Citation analysis for Journal of Multivariate Analysis / Elsevier

Journal of Multivariate Analysis / Elsevier

0.31

Impact Factor

0.4

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	251	174		352	3	65 (25.9%)			0.04
1991	0.01	0.09	0.02	85	166	15	0.09	293	164	1	386	6	80 (27.3%)			0.04
1992	0.02	0.09	0.01	78	244	15	0.06	224	166	3	403	5	61 (27.2%)			0.04
1993	0.02	0.1	0.02	83	327	13	0.04	293	163	4	418	7	62 (21.2%)			0.05
1994	0.02	0.11	0.01	75	402	14	0.03	360	161	3	410	5	114 (31.7%)			0.05
1995	0.07	0.2	0.06	79	481	78	0.16	333	158	11	402	26	126 (37.8%)	1	0.01	0.07
1996	0.04	0.23	0.06	64	545	69	0.13	293	154	6	400	24	85 (29%)	1	0.02	0.09
1997	0.1	0.27	0.14	63	608	144	0.24	252	143	15	379	54	96 (38.1%)	4	0.06	0.09
1998	0.07	0.29	0.16	65	673	167	0.25	306	127	9	364	57	84 (27.5%)			0.1
1999	0.09	0.32	0.12	60	733	136	0.19	274	128	12	346	41	91 (33.2%)			0.13
2000	0.1	0.4	0.14	59	792	174	0.22	286	125	12	331	46	80 (28%)	2	0.03	0.15
2001	0.18	0.4	0.17	58	850	197	0.23	281	119	22	311	53	71 (25.3%)	2	0.03	0.15
2002	0.21	0.42	0.2	90	940	254	0.27	355	117	24	305	61	85 (23.9%)	3	0.03	0.18
2003	0.09	0.44	0.16	89	1029	252	0.24	474	148	13	332	54	111 (23.4%)	4	0.04	0.19
2004	0.15	0.49	0.17	80	1109	269	0.24	642	179	27	356	62	86 (13.4%)	4	0.05	0.2
2005	0.25	0.53	0.24	110	1219	346	0.28	555	169	43	376	91	122 (22%)	11	0.1	0.21
2006	0.18	0.51	0.23	123	1342	380	0.28	496	190	35	427	97	172 (34.7%)	7	0.06	0.2
2007	0.24	0.45	0.25	107	1449	384	0.27	382	233	56	492	122	108 (28.3%)	7	0.07	0.18
2008	0.23	0.48	0.35	136	1585	545	0.34	456	230	53	509	177	161 (35.3%)	9	0.07	0.2
2009	0.32	0.47	0.41	172	1757	724	0.41	588	243	77	556	227	197 (33.5%)	16	0.09	0.19
2010	0.31	0.45	0.37	195	1952	665	0.34	623	308	97	648	240	202 (32.4%)	20	0.1	0.16
2011	0.31	0.52	0.3	110	2062	619	0.3	291	367	112	733	221	95 (32.6%)	5	0.05	0.2
2012	0.42	0.55	0.4	174	2236	842	0.38	361	305	128	720	286	103 (28.5%)	13	0.07	0.2
2013	0.42	0.62	0.48	207	2443	1057	0.43	406	284	118	787	375	99 (24.4%)	24	0.12	0.22
2014	0.4	0.64	0.47	199	2642	1182	0.45	187	381	154	858	402	54 (28.9%)	10	0.05	0.21
2015	0.33	0.69	0.4	167	2809	1202	0.43	126	406	135	885	350	29 (23%)	20	0.12	0.22
2016	0.31	0.85	0.4	181	2990	1214	0.41	62	366	115	857	339	21 (33.9%)	16	0.09	0.26

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	259
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	166
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	136
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	115
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	94
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	94
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	88
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	85
9	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	79
10	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	73
11	2012	A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	68
12	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	68
13	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	60
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	59
15	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	53
16	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	50
17	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	49
18	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	46
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	46
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	45
21	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	43
22	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	42
23	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	39
24	1990	Multivariate concordance. (1990). Joe, Harry . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30. Full description at Econpapers \|\| Download paper	39
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	39
26	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	39
27	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	39
28	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	39
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	39
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	38
31	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	38
32	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	37
33	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	35
34	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	35
35	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	33
36	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	33
37	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	33
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	32
39	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
40	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	31
41	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	31
42	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	31
43	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	30
44	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	29
45	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	29
46	2006	Characterization of dependence of multidimensional LÃ©vy processes using LÃ©vy copulas. (2006). TANKOV, PETER ; Kallsen, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1551-1572. Full description at Econpapers \|\| Download paper	29
47	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	29
48	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	29
49	2007	Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113. Full description at Econpapers \|\| Download paper	29
50	2006	Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659. Full description at Econpapers \|\| Download paper	28

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	111
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	67
3	2012	A review of copula models for economic time series. (2012). Patton, Andrew. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper	43
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	29
6	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	21
7	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	21
8	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	21
9	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	20
10	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	19
11	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	18
12	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	18
13	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	17
14	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
15	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	17
16	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	16
17	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
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	16
19	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	15
20	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	15
21	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	15
22	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	15
23	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	14
24	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	14
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	14
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50	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

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2016	On the eigenvalues of the spatial sign covariance matrix in more than two dimensions. (2016). Durre, Alexander ; Vogel, Daniel ; Tyler, David E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:111:y:2016:i:c:p:80-85. Full description at Econpapers \|\| Download paper
2016	Asymptotics of the two-stage spatial sign correlation. (2016). Vogel, Daniel ; Durre, Alexander . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:144:y:2016:i:c:p:54-67. Full description at Econpapers \|\| Download paper
2016	Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis. (2016). Xia, Xiaochao ; Zhang, Wenyang ; Li, Jialiang ; Jiang, Binyan . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:4:d:10.1007_s10985-015-9350-z. Full description at Econpapers \|\| Download paper
2016	Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. (2016). Ikeda, Yuki ; Srivastava, Muni S ; Kubokawa, Tatsuya . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:95-108. Full description at Econpapers \|\| Download paper
2016	Tail dependence of the Gaussian copula revisited. (2016). Kuznetsov, Alexey ; Zitikis, Riardas ; Furman, Edward ; Su, Jianxi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:97-103. Full description at Econpapers \|\| Download paper
2016	JensenÃ¢â¬âShannon information of the coherent system lifetime. (2016). Asadi, Majid ; Zohrevand, Younes ; Soofi, Ehsan S ; Ebrahimi, Nader . In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:156:y:2016:i:c:p:244-255. Full description at Econpapers \|\| Download paper
2016	Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals. (2016). Couillet, Romain ; Pascal, Frederic ; Kammoun, Abla . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:249-274. Full description at Econpapers \|\| Download paper
2016	A randomness test for functional panels. (2016). WÃÂ¶lfing, Nikolas ; Wolfing, Nikolas ; Reimherr, Matthew ; Kokoszka, Piotr . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:151:y:2016:i:c:p:37-53. Full description at Econpapers \|\| Download paper
2016	White noise testing and model diagnostic checking for functional time series. (2016). Zhang, Xianyang . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:76-95. Full description at Econpapers \|\| Download paper
2016	Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:116. Full description at Econpapers \|\| Download paper
2016	Estimation and variable selection for proportional response data with partially linear single-index models. (2016). Zhao, Weihua ; Lai, Peng ; Zhang, Riquan ; Lian, Heng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:40-56. Full description at Econpapers \|\| Download paper
2016	On the Incommensurability Phenomenon. (2016). Priebe, Carey E ; Park, Youngser ; Shen, Cencheng ; Fishkind, Donniell E. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:2:d:10.1007_s00357-016-9203-9. Full description at Econpapers \|\| Download paper
2016	Quantile regression for single-index-coefficient regression models. (2016). Jiang, Rong ; Qian, Wei-Min . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:305-317. Full description at Econpapers \|\| Download paper
2016	Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors. (2016). Fan, Guo-Liang ; Shen, YU ; Liang, Han-Ying . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:183-201. Full description at Econpapers \|\| Download paper
2016	Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part. (2016). Fan, Guo-Liang ; Xu, Hong-Xia ; Huang, Zhen-Sheng . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:1:d:10.1007_s10182-015-0247-7. Full description at Econpapers \|\| Download paper
2016	Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition. (2016). Tsukuma, Hisayuki . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:190-207. Full description at Econpapers \|\| Download paper
2016	Sufficient conditions for ordering aggregate heterogeneous random claim amounts. (2016). Li, Chen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:406-413. Full description at Econpapers \|\| Download paper
2016	Clustering Financial Time Series: How Long is Enough?. (2016). Marti, Gautier ; Donnat, Philippe ; Nielsen, Frank ; Andler, Sebastien . In: Post-Print. RePEc:hal:journl:hal-01400395. Full description at Econpapers \|\| Download paper
2016	Clustering Financial Time Series: How Long is Enough?. (2016). Marti, Gautier ; Donnat, Philippe ; Nielsen, Frank ; Andler, S'Ebastien . In: Papers. RePEc:arx:papers:1603.04017. Full description at Econpapers \|\| Download paper
2016	On clustering financial time series: a need for distances between dependent random variables. (2016). Marti, Gautier ; Andler, S'Ebastien ; Donnat, Philippe ; Nielsen, Frank . In: Papers. RePEc:arx:papers:1603.07822. Full description at Econpapers \|\| Download paper
2016	A robust penalized estimation for identification in semiparametric additive models. (2016). Yang, Jing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:268-277. Full description at Econpapers \|\| Download paper
2016	Some zero mean classification functions with unequal prior probabilities and non-normality. (2016). Asamoah-Boaheng, Michael ; Adebanji, Atinuke ; Labeodan, Morire . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:5:y:2016:i:3:f:5_3_2. Full description at Econpapers \|\| Download paper
2016	Imputation based statistical inference for partially linear quantile regression models with missing responses. (2016). Zhao, Peixin ; Tang, Xinrong . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:8:d:10.1007_s00184-016-0586-8. Full description at Econpapers \|\| Download paper
2016	Semiparametric varying-coefficient model with right-censored and length-biased data. (2016). Zhou, Yong ; Lin, Cunjie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:119-144. Full description at Econpapers \|\| Download paper
2016	Likelihood ratio order of parallel systems with heterogeneous Weibull components. (2016). Balakrishnan, N. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:6:d:10.1007_s00184-015-0573-5. Full description at Econpapers \|\| Download paper
2016	High-dimensional consistency of rank estimation criteria in multivariate linear model. (2016). Sakurai, Tetsuro ; Fujikoshi, Yasunori . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:199-212. Full description at Econpapers \|\| Download paper
2016	Multivariate Poisson interpoint distances. (2016). Modarres, Reza . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:113-123. Full description at Econpapers \|\| Download paper
2016	A more efficient second order blind identification method for separation of uncorrelated stationary time series. (2016). Taskinen, Sara ; Nordhausen, Klaus ; Miettinen, Jari . In: Statistics & Probability Letters. RePEc:eee:stapro:v:116:y:2016:i:c:p:21-26. Full description at Econpapers \|\| Download paper
2016	Monitoring Parameter Constancy with Endogenous Regressors. (2016). Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-01. Full description at Econpapers \|\| Download paper
2016	Multivariate stochastic comparisons of multivariate mixture models and their applications. (2016). Balakrishnan, Narayanaswamy ; Haidari, Abedin ; Barmalzan, Ghobad . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:37-43. Full description at Econpapers \|\| Download paper
2016	Estimation in singular linear models with stepwise inclusion of linear restrictions. (2016). Ren, Xingwei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:60-72. Full description at Econpapers \|\| Download paper
2016	Equalities for estimators of partial parameters under linear model with restrictions. (2016). Tian, Yongge ; Jiang, BO. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:299-313. Full description at Econpapers \|\| Download paper
2016	On decompositions of BLUEs under a partitioned linear model with restrictions. (2016). Tian, Yongge ; Zhang, Xuan . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:2:d:10.1007_s00362-014-0654-y. Full description at Econpapers \|\| Download paper
2016	On comparison of dispersion matrices of estimators under a constrained linear model. (2016). Tian, Yongge ; Guo, Wenxing . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:25:y:2016:i:4:d:10.1007_s10260-016-0350-2. Full description at Econpapers \|\| Download paper
2016	Planning of step-stress accelerated degradation test based on the inverse Gaussian process. (2016). Wang, Huan ; Duan, Feng-Jun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:154:y:2016:i:c:p:97-105. Full description at Econpapers \|\| Download paper
2016	Wald type and phi-divergence based test-statistics for isotonic binomial proportions. (2016). Mata, Raquel ; Martin, Nirian ; Pardo, Leandro . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:120:y:2016:i:c:p:31-49. Full description at Econpapers \|\| Download paper
2016	On the skewness of order statistics in multiple-outlier PHR models. (2016). Qiao, Jianfei ; Zhao, Peng ; Zhang, Yiying ; Amini-Seresht, Ebrahim . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:7:d:10.1007_s00184-016-0579-7. Full description at Econpapers \|\| Download paper
2016	On an asymmetric extension of multivariate Archimedean copulas based on quadratic form. (2016). di Bernardino, Elena . In: Working Papers. RePEc:hal:wpaper:hal-01147778. Full description at Econpapers \|\| Download paper
2016	Distribution of the largest root of a matrix for Royâs test in multivariate analysis of variance. (2016). Chiani, Marco . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:467-471. Full description at Econpapers \|\| Download paper
2016	Testing the constancy of Spearmanâs rho in multivariate time series. (2016). Kojadinovic, Ivan ; Rohmer, Tom ; Quessy, Jean-Franois . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:5:d:10.1007_s10463-015-0520-2. Full description at Econpapers \|\| Download paper
2016	Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions. (2016). Rohmer, Tom . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:45-54. Full description at Econpapers \|\| Download paper
2016	Goodness of fit in restricted measurement error models. (2016). , ; Garg, G ; Shalabh, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:101-116. Full description at Econpapers \|\| Download paper
2016	Clustering with the multivariate normal inverse Gaussian distribution. (2016). Ohagan, Adrian ; Karlis, Dimitris ; McNicholas, Paul D ; Gormley, Isobel Claire ; Murphy, Thomas Brendan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:18-30. Full description at Econpapers \|\| Download paper
2016	Likelihood-based inference for multivariate skew scale mixtures of normal distributions. (2016). Bolfarine, Heleno ; Lachos, Victor H ; Ferreira, Clecio S. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-016-0266-z. Full description at Econpapers \|\| Download paper
2016	Self-exciting threshold binomial autoregressive processes. (2016). Weiss, Christian H ; Moller, Tobias A ; Silva, Maria Eduarda ; Pereira, Isabel ; Scotto, Manuel G. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-015-0264-6. Full description at Econpapers \|\| Download paper
2016	A large deviations approach to the statistics of extreme events. (2016). de Valk, Cees . In: Other publications TiSEM. RePEc:tiu:tiutis:117b3ba0-0e40-4277-b25e-d7fe711863a5. Full description at Econpapers \|\| Download paper
2016	Asymptotic properties of multivariate tapering for estimation and prediction. (2016). Furrer, Reinhard ; Bachoc, Franois ; Du, Juan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:177-191. Full description at Econpapers \|\| Download paper
2016	On the consistency of inversion-free parameter estimation for Gaussian random fields. (2016). Nguyen, XuanLong ; Keshavarz, Hossein ; Scott, Clayton . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:245-266. Full description at Econpapers \|\| Download paper
2016	Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing. (2016). Szimayer, Alexander ; Maller, Ross ; Buchmann, Boris ; Kaehler, Benjamin . In: Papers. RePEc:arx:papers:1502.03901. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Cleaning large correlation matrices: tools from random matrix theory. (2016). Bun, Joel ; Potters, Marc ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1610.08104. Full description at Econpapers \|\| Download paper
2016	Inference and mixture modeling with the Elliptical Gamma Distribution. (2016). Hosseini, Reshad ; Bethge, Matthias ; Theis, Lucas ; Sra, Suvrit . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:29-43. Full description at Econpapers \|\| Download paper
2016	A relative error-based approach for variable selection. (2016). Hao, Meiling ; Zhao, Xingqiu ; Lin, Yunyuan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:250-262. Full description at Econpapers \|\| Download paper
2016	A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median. (2016). Heyes, Andrew ; Wang, Xingyu ; Lyubchich, Vyacheslav ; Gel, Yulia R. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:1-9. Full description at Econpapers \|\| Download paper
2016	Cause-specific hazard regression for competing risks data under interval censoring and left truncation. (2016). Li, Chenxi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:104:y:2016:i:c:p:197-208. Full description at Econpapers \|\| Download paper
2016	Estimation of a high-dimensional covariance matrix with the Stein loss. (2016). Tsukuma, Hisayuki . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:1-17. Full description at Econpapers \|\| Download paper
2016	Spectral analysis of the MooreâPenrose inverse of a large dimensional sample covariance matrix. (2016). Parolya, Nestor ; Dette, Holger ; Bodnar, Taras . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:160-172. Full description at Econpapers \|\| Download paper
2016	MarÄenkoâPastur law for Tylerâs M-estimator. (2016). Singer, Amit ; Cheng, Xiuyuan ; Zhang, Teng . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:114-123. Full description at Econpapers \|\| Download paper
2016	Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness. (2016). Soloveychik, I ; Trushin, D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:92-113. Full description at Econpapers \|\| Download paper
2016	Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151. Full description at Econpapers \|\| Download paper
2016	On the eigenvalues of the spatial sign covariance matrix in more than two dimensions. (2016). Durre, Alexander ; Vogel, Daniel ; Tyler, David E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:111:y:2016:i:c:p:80-85. Full description at Econpapers \|\| Download paper
2016	On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model. (2016). Tian, Yongge ; Zhang, Xuan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:105-112. Full description at Econpapers \|\| Download paper
2016	An asymptotically optimal kernel combined classifier. (2016). Mojirsheibani, Majid ; Kong, Jiajie . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:91-100. Full description at Econpapers \|\| Download paper
2016	Composite Likelihood Inference for Multivariate Gaussian Random Fields. (2016). Bevilacqua, Moreno ; Porcu, Emilio ; Velandia, Daira ; Alegria, Alfredo . In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:21:y:2016:i:3:d:10.1007_s13253-016-0256-3. Full description at Econpapers \|\| Download paper
2016	Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9. Full description at Econpapers \|\| Download paper
2016	A class of continuous bivariate distributions with linear sum of hazard gradient components. (2016). Pinto, Jayme ; Kolev, Nikolai . In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0048-x. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties. (2015). Avagyan, Vahe ; Alonso, Andres M ; Nogales, Francisco J. 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: FGV/EPGE 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). Montes Rojas, Gabriel ; Montes-Rojas, Gabriel ; Galvao, Antonio F. 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	Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture. (2014). Maheu, John ; Jensen, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:523-538. 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
2014	Copula-based dependence measures. (2014). Eckhard, Liebscher . In: Dependence Modeling. RePEc:vrs:demode:v:2:y:2014:i:1:p:16:n:4. 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	Noncausality and asset pricing. (2013). Lof, Matthijs. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:2:p:211-220:n:6. Full description at Econpapers \|\| Download paper
2013	What makes dependence modeling challenging? Pitfalls and ways to circumvent them. (2013). Jan-Frederik, Mai ; Matthias, Scherer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:287-306:n:1. 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	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
2013	On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). Rulliere, Didier ; Elena, Di Bernardino . In: Dependence Modeling. RePEc:vrs:demode:v:1:y:2013:i::p:1-36:n:1. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Multivariate Analysis / Elsevier	763
2	Statistics & Probability Letters / Elsevier	230
3	Computational Statistics & Data Analysis / Elsevier	226
4	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	76
5	Annals of the Institute of Statistical Mathematics / Springer	76
6	Metrika: International Journal for Theoretical and Applied Statistics / Springer	73
7	Statistical Papers / Springer	62
8	Journal of Econometrics / Elsevier	56
9	Insurance: Mathematics and Economics / Elsevier	52
10	Computational Statistics / Springer	41
11	Papers / arXiv.org	37

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.