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Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
40
Impact Factor
0.32
5 Years IF
0.29
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0.09 0.01 81 81 322 7 7 174 352 3 0 0 0.04
1991 0.01 0.08 0.1 0.01 85 166 355 16 23 164 1 386 5 0 0 0.04
1992 0.02 0.09 0.06 0.01 78 244 271 15 38 166 3 403 5 0 0 0.04
1993 0.02 0.1 0.04 0.02 83 327 363 13 51 163 4 418 7 0 0 0.05
1994 0.02 0.11 0.04 0.01 75 402 420 16 67 161 3 410 5 0 0 0.06
1995 0.07 0.2 0.16 0.06 79 481 373 79 146 158 11 402 24 0 1 0.01 0.08
1996 0.05 0.22 0.13 0.06 64 545 353 71 217 154 7 400 23 0 1 0.02 0.1
1997 0.1 0.23 0.24 0.12 63 608 290 146 363 143 14 379 47 40 27.4 4 0.06 0.1
1998 0.07 0.27 0.25 0.14 65 673 384 167 531 127 9 364 51 72 43.1 0 0.12
1999 0.09 0.29 0.19 0.11 60 733 329 139 671 128 12 346 39 36 25.9 0 0.14
2000 0.1 0.34 0.24 0.14 59 792 357 181 858 125 12 331 45 59 32.6 2 0.03 0.15
2001 0.19 0.36 0.24 0.16 58 850 355 202 1061 119 23 311 51 59 29.2 1 0.02 0.16
2002 0.21 0.4 0.29 0.2 90 940 461 273 1335 117 24 305 60 79 28.9 3 0.03 0.21
2003 0.08 0.41 0.25 0.16 89 1029 600 258 1594 148 12 332 54 97 37.6 4 0.04 0.2
2004 0.16 0.46 0.26 0.18 80 1109 976 282 1877 179 29 356 65 59 20.9 4 0.05 0.21
2005 0.25 0.47 0.3 0.21 110 1219 745 361 2239 169 42 376 79 140 38.8 11 0.1 0.22
2006 0.19 0.47 0.3 0.22 123 1342 660 397 2637 190 37 427 94 145 36.5 9 0.07 0.21
2007 0.27 0.42 0.29 0.25 107 1449 517 414 3053 233 62 492 123 126 30.4 7 0.07 0.19
2008 0.26 0.45 0.38 0.33 136 1585 637 605 3661 230 59 509 169 170 28.1 9 0.07 0.21
2009 0.36 0.44 0.48 0.43 172 1757 826 844 4509 243 87 556 239 258 30.6 23 0.13 0.21
2010 0.31 0.44 0.39 0.34 195 1952 851 765 5274 308 96 648 223 259 33.9 22 0.11 0.18
2011 0.3 0.46 0.34 0.28 110 2062 417 695 5969 367 110 733 202 149 21.4 5 0.05 0.21
2012 0.41 0.47 0.4 0.36 174 2236 585 903 6872 305 126 720 259 229 25.4 20 0.11 0.19
2013 0.42 0.53 0.47 0.39 207 2443 688 1148 8020 284 120 787 310 315 27.4 29 0.14 0.22
2014 0.41 0.55 0.49 0.4 199 2642 326 1291 9311 381 158 858 344 345 26.7 10 0.05 0.21
2015 0.37 0.55 0.5 0.37 167 2809 288 1414 10726 406 152 885 324 284 20.1 22 0.13 0.21
2016 0.33 0.56 0.49 0.4 181 2990 186 1463 12190 366 122 857 341 294 20.1 17 0.09 0.2
2017 0.34 0.58 0.45 0.35 120 3110 102 1391 13582 348 117 928 328 245 17.6 7 0.06 0.21
2018 0.24 0.7 0.37 0.26 101 3211 40 1183 14765 301 73 874 231 198 16.7 8 0.08 0.28
2019 0.32 0.88 0.37 0.29 143 3354 28 1247 16012 221 70 768 219 278 22.3 39 0.27 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12004Quantile 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

404
22004A well-conditioned estimator for large-dimensional covariance matrices. (2004). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411.

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261
32003Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84.

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163
41981On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385.

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138
52005Asymptotic efficiency of the two-stage estimation method for copula-based models. (2005). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:2:p:401-419.

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133
62001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

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128
72012A 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.

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119
81984Central limit theorem for integrated square error of multivariate nonparametric density estimators. (1984). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16.

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113
91998Nonparametric 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.

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111
101980Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. (1980). Rinott, Yosef ; Karlin, Samuel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498.

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106
112005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

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91
121985Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411.

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82
132003Nonparametric estimation of distributions with categorical and continuous data. (2003). Racine, Jeffrey ; Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292.

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75
141990Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. (1990). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203.

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71
152006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

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69
162010Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270.

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65
171982Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154.

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64
181995Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices. (1995). Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:2:p:331-339.

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62
192002Local 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.

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60
202005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

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55
211983Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441.

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54
221999Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190.

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53
231991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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53
241980Classes 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.

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52
251992Estimation for diffusion processes from discrete observation. (1992). Yoshida, Nakahiro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242.

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50
262002The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16.

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49
271990Multivariate concordance. (1990). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30.

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49
281995On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192.

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49
291993Parametric Families of Multivariate Distributions with Given Margins. (1993). Joe, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:46:y:1993:i:2:p:262-282.

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48
301975Reduced-rank regression for the multivariate linear model. (1975). Izenman, Alan Julian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264.

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47
311988Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298.

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47
322001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248.

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46
332000Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; Müller, Alfred ; Muller, Alfred . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119.

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45
342006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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45
351990Kernel density estimation on random fields. (1990). Tran, Lanh Tat . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53.

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43
362000On 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.

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43
372008Nonparametric 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.

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42
382006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

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42
391973On the parametrization of autoregressive models by partial autocorrelations. (1973). Barndorff-Nielsen, Ole ; Schou, G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:3:y:1973:i:4:p:408-419.

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41
402006Eigenvalues 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.

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41
411979An 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.

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40
421993Consistent Estimation Under Random Censorship When Covariables Are Present. (1993). Stute, W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103.

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39
432005Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57.

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39
442008Curve forecasting by functional autoregression. (2008). Onatski, Alexei ; Kargin, Vladislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2508-2526.

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39
452006Characterization of dependence of multidimensional Lévy processes using Lévy copulas. (2006). TANKOV, PETER ; Kallsen, Jan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1551-1572.

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38
462009On 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.

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38
471991Global nonparametric estimation of conditional quantile functions and their derivatives. (1991). Chaudhuri, Probal . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269.

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38
482011Tail 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.

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38
492009Tails of multivariate Archimedean copulas. (2009). Charpentier, Arthur ; Segers, Johan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:7:p:1521-1537.

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37
502010Single-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.

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37
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Quantile 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

105
22004A 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

81
32012A 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

35
42005Asymptotic 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

33
51998Nonparametric 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

22
62003Asymptotic 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

19
72001A 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

19
81981On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385.

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19
91990Some representations of the multivariate Bernoulli and binomial distributions. (1990). Teugels, Jozef L. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:32:y:1990:i:2:p:256-268.

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19
102012Principled sure independence screening for Cox models with ultra-high-dimensional covariates. (2012). Zhao, Sihai Dave ; Li, YI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:397-411.

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16
112008Nonparametric 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

15
122010Tail 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

15
132009On 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.

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14
142015Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. (2015). Wolf, Michael ; Ledoit, Olivier. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:139:y:2015:i:c:p:360-384.

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14
151995Strong 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

13
162006Semi-parametric estimation of partially linear single-index models. (2006). Härdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184.

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12
171980Classes 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

12
182013Factor 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.

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12
192010Wiener processes with random effects for degradation data. (2010). Wang, Xiao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:2:p:340-351.

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12
201984Central limit theorem for integrated square error of multivariate nonparametric density estimators. (1984). Hall, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16.

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11
212009Generating random correlation matrices based on vines and extended onion method. (2009). Lewandowski, Daniel ; Joe, Harry ; Kurowicka, Dorota. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1989-2001.

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11
222005On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116.

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10
232008Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034.

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10
242008Curve forecasting by functional autoregression. (2008). Onatski, Alexei ; Kargin, Vladislav. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2508-2526.

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10
251991Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198.

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10
262009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. (2009). Pötscher, Benedikt ; Leeb, Hannes ; Potscher, Benedikt M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2065-2082.

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9
272006Linearly interpolated FDH efficiency score for nonconvex frontiers. (2006). Simar, Leopold ; Jeong, Seok-Oh . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:10:p:2141-2161.

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9
282015Efficient minimum distance estimator for quantile regression fixed effects panel data. (2015). Galvao, Antonio F. ; Wang, Liang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:133:y:2015:i:c:p:1-26.

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9
292006Maximum likelihood estimation for all-pass time series models. (2006). Andrews, Beth ; Davis, Richard A. ; Breidt, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:7:p:1638-1659.

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332006Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547.

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341980Classes 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.

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352003Nonparametric estimation of distributions with categorical and continuous data. (2003). Racine, Jeffrey ; Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292.

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362000On 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.

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372005Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

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382017Asymptotic behavior of the empirical multilinear copula process under broad conditions. (2017). Genest, Christian ; Remillard, Bruno ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:82-110.

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392013On 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.

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402016Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. (2016). Nagler, Thomas ; Czado, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:151:y:2016:i:c:p:69-89.

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412013The distance correlation t-test of independence in high dimension. (2013). Szekely, Gabor J. ; Rizzo, Maria L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:193-213.

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421981Representations for partially exchangeable arrays of random variables. (1981). Aldous, David J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:4:p:581-598.

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452010Single-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.

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462013Simplified pair copula constructions—Limitations and extensions. (2013). Czado, Claudia ; Stober, Jakob ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

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471983Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441.

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481996Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions. (1996). Joe, Harry ; Hu, Taizhong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:57:y:1996:i:2:p:240-265.

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491991Global nonparametric estimation of conditional quantile functions and their derivatives. (1991). Chaudhuri, Probal . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269.

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Citing documents used to compute impact factor: 70
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2019Composite quantile estimation in partial functional linear regression model with dependent errors. (2019). Zhang, Zhongzhan ; Zhu, Zhongyi ; Li, Ting ; Yu, Ping. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:82:y:2019:i:6:d:10.1007_s00184-018-0699-3.

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2019Parameter regimes in partial functional panel regression. (2019). Walders, Fabian ; Liebl, Dominik . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:105-115.

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2019The de-biased group Lasso estimation for varying coefficient models. (2019). Honda, Toshio. In: Discussion Papers. RePEc:hit:econdp:2018-04.

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2019Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data. (2019). Wei, Yuhong ; McNicholas, Paul D ; Tang, Yang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:18-41.

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2019Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions. (2019). Browne, Ryan P ; McNicholas, Paul D ; Punzo, Antonio ; Morris, Katherine . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:145-166.

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2019Note of Clarification on ‘Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering’, by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (. (2019). McNicholas, Paul D ; Browne, Ryan P ; Murray, Paula M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:475-476.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2019An innovative strategy on the construction of multivariate multimodal linear mixed-effects models. (2019). Kazemi, Iraj ; Mahdiyeh, Zahra. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18302938.

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2019Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution. (2019). Dombry, Clement ; Olivier, Zhen Wai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:525-550.

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2019Multi-aspect local inference for functional data: Analysis of ultrasound tongue profiles. (2019). Vietti, Alessandro ; Vantini, Simone ; Spreafico, Lorenzo ; Pini, Alessia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:162-185.

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2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

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2019Local polynomial estimation of regression operators from functional data with correlated errors. (2019). Su, Yingcai ; Hassan, Ali Hajj ; Benhenni, Karim . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:80-94.

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2019Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data. (2019). Slaoui, Yousri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:494-511.

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2019Testing for independence in arbitrary distributions. (2019). Genest, C ; Murphy, O A ; Remillard, B ; Nelehova, J G. In: Biometrika. RePEc:oup:biomet:v:106:y:2019:i:1:p:47-68..

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2019Inferential procedures based on the integrated empirical characteristic function. (2019). Jo, Minyoung ; Meintanis, Simos G ; Lee, Sangyeol. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:3:d:10.1007_s10182-018-00335-z.

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2019On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence. (2019). ZHU, LI XING ; Meintanis, Simos G ; Chen, Feifei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:125-144.

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2019Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs. (2019). Pauly, Markus ; Konietschke, Frank ; Placzek, Marius ; Umlauft, Maria. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:176-192.

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2019Estimation and testing for partially functional linear errors-in-variables models. (2019). Liu, Yanghui ; Lian, Heng ; Yu, Zhou ; Zhang, Riquan ; Zhu, Hanbing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:296-314.

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2019Multiscale Clustering for Functional Data. (2019). Cheung, Ying Kuen ; Oh, Hee-Seok ; Lim, Yaeji. In: Journal of Classification. RePEc:spr:jclass:v:36:y:2019:i:2:d:10.1007_s00357-019-09313-9.

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2019Substationarity for spatial point processes. (2019). Mateu, Jorge ; Zhang, Tonglin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:22-36.

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2019On nonparametric inference for spatial regression models under domain expanding and infill asymptotics. (2019). Kurisu, Daisuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:16.

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2019Quantile regression for functional partially linear model in ultra-high dimensions. (2019). Ma, Haiqiang ; Zhu, Zhongyi ; Li, Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:129:y:2019:i:c:p:135-147.

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2019Sparse wavelet estimation in quantile regression with multiple functional predictors. (2019). Jiang, Bei ; Mizera, Ivan ; Zhang, LI ; Yu, Dengdeng ; Kong, Linglong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:136:y:2019:i:c:p:12-29.

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2019A note on strong-consistency of componentwise ARH(1) predictors. (2019). Ruiz-Medina, M D ; Alvarez-Liebana, J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:224-228.

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2019Strongly consistent autoregressive predictors in abstract Banach spaces. (2019). Alvarez-Liebana, Javier ; Ruiz-Medina, Maria D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:186-201.

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2019High-dimensional functional time series forecasting: An application to age-specific mortality rates. (2019). Shang, Han Lin ; Yang, Yanrong ; Gao, Yuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243.

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2019Functional GARCH models: The quasi-likelihood approach and its applications. (2019). Zakoian, Jean-Michel ; Hormann, Siegfried ; Francq, Christian ; Cerovecki, Clement. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:353-375.

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2019Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data. (2019). Li, Gaorong ; Zhao, Peixin ; Zhang, Shen ; Xu, Wangli. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:37-52.

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2019Spline estimator for ultra-high dimensional partially linear varying coefficient models. (2019). Lu, Fei ; Li, Gaorong ; Xue, Liugen ; Wang, Zhaoliang . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0654-0.

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2019Detection of block-exchangeable structure in large-scale correlation matrices. (2019). Perreault, Samuel ; Nelehova, Johanna G ; Duchesne, Thierry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:400-422.

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2019Assessing bivariate tail non-exchangeable dependence. (2019). Pramanik, Paramahansa ; Polansky, Alan ; Hua, Lei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:14.

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2019Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (2019). Raponi, Valentina ; Petrella, Lea. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:70-84.

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2019Subsampling (weighted smooth) empirical copula processes. (2019). Stemikovskaya, Kristina ; Kojadinovic, Ivan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:704-723.

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2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

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2019Low-rank model with covariates for count data with missing values. (2019). Moulines, Eric ; Josse, Julie ; Robin, Genevieve ; Sardy, Sylvain . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:416-434.

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2019Modeling spatially dependent functional data via regression with differential regularization. (2019). Sangalli, Laura M ; Nobile, Fabio ; Azzimonti, Laura ; Arnone, Eleonora. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:275-295.

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2019A copula approach for dependence modeling in multivariate nonparametric time series. (2019). Hudecova, Arka ; Omelka, Marek ; Neumeyer, Natalie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:139-162.

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2019Finite mixture of regression models for censored data based on scale mixtures of normal distributions. (2019). Zeller, Camila Borelli ; Benites, Luis ; Lachos, Victor Hugo ; Barbosa, Celso Romulo . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0337-y.

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2019A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets. (2019). Jamalizadeh, Ahad ; Lin, Tsung-I, ; Hung, Wen-Liang ; Naderi, Mehrdad. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:126-138.

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2019Testing for independence of large dimensional vectors. (2019). Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: MPRA Paper. RePEc:pra:mprapa:97997.

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2019Exchangeable random partitions from max-infinitely-divisible distributions. (2019). Wang, Yizao ; Stoev, Stilian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:50-56.

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2019Robustness in the Optimization of Risk Measures. (2019). Wang, Ruodu ; Schied, Alexander ; Embrechts, Paul. In: Papers. RePEc:arx:papers:1809.09268.

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2019Semi-parametric copula-based models under non-stationarity. (2019). Bouezmarni, Taoufik ; Remillard, Bruno N ; Nasri, Bouchra R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:347-365.

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2019Rank-based inference tools for copula regression, with property and casualty insurance applications. (2019). Omelka, Marek ; Genest, Christian ; Cote, Marie-Pier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:1-15.

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2019Composite likelihood estimation for a Gaussian process under fixed domain asymptotics. (2019). Velandia, Daira ; Bevilacqua, Moreno ; Bachoc, Franois. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18303841.

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2019Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables. (2019). Li, Xiaohu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:104-111.

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2019`Regression Anytime with Brute-Force SVD Truncation. (2019). Schweizer, Nikolaus ; Bender, Christian. In: Papers. RePEc:arx:papers:1908.08264.

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2019Reliability optimization of k-out-of-n system with random selection of allocative components. (2019). Si, Shubin ; Wei, Yinzhao ; Ling, Xiaoliang . In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:186:y:2019:i:c:p:186-193.

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2019A censored copula model for micro-level claim reserving. (2019). Lopez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:1-14.

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2019Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples. (2019). Lin, Jianxi . In: Statistics & Probability Letters. RePEc:eee:stapro:v:153:y:2019:i:c:p:37-47.

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2019General Gaussian estimation. (2019). Zhang, Tonglin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:234-247.

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2019Optimized Regression Discontinuity Designs. (2019). Wager, Stefan ; Imbens, Guido. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:101:y:2019:i:2:p:264-278.

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2019Inference for Spherical Location under High Concentration. (2019). Paindaveine, Davy ; Verdebout, Thomas. In: Working Papers ECARES. RePEc:eca:wpaper:2013/280743.

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2019Approximation of some multivariate risk measures for Gaussian risks. (2019). Hashorva, Enkelejd . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:330-340.

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2019Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215.

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2019Conditional excess risk measures and multivariate regular variation. (2019). Vicky, Fasen-Hartmann ; Bikramjit, Das. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:1-23:n:2.

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2019The finite sample properties of Sparse M-estimators with Pseudo-Observations. (2019). Fermanian, Jean-David ; Poignard, Benjamin. In: Working Papers. RePEc:crs:wpaper:2019-01.

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2019A classification point-of-view about conditional Kendall’s tau. (2019). Fermanian, Jean-David ; Derumigny, Alexis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:135:y:2019:i:c:p:70-94.

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2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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2019Elicitability and Identifiability of Systemic Risk Measures. (2019). Rudloff, Birgit ; Hlavinov, Jana ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1907.01306.

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2019Robust Bayesian seemingly unrelated regression model. (2019). van Aelst, Stefan ; Peremans, Kris ; Mbah, Chamberlain ; Benoit, Dries F. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-018-0854-3.

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2019Myopic robust index tracking with Bregman divergence. (2019). Wu, Wei ; Shevchenko, Pavel ; Penev, Spiridon. In: Papers. RePEc:arx:papers:1908.07659.

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2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

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2019Generalized Pareto copulas: A key to multivariate extremes. (2019). Wisheckel, Florian ; Padoan, Simone A ; Falk, Michael. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x19300296.

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2019Bregman divergences based on optimal design criteria and simplicial measures of dispersion. (2019). Zhigljavsky, Anatoly ; Wynn, Henry P ; Pronzato, Luc. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:2:d:10.1007_s00362-018-01082-8.

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2019Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

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2019Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland. (2019). Rydlewski, Jerzy P ; Daniel, Kosiorowski . In: Papers. RePEc:arx:papers:1908.11099.

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2019Conditional excess risk measures and multivariate regular variation. (2019). Vicky, Fasen-Hartmann ; Bikramjit, Das. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:1-23:n:2.

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2019Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2215.

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2019Prediction based on conditional distributions of vine copulas. (2019). Joe, Harry ; Chang, BO. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:45-63.

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2019Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515.

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2019Copula information criterion for model selection with two-stage maximum likelihood estimation. (2019). Hjort, Nils Lid ; Ko, Vinnie. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:167-180.

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2019Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215.

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2019Rank-based inference tools for copula regression, with property and casualty insurance applications. (2019). Omelka, Marek ; Genest, Christian ; Cote, Marie-Pier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:1-15.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

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2019Semi-parametric copula-based models under non-stationarity. (2019). Bouezmarni, Taoufik ; Remillard, Bruno N ; Nasri, Bouchra R. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:347-365.

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2019Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data. (2019). Slaoui, Yousri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:494-511.

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2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

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2019The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions. (2019). , Johannes. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:620-639.

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2019An innovative strategy on the construction of multivariate multimodal linear mixed-effects models. (2019). Kazemi, Iraj ; Mahdiyeh, Zahra. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18302938.

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2019Robust factor number specification for large-dimensional elliptical factor model. (2019). Zhang, Xinsheng ; He, Yong ; Yu, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18304378.

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2019Generalized Pareto copulas: A key to multivariate extremes. (2019). Wisheckel, Florian ; Padoan, Simone A ; Falk, Michael. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x19300296.

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2019Evaluation Methods of Water Environment Safety and Their Application to the Three Northeast Provinces of China. (2019). Liu, Yujing ; Yuan, Guanghui ; Sun, Maohua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5135-:d:268862.

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Recent citations received in 2018
YearCiting document
2018Approximation of Some Multivariate Risk Measures for Gaussian Risks. (2018). Hashorva, E. In: Papers. RePEc:arx:papers:1803.06922.

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2018Monetary Measures of Risk. (2018). Hamel, Andreas H. In: Papers. RePEc:arx:papers:1812.04354.

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2018The statistical analysis of acoustic phonetic data: exploring differences between spoken Romance languages. (2018). Pigoli, Davide ; John , ; Coleman, John S ; Hadjipantelis, Pantelis Z. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:67:y:2018:i:5:p:1103-1145.

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2018About Kendalls regression. (2018). Fermanian, Jean-David ; Derumigny, Alexis. In: Working Papers. RePEc:crs:wpaper:2018-01.

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2018Sparse estimation for functional semiparametric additive models. (2018). Sang, Peijun ; Cao, Jiguo ; Lockhart, Richard A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:105-118.

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2018Shape-preserving wavelet-based multivariate density estimation. (2018). Aya-Moreno, Carlos ; Penev, Spiridon ; Geenens, Gery. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:30-47.

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2018A Robust General Multivariate Chain Ladder Method. (2018). Peremans, Kris ; Verdonck, Tim ; van Aelst, Stefan. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:108-:d:172919.

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2018Trending Mixture Copula Models with Copula Selection. (2018). Hafner, Christian ; Liu, Guannan ; Cai, Zongwu ; Yang, Bingduo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201809.

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Recent citations received in 2017
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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2017Cointegrated Linear Processes in Hilbert Space. (2017). Beare, Brendan ; Seo, Won-Ki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1010-1027.

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2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

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2017An innovations algorithm for the prediction of functional linear processes. (2017). Klepsch, J ; Kluppelberg, C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:252-271.

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2017Optimal detection of weak positive latent dependence between two sequences of multiple tests. (2017). Zhao, Sihai Dave ; Li, Hongzhe ; Cai, Tony T. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:169-184.

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2017Devising Hourly Forecasting Solutions Regarding Electricity Consumption in the Case of Commercial Center Type Consumers. (2017). Pirjan, Alexandru ; Coculescu, Cristina ; Bara, Adela ; Petroanu, Dana-Mihaela ; Cruau, George ; Oprea, Simona-Vasilica. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1727-:d:116733.

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2017Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components. (2017). Navarro, Jorge ; Pellerey, Franco ; Longobardi, Maria. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0535-5.

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Recent citations received in 2016
YearCiting document
2016Cleaning large correlation matrices: tools from random matrix theory. (2016). Bun, Joel ; Potters, Marc ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1610.08104.

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2016Inference 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.

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2016A 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.

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2016A 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.

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2016Cause-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.

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2016Estimation 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.

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2016Spectral analysis of the Moore–Penrose 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.

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2016Marčenko–Pastur law for Tyler’s 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.

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2016Gaussian 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.

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2016Exact 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.

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2016On 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.

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2016On 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.

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2016An 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.

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2016Composite 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.

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2016Model-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.

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2016A 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.

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2016Multi-level multivariate normal distribution with self-similar compound symmetry covariance matrix. (2016). Roy, Anuradha ; Leiva, Ricardo. In: Working Papers. RePEc:tsa:wpaper:0146mss.

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