Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Multivariate Analysis / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09818170.0918717400.04
19910.010.0985166130.08198164100.04
19920.020.0978244100.04152166300.04
19930.020.183327120.04222163400.05
19940.010.117540290.02266161100.05
19950.060.279481660.1423015810010.010.08
19960.040.2464545650.122021546010.020.1
19970.090.3636081360.221821431338.560.10.11
19980.070.29656731520.23206127955.60.11
19990.080.34607331210.1719212810100.15
20000.080.42597921540.19206125105020.030.16
20010.180.44588501760.21176119211920.030.17
20020.20.45909402300.242051172334.810.010.2
20030.050.478910292080.231014882540.040.2
20040.130.538011092250.23441792317.430.040.22
20050.210.5611012192940.243191693625110.10.23
20060.150.5512313422980.222771902814.370.060.22
20070.210.4710714493150.222072334926.570.070.19
20080.210.513615854820.32102304930.670.050.21
20090.260.5117217576380.362572436448.4160.090.21
20100.280.4719519525840.32613088647.7160.080.17
20110.250.5511020625260.26973679033.330.030.22
20120.280.6713421966230.28563058516.550.040.26
20130.290.9219423907630.32522447027.1210.110.34
20140.160.6812525155120.203285435.20.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2004Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89.

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118
2003Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84.

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88
2004A 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.

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80
1981On 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.

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79
1984Central 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.

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69
2001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

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57
1998Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Vuong, Quang ; Li, Tong . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165.

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57
1980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498.

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56
2005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

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52
1985Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411.

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51
1990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203.

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51
2003Nonparametric 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.

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39
2005Asymptotic 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.

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36
1999Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190.

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33
1994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients. (1994). Chen, Song. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:49:y:1994:i:1:p:24-40.

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29
1990Multivariate concordance. (1990). Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

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28
1982Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154.

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27
2000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

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26
1996Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes. (1996). Paparoditis, Efstathios . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296.

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26
2005On fundamental skew distributions. (2005). Genton, Marc G. ; ARELLANO-VALLE, REINALDO B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

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25
2006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

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24
2000Empirical Likelihood for Partially Linear Models. (2000). Shi, Jian ; Lau, Tai-Shing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:72:y:2000:i:1:p:132-148.

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23
2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248.

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23
1988Maximum likelihood principle and model selection when the true model is unspecified. (1988). Nishii, R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403.

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23
1991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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23
1992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

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22
2005Constraints on concordance measures in bivariate discrete data. (2005). DENUIT, Michel ; Lambert, Philippe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57.

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22
1991Global nonparametric estimation of conditional quantile functions and their derivatives. (1991). Chaudhuri, Probal . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269.

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22
1983Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441.

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21
1988Kernel density and hazard function estimation in the presence of censoring. (1988). Diehl, Sabine ; Stute, Winfried . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310.

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20
1997A New Approach to the BHEP Tests for Multivariate Normality,. (1997). Henze, Norbert ; Wagner, Thorsten. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:62:y:1997:i:1:p:1-23.

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20
2006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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20
1993Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications. (1993). Gijbels, I. ; Wang, J. L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:47:y:1993:i:2:p:210-229.

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20
1992Fixed design regression for time series: Asymptotic normality. (1992). Ioannides, D. A. ; Tran, Lanh T. ; Roussas, George G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:40:y:1992:i:2:p:262-291.

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20
2002The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16.

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20
1990Kernel density estimation on random fields. (1990). Tran, Lanh Tat . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53.

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20
1993Optimal Choice of Sample Fraction in Extreme-Value Estimation. (1993). Dekkers, A. L. M., ; de Haan, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:47:y:1993:i:2:p:173-195.

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20
1975Reduced-rank regression for the multivariate linear model. (1975). Izenman, Alan Julian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264.

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20
1994Halfplane Trimming for Bivariate Distributions. (1994). Masse, J. C. ; Theodorescu, R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:48:y:1994:i:2:p:188-202.

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19
1995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

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19
2010Tail 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.

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19
1993Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282.

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19
1997Supermodular Stochastic Orders and Positive Dependence of Random Vectors. (1997). Shanthikumar, George J. ; Shaked, Moshe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:61:y:1997:i:1:p:86-101.

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18
1988Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298.

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18
1979Strong consistency of least squares estimates in multiple regression II. (1979). Wei, C. Z. ; Lai, T. L. ; Robbins, Herbert. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:9:y:1979:i:3:p:343-361.

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18
2006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

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18
1995On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192.

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18
1973On the parametrization of autoregressive models by partial autocorrelations. (1973). Barndorff-Nielsen, Ole ; Schou, G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419.

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17
2006Some positive dependence stochastic orders. (2006). Scarsini, Marco ; Colangelo, Antonio ; Shaked, Moshe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:1:p:46-78.

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17
1978A third-order optimum property of the maximum likelihood estimator. (1978). Pfanzagl, J. ; Wefelmeyer, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29.

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17

Citing documents used to compute impact factor 54:

YearTitleSee
2014Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter. (2014). Cerioli, Andrea ; Riani, Marco ; Farcomeni, Alessio . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:167-183.

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[Citation Analysis]
2014A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data. (2014). Hyodo, Masashi ; Kubokawa, Tatsuya . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:364-379.

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[Citation Analysis]
2014Subsignatures of systems. (2014). Marichal, Jean-Luc . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:226-236.

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[Citation Analysis]
2014Asymptotic power of likelihood ratio tests for high dimensional data. (2014). Wang, Cheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:88:y:2014:i:c:p:184-189.

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[Citation Analysis]
2014Functional limit theorems for generalized variations of the fractional Brownian sheet. (2014). Pakkanen, Mikko S. ; Reveillac, Anthony . In: CREATES Research Papers. RePEc:aah:create:2014-14.

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[Citation Analysis]
2014Minimax adaptive dimension reduction for regression. (2014). Paris, Quentin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:186-202.

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[Citation Analysis]
2014A high-dimensional two-sample test for the mean using random subspaces. (2014). Thulin, MÃ¥ns, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:26-38.

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[Citation Analysis]
2014Multivariate Archimax copulas. (2014). Charpentier, A. ; Nelehova, J. G. ; Genest, C. ; Fougeres, A.-L., ; Fougeres, A. -L., . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:118-136.

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[Citation Analysis]
2014Simultaneous confidence intervals for ratios of means of several lognormal distributions: A parametric bootstrap approach. (2014). Sadooghi-Alvandi, S. M. ; Malekzadeh, A.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:69:y:2014:i:c:p:133-140.

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[Citation Analysis]
2014The joint distribution of Studentized residuals under elliptical distributions. (2014). Iwashita, Toshiya ; Klar, Bernhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:203-209.

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[Citation Analysis]
2014The Bickel–Rosenblatt test for continuous time stochastic volatility models. (2014). Lin, Liang-Ching ; Guo, Meihui ; Lee, Sangyeol . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:1:p:195-218.

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[Citation Analysis]
2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1405.

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[Citation Analysis]
2014Functional k-means inverse regression. (2014). Wang, Guochang ; Zhang, Baoxue ; Lin, Nan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:172-182.

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[Citation Analysis]
2014Some counterexamples concerning maximal correlation and linear regression. (2014). Papadatos, Nickos . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:114-117.

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[Citation Analysis]
2014Outcomes and expectations in dilemmas of trust. (2014). Krueger, Joachim I. ; Evans, Anthony M.. In: Judgment and Decision Making. RePEc:jdm:journl:v:9:y:2014:i:2:p:90-103.

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[Citation Analysis]
2014On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes. (2014). Bercu, Bernard ; Savy, Nicolas ; Proia, Frederic . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:36-44.

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[Citation Analysis]
2014Regime switches in the dependence structure of multidimensional financial data. (2014). Stober, Jakob ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:672-686.

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[Citation Analysis]
2014Bayesian regression with heteroscedastic error density and parametric mean function. (2014). Pelenis, Justinas. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:624-638.

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[Citation Analysis]
2014Bayesian nonparametric regression with varying residual density. (2014). Pati, Debdeep ; Dunson, David . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:1-31.

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[Citation Analysis]
2014A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference. (2014). Zeller, Camila Borelli ; Vilca, Filidor ; Balakrishnan, N.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:418-435.

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[Citation Analysis]
2014A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution. (2014). Wied, Dominik ; Vogel, Daniel ; van Kampen, Maarten ; Dehling, Herold . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:723-736.

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[Citation Analysis]
2014Nonparametric tests for tail monotonicity. (2014). Berghaus, Betina ; Bucher, Axel . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:117-126.

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[Citation Analysis]
2014Automated learning of factor analysis with complete and incomplete data. (2014). Zhao, Jianhua ; Shi, Lei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:205-218.

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[Citation Analysis]
2014Functional stable limit theorems for efficient spectral covolatility estimators. (2014). Altmeyer, Randolf ; Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-005.

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[Citation Analysis]
2014On multivariate extensions of Conditional-Tail-Expectation. (2014). Cousin, Areski ; Di Bernardino, Elena . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:272-282.

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[Citation Analysis]
2014Estimation of multivariate critical layers: Applications to rainfall data. (2014). Rulliere, Didier ; Di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00940089.

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[Citation Analysis]
2014Robust variable selection for nonlinear models with diverging number of parameters. (2014). Lv, Zhike, ; Yu, Keming ; Zhu, HuiMing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:90-97.

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[Citation Analysis]
2014Measuring association and dependence between random vectors. (2014). Grothe, Oliver ; Segers, Johan ; Schnieders, Julius . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:96-110.

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[Citation Analysis]
2014Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix. (2014). Avagyan, Vahe ; Nogales, Francisco J. ; Alonso, Andres M.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141208.

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[Citation Analysis]
2014Cumulants of multinomial and negative multinomial distributions. (2014). Withers, Christopher S. ; Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:18-26.

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[Citation Analysis]
2014Minimax covariance estimation using commutator subgroup of lower triangular matrices. (2014). Tsukuma, Hisayuki . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:333-344.

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[Citation Analysis]
2014A test for multivariate skew-normality based on its canonical form. (2014). Balakrishnan, N. ; Scarpa, B. ; Capitanio, A.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:19-32.

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[Citation Analysis]
2014A revisit to correlation analysis for distortion measurement error data. (2014). Zhou, Bu ; Zhang, Jun ; Feng, Zhenghui . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:116-129.

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[Citation Analysis]
2014Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146.

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[Citation Analysis]
2014Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. (2014). Lee, Seojeong . In: Discussion Papers. RePEc:swe:wpaper:2014-02.

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[Citation Analysis]
2014On a symbolic representation of non-central Wishart random matrices with applications. (2014). Di Nardo, Elvira . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:121-135.

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2014Simultaneous confidence band for single-index random effects models with longitudinal data. (2014). Yang, Suigen ; Li, Gaorong ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:6-14.

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2014Confidence Corridors for Multivariate Generalized Quantile Regression. (2014). Chao, Shih-Kang ; Hardle, Wolfgang ; DETTE, HOLGER ; PROKSCH, KATHARINA . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-028.

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2014Bayesian influence analysis of generalized partial linear mixed models for longitudinal data. (2014). Tang, Nian-Sheng ; Duan, Xing-De . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:86-99.

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2014A class of smooth models satisfying marginal and context specific conditional independencies. (2014). Colombi, R. ; Forcina, A.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:126:y:2014:i:c:p:75-85.

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2014Model-based clustering of high-dimensional data: A review. (2014). Bouveyron, Charles ; Brunet-Saumard, Camille . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:52-78.

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2014Generalized quantiles as risk measures. (2014). Bellini, Fabio ; RosazzaGianin, Emanuela ; Muller, Alfred ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

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2014Comparative and qualitative robustness for law-invariant risk measures. (2014). Kratschmer, Volker ; Zahle, Henryk ; Schied, Alexander . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:271-295.

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2014Qualitative robustness of von Mises statistics based on strongly mixing data. (2014). Zahle, Henryk . In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:1:p:157-167.

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2014Distortion Risk Measures and Elicitability. (2014). Wang, Ruodu ; Ziegel, Johanna F.. In: Papers. RePEc:arx:papers:1405.3769.

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2014Graphical model selection and estimation for high dimensional tensor data. (2014). He, Shiyuan ; Wang, Xing ; Li, Hongzhe ; Yin, Jianxin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:165-185.

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2014Least squares estimation of a k-monotone density function. (2014). Chee, Chew-Seng ; Wang, Yong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:74:y:2014:i:c:p:209-216.

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2014Asymptotics of hierarchical clustering for growing dimension. (2014). Hannig, Jan ; Marron, J. S. ; Borysov, Petro . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:465-479.

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2014Model determination and estimation for the growth curve model via group SCAD penalty. (2014). Hu, Jianhua ; You, Jinhong ; Xin, Xin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:199-213.

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2014Functional k-means inverse regression. (2014). Wang, Guochang ; Zhang, Baoxue ; Lin, Nan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:172-182.

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2014Estimator selection and combination in scalar-on-function regression. (2014). Goldsmith, Jeff ; Scheipl, Fabian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:362-372.

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2014The KOF Economic Barometer, Version 2014: A Composite Leading Indicator for the Swiss Business Cycle. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus. In: KOF Working papers. RePEc:kof:wpskof:14-353.

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2014Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition. (2014). Feng, Sanying ; Xue, Liugen . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:121-140.

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2014Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence. (2014). Chen, Jia ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-15.

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Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013A cutting surface algorithm for semi-infinite convex programming with an application to moment robust optimization. (2013). Papp, David ; Mehrotra, Sanjay . In: Papers. RePEc:arx:papers:1306.3437.

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2013Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield. (2013). Biagini, Francesca ; Hartel, Maximilian ; Gnoatto, Alessandro . In: Papers. RePEc:arx:papers:1311.0688.

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2013Conditional copula simulation for systemic risk stress testing. (2013). Brechmann, Eike C. ; Czado, Claudia ; Hendrich, Katharina . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

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2013Modeling dependencies in claims reserving with GEE. (2013). Hudecova, arka ; Peta, Michal . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:786-794.

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2013Empirical likelihood for linear transformation models with interval-censored failure time data. (2013). Zhao, Yichuan ; Zhang, Zhigang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:116:y:2013:i:c:p:398-409.

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2013Asymptotic cumulants of ability estimators using fallible item parameters. (2013). Ogasawara, Haruhiko . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:144-162.

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2013A nonparametric empirical Bayes approach to adaptive minimax estimation. (2013). Jiang, Wenhua ; Zhang, Cun-Hui . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:122:y:2013:i:c:p:82-95.

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2013Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. (2013). Surgailis, Donatas ; Bardet, Jean-Marc . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:3:p:1004-1045.

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2013Computing system signatures through reliability functions. (2013). Marichal, Jean-Luc ; Mathonet, Pierre . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:3:p:710-717.

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2013Stochastic comparisons of series systems with heterogeneous Weibull components. (2013). Fang, Longxiang ; Zhang, Xinsheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:7:p:1649-1653.

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2013Minimum distance estimation of possibly non-invertible moving average models. (2013). Ng, Serena ; Gospodinov, Nikolay. In: Working Paper. RePEc:fip:fedawp:2013-11.

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2013On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). Rulliere, Didier ; Di Bernardino, Elena . In: Post-Print. RePEc:hal:journl:hal-00834000.

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2013On Multivariate Extensions of Conditional-Tail-Expectation. (2013). Cousin, Areski ; Di Bernardinoy, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00877386.

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2013Testing for a unit root in noncausal autoregressive models. (2013). Saikkonen, Pentti ; Sandberg, Rickard . In: Research Discussion Papers. RePEc:hhs:bofrdp:2013_026.

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2013A model specification test for GARCH(1,1) processes. (2013). Kreiss, Jens-Peter ; Leucht, Anne ; Neumann, Michael H.. In: Working Papers. RePEc:mnh:wpaper:35107.

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2013Model-based clustering of probability density functions. (2013). Montanari, Angela ; Calo, Daniela . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:7:y:2013:i:3:p:301-319.

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2013Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions. (2013). Marques, Filipe ; Coelho, Carlos . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2091-2115.

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2013Estimating standard errors in regular vine copula models. (2013). Stober, Jakob ; Schepsmeier, Ulf . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:6:p:2679-2707.

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2013Comments on: Model-free model-fitting and predictive distributions. (2013). Sperlich, Stefan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:2:p:227-233.

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2013Rejoinder on: An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:22:y:2013:i:3:p:442-447.

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Recent citations received in: 2012

YearTitleSee
2012Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models. (2012). Lee, Lung-Fei ; Jin, Fei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:3:p:446-458.

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2012Local Walsh-average regression for semiparametric varying-coefficient models. (2012). Zou, Changliang ; Wang, Zhaojun ; Shang, Suoping . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:10:p:1815-1822.

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2012Statistical properties of a blind source separation estimator for stationary time series. (2012). Oja, Hannu ; Taskinen, Sara ; Nordhausen, Klaus ; Miettinen, Jari . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:1865-1873.

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2012Generalized Cordeiro–Ferrari Bartlett-type adjustment. (2012). Kakizawa, Yoshihide . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2008-2016.

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2012Rejoinder on: Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:469-476.

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Recent citations received in: 2011

YearTitleSee
2011On signature-based expressions of system reliability. (2011). Marichal, Jean-Luc ; Waldhauser, Tamas ; Mathonet, Pierre . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1410-1416.

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2011Applications of quadratic minimisation problems in statistics. (2011). Albers, C. J. ; Gower, J. C. ; Critchley, F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:3:p:714-722.

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2011Stochastic linear programming with a distortion risk constraint. (2011). Mosler, Karl ; Bazovkin, Pavel . In: Discussion Papers in Statistics and Econometrics. RePEc:zbw:ucdpse:611.

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