Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2024-03-05 07:42:34]

5 Years H Index

Impact Factor (IF)

0.27

5 Years IF

0.32

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	6	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	0.11	0.01	0.01	81	1014	447	8	8	174		352	4		0		0	0.05
1991	0.01	0.1	0.01	0.01	85	1099	442	16	24	164	1	386	5		0		0	0.05
1992	0.02	0.11	0.02	0.01	78	1177	349	18	42	166	3	403	5		0		0	0.05
1993	0.03	0.13	0.01	0.02	83	1260	486	16	58	163	5	418	8		0		0	0.06
1994	0.02	0.14	0.01	0.01	75	1335	560	19	77	161	3	410	6		0		0	0.07
1995	0.09	0.22	0.07	0.07	79	1414	462	93	170	158	14	402	29		0	1	0.01	0.1
1996	0.06	0.25	0.05	0.07	64	1478	447	79	249	154	9	400	26		0	1	0.02	0.12
1997	0.13	0.24	0.11	0.15	63	1541	386	169	418	143	18	379	55	41	24.3	4	0.06	0.11
1998	0.07	0.28	0.12	0.15	65	1606	558	188	607	127	9	364	54	78	41.5		0	0.13
1999	0.09	0.31	0.1	0.12	60	1666	433	167	775	128	11	346	41	41	24.6		0	0.15
2000	0.1	0.36	0.13	0.14	59	1725	508	213	993	125	13	331	47	67	31.5	2	0.03	0.16
2001	0.21	0.38	0.13	0.18	58	1783	467	238	1231	119	25	311	55	67	28.2	3	0.05	0.17
2002	0.25	0.41	0.16	0.22	90	1873	633	297	1528	117	29	305	67	83	27.9	2	0.02	0.21
2003	0.12	0.44	0.16	0.19	89	1962	772	303	1833	148	18	332	64	99	32.7	7	0.08	0.22
2004	0.21	0.49	0.17	0.22	80	2042	1590	343	2177	179	38	356	77	63	18.4	5	0.06	0.22
2005	0.25	0.51	0.19	0.23	110	2152	1044	409	2587	169	43	376	86	142	34.7	11	0.1	0.23
2006	0.21	0.5	0.19	0.24	123	2275	911	436	3024	190	39	427	104	151	34.6	11	0.09	0.22
2007	0.29	0.46	0.2	0.27	107	2382	729	470	3497	233	67	492	134	131	27.9	7	0.07	0.2
2008	0.29	0.49	0.26	0.35	136	2518	964	664	4163	230	66	509	180	178	26.8	10	0.07	0.23
2009	0.37	0.48	0.34	0.45	172	2690	1255	915	5082	243	90	556	251	268	29.3	23	0.13	0.24
2010	0.34	0.48	0.3	0.37	195	2885	1245	864	5946	308	105	648	241	271	31.4	24	0.12	0.21
2011	0.35	0.52	0.28	0.32	110	2995	647	826	6772	367	130	733	235	155	18.8	7	0.06	0.24
2012	0.48	0.52	0.33	0.41	174	3169	1042	1054	7828	305	145	720	297	229	21.7	23	0.13	0.22
2013	0.45	0.56	0.39	0.43	207	3376	1213	1314	9142	284	129	787	339	325	24.7	46	0.22	0.24
2014	0.45	0.55	0.4	0.44	199	3575	657	1438	10580	381	171	858	374	351	24.4	9	0.05	0.23
2015	0.4	0.55	0.41	0.4	167	3742	614	1540	12121	406	161	885	352	291	18.9	22	0.13	0.23
2016	0.33	0.53	0.38	0.4	181	3923	488	1483	13605	366	121	857	341	301	20.3	20	0.11	0.21
2017	0.39	0.55	0.39	0.4	120	4043	365	1581	15187	348	135	928	370	246	15.6	11	0.09	0.21
2018	0.27	0.56	0.33	0.3	101	4144	211	1371	16559	301	82	874	263	198	14.4	11	0.11	0.24
2019	0.38	0.58	0.36	0.34	143	4287	352	1555	18114	221	83	768	262	278	17.9	41	0.29	0.23
2020	0.32	0.7	0.38	0.34	83	4370	132	1671	19785	244	78	712	240	175	10.5	10	0.12	0.33
2021	0.51	0.84	0.41	0.42	91	4461	85	1848	21635	226	115	628	266	182	9.8	12	0.13	0.31
2022	0.49	0.93	0.44	0.51	159	4620	54	2048	23684	174	86	538	274	438	21.4	12	0.08	0.28
2023	0.27	1.04	0.31	0.32	74	4694	5	1432	25116	250	67	577	182	143	10	5	0.07	0.28

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

#	Year	Title	Cited
1	2004	Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89. Full description at Econpapers \|\| Download paper	766
2	2004	A well-conditioned estimator for large-dimensional covariance matrices. (2004). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411. Full description at Econpapers \|\| Download paper	420
3	2012	A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	223
4	2003	Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	199
5	2005	Asymptotic efficiency of the two-stage estimation method for copula-based models. (2005). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419. Full description at Econpapers \|\| Download paper	188
6	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	180
7	1981	On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	177
8	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	167
9	1984	Central limit theorem for integrated square error of multivariate nonparametric density estimators. (1984). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16. Full description at Econpapers \|\| Download paper	161
10	1980	Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498. Full description at Econpapers \|\| Download paper	138
11	1985	Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411. Full description at Econpapers \|\| Download paper	111
12	2005	Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152. Full description at Econpapers \|\| Download paper	110
13	2010	Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	107
14	1990	Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203. Full description at Econpapers \|\| Download paper	103
15	1995	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339. Full description at Econpapers \|\| Download paper	102
16	2003	Nonparametric estimation of distributions with categorical and continuous data. (2003). Racine, Jeffrey ; Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292. Full description at Econpapers \|\| Download paper	100
17	1982	Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers \|\| Download paper	95
18	2000	On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	90
19	2002	The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16. Full description at Econpapers \|\| Download paper	88
20	1983	Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441. Full description at Econpapers \|\| Download paper	85
21	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÆÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184. Full description at Econpapers \|\| Download paper	83
22	1980	Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:499-516. Full description at Econpapers \|\| Download paper	80
23	2005	On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116. Full description at Econpapers \|\| Download paper	77
24	1990	Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30. Full description at Econpapers \|\| Download paper	75
25	2002	Local Polynomial Fitting in Semivarying Coefficient Model. (2002). Lee, Sik-Yum ; Song, Xinyuan ; Zhang, Wenyang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:166-188. Full description at Econpapers \|\| Download paper	74
26	2009	Generating 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	74
27	1991	Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198. Full description at Econpapers \|\| Download paper	73
28	1992	Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242. Full description at Econpapers \|\| Download paper	71
29	1995	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192. Full description at Econpapers \|\| Download paper	70
30	1975	Reduced-rank regression for the multivariate linear model. (1975). Izenman, Alan Julian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264. Full description at Econpapers \|\| Download paper	70
31	2005	Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57. Full description at Econpapers \|\| Download paper	69
32	2009	On 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	69
33	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	68
34	1998	Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47. Full description at Econpapers \|\| Download paper	68
35	1993	Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282. Full description at Econpapers \|\| Download paper	67
36	1988	Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298. Full description at Econpapers \|\| Download paper	64
37	2006	Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408. Full description at Econpapers \|\| Download paper	63
38	2001	Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248. Full description at Econpapers \|\| Download paper	62
39	2000	Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃÆÃÂ¼ller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119. Full description at Econpapers \|\| Download paper	60
40	1993	Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103. Full description at Econpapers \|\| Download paper	60
41	1999	Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190. Full description at Econpapers \|\| Download paper	59
42	2008	Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034. Full description at Econpapers \|\| Download paper	58
43	2009	Testing for equality between two copulas. (2009). Scaillet, Olivier ; Remillard, Bruno. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:3:p:377-386. Full description at Econpapers \|\| Download paper	58
44	2010	On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310. Full description at Econpapers \|\| Download paper	58
45	2006	Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547. Full description at Econpapers \|\| Download paper	57
46	2008	Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Aneiros-Perez, German ; Vieu, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857. Full description at Econpapers \|\| Download paper	57
47	2007	Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113. Full description at Econpapers \|\| Download paper	57
48	2005	A new test for multivariate normality. (2005). Szekely, Gabor J. ; Rizzo, Maria L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:58-80. Full description at Econpapers \|\| Download paper	56
49	2006	Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659. Full description at Econpapers \|\| Download paper	55
50	2011	Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471. Full description at Econpapers \|\| Download paper	55

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

#	Year	Title	Cited
1	2004	Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89. Full description at Econpapers \|\| Download paper	169
2	2004	A well-conditioned estimator for large-dimensional covariance matrices. (2004). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411. Full description at Econpapers \|\| Download paper	84
3	2012	A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	54
4	2019	Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9. Full description at Econpapers \|\| Download paper	42
5	2009	Generating 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	30
6	2005	Asymptotic efficiency of the two-stage estimation method for copula-based models. (2005). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419. Full description at Econpapers \|\| Download paper	28
7	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	22
8	2010	Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	19
9	2009	On 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	19
10	1981	On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	17
11	2000	On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	15
12	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	15
13	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	15
14	2013	The L1 penalized LAD estimator for high dimensional linear regression. (2013). Wang, Lie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:135-151. Full description at Econpapers \|\| Download paper	13
15	2003	Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	13
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2023	A robust threshold t linear mixed model for subgroup identification using multivariate T distributions. (2023). Tu, Dongsheng ; Qin, Guoyou ; Zhang, Rui. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01229-0. Full description at Econpapers \|\| Download paper
2023	Order determination for spiked-type models with a divergent number of spikes. (2023). Zhu, Lixing ; Zeng, Yicheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000154. Full description at Econpapers \|\| Download paper
2023	Recovery of partly sparse and dense signals. (2023). Miyazaki, Izuru. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000076. Full description at Econpapers \|\| Download paper
2023	From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59. Full description at Econpapers \|\| Download paper
2023	Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. (2023). Robert, Christian Y ; Ghossoub, Mario ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023005. Full description at Econpapers \|\| Download paper
2023	Conditional mean risk sharing of independent discrete losses in large pools. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010. Full description at Econpapers \|\| Download paper
2023	Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32. Full description at Econpapers \|\| Download paper
2023	Covariance estimation error of incomplete functional data under RKHS framework. (2023). Li, Peixing ; Yao, Binhong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322007809. Full description at Econpapers \|\| Download paper
2023	Principal component analysis. (2023). Tuzhilina, Elena ; Markos, Angelos ; DEnza, Alfonso Iodice ; Hastie, Trevor ; Greenacre, Michael. In: Economics Working Papers. RePEc:upf:upfgen:1856. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Testing factors in CCE. (2023). Westerlund, Joakim ; Brown, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002707. Full description at Econpapers \|\| Download paper
2023	Functional classification of bitcoin addresses. (2023). Saporito, Yuri F ; Prallon, Brenda ; Gonzalez-Manteiga, Wenceslao ; Febrero-Bande, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002675. Full description at Econpapers \|\| Download paper
2023	On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853. Full description at Econpapers \|\| Download paper
2023	Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum. (2023). Liu, Xiaowei ; Zhou, Yirui ; Zhang, Yangchun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001979. Full description at Econpapers \|\| Download paper
2023	Post-processed posteriors for sparse covariances. (2023). Lee, Jaeyong. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001914. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2023

Year	Citing document
2023	GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373. Full description at Econpapers \|\| Download paper
2023
2023	On the role of partial least squares in path analysis for the social sciences. (2023). Forzani, Liliana ; Cook, Dennis R. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323004915. Full description at Econpapers \|\| Download paper
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2023	The Impact of Removing Coal from Polandâs Energy Mix on Selected Aspects of the Countryâs Energy Security. (2023). Joostberens, Jarosaw ; Rybak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3457-:d:1067619. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures. (2022). Zuo, Baishuai ; Yin, Chuancun. In: Papers. RePEc:arx:papers:2203.00839. Full description at Econpapers \|\| Download paper
2022	Portmanteau test for a class of multivariate asymmetric power GARCH model. (2022). Saussereau, Bruno ; Kadmiri, Othman ; Mainassara, Yacouba Boubacar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:964-1002. Full description at Econpapers \|\| Download paper
2022	Fourier-type tests of mutual independence between functional time series. (2022). Hlavka, Zdenk ; Hukova, Marie ; Meintanis, Simos G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001512. Full description at Econpapers \|\| Download paper
2022	A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications. (2022). Ouimet, Frederic. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001913. Full description at Econpapers \|\| Download paper
2022	Does the traffic volume of a port determine connectivity? Revisiting port connectivity measures with high-frequency satellite data. (2022). Cai, Ouchen ; Yang, Dong ; Cheng, Liangqi ; Bai, Xiwen. In: Journal of Transport Geography. RePEc:eee:jotrge:v:102:y:2022:i:c:s0966692322001089. Full description at Econpapers \|\| Download paper
2022	On the rate of convergence for the autocorrelation operator in functional autoregression. (2022). Panaretos, Victor M ; Caponera, Alessia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001274. Full description at Econpapers \|\| Download paper
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2022	Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015. Full description at Econpapers \|\| Download paper
2022	Detecting outliers in compositional data using Invariant Coordinate Selection. (2022). Mondon, Camille ; Laurent, Thibault ; Thomas-Agnan, Christine ; Ruiz-Gazen, Anne. In: TSE Working Papers. RePEc:tse:wpaper:126752. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Dissimilarity 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
2021	Covariance 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
2021	Application 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
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2021	. Full description at Econpapers \|\| Download paper
2021	A 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
2021	Spatial 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
2021	Collaboration 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
2021	On 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	Study of partial and average conditional Kendallâs 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

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

10 most frequent citing series

#	Series	H	Cites
1	Journal of Multivariate Analysis / Elsevier	53	1216
2	Papers / arXiv.org	87	691
3	Computational Statistics & Data Analysis / Elsevier	53	486
4			361
5	Statistical Papers / Springer	18	360
6	Statistics & Probability Letters / Elsevier	34	299
7	Journal of Econometrics / Elsevier	227	224
8	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	28	217
9	Annals of the Institute of Statistical Mathematics / Springer	26	188
10	Metrika: International Journal for Theoretical and Applied Statistics / Springer	20	159
11	Computational Statistics / Springer	20	142