faisal I ; Han, Shengtong ; Huang, Xianzheng ; Zhang, Hongmei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302474.

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2021Nonlinear time series prediction algorithm based on AD-SSNET for artificial intelligence–powered Internet of Things. (2021). Yin, Zegao ; Xu, Jiaming ; Lv, Xiaowen ; Sun, Ping ; Wang, Zhangquan ; Han, Meng ; Chen, Wei ; Liu, Banteng. In: International Journal of Distributed Sensor Networks. RePEc:sae:intdis:v:17:y:2021:i:3:p:15501477211004112.

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2021Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo. (2021). Czado, Claudia ; Kreuzer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:130-150.

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2021Stochastic orders and multivariate measures of risk contagion. (2021). Suarez-Llorens, A ; Sordo, M A ; Ortega-Jimenez, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:199-207.

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2021.

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2021Forecasting Australian subnational age-specific mortality rates. (2021). Shang, Han Lin ; Yang, Yang. In: Journal of Population Research. RePEc:spr:joprea:v:38:y:2021:i:1:d:10.1007_s12546-020-09250-0.

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Recent citations received in 2021

YearCiting document
2021Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. (2021). Durante, Fabrizio ; Di Lascio, F. Marta L. ; Marta, F ; Fuchs, Sebastian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000359.

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2021Covariance matrix estimation under data-based loss. (2021). Mezoued, Fatiha ; Haddouche, Anis M ; Fourdrinier, Dominique. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s016771522100122x.

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2021Application of Phase Change Material and Artificial Neural Networks for Smoothing of Heat Flux Fluctuations. (2021). Redzicki, Romuald ; Sitka, Andrzej ; Smykowski, Daniel ; Szulc, Piotr ; Tietze, Tomasz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3531-:d:574606.

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2021.

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2021.

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2021.

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2021.

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2021The Management of Digital Marketing Strategies in Social Network Services: A Comparison between American and European Organizations. (2021). Matosas-Lopez, Luis. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:1:p:65-:d:501250.

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2021A Deep Learning Method for Monitoring Vehicle Energy Consumption with GPS Data. (2021). Jeong, Seunghyun ; Lee, Tongwon ; Ko, Kwangho. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11331-:d:655711.

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2021Spatial Structure Characteristics of Tourist Attraction Cooperation Networks in the Yangtze River Delta Based on Tourism Flow. (2021). Wu, Xinyang ; Chen, Hang ; Wang, Yuewei. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12036-:d:669331.

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2021Collaboration exploitation and exploration: does a proactive search strategy matter?. (2021). Lin, Jun-You. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:10:d:10.1007_s11192-021-04136-1.

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2021On the usage of joint diagonalization in multivariate statistics. (2021). Ruiz-Gazen, Anne ; Nordhausen, Klaus. In: TSE Working Papers. RePEc:tse:wpaper:126185.

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2021Study of partial and average conditional Kendall’s tau. (2021). Margot, Matterne ; Irene, Gijbels. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:82-120:n:3.

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Recent citations received in 2020

YearCiting document
2020Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819.

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2020Assessing causal effects of extra compulsory learning on college students’ 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.

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2020Uncovering 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.

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2020Rank-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.

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2020Generalized 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.

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2020Kurtosis 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.

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2020Asymptotics 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.

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2020On 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.

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2020.

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2020A Multi-Period Portfolio Selection in a Large Financial Market. (2020). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1439.

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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.

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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.

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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.

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2019Efficient 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.

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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.

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2019Regime 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.

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2019Copula 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.

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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.

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2019Rank-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.

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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.

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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.

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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.

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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.

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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.

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2019An 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.

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2019Robust 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.

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2019Generalized 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.

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2019.

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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.

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2019Partially Schur-constant models. (2019). Loisel, Stéphane ; Claramunt, Merce M ; Castaer, Anna ; Lefevre, Claude. In: Post-Print. RePEc:hal:journl:hal-01998057.

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2019Developing cookies formulated with goat cream enriched with conjugated linoleic acid. (2019). Madruga, Marta S ; Verissimo, Caio M ; Pereira, Diego E ; Alves, Susana. In: PLOS ONE. RePEc:plo:pone00:0212534.

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2019Dynamic semi-parametric factor model for functional expectiles. (2019). Härdle, Wolfgang ; Burdejová, Petra ; Hardle, Wolfgang K. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00883-1.

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Recent citations received in 2018

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

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

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

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2018A 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.

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

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

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

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

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

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2018Trending 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.

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2018Semiparametric 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.

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