CitEc
[home]     [Citation data for:  series | authors | papers]      [Maintainers]      [Submit references]      [warning | faq | about]
  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Journal of Multivariate Analysis / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

Create citation feed for this series

Missing citations? Add them with our user input service
Incorrect content? Let us know

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.09814817400.04
19910.010.098554164100.05
19920.020.087840166300.04
19930.020.098346163400.05
19940.010.17553161100.05
19950.020.1279491583010.010.06
19960.010.166469154100.08
19970.020.2163571433010.020.08
19980.020.226548127200.09
19990.020.2860581282010.020.13
20000.010.375947125100.16
20010.080.38584211910020.030.16
20020.040.419043117500.2
20030.010.4389931481040.040.2
20040.070.49808717912010.010.22
20050.120.521108616920060.050.24
20060.060.51237019012040.030.23
20070.060.421074423314050.050.19
20080.060.431363123014050.040.21
20090.040.431723624310090.050.19
20100.040.361952730811030.020.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
1985Prediction of multivariate time series by autoregressive model fitting
RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411 [Citation Analysis]		33
2004Quantile regression for longitudinal data
RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89 [Citation Analysis]		31
2003Asymptotic theory for multivariate GARCH processes
RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84 [Citation Analysis]		30
1984Central limit theorem for integrated square error of multivariate nonparametric density estimators
RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16 [Citation Analysis]		25
1998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators
RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165 [Citation Analysis]		23
2003Nonparametric estimation of distributions with categorical and continuous data
RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292 [Citation Analysis]		20
2004A well-conditioned estimator for large-dimensional covariance matrices
RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411 [Citation Analysis]		18
2005Goodness-of-fit tests for copulas
RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152 [Citation Analysis]		18
1980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498 [Citation Analysis]		17
1996Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296 [Citation Analysis]		17
2001A General Class of Multivariate Skew-Elliptical Distributions
RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113 [Citation Analysis]		16
1990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203 [Citation Analysis]		14
1981On the theory of elliptically contoured distributions
RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385 [Citation Analysis]		13
1991Maximum likelihood estimation for noncausal autoregressive processes
RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198 [Citation Analysis]		11
1988Maximum likelihood principle and model selection when the true model is unspecified
RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403 [Citation Analysis]		11
1997Multivariate Gini Indices
RePEc:eee:jmvana:v:60:y:1997:i:2:p:252-276 [Citation Analysis]		11
2006Maximum likelihood estimation for all-pass time series models
RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659 [Citation Analysis]		10
1991Global nonparametric estimation of conditional quantile functions and their derivatives
RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269 [Citation Analysis]		10
2005Constraints on concordance measures in bivariate discrete data
RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57 [Citation Analysis]		10
1999Halfspace Depth and Regression Depth Characterize the Empirical Distribution
RePEc:eee:jmvana:v:69:y:1999:i:1:p:135-153 [Citation Analysis]		10
1988Kernel density and hazard function estimation in the presence of censoring
RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310 [Citation Analysis]		9
1975Reduced-rank regression for the multivariate linear model
RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264 [Citation Analysis]		9
2000High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis
RePEc:eee:jmvana:v:72:y:2000:i:2:p:151-162 [Citation Analysis]		9
1997Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors, ,
RePEc:eee:jmvana:v:63:y:1997:i:2:p:259-276 [Citation Analysis]		8
1990Multivariate concordance
RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30 [Citation Analysis]		8
1999Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator
RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190 [Citation Analysis]		8
1978A third-order optimum property of the maximum likelihood estimator
RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29 [Citation Analysis]		8
1995Factor Analysis and Principal Components
RePEc:eee:jmvana:v:55:y:1995:i:1:p:105-124 [Citation Analysis]		7
2005Asymptotic efficiency of the two-stage estimation method for copula-based models
RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419 [Citation Analysis]		7
2006Linearly interpolated FDH efficiency score for nonconvex frontiers
RePEc:eee:jmvana:v:97:y:2006:i:10:p:2141-2161 [Citation Analysis]		7
2003Robust factor analysis
RePEc:eee:jmvana:v:84:y:2003:i:1:p:145-172 [Citation Analysis]		7
1982Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154 [Citation Analysis]		7
1992Estimation for diffusion processes from discrete observation
RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242 [Citation Analysis]		7
1979An identity for the Wishart distribution with applications
RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544 [Citation Analysis]		7
1975A vector multivariate hazard rate
RePEc:eee:jmvana:v:5:y:1975:i:1:p:53-66 [Citation Analysis]		7
2000Asymptotic Properties of Backfitting Estimators
RePEc:eee:jmvana:v:73:y:2000:i:2:p:166-179 [Citation Analysis]		6
1988On confidence bands in nonparametric density estimation and regression
RePEc:eee:jmvana:v:27:y:1988:i:1:p:228-254 [Citation Analysis]		6
1986On detection of the number of signals in presence of white noise
RePEc:eee:jmvana:v:20:y:1986:i:1:p:1-25 [Citation Analysis]		6
1987Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case
RePEc:eee:jmvana:v:23:y:1987:i:2:p:183-208 [Citation Analysis]		6
2006Some positive dependence stochastic orders
RePEc:eee:jmvana:v:97:y:2006:i:1:p:46-78 [Citation Analysis]		6
1990Kernel density estimation on random fields
RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53 [Citation Analysis]		6
2002The Meta-elliptical Distributions with Given Marginals
RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16 [Citation Analysis]		6
1995A Continuous Metric Scaling Solution for a Random Variable
RePEc:eee:jmvana:v:52:y:1995:i:1:p:1-14 [Citation Analysis]		6
2005On fundamental skew distributions
RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116 [Citation Analysis]		6
1973On the parametrization of autoregressive models by partial autocorrelations
RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419 [Citation Analysis]		6
1999Asymptotic Theory for Canonical Correlation Analysis
RePEc:eee:jmvana:v:70:y:1999:i:1:p:1-29 [Citation Analysis]		6
1996Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables
RePEc:eee:jmvana:v:57:y:1996:i:1:p:69-83 [Citation Analysis]		5
1993Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes
RePEc:eee:jmvana:v:44:y:1993:i:1:p:47-68 [Citation Analysis]		5
1979Separation theorems for singular values of matrices and their applications in multivariate analysis
RePEc:eee:jmvana:v:9:y:1979:i:3:p:362-377 [Citation Analysis]		5
1997Local Linear Estimation in Partly Linear Models
RePEc:eee:jmvana:v:60:y:1997:i:1:p:1-19 [Citation Analysis]		5

Citing documents used to compute impact factor 11:
YearTitleSee
2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package
RePEc:jss:jstsof:34:i09		[Citation Analysis]
2010Financial Applications of Copula-Models
RePEc:nea:journl:y:2010:i:7:p:24-44		[Citation Analysis]
2010Smoothed jackknife empirical likelihood method for tail copulas
RePEc:spr:testjl:v:19:y:2010:i:3:p:514-536		[Citation Analysis]
2010Smoothed jackknife empirical likelihood method for tail copulas
RePEc:spr:testjl:v:19:y:2010:i:3:p:514-536		[Citation Analysis]
2010An M-Estimator of Multivariate Tail Dependence.
RePEc:ner:tilbur:urn:nbn:nl:ui:12-3969610		[Citation Analysis]
2010Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model
RePEc:spr:aistmt:v:62:y:2010:i:5:p:929-941		[Citation Analysis]
2010Financial Applications of Copula-Models
RePEc:nea:journl:y:2010:i:7:p:24-44		[Citation Analysis]
2010Inference for robust canonical variate analysis
RePEc:spr:advdac:v:4:y:2010:i:2:p:181-197		[Citation Analysis]
2010Skew-symmetric Distributions and Fisher Information - A Tale of Two Densities
RePEc:eca:wpaper:2010_014		[Citation Analysis]
2010On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
RePEc:mtn:ancoec:100302		[Citation Analysis]
2010On the information matrix of the multivariate skew-t model
RePEc:mtn:ancoec:100310		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Skew-symmetric Distributions and Fisher Information - A Tale of Two Densities
RePEc:eca:wpaper:2010_014		[Citation Analysis]
2010Pair-copulas modeling in finance
RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213		[Citation Analysis]
2010On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
RePEc:mtn:ancoec:100302		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Modeling Quantile Dependence: A New Look at the Money-Output Relationship
RePEc:adl:wpaper:2009-34		[Citation Analysis]
2009Efficient Estimation of Copula-based Semiparametric Markov Models
RePEc:cwl:cwldpp:1691		[Citation Analysis]
2009On multivariate runs tests for randomness
RePEc:eca:wpaper:2009_002		[Citation Analysis]
2009Optimal rank-based testing for principal component
RePEc:eca:wpaper:2009_013		[Citation Analysis]
2009Parametric and nonparametric test for multivariate independence in IC models
RePEc:eca:wpaper:2009_018		[Citation Analysis]
2009Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
RePEc:pra:mprapa:17310		[Citation Analysis]
2009Detection of Structural Breaks in Copula Models
RePEc:ris:apltrx:0038		[Citation Analysis]
2009Prediction via the Quantile-Copula Conditional Density Estimator
RePEc:tse:wpaper:22247		[Citation Analysis]
2009Nonparametric regression with spatially dependent data
RePEc:ven:wpaper:2009_20		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
RePEc:ifs:cemmap:14/08		[Citation Analysis]
2008Rainbow plots, Bagplots and Boxplots for Functional Data
RePEc:msh:ebswps:2008-9		[Citation Analysis]
2008Robust estimation of the vector autoregressive model by a least trimmed squares procedure.
RePEc:ner:leuven:urn:hdl:123456789/205835		[Citation Analysis]
2008A method of moments estimator of tail dependence.
RePEc:ner:tilbur:urn:nbn:nl:ui:12-402837		[Citation Analysis]
2008Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
RePEc:zbw:sfb475:200828		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Long memory modelling of inflation with stochastic variance and structural breaks
RePEc:aah:create:2007-44		[Citation Analysis]
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
RePEc:dgr:uvatin:20070099		[Citation Analysis]
2007Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models
RePEc:icr:wpmath:15-2007		[Citation Analysis]
2007Testing for lack of fit in inverse regression - with applications to photonic imaging.
RePEc:ner:leuven:urn:hdl:123456789/120463		[Citation Analysis]
2007Progressive censoring methodology: an appraisal
RePEc:spr:testjl:v:16:y:2007:i:2:p:211-259		[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.
Hosted by Valencian Economic Research Institute ©2012 Jose Manuel Barrueco | mail: barrueco@uv.es