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

Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2023-01-07 21:26:51]
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 1 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 426 8 8 174 352 4 0 0 0.05
1991 0.01 0.1 0.01 0.01 85 1099 428 16 24 164 1 386 5 0 0 0.05
1992 0.02 0.11 0.02 0.01 78 1177 335 18 42 166 3 403 5 0 0 0.05
1993 0.03 0.13 0.01 0.02 83 1260 464 16 58 163 5 418 8 0 0 0.06
1994 0.02 0.14 0.01 0.01 75 1335 535 19 77 161 3 410 6 0 0 0.06
1995 0.09 0.22 0.07 0.07 79 1414 444 92 169 158 14 402 29 0 1 0.01 0.1
1996 0.05 0.25 0.05 0.06 64 1478 423 78 247 154 8 400 25 0 1 0.02 0.12
1997 0.13 0.24 0.11 0.15 63 1541 371 169 416 143 18 379 55 41 24.3 4 0.06 0.11
1998 0.07 0.28 0.12 0.15 65 1606 523 188 605 127 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 461 211 989 125 13 331 46 67 31.8 2 0.03 0.16
2001 0.21 0.38 0.13 0.18 58 1783 445 236 1225 119 25 311 55 66 28 3 0.05 0.17
2002 0.24 0.41 0.16 0.22 90 1873 593 295 1520 117 28 305 66 83 28.1 2 0.02 0.21
2003 0.11 0.44 0.15 0.19 89 1962 735 297 1819 148 17 332 63 99 33.3 6 0.07 0.22
2004 0.21 0.49 0.17 0.21 80 2042 1423 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 974 405 2564 169 44 376 87 142 35.1 11 0.1 0.23
2006 0.21 0.5 0.19 0.24 123 2275 864 431 2996 190 39 427 103 150 34.8 11 0.09 0.23
2007 0.28 0.46 0.2 0.27 107 2382 683 467 3466 233 66 492 133 130 27.8 7 0.07 0.2
2008 0.29 0.49 0.26 0.35 136 2518 895 661 4129 230 66 509 180 178 26.9 10 0.07 0.23
2009 0.37 0.47 0.34 0.45 172 2690 1157 906 5039 243 90 556 250 266 29.4 23 0.13 0.23
2010 0.34 0.48 0.3 0.37 195 2885 1177 855 5894 308 105 648 237 270 31.6 24 0.12 0.21
2011 0.35 0.52 0.27 0.32 110 2995 607 819 6713 367 128 733 233 155 18.9 7 0.06 0.24
2012 0.47 0.51 0.33 0.41 174 3169 939 1047 7762 305 144 720 295 229 21.9 23 0.13 0.22
2013 0.45 0.56 0.38 0.43 207 3376 1114 1282 9044 284 129 787 336 325 25.4 44 0.21 0.24
2014 0.44 0.55 0.4 0.43 199 3575 576 1417 10461 381 169 858 369 350 24.7 9 0.05 0.23
2015 0.4 0.55 0.41 0.4 167 3742 538 1524 11986 406 161 885 351 291 19.1 22 0.13 0.23
2016 0.33 0.53 0.37 0.4 181 3923 429 1467 13454 366 121 857 341 300 20.4 20 0.11 0.21
2017 0.39 0.55 0.39 0.4 120 4043 309 1573 15028 348 135 928 371 246 15.6 11 0.09 0.21
2018 0.27 0.57 0.33 0.3 101 4144 168 1372 16401 301 81 874 264 198 14.4 11 0.11 0.24
2019 0.38 0.6 0.37 0.34 143 4287 267 1567 17968 221 83 768 261 278 17.7 42 0.29 0.24
2020 0.32 0.73 0.38 0.34 83 4370 84 1661 19629 244 78 712 241 175 10.5 10 0.12 0.34
2021 0.51 1.02 0.41 0.43 91 4461 41 1843 21474 226 116 628 267 182 9.9 13 0.14 0.38
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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

661
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

372
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

193
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.

Full description at Econpapers || Download paper

181
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

171
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

166
71998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

Full description at Econpapers || Download paper

160
82001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

Full description at Econpapers || Download paper

158
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

153
101980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498.

Full description at Econpapers || Download paper

135
112005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

106
131990Using 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

99
142003Nonparametric 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
152010Tail 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

96
161995Strong 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

96
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.

Full description at Econpapers || Download paper

89
182002The 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

83
192006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

Full description at Econpapers || Download paper

81
201983Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441.

Full description at Econpapers || Download paper

81
211980Classes 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

77
221990Multivariate 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

75
232005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

Full description at Econpapers || Download paper

73
242002Local 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

73
251991Maximum 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

70
262000On 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

67
271992Estimation 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

66
281995On 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

65
291975Reduced-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

65
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.

Full description at Econpapers || Download paper

64
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

62
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.

Full description at Econpapers || Download paper

60
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

58
372000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

56
392006Bounds 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

56
402007Reliability 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

56
412009Testing 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

55
422008Nonparametric 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

55
432006Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408.

Full description at Econpapers || Download paper

54
442009Generating 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

54
452009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

Full description at Econpapers || Download paper

54
462006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

Full description at Econpapers || Download paper

54
471993Consistent 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

54
482011Tail 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

51
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.

Full description at Econpapers || Download paper

51
502005A 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

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

228
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

108
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

67
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.

Full description at Econpapers || Download paper

42
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

40
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

34
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

27
82009Generating 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

27
91981On 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

26
102010Tail 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

26
112015Spectrum 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

25
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

24
131990Multivariate 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

23
142012Principled 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

23
152005A 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

21
162010Wiener 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

20
171980Classes 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

20
182013Factor 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

19
191984Central 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

19
202000On 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

18
212009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

Full description at Econpapers || Download paper

18
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.

Full description at Econpapers || Download paper

18
232006Generating 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.

Full description at Econpapers || Download paper

18
242003Asymptotic 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
252003Nonparametric 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
262005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

Full description at Econpapers || Download paper

17
272008A 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.

Full description at Econpapers || Download paper

17
282013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

Full description at Econpapers || Download paper

16
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.

Full description at Econpapers || Download paper

16
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.

Full description at Econpapers || Download paper

16
311982Asymptotic 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
321985Prediction 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

16
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.

Full description at Econpapers || Download paper

15
342008Construction of asymmetric multivariate copulas. (2008). Liebscher, Eckhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2234-2250.

Full description at Econpapers || Download paper

15
352013A 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

14
372010On 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

14
381992Estimation 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

14
392014On small area estimation under a sub-area level model. (2014). , ; Torabi, Mahmoud. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:127:y:2014:i:c:p:36-55.

Full description at Econpapers || Download paper

14
401995Strong 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

14
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.

Full description at Econpapers || Download paper

14
422015Efficient minimum distance estimator for quantile regression fixed effects panel data. (2015). Galvao, Antonio F. ; Wang, Liang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:133:y:2015:i:c:p:1-26.

Full description at Econpapers || Download paper

14
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.

Full description at Econpapers || Download paper

14
442008The 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.

Full description at Econpapers || Download paper

13
452008Multivariate 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.

Full description at Econpapers || Download paper

13
462008Sparse 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

13
472006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

Full description at Econpapers || Download paper

13
481990Using 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

13
491993Consistent 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

13
502016Singular 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.

Full description at Econpapers || Download paper

13
Citing documents used to compute impact factor: 116
YearTitle
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.

Full description at Econpapers || Download paper

2021Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings. (2021). Hyodo, Masashi ; Watanabe, Hiroki ; Nakagawa, Tomoyuki. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000348.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Bayesian spectral density estimation using P-splines with quantile-based knot placement. (2021). Meyer, Renate ; Maturana-Russel, Patricio. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01066-7.

Full description at Econpapers || Download paper

2021An ensemble of inverse moment estimators for sufficient dimension reduction. (2021). Xue, Yuan ; Wang, Qin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s016794732100075x.

Full description at Econpapers || Download paper

2021Feature filter for estimating central mean subspace and its sparse solution. (2021). Kryscio, Richard ; Yuan, Qingcong ; Yin, Xiangrong ; Wang, Pei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:163:y:2021:i:c:s0167947321001195.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Promote sign consistency in the joint estimation of precision matrices. (2021). Ma, Shuangge ; Zhang, Qingzhao ; Huang, Yuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s016794732100044x.

Full description at Econpapers || Download paper

2021Unbalanced distributed estimation and inference for precision matrices. (2021). Pircalabelu, Eugen ; Nezakati, Ensiyeh. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021031.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021On mean derivative estimation of longitudinal and functional data: from sparse to dense. (2021). Mohammad, S ; Ghale-Joogh, Hassan Sharghi. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01173-5.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (2021). Cossette, Helene ; Chaoubi, Ihsan ; Robert, Christian Y ; Marceau, Etienne. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301626.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021On localization of source by hidden Gaussian processes with small noise. (2021). Kutoyants, Yury A. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00763-2.

Full description at Econpapers || Download paper

2021On the Parameter Estimation in the Schwartz-Smiths Two-Factor Model. (2021). Shevchenko, Pavel ; Kordzakhia, Nino ; Binkowski, Karol . In: Papers. RePEc:arx:papers:2108.01881.

Full description at Econpapers || Download paper

2021On Modelling of Crude Oil Futures in a Bivariate State-Space Framework. (2021). Shevchenko, Pavel ; Kordzakhia, Nino ; Binkowski, Karol . In: Papers. RePEc:arx:papers:2108.01886.

Full description at Econpapers || Download paper

2021Regularized bridge-type estimation with multiple penalties. (2021). Iafrate, Francesco ; Gregorio, Alessandro. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00769-w.

Full description at Econpapers || Download paper

2021Recognizing VSC DC Cable Fault Types Using Bayesian Functional Data Depth. (2021). Kucharska, Edyta ; Grobler-Dbska, Katarzyna ; Baranowski, Jerzy. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:5893-:d:637628.

Full description at Econpapers || Download paper

2021Testing serial independence with functional data. (2021). Meintanis, Simos G ; Hukova, Marie ; Hlavka, Zdenk. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00732-0.

Full description at Econpapers || Download paper

2021Testing the equality of a large number of means of functional data. (2021). Franco-Pereira, Alba M ; Jimenez-Gamero, Dolores M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000567.

Full description at Econpapers || Download paper

2021A test for Gaussianity in Hilbert spaces via the empirical characteristic functional. (2021). Jimenezgamero, Maria Dolores ; Henze, Norbert. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:406-428.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data. (2021). Bouzebda, Salim ; Mohammedi, Mustapha ; Laksaci, Ali. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302542.

Full description at Econpapers || Download paper

2021Asymptotic normality of a generalized maximum mean discrepancy estimator. (2021). Ogouyandjou, Carlos ; Nkiet, Guy Martial ; Kali, Armando Sosthene. In: Statistics & Probability Letters. RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302649.

Full description at Econpapers || Download paper

2021A kNN procedure in semiparametric functional data analysis. (2021). Vieu, Philippe ; Aneiros, German ; Novo, Silvia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:171:y:2021:i:c:s016771522030331x.

Full description at Econpapers || Download paper

2021M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data. (2021). Sinova, Beatriz ; Teran, Pedro ; van Aelst, Stefan. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:2:d:10.1007_s11634-020-00402-x.

Full description at Econpapers || Download paper

2021Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables. (2021). Vieu, Philippe ; Aneiros, German ; Novo, Silvia. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00728-w.

Full description at Econpapers || Download paper

2021k?Nearest neighbors local linear regression for functional and missing data at random. (2021). Alawadhi, Fahimah A ; Benchiha, Abbassia ; Kaid, Zoulikha ; Laksaci, Ali ; Rachdi, Mustapha. In: Statistica Neerlandica. RePEc:bla:stanee:v:75:y:2021:i:1:p:42-65.

Full description at Econpapers || Download paper

2021Efficient mean-variance portfolio selection by double regularization. (2021). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1453.

Full description at Econpapers || Download paper

2021Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. (2021). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2106.02131.

Full description at Econpapers || Download paper

2021Nonparametric density estimation over complicated domains. (2021). Finos, Livio ; Arnone, Eleonora ; Ferraccioli, Federico ; Sangalli, Laura M ; Ramsay, James O. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:2:p:346-368.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Trimmed Mean Group Estimation. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:237.

Full description at Econpapers || Download paper

2021Modal regression for fixed effects panel data. (2021). Amanullah, ; Yao, Weixin ; Wang, Tao. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01999-w.

Full description at Econpapers || Download paper

2021Splitting models for multivariate count data. (2021). Fernique, Pierre ; Peyhardi, Jean ; Durand, Jean-Baptiste. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x2030258x.

Full description at Econpapers || Download paper

2021Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities. (2021). Lefevre, Claude ; Simon, Matthieu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-019-09744-2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Recent 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_s11749-021-00759-x.

Full description at Econpapers || Download paper

2021Modality for scenario analysis and maximum likelihood allocation. (2021). Hofert, Marius ; Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:24-43.

Full description at Econpapers || Download paper

2021Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. (2021). Yi, Yanping ; Huang, Zhuo ; Chen, Xiao Hong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:484-501.

Full description at Econpapers || Download paper

2021Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs. (2021). Barro, Diakarya ; Mallam, Hassane Abba ; Moutari, Dodo Natatou ; Saley, Bisso. In: Papers. RePEc:arx:papers:2105.09473.

Full description at Econpapers || Download paper

2021Maximum pseudo?likelihood estimation based on estimated residuals in copula semiparametric models. (2021). Neumeyer, Natalie ; Hudecova, Arka ; Omelka, Marek. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:4:p:1433-1473.

Full description at Econpapers || Download paper

2021Impact of different control policies for COVID-19 outbreak on the air transportation industry: A comparison between China, the U.S. and Singapore. (2021). Yang, Lili ; Zeng, Yiping ; Li, Xian ; Liang, Jun ; Gong, Wenwu ; Meng, Fanyu. In: PLOS ONE. RePEc:plo:pone00:0248361.

Full description at Econpapers || Download paper

2021Directional assessment of traffic flow extremes. (2021). Osipenko, Maria. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:150:y:2021:i:c:p:353-369.

Full description at Econpapers || Download paper

2021K-expectiles clustering. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Wang, Bingling. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021003.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021A high dimensional nonparametric test for proportional covariance matrices. (2021). He, Daojiang ; Tian, Yan ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000403.

Full description at Econpapers || Download paper

2021Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components. (2021). Matsuura, Shun ; Tsukuda, Koji. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21001007.

Full description at Econpapers || Download paper

2021Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185.

Full description at Econpapers || Download paper

2021From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

Full description at Econpapers || Download paper

2021Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Recursive non-parametric kernel classification rule estimation for independent functional data. (2021). Slaoui, Yousri. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:1:d:10.1007_s00180-020-01024-9.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Inference in high dimensional linear measurement error models. (2021). Ma, Yanyuan ; Li, Runze. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000373.

Full description at Econpapers || Download paper

2021Uncertainty Quantification for Demand Prediction in Contextual Dynamic Pricing. (2021). Chang, Xiangyu ; Chen, XI ; Wang, Yining ; Ge, Dongdong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:6:p:1703-1717.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. (2021). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000877.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021On moments of folded and truncated multivariate Student-t distributions based on recurrence relations. (2021). Lachos, Victor H ; Wang, Wan-Lun ; Tsung-I Lin, ; Galarza, Christian E. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:6:d:10.1007_s00184-020-00802-1.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Robust functional principal components for sparse longitudinal data. (2021). Salibian-Barrera, Matias ; Boente, Graciela. In: METRON. RePEc:spr:metron:v:79:y:2021:i:2:d:10.1007_s40300-020-00193-3.

Full description at Econpapers || Download paper

2021Comments on: Recent advances in directional statistics. (2021). Huckemann, Stephan F. 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_s11749-021-00764-0.

Full description at Econpapers || Download paper

2021Extrinsic Regression and Anti-Regression on Projective Shape Manifolds. (2021). Patrangenaru, Vic ; Deng, Yifang. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:2:d:10.1007_s11009-020-09789-8.

Full description at Econpapers || Download paper

2021Generalized Covariance Estimator. (2021). Jasiak, Joann ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2107.06979.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

Recent citations
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper