Journal of Multivariate Analysis

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.01 0.18 64 64 154 1 0 0.08 1997 0.02 0.21 63 52 143 3 0 1 0.02 0.08 1998 0.02 0.22 65 42 127 2 0 0.1 1999 0.02 0.28 60 56 128 2 0 1 0.02 0.13 2000 0.01 0.37 59 43 125 1 0 0.16 2001 0.08 0.37 58 38 119 10 0 2 0.03 0.16 2002 0.04 0.41 90 39 117 5 0 0.19 2003 0.01 0.42 89 86 148 1 0 4 0.04 0.2 2004 0.07 0.47 80 76 179 12 0 1 0.01 0.21 2005 0.12 0.5 110 79 169 20 0 6 0.05 0.23 2006 0.05 0.51 123 61 190 10 0 4 0.03 0.22 2007 0.06 0.4 107 36 233 14 0 5 0.05 0.18 2008 0.06 0.42 136 24 230 14 0 5 0.04 0.21 2009 0.04 0.43 172 25 243 10 0 8 0.05 0.19
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411 Prediction of multivariate time series by autoregressive model fitting (1985).
Cited: 33 times.

(2) RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84 Asymptotic theory for multivariate GARCH processes (2003).
Cited: 27 times.

(3) RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89 Quantile regression for longitudinal data (2004).
Cited: 26 times.

(4) RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators (1984).
Cited: 22 times.

(5) RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators (1998).
Cited: 21 times.

(6) RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292 Nonparametric estimation of distributions with categorical and continuous data (2003).
Cited: 18 times.

(7) RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes (1996).
Cited: 17 times.

(8) RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152 Goodness-of-fit tests for copulas (2005).
Cited: 16 times.

(9) RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions (1980).
Cited: 15 times.

(10) RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411 A well-conditioned estimator for large-dimensional covariance matrices (2004).
Cited: 14 times.

(11) RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (1990).
Cited: 13 times.

(12) RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385 On the theory of elliptically contoured distributions (1981).
Cited: 13 times.

(13) RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113 A General Class of Multivariate Skew-Elliptical Distributions (2001).
Cited: 13 times.

(14) RePEc:eee:jmvana:v:60:y:1997:i:2:p:252-276 Multivariate Gini Indices (1997).
Cited: 11 times.

(15) RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403 Maximum likelihood principle and model selection when the true model is unspecified (1988).
Cited: 11 times.

(16) RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269 Global nonparametric estimation of conditional quantile functions and their derivatives (1991).
Cited: 10 times.

(17) RePEc:eee:jmvana:v:69:y:1999:i:1:p:135-153 Halfspace Depth and Regression Depth Characterize the Empirical Distribution (1999).
Cited: 10 times.

(18) RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198 Maximum likelihood estimation for noncausal autoregressive processes (1991).
Cited: 10 times.

(19) RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57 Constraints on concordance measures in bivariate discrete data (2005).
Cited: 9 times.

(20) RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659 Maximum likelihood estimation for all-pass time series models (2006).
Cited: 9 times.

(21) RePEc:eee:jmvana:v:72:y:2000:i:2:p:151-162 High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis (2000).
Cited: 9 times.

(22) RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264 Reduced-rank regression for the multivariate linear model (1975).
Cited: 8 times.

(23) RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29 A third-order optimum property of the maximum likelihood estimator (1978).
Cited: 8 times.

(24) RePEc:eee:jmvana:v:63:y:1997:i:2:p:259-276 Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors, , (1997).
Cited: 8 times.

(25) RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator (1999).
Cited: 8 times.

(26) RePEc:eee:jmvana:v:84:y:2003:i:1:p:145-172 Robust factor analysis (2003).
Cited: 7 times.

(27) RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242 Estimation for diffusion processes from discrete observation (1992).
Cited: 7 times.

(28) RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154 Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (1982).
Cited: 7 times.

(29) RePEc:eee:jmvana:v:5:y:1975:i:1:p:53-66 A vector multivariate hazard rate (1975).
Cited: 7 times.

(30) RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30 Multivariate concordance (1990).
Cited: 7 times.

(31) RePEc:eee:jmvana:v:55:y:1995:i:1:p:105-124 Factor Analysis and Principal Components (1995).
Cited: 7 times.

(32) RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544 An identity for the Wishart distribution with applications (1979).
Cited: 7 times.

(33) RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419 On the parametrization of autoregressive models by partial autocorrelations (1973).
Cited: 6 times.

(34) RePEc:eee:jmvana:v:70:y:1999:i:1:p:1-29 Asymptotic Theory for Canonical Correlation Analysis (1999).
Cited: 6 times.

(35) RePEc:eee:jmvana:v:23:y:1987:i:2:p:183-208 Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case (1987).
Cited: 6 times.

(36) RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310 Kernel density and hazard function estimation in the presence of censoring (1988).
Cited: 6 times.

(37) RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16 The Meta-elliptical Distributions with Given Marginals (2002).
Cited: 6 times.

(38) RePEc:eee:jmvana:v:52:y:1995:i:1:p:1-14 A Continuous Metric Scaling Solution for a Random Variable (1995).
Cited: 6 times.

(39) RePEc:eee:jmvana:v:97:y:2006:i:1:p:46-78 Some positive dependence stochastic orders (2006).
Cited: 6 times.

(40) RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116 On fundamental skew distributions (2005).
Cited: 6 times.

(41) RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53 Kernel density estimation on random fields (1990).
Cited: 6 times.

(42) RePEc:eee:jmvana:v:20:y:1986:i:1:p:1-25 On detection of the number of signals in presence of white noise (1986).
Cited: 6 times.

(43) RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419 Asymptotic efficiency of the two-stage estimation method for copula-based models (2005).
Cited: 6 times.

(44) RePEc:eee:jmvana:v:73:y:2000:i:2:p:166-179 Asymptotic Properties of Backfitting Estimators (2000).
Cited: 5 times.

(45) RePEc:eee:jmvana:v:20:y:1986:i:1:p:91-113 Random approximations to some measures of accuracy in nonparametric curve estimation (1986).
Cited: 5 times.

(46) RePEc:eee:jmvana:v:46:y:1993:i:2:p:309-334 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality (1993).
Cited: 5 times.

(47) RePEc:eee:jmvana:v:9:y:1979:i:3:p:362-377 Separation theorems for singular values of matrices and their applications in multivariate analysis (1979).
Cited: 5 times.

(48) RePEc:eee:jmvana:v:60:y:1997:i:1:p:1-19 Local Linear Estimation in Partly Linear Models (1997).
Cited: 5 times.

(49) RePEc:eee:jmvana:v:97:y:2006:i:10:p:2141-2161 Linearly interpolated FDH efficiency score for nonconvex frontiers (2006).
Cited: 5 times.

(50) RePEc:eee:jmvana:v:44:y:1993:i:1:p:47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes (1993).
Cited: 5 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:adl:wpaper:2009-34 Modeling Quantile Dependence: A New Look at the Money-Output Relationship (2009). School of Economics Working Papers

(2) RePEc:cwl:cwldpp:1691 Efficient Estimation of Copula-based Semiparametric Markov Models (2009). Cowles Foundation Discussion Papers

(3) RePEc:eca:wpaper:2009_002 On multivariate runs tests for randomness (2009). Working Papers ECARES

(4) RePEc:eca:wpaper:2009_013 Optimal rank-based testing for principal component (2009). Working Papers ECARES

(5) RePEc:eca:wpaper:2009_018 Parametric and nonparametric test for multivariate independence in IC models (2009). Working Papers ECARES

(6) RePEc:pra:mprapa:17310 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models (2009). MPRA Paper

(7) RePEc:tse:wpaper:22247 Prediction via the Quantile-Copula Conditional Density Estimator (2009). TSE Working Papers

(8) RePEc:ven:wpaper:2009_20 Nonparametric regression with spatially dependent data (2009). Working Papers

Recent citations received in: 2008

(1) RePEc:ifs:cemmap:14/08 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors (2008). CeMMAP working papers

(2) RePEc:msh:ebswps:2008-9 Rainbow plots, Bagplots and Boxplots for Functional Data (2008). Monash Econometrics and Business Statistics Working Papers

(3) RePEc:ner:leuven:urn:hdl:123456789/205835 Robust estimation of the vector autoregressive model by a least trimmed squares procedure. (2008). Open Access publications from Katholieke Universiteit Leuven

(4) RePEc:ner:tilbur:urn:nbn:nl:ui:12-402837 A method of moments estimator of tail dependence. (2008). Open Access publications from Tilburg University

(5) RePEc:zbw:sfb475:200828 Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (2008). Technical Reports

Recent citations received in: 2007

(1) RePEc:aah:create:2007-44 Long memory modelling of inflation with stochastic variance and structural breaks (2007). CREATES Research Papers

(2) RePEc:dgr:uvatin:20070099 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks (2007). Tinbergen Institute Discussion Papers

(3) RePEc:icr:wpmath:15-2007 Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models (2007). ICER Working Papers - Applied Mathematics Series

(4) RePEc:ner:leuven:urn:hdl:123456789/120463 Testing for lack of fit in inverse regression - with applications to photonic imaging. (2007). Open Access publications from Katholieke Universiteit Leuven

(5) RePEc:spr:testjl:v:16:y:2007:i:2:p:211-259 Progressive censoring methodology: an appraisal (2007). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

Recent citations received in: 2006

(1) RePEc:cte:wsrepe:ws063815 MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS (2006). Statistics and Econometrics Working Papers

(2) RePEc:ins:quaeco:qf0601 Some Positive Dependence Orderings involving Tail Dependence (2006). Economics and Quantitative Methods

(3) RePEc:spr:alstar:v:90:y:2006:i:1:p:183-197 Some recent advances in measurement error models and methods (2006). AStA Advances in Statistical Analysis

(4) RePEc:tky:fseres:2006cf459 Simultaneous estimation of normal precision matrices (2006). CIRJE F-Series

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