Citation analysis for Journal of Multivariate Analysis / Elsevier

Journal of Multivariate Analysis / Elsevier

0.31

Impact Factor

0.36

5-Years IF

5-Years H index

[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	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1	0.01	81	81	7	0.09	220	174		352	3	57 (25.9%)			0.04
1991	0.01	0.09	0.02	85	166	15	0.09	253	164	1	386	6	69 (27.3%)			0.04
1992	0.02	0.1	0.01	78	244	15	0.06	195	166	3	403	5	55 (28.2%)			0.04
1993	0.02	0.11	0.02	83	327	13	0.04	258	163	4	418	7	56 (21.7%)			0.05
1994	0.02	0.12	0.01	75	402	14	0.03	327	161	3	410	5	103 (31.5%)			0.05
1995	0.06	0.19	0.06	79	481	72	0.15	306	158	10	402	24	123 (40.2%)	1	0.01	0.07
1996	0.04	0.22	0.06	64	545	66	0.12	259	154	6	400	23	76 (29.3%)	1	0.02	0.09
1997	0.1	0.27	0.13	63	608	135	0.22	237	143	14	379	51	93 (39.2%)	4	0.06	0.09
1998	0.08	0.27	0.15	65	673	158	0.23	272	127	10	364	56	78 (28.7%)			0.1
1999	0.09	0.31	0.12	60	733	133	0.18	246	128	12	346	41	83 (33.7%)			0.13
2000	0.08	0.4	0.13	59	792	159	0.2	261	125	10	331	42	77 (29.5%)	2	0.03	0.15
2001	0.18	0.4	0.16	58	850	180	0.21	247	119	22	311	51	66 (26.7%)	2	0.03	0.15
2002	0.2	0.42	0.2	90	940	241	0.26	300	117	23	305	61	79 (26.3%)	3	0.03	0.18
2003	0.05	0.44	0.14	89	1029	231	0.22	427	148	8	332	47	101 (23.7%)	4	0.04	0.18
2004	0.13	0.49	0.16	80	1109	246	0.22	546	179	23	356	58	76 (13.9%)	3	0.04	0.2
2005	0.24	0.53	0.23	110	1219	327	0.27	478	169	41	376	86	110 (23%)	12	0.11	0.21
2006	0.15	0.51	0.2	123	1342	345	0.26	436	190	29	427	86	157 (36%)	6	0.05	0.2
2007	0.23	0.44	0.23	107	1449	355	0.24	337	233	54	492	113	96 (28.5%)	7	0.07	0.18
2008	0.23	0.47	0.34	136	1585	521	0.33	389	230	53	509	173	144 (37%)	8	0.06	0.2
2009	0.3	0.47	0.39	172	1757	681	0.39	489	243	72	556	216	173 (35.4%)	16	0.09	0.19
2010	0.3	0.44	0.35	195	1952	628	0.32	512	308	91	648	227	176 (34.4%)	17	0.09	0.16
2011	0.28	0.51	0.28	110	2062	581	0.28	243	367	102	733	207	79 (32.5%)	5	0.05	0.2
2012	0.42	0.56	0.39	174	2236	823	0.37	274	305	127	720	279	85 (31%)	13	0.07	0.21
2013	0.4	0.66	0.46	207	2443	1026	0.42	287	284	114	787	362	72 (25.1%)	22	0.11	0.23
2014	0.38	0.67	0.45	199	2642	1123	0.43	109	381	145	858	385	37 (33.9%)	8	0.04	0.22
2015	0.31	0.82	0.36	167	2809	1101	0.39	65	406	127	885	322	16 (24.6%)	20	0.12	0.27

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
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:	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	219
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	142
3	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	120
4	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	100
5	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	88
6	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	83
7	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	77
8	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	70
9	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	67
10	1998	Nonparametric 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. Full description at Econpapers \|\| Download paper	66
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	62
12	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	57
13	2012	A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	54
14	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	53
15	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÂ¤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	45
16	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	44
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	43
18	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	40
19	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	40
20	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	40
21	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	39
22	1979	An identity for the Wishart distribution with applications. (1979). Haff, L. R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544. Full description at Econpapers \|\| Download paper	36
23	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	36
24	2000	Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃÂ¼ller, 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	36
25	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	34
26	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	34
27	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	33
28	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	33
29	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	33
30	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	33
31	1994	Empirical 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. Full description at Econpapers \|\| Download paper	32
32	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	32
33	1996	Bootstrapping 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. Full description at Econpapers \|\| Download paper	32
34	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	31
35	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	29
36	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	29
37	1992	Fixed 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. Full description at Econpapers \|\| Download paper	28
38	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	28
39	1991	Global 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. Full description at Econpapers \|\| Download paper	27
40	2000	Empirical 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. Full description at Econpapers \|\| Download paper	27
41	1973	On 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. Full description at Econpapers \|\| Download paper	27
42	1988	Maximum 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. Full description at Econpapers \|\| Download paper	26
43	1990	Kernel 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. Full description at Econpapers \|\| Download paper	26
44	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	26
45	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	26
46	1997	A 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. Full description at Econpapers \|\| Download paper	25
47	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	25
48	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	24
49	1995	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Choi, S. I.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:295-309. Full description at Econpapers \|\| Download paper	24
50	2006	Some 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. Full description at Econpapers \|\| Download paper	24

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	100
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	73
3	2012	A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	44
4	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	34
5	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	32
6	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	27
7	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	25
8	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	23
9	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÂ¤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	22
10	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	22
11	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	17
12	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	17
13	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	16
14	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	16
15	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	16
16	2011	The complete mixability and convex minimization problems with monotone marginal densities. (2011). Wang, Bin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1344-1360. Full description at Econpapers \|\| Download paper	15
17	2013	On covariation estimation for multivariate continuous ItÃ´ semimartingales with noise in non-synchronous observation schemes. (2013). Christensen, Kim ; Podolskij, Mark ; Vetter, Mathias . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:59-84. Full description at Econpapers \|\| Download paper	14
18	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	14
19	1995	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Choi, S. I.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:295-309. Full description at Econpapers \|\| Download paper	14
20	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	14
21	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	13
22	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	13
23	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	13
24	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	12
25	2013	On multivariate extensions of Value-at-Risk. (2013). Cousin, Areski ; di Bernardino, Elena . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:32-46. Full description at Econpapers \|\| Download paper	12
26	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	12
27	2010	Single-index quantile regression. (2010). Yu, Keming ; Wu, Tracy Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:7:p:1607-1621. Full description at Econpapers \|\| Download paper	12
28	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	12
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31	2012	Qualitative and infinitesimal robustness of tail-dependent statistical functionals. (2012). Schied, Alexander ; Kratschmer, Volker ; Zahle, Henryk . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:103:y:2012:i:1:p:35-47. Full description at Econpapers \|\| Download paper	11
32	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	11
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34	2010	Estimating the error distribution in nonparametric multiple regression with applications to model testing. (2010). van Keilegom, Ingrid ; Neumeyer, Natalie ; VanKeilegom, Ingrid . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1067-1078. Full description at Econpapers \|\| Download paper	11
35	2008	A test for the mean vector with fewer observations than the dimension. (2008). Du, Meng ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402. Full description at Econpapers \|\| Download paper	10
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41	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	10
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44	2009	Orthant tail dependence of multivariate extreme value distributions. (2009). Li, Haijun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:1:p:243-256. Full description at Econpapers \|\| Download paper	9
45	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	9
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Citing documents used to compute impact factor 127:

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2015	Jackknife empirical likelihood inference for the mean absolute deviation. (2015). Zhao, Yichuan ; Yang, Hanfang ; Meng, Xueping . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:91:y:2015:i:c:p:92-101. Full description at Econpapers \|\| Download paper
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2015	Probabilistic assessment of model-based clustering. (2015). Zhu, Xuwen ; Melnykov, Volodymyr . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:9:y:2015:i:4:p:395-422. Full description at Econpapers \|\| Download paper
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2015	Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification. (2015). Lee, Ying-Ying . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:2:d:61252. Full description at Econpapers \|\| Download paper
2015	Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification. (2015). Lee, Ying-Ying . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:2-:d:61252. Full description at Econpapers \|\| Download paper
2015	Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering. (2015). Wraith, Darren ; Forbes, Florence . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:61-73. Full description at Econpapers \|\| Download paper
2015	Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns. (2015). Wollschlager, Marcel ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1506.08054. Full description at Econpapers \|\| Download paper
2015	Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data. (2015). Sugasawa, Shonosuke ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf957. Full description at Econpapers \|\| Download paper
2015	Uncertainty quantification for the family-wise error rate in multivariate copula models. (2015). Stange, Jens ; Dickhaus, Thorsten ; Bodnar, Taras . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:3:p:281-310. Full description at Econpapers \|\| Download paper
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2015	The Impact of Trading Activity in Agricultural Futures Markets. (2015). Zuppiroli, Marco ; Verga, Giovanni ; Riani, Marco ; Donati, Michele . In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy. RePEc:ags:aiea15:207848. Full description at Econpapers \|\| Download paper
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2015	Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. (2015). Xu, Pei-Rong ; Zhao, Yan-Yong ; Ye, Xu-Guo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:204-221. Full description at Econpapers \|\| Download paper
2015	Spatial sign correlation. (2015). Durre, Alexander ; Fried, Roland ; Vogel, Daniel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:135:y:2015:i:c:p:89-105. Full description at Econpapers \|\| Download paper
2015	Conditional quantiles and tail dependence. (2015). Czado, Claudia ; Bernard, Carole . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:104-126. Full description at Econpapers \|\| Download paper
2015	Tests for sphericity in multivariate garch models. (2015). Francq, Christian ; Meintanis, Simos ; Jimenez, Maria Dolores . In: MPRA Paper. RePEc:pra:mprapa:67411. Full description at Econpapers \|\| Download paper
2015	Approximate likelihood inference for the Bingham distribution. (2015). Bee, Marco ; Espa, Giuseppe ; Benedetti, Roberto . In: DEM Working Papers. RePEc:trn:utwprg:2015/02. Full description at Econpapers \|\| Download paper
2015	A Robust Statistics Approach to Minimum Variance Portfolio Optimization. (2015). Yang, Liusha ; Couillet, Romain ; McKay, Matthew R.. In: Papers. RePEc:arx:papers:1503.08013. Full description at Econpapers \|\| Download paper
2015	The random matrix regime of Maronnaâs M-estimator with elliptically distributed samples. (2015). Silverstein, Jack W. ; Pascal, Frederic ; Couillet, Romain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:56-78. Full description at Econpapers \|\| Download paper
2015	Robust spiked random matrices and a robust G-MUSIC estimator. (2015). Couillet, Romain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:139-161. Full description at Econpapers \|\| Download paper
2015	A DarlingâErdÅs-type CUSUM-procedure for functional data. (2015). Torgovitski, Leonid . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:1:p:1-27. Full description at Econpapers \|\| Download paper
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2015	Vector-valued skewness for model-based clustering. (2015). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:230-237. Full description at Econpapers \|\| Download paper
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2015	Inferential issues in model-based small area estimation: some new developments. (2015). , . In: Statistics in Transition new series. RePEc:csb:stintr:v:16:y:2015:i:4:p:491-510. Full description at Econpapers \|\| Download paper
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2015	A random-effect model approach for group variable selection. (2015). Lee, Sangin ; Pawitan, Yudi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:89:y:2015:i:c:p:147-157. Full description at Econpapers \|\| Download paper
2015	All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function. (2015). Peng, Ping ; Liang, Jian ; Hu, Guikai . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:113-122. Full description at Econpapers \|\| Download paper
2015	Covariance components selection in high-dimensional growth curve model with random coefficients. (2015). von Rosen, Dietrich ; Imori, Shinpei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:86-94. Full description at Econpapers \|\| Download paper
2015	On high dimensional two-sample tests based on nearest neighbors. (2015). Mondal, Pronoy K ; Ghosh, Anil K ; Biswas, Munmun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:141:y:2015:i:c:p:168-178. Full description at Econpapers \|\| Download paper
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2015	New independent component analysis tools for time series. (2015). Matilainen, Markus ; Oja, Hannu ; Nordhausen, Klaus . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:80-87. Full description at Econpapers \|\| Download paper
2015	Tests in variance components models under skew-normal settings. (2015). Ye, Rendao ; Gupta, Arjun ; Sukparungsee, Saowanit ; Wang, Tonghui . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:7:p:885-904. Full description at Econpapers \|\| Download paper
2015	Prediction of stationary Gaussian random fields with incomplete quarterplane past. (2015). Cheng, Raymond . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:245-258. Full description at Econpapers \|\| Download paper
2015	On an asymmetric extension of multivariate Archimedean copulas. (2015). Rulliere, Didier ; di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-01147778. Full description at Econpapers \|\| Download paper
2015	Nonparametric tests for constant tail dependence with an application to energy and finance. (2015). Wied, Dominik ; Bucher, Axel ; Jaschke, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:154-168. Full description at Econpapers \|\| Download paper
2015	A note on stochastic domination for discrete exponential families. (2015). Strawderman, William E. ; Chang, Yuan-Tsung . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:131-135. Full description at Econpapers \|\| Download paper
2015	Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield. (2015). Gnoatto, Alessandro ; Hartel, Maximilian ; Biagini, Francesca . In: Papers. RePEc:arx:papers:1311.0688. Full description at Econpapers \|\| Download paper
2015	A dynamic view to moment matching of truncated distributions. (2015). Liquet, Benoit ; Nazarathy, Yoni . In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:87-93. Full description at Econpapers \|\| Download paper
2015	Sequential change point detection in linear quantile regression models. (2015). Wang, Huixia Judy ; Tang, Yanlin ; Zhou, Mi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:98-103. Full description at Econpapers \|\| Download paper
2015	Asymptotic behavior of mixed power variations and statistical estimation in mixed models. (2015). Shevchenko, Georgiy ; Dozzi, Marco ; Mishura, Yuliya . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:151-175. Full description at Econpapers \|\| Download paper
2015	Standard Error of Ability Estimates and the Classification Accuracy and Consistency of Binary Decisions. (2015). Cheng, Ying ; Behrens, John . In: Psychometrika. RePEc:spr:psycho:v:80:y:2015:i:3:p:645-664. Full description at Econpapers \|\| Download paper
2015	Saddlepoint Approximations of the Distribution of the Person Parameter in the Two Parameter Logistic Model. (2015). Biehler, Martin ; Doebler, Philipp ; Holling, Heinz . In: Psychometrika. RePEc:spr:psycho:v:80:y:2015:i:3:p:665-688. Full description at Econpapers \|\| Download paper
2015	Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-16. Full description at Econpapers \|\| Download paper
2015	Factor Copula Models for Item Response Data. (2015). Nikoloulopoulos, Aristidis ; Joe, Harry . In: Psychometrika. RePEc:spr:psycho:v:80:y:2015:i:1:p:126-150. Full description at Econpapers \|\| Download paper
2015	Structured factor copula models: Theory, inference and computation. (2015). Joe, Harry ; Krupskii, Pavel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:53-73. Full description at Econpapers \|\| Download paper
2015	Modelling Dependence in High Dimensions with Factor Copulas. (2015). Patton, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-51. Full description at Econpapers \|\| Download paper
2015	On a class of circulas: copulas for circular distributions. (2015). Jones, M ; Kato, Shogo ; Pewsey, Arthur . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:67:y:2015:i:5:p:843-862. Full description at Econpapers \|\| Download paper
2015	High dimensional dynamic stochastic copula models. (2015). Creal, Drew ; Tsay, Ruey S. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:335-345. Full description at Econpapers \|\| Download paper
2015	Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market. (2015). Travkin, A.. In: Journal of the New Economic Association. RePEc:nea:journl:y:2015:i:25:p:39-55. Full description at Econpapers \|\| Download paper
2015	Higher order tail densities of copulas and hidden regular variation. (2015). Li, Haijun ; Hua, Lei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:143-155. Full description at Econpapers \|\| Download paper
2015	Univariate conditioning of vine copulas. (2015). Jaworski, Piotr . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:89-103. Full description at Econpapers \|\| Download paper
2015	Robust conditional Weibull-type estimation. (2015). Guillou, Armelle ; Goegebeur, Yuri ; Rietsch, Theo . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:67:y:2015:i:3:p:479-514. Full description at Econpapers \|\| Download paper
2015	Third-order local power properties of tests for a composite hypothesis, II. (2015). Kakizawa, Yoshihide . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:99-112. Full description at Econpapers \|\| Download paper
2015	Maximal coupling of empirical copulas for discrete vectors. (2015). Faugeras, Olivier P.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:179-186. Full description at Econpapers \|\| Download paper
2015	Covariance components selection in high-dimensional growth curve model with random coefficients. (2015). von Rosen, Dietrich ; Imori, Shinpei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:86-94. Full description at Econpapers \|\| Download paper
2015	Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers \|\| Download paper
2015	Minimaxity in estimation of restricted and non-restricted scale parameter matrices. (2015). Tsukuma, Hisayuki ; Kubokawa, Tatsuya . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:67:y:2015:i:2:p:261-285. Full description at Econpapers \|\| Download paper
2015	On predictive density estimation for location families under integrated squared error loss. (2015). Kubokawa, Tatsuya ; Strawderman, William E ; Marchand, Eric . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:142:y:2015:i:c:p:57-74. Full description at Econpapers \|\| Download paper
2015	On an asymmetric extension of multivariate Archimedean copulas. (2015). Rulliere, Didier ; di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-01147778. Full description at Econpapers \|\| Download paper
2015	Robust spiked random matrices and a robust G-MUSIC estimator. (2015). Couillet, Romain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:139-161. Full description at Econpapers \|\| Download paper
2015	Nonparametric estimation of the conditional tail copula. (2015). Gardes, Laurent ; Girard, Stephane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2015	A new test for part of high dimensional regression coefficients. (2015). Cui, Hengjian ; Wang, Siyang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:187-203. Full description at Econpapers \|\| Download paper
2015	Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series. (2015). Dudek, A.. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:3:p:313-335. Full description at Econpapers \|\| Download paper
2015	Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA. (2015). PipieÅ, Mateusz ; Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:3:p:169-186. Full description at Econpapers \|\| Download paper
2015	Equivariant minimax dominators of the MLE in the array normal model. (2015). Gerard, David ; Hoff, Peter . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:137:y:2015:i:c:p:32-49. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	Bayesian regression with nonparametric heteroskedasticity. (2015). Norets, Andriy . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:409-419. Full description at Econpapers \|\| Download paper
2015	On generalized elliptical quantiles in the nonlinear quantile regression setup. (2015). Iman, Miroslav ; Hlubinka, Daniel . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:2:p:249-264. Full description at Econpapers \|\| Download paper
2015	A generalization of an integral arising in the theory of distance correlation. (2015). Edelmann, Dominic ; Dueck, Johannes ; Richards, Donald . In: Statistics & Probability Letters. RePEc:eee:stapro:v:97:y:2015:i:c:p:116-119. Full description at Econpapers \|\| Download paper
2015	Testing for independence between functional time series. (2015). Horvath, Lajos ; Rice, Gregory . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:371-382. Full description at Econpapers \|\| Download paper
2015	Improving the EBLUPs of balanced mixed-effects models. (2015). Weerahandi, Samaradasa ; Ananda, Malwane . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:6:p:647-662. Full description at Econpapers \|\| Download paper
2015	The link between the mixed and fixed linear models revisited. (2015). Haslett, S ; Arendacka, B ; Puntanen, S. In: Statistical Papers. RePEc:spr:stpapr:v:56:y:2015:i:3:p:849-861. Full description at Econpapers \|\| Download paper
2015	Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. (2015). Ziel, Florian . In: Papers. RePEc:arx:papers:1502.06557. Full description at Econpapers \|\| Download paper
2015	Nonparametric tests for constant tail dependence with an application to energy and finance. (2015). Wied, Dominik ; Bucher, Axel ; Jaschke, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:154-168. Full description at Econpapers \|\| Download paper
2015	Functional stable limit theorems for quasi-efficient spectral covolatility estimators. (2015). Altmeyer, Randolf ; Bibinger, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:12:p:4556-4600. Full description at Econpapers \|\| Download paper
2015	The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Sampling. (2015). Misaki, Hiroumi ; Sato, Seisho ; Kunitomo, Naoto . In: CIRJE F-Series. RePEc:tky:fseres:2015cf965. Full description at Econpapers \|\| Download paper
2015	The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling. (2015). Kunitomo, Naoto ; Sato, Seisho ; Misaki, Hiroumi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:333-368. Full description at Econpapers \|\| Download paper
2015	The weighted rank correlation coefficient rW2 in the case of ties. (2015). Soares, Carlos ; Roque, Luis A. C., ; Da Costa, Joaquim Pinto . In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:20-26. Full description at Econpapers \|\| Download paper
2015	A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Ra'ul . In: Papers. RePEc:arx:papers:1502.00908. Full description at Econpapers \|\| Download paper
2015	On multivariate extensions of the conditional Value-at-Risk measure. (2015). Di Bernardino, E. ; Rodriguez-Griolo, M. R. ; Fernandez-Ponce, J. M. ; Palacios-Rodriguez, F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2015	Impact of dependence on some multivariate risk indicators. (2015). Rulliere, Didier ; Maume-Deschamps, V'eronique ; Said, Khalil . In: Papers. RePEc:arx:papers:1507.01175. Full description at Econpapers \|\| Download paper
2015	Estimating covariate functions associated to multivariate risks: a level set approach. (2015). Servien, Remi ; Bernardino, Elena ; Laloe, Thomas . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:5:p:497-526. Full description at Econpapers \|\| Download paper
2015	Impact of dependence on some multivariate risk indicators. (2015). Maume-Deschamps, Veronique ; Said, Khalil . In: Working Papers. RePEc:hal:wpaper:hal-01171395. Full description at Econpapers \|\| Download paper
2015	A directional multivariate value at risk. (2015). Torres, Raul ; Laniado, Henry ; Lillo, Rosa E. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:111-123. Full description at Econpapers \|\| Download paper
2015	Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model. (2015). Datta, Somnath ; Meira-Machado, Luis ; Ua-Alvarez, Jacobo . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:377-397. Full description at Econpapers \|\| Download paper
2015	Kurtosis tests for multivariate normality with monotone incomplete data. (2015). Yamada, Tomoya ; Richards, Donald ; Romer, Megan . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:3:p:532-557. Full description at Econpapers \|\| Download paper
2015	Semiparametric regression of multivariate panel count data with informative observation times. (2015). Li, Yang ; Sun, Jianguo ; Zhang, Bin ; Wang, Hai Ying ; He, Xin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:209-219. Full description at Econpapers \|\| Download paper
2015	Extremes of order statistics of stationary processes. (2015). Ling, Chengxiu ; Dbicki, Krzysztof ; Hashorva, Enkelejd ; Ji, Lanpeng . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:24:y:2015:i:2:p:229-248. Full description at Econpapers \|\| Download paper
2015	A possibly asymmetric multivariate generalization of the MÃ¶bius distribution for directional data. (2015). Sengupta, Ashis ; Shimizu, Kunio ; Uesu, Kagumi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:134:y:2015:i:c:p:146-162. Full description at Econpapers \|\| Download paper
2015	On the construction of nested Archimedean copulas for d-monotone generators. (2015). Rezapour, Mohsen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:21-32. Full description at Econpapers \|\| Download paper
2015	Construction and sampling of Archimedean and nested Archimedean LÃ©vy copulas. (2015). Hofert, Marius ; Grothe, Oliver . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:182-198. Full description at Econpapers \|\| Download paper
2015	Estimation of multivariate critical layers: Applications to rainfall data. (2015). Rulliere, Didier ; di Bernardino, Elena . In: Post-Print. RePEc:hal:journl:hal-00940089. Full description at Econpapers \|\| Download paper
2015	Heteroscedasticity checks for single index models. (2015). Zhu, Lixing ; Guo, XU ; Lin, LU. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:41-55. Full description at Econpapers \|\| Download paper
2015	Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity. (2015). Ong, S. H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:1-6. Full description at Econpapers \|\| Download paper
2015	An efficient and robust variable selection method for longitudinal generalized linear models. (2015). Lv, Jing, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:82:y:2015:i:c:p:74-88. Full description at Econpapers \|\| Download paper
2015	D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775. Full description at Econpapers \|\| Download paper
2015	Regression analysis of multivariate current status data with auxiliary covariates under the additive hazards model. (2015). Sun, Jianguo ; Chen, Yurong ; Feng, Yanqin . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:34-45. Full description at Econpapers \|\| Download paper
2015	Robust and efficient estimation of effective dose. (2015). Karunamuni, Rohana J. ; Zhao, Bangxin ; Tang, Qingguo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:90:y:2015:i:c:p:47-60. Full description at Econpapers \|\| Download paper
2015	High-dimensional tests for spherical location and spiked covariance. (2015). Verdebout, Thomas ; Paindaveine, Davy ; Ley, Christophe . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:79-91. Full description at Econpapers \|\| Download paper
2015	A note on high-dimensional two-sample test. (2015). Feng, Long ; Sun, Fasheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:29-36. Full description at Econpapers \|\| Download paper
2015	A high dimensional two-sample test under a low dimensional factor structure. (2015). Ma, Yingying ; Wang, Hansheng ; Lan, Wei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:162-170. Full description at Econpapers \|\| Download paper
2015	Parametric and nonparametric bootstrap methods for general MANOVA. (2015). Konietschke, Frank ; Pauly, Markus ; Harrar, Solomon W ; Bathke, Arne C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:291-301. Full description at Econpapers \|\| Download paper
2015	Gini-PLS Regressions. (2015). SOUISSI BENREJAB, Fattouma ; Mussard, StÃÂ©phane ; Souissi-Benrejab, Fattouma . In: Working Papers. RePEc:lam:wpaper:15-03. Full description at Econpapers \|\| Download paper
2015	Gini-PLS Regressions. (2015). SOUISSI BENREJAB, Fattouma ; Mussard, StÃÂ©phane ; Souissi-Benrejab, Fattouma . In: Cahiers de recherche. RePEc:shr:wpaper:15-01. Full description at Econpapers \|\| Download paper
2015	Multilevel cumulative logistic regression model with random effects: Application to British social attitudes panel survey data. (2015). Yu, Dalei ; Yau, Kelvin K. W., ; Chan, Moon-tong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:173-186. Full description at Econpapers \|\| Download paper
2015	The hybrid method of FSIR and FSAVE for functional effective dimension reduction. (2015). Wang, Guochang ; Zhang, Baoxue ; Feng, Xiang-Nan ; Zhou, Yan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:91:y:2015:i:c:p:64-77. Full description at Econpapers \|\| Download paper
2015	Efficiency of the pMST and RDELA location and scatter estimators. (2015). Liebscher, Steffen ; Kirschstein, Thomas . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:1:p:63-82. Full description at Econpapers \|\| Download paper
2015	Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses. (2015). Czado, Claudia ; Ghosh, Pulak ; Stober, Jakob ; Hong, Hyokyoung Grace . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:28-39. Full description at Econpapers \|\| Download paper
2015	Truncation of vine copulas using fit indices. (2015). Joe, Harry ; Brechmann, Eike C.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:19-33. Full description at Econpapers \|\| Download paper
2015	Sampling, conditionalizing, counting, merging, searching regular vines. (2015). Wilson, K. ; Cooke, R. M. ; Kurowicka, D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:4-18. Full description at Econpapers \|\| Download paper
2015	Modeling heterogeneity: a praise for varying-coefficient models in causal analysis. (2015). Sperlich, Stefan ; Theler, Raoul . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:693-718. Full description at Econpapers \|\| Download paper
2015	BirnbaumâSaunders distribution based on Laplace kernel and some properties and inferential issues. (2015). Balakrishnan, N. ; Zhu, Xiaojun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:1-10. Full description at Econpapers \|\| Download paper
2015	A Race Model for Responses and Response Times in Tests. (2015). Ranger, Jochen ; Gaviria, Jose-luis ; Kuhn, Jorg-Tobias . In: Psychometrika. RePEc:spr:psycho:v:80:y:2015:i:3:p:791-810. Full description at Econpapers \|\| Download paper
2015	Tests for Normality in Linear Panel Data Models. (2015). Sosa Escudero, Walter ; Montes Rojas, Gabriel ; Alejo, Javier ; Galvao, Antonio ; Sosa-Escudero, Walter ; Montes-Rojas, Gabriel . In: CEDLAS, Working Papers. RePEc:dls:wpaper:0178. Full description at Econpapers \|\| Download paper
2015	Implementation of LÃ©vy CARMA model in Yuima package. (2015). Mercuri, Lorenzo ; Iacus, Stefano. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:4:p:1111-1141. Full description at Econpapers \|\| Download paper
2015	Robust linear functional mixed models. (2015). Bolfarine, Heleno ; Riquelme, Marco ; Galea, Manuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:134:y:2015:i:c:p:82-98. Full description at Econpapers \|\| Download paper
2015	A stochastic comparison result about hazard rate ordering of two parallel systems comprising of geometric components. (2015). Wang, Jiantian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:86-90. Full description at Econpapers \|\| Download paper
2015	Likelihood ratio order of sample minimum from heterogeneous Weibull random variables. (2015). Li, Chen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:97:y:2015:i:c:p:46-53. Full description at Econpapers \|\| Download paper
2015	Local linear estimation of residual entropy function of conditional distributions. (2015). Abdul-Sathar, E. I. ; Maya, R. ; Rajesh, G.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:1-14. Full description at Econpapers \|\| Download paper
2015	Bivariate distributions with conditionals satisfying the proportional generalized odds rate model. (2015). Sarabia, JosÃÂ© MarÃÂa ; Asadi, M ; Esna-Ashari, M ; Navarro, J. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:78:y:2015:i:6:p:691-709. Full description at Econpapers \|\| Download paper
2015	Jackknife empirical likelihood inference for the mean absolute deviation. (2015). Zhao, Yichuan ; Yang, Hanfang ; Meng, Xueping . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:91:y:2015:i:c:p:92-101. Full description at Econpapers \|\| Download paper
2015	Smoothed jackknife empirical likelihood inference for ROC curves with missing data. (2015). Yang, Hanfang ; Zhao, Yichuan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:123-138. Full description at Econpapers \|\| Download paper
2015	Optimal partial ridge estimation in restricted semiparametric regression models. (2015). Roozbeh, Mahdi ; Amini, Morteza . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:26-40. Full description at Econpapers \|\| Download paper
2015	Performance of Kibriaâs methods in partial linear ridge regression model. (2015). Arashi, M. ; Valizadeh, T.. In: Statistical Papers. RePEc:spr:stpapr:v:56:y:2015:i:1:p:231-246. Full description at Econpapers \|\| Download paper
2015	Shrinkage estimation in system regression model. (2015). Arashi, Mohammad ; Roozbeh, Mahdi . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:2:p:359-376. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:21775. Full description at Econpapers \|\| Download paper
2015	Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives. (2015). Paindaveine, Davy ; Cutting, Christine ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2013/192510. Full description at Econpapers \|\| Download paper
2015	Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data. (2015). Paindaveine, Davy ; Cutting, Christine ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2013/194991. Full description at Econpapers \|\| Download paper
2015	Direct energy rebound effect for road passenger transport in China: A dynamic panel quantile regression approach. (2015). Zhang, Yue-Jun ; Tan, Weiping ; Liu, Zhao ; Peng, Hua-Rong . In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:303-313. Full description at Econpapers \|\| Download paper
2015	Functional characterizations of bivariate weak SAI with an application. (2015). You, Yinping ; Li, Xiaohu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:225-231. Full description at Econpapers \|\| Download paper
2015	Robust spiked random matrices and a robust G-MUSIC estimator. (2015). Couillet, Romain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:139-161. Full description at Econpapers \|\| Download paper
2015	Influence diagnostic in ridge semiparametric models. (2015). Emami, Hadi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:106-113. Full description at Econpapers \|\| Download paper
2015	A note on high-dimensional two-sample test. (2015). Feng, Long ; Sun, Fasheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:29-36. Full description at Econpapers \|\| Download paper
2015	Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data. (2015). Hao, Chengcheng ; Roy, Anuradha ; Liang, Yuli . In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:113-120. Full description at Econpapers \|\| Download paper
2015	On the MatsumotoâYor type regression characterization of the gamma and Kummer distributions. (2015). Wesoowski, Jacek . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:145-149. Full description at Econpapers \|\| Download paper
2015	Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs. (2015). Smaga, Ukasz . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:215-220. Full description at Econpapers \|\| Download paper
2015	On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces. (2015). , ; Thanh, L V. In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:236-245. Full description at Econpapers \|\| Download paper
2015	A note on asymptotic distributions in maximum entropy models for networks. (2015). Yan, Ting . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:1-5. Full description at Econpapers \|\| Download paper
2015	Vector-valued skewness for model-based clustering. (2015). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:99:y:2015:i:c:p:230-237. Full description at Econpapers \|\| Download paper
2015	Microfounded forecasting. (2015). Issler, JoÃÂ£o ; Gaglianone, Wagner. In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:766. Full description at Econpapers \|\| Download paper
2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Galvao, Antonio F ; Montes-Rojas, Gabriel . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper
2015	Distillation of News Flow into Analysis of Stock Reactions. (2015). HÃÂ¤rdle, Wolfgang ; Chen, Cathy Y. ; Hardle, Wolfgang K. ; Zhang, Junni L. ; Bommes, Elisabeth . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-005. Full description at Econpapers \|\| Download paper
2015	Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790. Full description at Econpapers \|\| Download paper
2015	Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory . (2015). Ito, Tsubasa ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2015cf995. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models. (2014). Armstrong, Timothy B.. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1975. Full description at Econpapers \|\| Download paper
2014	Linear transformations to symmetry. (2014). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:129:y:2014:i:c:p:186-192. Full description at Econpapers \|\| Download paper
2014	Maximal correlation in a non-diagonal case. (2014). Blazquez, Lopez F. ; Mio, Salamanca B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:265-278. Full description at Econpapers \|\| Download paper
2014	Two-sample locationâscale estimation from semiparametric random censorship models. (2014). Bhattacharya, Rianka ; Subramanian, Sundarraman . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:132:y:2014:i:c:p:25-38. Full description at Econpapers \|\| Download paper
2014	Computing subsignatures of systems with exchangeable component lifetimes. (2014). Marichal, Jean-Luc . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:128-134. Full description at Econpapers \|\| Download paper
2014	UtilizaciÃ³n y tiempos de espera: dos vertientes inseparables del anÃ¡lisis de la equidad en el acceso al sistema sanitario pÃºblico. (2014). Abasolo, Ignacio ; Negrin, Miguel ; Pinilla, Jaime . In: Hacienda PÃºblica EspaÃ±ola. RePEc:hpe:journl:y:2014:v:208:i:1:p:11-38. Full description at Econpapers \|\| Download paper
2014	A unifying view on some problems in probability and statistics. (2014). Pratelli, Luca ; Rigo, Pietro ; Berti, Patrizia . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:23:y:2014:i:4:p:483-500. Full description at Econpapers \|\| Download paper
2014	Conditional AIC under Covariate Shift with Application to Small Area Prediction. (2014). Sugasawa, Shonosuke ; Kawakubo, Yuki ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf944. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Testing for a unit root in noncausal autoregressive models. (2013). Saikkonen, Pentti ; Sandberg, Rickard . In: Research Discussion Papers. RePEc:bof:bofrdp:2013_026. Full description at Econpapers \|\| Download paper
2013	Universal Asymptotics for High-Dimensional Sign Tests. (2013). Paindaveine, Davy ; Verdebout, Thomas . In: Working Papers ECARES. RePEc:eca:wpaper:2013/151199. Full description at Econpapers \|\| Download paper
2013	Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732. Full description at Econpapers \|\| Download paper
2013	Modeling 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. Full description at Econpapers \|\| Download paper
2013	Empirical 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. Full description at Econpapers \|\| Download paper
2013	Asymptotic 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. Full description at Econpapers \|\| Download paper
2013	A nonparametric empirical Bayes approach to adaptive minimax estimation. (2013). Zhang, Cun-Hui ; Jiang, Wenhua . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:122:y:2013:i:c:p:82-95. Full description at Econpapers \|\| Download paper
2013	Construction waste management policies and their effectiveness in Hong Kong: A longitudinal review. (2013). Tam, Vivian W. Y., ; Lu, Weisheng . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:23:y:2013:i:c:p:214-223. Full description at Econpapers \|\| Download paper
2013	Nonparametric 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. Full description at Econpapers \|\| Download paper
2013	Computing 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. Full description at Econpapers \|\| Download paper
2013	Stochastic comparisons of series systems with heterogeneous Weibull components. (2013). Zhang, Xinsheng . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:7:p:1649-1653. Full description at Econpapers \|\| Download paper
2013	Minimum distance estimation of possibly non-invertible moving average models. (2013). Ng, Serena ; Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-11. Full description at Econpapers \|\| Download paper
2013	On 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. Full description at Econpapers \|\| Download paper
2013	On Multivariate Extensions of Conditional-Tail-Expectation. (2013). Cousin, Areski ; Di Bernardinoy, Elena . In: Working Papers. RePEc:hal:wpaper:hal-00877386. Full description at Econpapers \|\| Download paper
2013	Testing for a unit root in noncausal autoregressive models. (2013). Saikkonen, Pentti ; Sandberg, Rickard . In: Research Discussion Papers. RePEc:hhs:bofrdp:2013_026. Full description at Econpapers \|\| Download paper
2013	A model specification test for GARCH(1,1) processes. (2013). Leucht, Anne ; Neumann, Michael H. ; Kreiss, Jens-Peter . In: Working Papers. RePEc:mnh:wpaper:35107. Full description at Econpapers \|\| Download paper
2013	Model-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. Full description at Econpapers \|\| Download paper
2013	Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions. (2013). Coelho, Carlos ; Marques, Filipe . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2091-2115. Full description at Econpapers \|\| Download paper
2013	Estimating 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. Full description at Econpapers \|\| Download paper
2013	Comments 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. Full description at Econpapers \|\| Download paper
2013	Rejoinder on: An updated review of Goodness-of-Fit tests for regression models. (2013). Crujeiras, Rosa ; Gonzalez-Manteiga, Wenceslao . 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. Full description at Econpapers \|\| Download paper
2013	Optimal Ridge-type Estimators of Covariance Matrix in High Dimension. (2013). Srivastava, Muni S. ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2013cf906. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	An overview of the goodness-of-fit test problem for copulas. (2012). Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1211.4416. Full description at Econpapers \|\| Download paper
2012	Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy. (2012). Chakraborty, Sounak . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:9:p:2742-2755. Full description at Econpapers \|\| Download paper
2012	In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes. (2012). Craiu, Radu V ; Sabeti, Avideh . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:106-120. Full description at Econpapers \|\| Download paper
2012	Copula-based semiparametric models for multivariate time series. (2012). Remillard, Bruno ; Papageorgiou, Nicolas ; Soustra, Frederic . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:30-42. Full description at Econpapers \|\| Download paper
2012	A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper
2012	Semiparametric estimation of conditional copulas. (2012). Abegaz, Fentaw ; Veraverbeke, Noel ; Gijbels, Irene . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:43-73. Full description at Econpapers \|\| Download paper
2012	Beyond simplified pair-copula constructions. (2012). Genest, Christian ; Nelehova, Johanna ; Acar, Elif F. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:74-90. Full description at Econpapers \|\| Download paper
2012	Nonlinear models with measurement errors subject to single-indexed distortion. (2012). Liang, Hua ; Zhu, Li-Xing ; Zhang, Jun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:112:y:2012:i:c:p:1-23. Full description at Econpapers \|\| Download paper
2012	Approximated 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. Full description at Econpapers \|\| Download paper
2012	Local 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. Full description at Econpapers \|\| Download paper
2012	Statistical 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. Full description at Econpapers \|\| Download paper
2012	Generalized CordeiroâFerrari Bartlett-type adjustment. (2012). Kakizawa, Yoshihide . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:11:p:2008-2016. Full description at Econpapers \|\| Download paper
2012	Rejoinder 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Multivariate Analysis / Elsevier	746
2	Computational Statistics & Data Analysis / Elsevier	211
3	Statistics & Probability Letters / Elsevier	205
4	Metrika: International Journal for Theoretical and Applied Statistics / Springer	76
5	Annals of the Institute of Statistical Mathematics / Springer	70
6	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	66
7	Statistical Papers / Springer	52
8	Journal of Econometrics / Elsevier	51
9	Insurance: Mathematics and Economics / Elsevier	46
10	MPRA Paper / University Library of Munich, Germany	41
11	Computational Statistics / Springer	35

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.