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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.11 | 0.1 | 0.01 | 81 | 81 | 454 | 8 | 8 | 174 | 352 | 4 | 0 | 0 | 0.05 | |||
1991 | 0.01 | 0.1 | 0.1 | 0.01 | 85 | 166 | 449 | 16 | 24 | 164 | 1 | 386 | 5 | 0 | 0 | 0.05 | ||
1992 | 0.02 | 0.11 | 0.07 | 0.01 | 78 | 244 | 352 | 18 | 42 | 166 | 3 | 403 | 5 | 0 | 0 | 0.06 | ||
1993 | 0.03 | 0.13 | 0.05 | 0.02 | 83 | 327 | 495 | 16 | 58 | 163 | 5 | 418 | 8 | 0 | 0 | 0.06 | ||
1994 | 0.02 | 0.14 | 0.05 | 0.01 | 75 | 402 | 564 | 19 | 77 | 161 | 3 | 410 | 6 | 0 | 0 | 0.07 | ||
1995 | 0.09 | 0.22 | 0.19 | 0.07 | 79 | 481 | 467 | 90 | 167 | 158 | 14 | 402 | 29 | 0 | 1 | 0.01 | 0.09 | |
1996 | 0.06 | 0.25 | 0.14 | 0.07 | 64 | 545 | 454 | 77 | 244 | 154 | 9 | 400 | 26 | 0 | 1 | 0.02 | 0.12 | |
1997 | 0.13 | 0.25 | 0.28 | 0.15 | 63 | 608 | 390 | 169 | 413 | 143 | 18 | 379 | 55 | 41 | 24.3 | 4 | 0.06 | 0.11 |
1998 | 0.07 | 0.28 | 0.28 | 0.15 | 65 | 673 | 569 | 188 | 602 | 127 | 9 | 364 | 54 | 78 | 41.5 | 0 | 0.13 | |
1999 | 0.09 | 0.31 | 0.23 | 0.12 | 60 | 733 | 437 | 167 | 770 | 128 | 11 | 346 | 41 | 41 | 24.6 | 0 | 0.15 | |
2000 | 0.1 | 0.36 | 0.28 | 0.14 | 59 | 792 | 521 | 213 | 988 | 125 | 13 | 331 | 47 | 67 | 31.5 | 2 | 0.03 | 0.16 |
2001 | 0.21 | 0.39 | 0.28 | 0.18 | 58 | 850 | 477 | 238 | 1226 | 119 | 25 | 311 | 55 | 67 | 28.2 | 3 | 0.05 | 0.17 |
2002 | 0.25 | 0.41 | 0.31 | 0.22 | 90 | 940 | 645 | 296 | 1522 | 117 | 29 | 305 | 67 | 83 | 28 | 2 | 0.02 | 0.21 |
2003 | 0.12 | 0.44 | 0.29 | 0.19 | 89 | 1029 | 787 | 300 | 1824 | 148 | 18 | 332 | 63 | 99 | 33 | 7 | 0.08 | 0.22 |
2004 | 0.21 | 0.5 | 0.31 | 0.22 | 80 | 1109 | 1684 | 342 | 2167 | 179 | 38 | 356 | 77 | 63 | 18.4 | 5 | 0.06 | 0.22 |
2005 | 0.25 | 0.51 | 0.34 | 0.23 | 110 | 1219 | 1076 | 408 | 2576 | 169 | 43 | 376 | 85 | 142 | 34.8 | 11 | 0.1 | 0.24 |
2006 | 0.21 | 0.51 | 0.33 | 0.24 | 123 | 1342 | 935 | 437 | 3014 | 190 | 39 | 427 | 104 | 151 | 34.6 | 11 | 0.09 | 0.23 |
2007 | 0.29 | 0.46 | 0.33 | 0.28 | 107 | 1449 | 746 | 471 | 3488 | 233 | 67 | 492 | 136 | 131 | 27.8 | 7 | 0.07 | 0.2 |
2008 | 0.28 | 0.49 | 0.42 | 0.35 | 136 | 1585 | 997 | 660 | 4150 | 230 | 65 | 509 | 179 | 178 | 27 | 10 | 0.07 | 0.23 |
2009 | 0.36 | 0.48 | 0.51 | 0.44 | 172 | 1757 | 1288 | 900 | 5054 | 243 | 88 | 556 | 244 | 268 | 29.8 | 22 | 0.13 | 0.24 |
2010 | 0.34 | 0.49 | 0.44 | 0.37 | 195 | 1952 | 1273 | 856 | 5910 | 308 | 104 | 648 | 241 | 271 | 31.7 | 24 | 0.12 | 0.21 |
2011 | 0.35 | 0.52 | 0.4 | 0.32 | 110 | 2062 | 674 | 824 | 6734 | 367 | 130 | 733 | 234 | 155 | 18.8 | 7 | 0.06 | 0.24 |
2012 | 0.48 | 0.52 | 0.47 | 0.41 | 174 | 2236 | 1069 | 1052 | 7788 | 305 | 145 | 720 | 297 | 229 | 21.8 | 23 | 0.13 | 0.22 |
2013 | 0.46 | 0.56 | 0.54 | 0.43 | 205 | 2441 | 1232 | 1317 | 9105 | 284 | 130 | 787 | 340 | 325 | 24.7 | 46 | 0.22 | 0.24 |
2014 | 0.45 | 0.55 | 0.55 | 0.43 | 195 | 2636 | 676 | 1437 | 10542 | 379 | 172 | 856 | 371 | 343 | 23.9 | 9 | 0.05 | 0.23 |
2015 | 0.4 | 0.55 | 0.55 | 0.4 | 166 | 2802 | 641 | 1537 | 12080 | 400 | 159 | 879 | 350 | 291 | 18.9 | 23 | 0.14 | 0.23 |
2016 | 0.33 | 0.53 | 0.5 | 0.4 | 180 | 2982 | 509 | 1478 | 13559 | 361 | 120 | 850 | 339 | 298 | 20.2 | 19 | 0.11 | 0.21 |
2017 | 0.38 | 0.54 | 0.51 | 0.4 | 120 | 3102 | 390 | 1576 | 15136 | 346 | 132 | 920 | 367 | 246 | 15.6 | 11 | 0.09 | 0.22 |
2018 | 0.26 | 0.55 | 0.42 | 0.3 | 100 | 3202 | 225 | 1349 | 16486 | 300 | 79 | 866 | 256 | 196 | 14.5 | 11 | 0.11 | 0.24 |
2019 | 0.37 | 0.57 | 0.46 | 0.34 | 142 | 3344 | 383 | 1545 | 18031 | 220 | 82 | 761 | 259 | 276 | 17.9 | 41 | 0.29 | 0.23 |
2020 | 0.31 | 0.68 | 0.47 | 0.32 | 82 | 3426 | 145 | 1610 | 19641 | 242 | 75 | 708 | 229 | 170 | 10.6 | 10 | 0.12 | 0.32 |
2021 | 0.49 | 0.81 | 0.5 | 0.4 | 89 | 3515 | 97 | 1760 | 21403 | 224 | 110 | 624 | 252 | 177 | 10.1 | 12 | 0.13 | 0.3 |
2022 | 0.49 | 0.86 | 0.54 | 0.5 | 158 | 3673 | 77 | 1980 | 23384 | 171 | 83 | 533 | 264 | 435 | 22 | 12 | 0.08 | 0.26 |
2023 | 0.27 | 0.92 | 0.38 | 0.31 | 73 | 3746 | 12 | 1412 | 24796 | 247 | 66 | 571 | 178 | 137 | 9.7 | 5 | 0.07 | 0.27 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 |
# | 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 | 835 |
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 | 439 |
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 | 232 |
4 | 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 | 204 |
5 | 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 | 195 |
6 | 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 | 185 |
7 | 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 | 179 |
8 | 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 | 170 |
9 | 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 | 165 |
10 | 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 | 140 |
11 | 1985 | Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411. Full description at Econpapers || Download paper | 113 |
12 | 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 | 113 |
13 | 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 | 109 |
14 | 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 | 104 |
15 | 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 | 103 |
16 | 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 | 100 |
17 | 1982 | Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers || Download paper | 99 |
18 | 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 | 92 |
19 | 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 | 91 |
20 | 2006 | Semi-parametric estimation of partially linear single-index models. (2006). HÃÆärdle, 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 | 85 |
21 | 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 | 85 |
22 | 2009 | Generating 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. Full description at Econpapers || Download paper | 82 |
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 | 81 |
24 | 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 | 79 |
25 | 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 | 76 |
26 | 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 | 75 |
27 | 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 | 75 |
28 | 2009 | On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054. Full description at Econpapers || Download paper | 73 |
29 | 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 | 73 |
30 | 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 | 72 |
31 | 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 | 72 |
32 | 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 | 70 |
33 | 1998 | Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47. Full description at Econpapers || Download paper | 69 |
34 | 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 | 68 |
35 | 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 | 67 |
36 | 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 | 64 |
37 | 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 | 64 |
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 | 63 |
39 | 1993 | Consistent 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. Full description at Econpapers || Download paper | 62 |
40 | 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 | 60 |
41 | 2000 | Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃÆüller, 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 | 60 |
42 | 2009 | Testing for equality between two copulas. (2009). Scaillet, Olivier ; Remillard, Bruno. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:3:p:377-386. Full description at Econpapers || Download paper | 59 |
43 | 2008 | Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Aneiros-Perez, German ; Vieu, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857. Full description at Econpapers || Download paper | 59 |
44 | 2008 | Sparse 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. Full description at Econpapers || Download paper | 59 |
45 | 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 | 58 |
46 | 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 | 58 |
47 | 2010 | On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310. Full description at Econpapers || Download paper | 58 |
48 | 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 | 58 |
49 | 2008 | Construction of asymmetric multivariate copulas. (2008). Liebscher, Eckhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2234-2250. Full description at Econpapers || Download paper | 57 |
50 | 2019 | Recent 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. Full description at Econpapers || Download paper | 57 |
# | 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 | 230 |
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 | 103 |
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 | 62 |
4 | 2019 | Recent 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. Full description at Econpapers || Download paper | 45 |
5 | 2009 | Generating 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. Full description at Econpapers || Download paper | 35 |
6 | 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 |
7 | 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 | 28 |
8 | 2009 | On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; Preminger, Arie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054. Full description at Econpapers || Download paper | 22 |
9 | 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 |
10 | 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 | 20 |
11 | 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 | 18 |
12 | 2015 | Efficient 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. Full description at Econpapers || Download paper | 16 |
13 | 2009 | Asymptotics for argmin processes: Convexity arguments. (2009). Kato, Kengo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:8:p:1816-1829. Full description at Econpapers || Download paper | 15 |
14 | 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 | 15 |
15 | 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 | 15 |
16 | 2013 | The L1 penalized LAD estimator for high dimensional linear regression. (2013). Wang, Lie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:135-151. Full description at Econpapers || Download paper | 14 |
17 | 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 | 14 |
18 | 1981 | Representations 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. Full description at Econpapers || Download paper | 14 |
19 | 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 | 14 |
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Year | Title | |
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2023 | Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x. Full description at Econpapers || Download paper | |
2023 | Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data. (2023). Nemouchi, Boutheina ; Bouzebda, Salim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09276-6. Full description at Econpapers || Download paper | |
2023 | Covariance estimation error of incomplete functional data under RKHS framework. (2023). Li, Peixing ; Yao, Binhong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322007809. Full description at Econpapers || Download paper | |
2023 | Principal component analysis. (2023). Tuzhilina, Elena ; Markos, Angelos ; DEnza, Alfonso Iodice ; Hastie, Trevor ; Greenacre, Michael. In: Economics Working Papers. RePEc:upf:upfgen:1856. Full description at Econpapers || Download paper | |
2023 | Shrinkage priors for high-dimensional demand estimation. (2023). Griffin, Jim E ; Smith, Adam N. In: Quantitative Marketing and Economics (QME). RePEc:kap:qmktec:v:21:y:2023:i:1:d:10.1007_s11129-022-09260-7. Full description at Econpapers || Download paper | |
2023 | Regression based thresholds in principal loading analysis. (2023). Drabant, Bernhard ; Bauer, Jan O. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x2200094x. Full description at Econpapers || Download paper | |
2023 | From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers || Download paper | |
2023 | Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process. (2023). Kazemi, Iraj ; Sajadi, Farkhondeh-Alsadat ; Akell, Hassan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:3:d:10.1007_s11009-023-10046-x. Full description at Econpapers || Download paper | |
2023 | Regional quantile regression for multiple responses. (2023). Lee, Eun Ryung ; Kim, Hyunjin ; Park, Seyoung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001378. Full description at Econpapers || Download paper | |
2023 | Solvency II and diversification effect for non-life premium and reserves risk: new results based on non-parametric copulas. (2023). Denkowska, Anna ; Wanat, Stanisaw ; Szczsny, Krystian. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00125-1. Full description at Econpapers || Download paper | |
2023 | Basis expansion approaches for functional analysis of variance with repeated measures. (2023). Aguilera, Ana M ; Acal, Christian. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00500-y. Full description at Econpapers || Download paper | |
2023 | Wind Power Converter Fault Diagnosis Using Reduced Kernel PCA-Based BiLSTM. (2023). Kouadri, Abdelmalek ; Hajji, Mansour ; Mansouri, Majdi ; Attouri, Khadija ; Nounou, Hazem ; Bouzrara, Kais. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3191-:d:1063260. Full description at Econpapers || Download paper | |
2023 | Minimax properties of Dirichlet kernel density estimators. (2023). Ouimet, Frederic ; Klutchnikoff, Nicolas ; Genest, Christian ; Bertin, Karine. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000040. Full description at Econpapers || Download paper | |
2023 | Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Ling, Nengxiang ; Yang, Shuquan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015. Full description at Econpapers || Download paper | |
2023 | Multiclass Laplacian support vector machine with functional analysis of variance decomposition. (2023). Park, Changyi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001251. Full description at Econpapers || Download paper | |
2023 | An adaptive variational mode decomposition for wind power prediction using convolutional block attention deep learning network. (2023). Li, Yidian ; Xu, Xuancong ; Zeng, Ying ; Luo, Jianqiang ; Yin, Hao ; Xie, Zhifeng ; Yan, Baiping ; Meng, Anbo ; Xian, Zikang ; Zhu, Jianbin ; Zhang, Zhan ; Wu, Zhenbo. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223023393. Full description at Econpapers || Download paper | |
2023 | Partial least squares for simultaneous reduction of response and predictor vectors in regression. (2023). Forzani, Liliana ; Cook, Dennis R ; Liu, Lan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x2300009x. Full description at Econpapers || Download paper | |
2023 | Finite sample t-tests for high-dimensional means. (2023). Li, Jun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000295. Full description at Econpapers || Download paper | |
2023 | Turning up the heat mimics allosteric signaling in imidazole-glycerol phosphate synthase. (2023). Rivalta, Ivan ; Loria, Patrick J ; Brooks, Bernard ; Nekrasov, Peter ; Kyro, Gregory W ; Chaudhuri, Apala ; Gheeraert, Aria ; Tofoleanu, Florentina ; Morzan, Uriel N ; Maschietto, Federica ; Batista, Victor S. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-37956-1. Full description at Econpapers || Download paper | |
2023 | Using Google Trends to predict and forecast avocado sales. (2023). Xu, Zhenning ; Wu, DI ; Bach, Seung. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:4:d:10.1057_s41270-023-00232-8. Full description at Econpapers || Download paper | |
2023 | Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. (2023). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001800. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Bivariate symmetric Heckman models and their characterization. (2023). Leiva, Victor ; Cordeiro, Shayane S ; Vila, Roberto ; Saulo, Helton. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22000896. Full description at Econpapers || Download paper | |
2023 | Extreme partial least-squares. (2023). Enjolras, Geoffroy ; Girard, Stephane ; Bousebata, Meryem. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:194:y:2023:i:c:s0047259x22000926. Full description at Econpapers || Download paper | |
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2023 | Testing factors in CCE. (2023). Westerlund, Joakim ; Brown, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002707. Full description at Econpapers || Download paper | |
2023 | Nonparametric regression and classification with functional, categorical, and mixed covariates. (2023). Gertheiss, Jan ; Selk, Leonie. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00513-7. Full description at Econpapers || Download paper | |
2023 | Locally sparse quantile estimation for a partially functional interaction model. (2023). Ma, Shuangge ; Zhang, Qingzhao ; Liang, Weijuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:186:y:2023:i:c:s0167947323000932. Full description at Econpapers || Download paper | |
2023 | Principal component analysis of infinite variance functional data. (2023). Kulik, Rafa ; Kokoszka, Piotr. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001142. Full description at Econpapers || Download paper | |
2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper | |
2023 | Financial Risk Meter for The Romanian Stock Market. (2023). Strat, Vasile Alecsandru ; Mazurencu-Marinescu, Miruna ; Bag, Raul Cristian ; Conda, Alexandra Ioana ; Pele, Daniel Traian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:5-24. Full description at Econpapers || Download paper | |
2023 | A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572. Full description at Econpapers || Download paper | |
2023 | On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853. Full description at Econpapers || Download paper | |
2023 | Localization processes for functional data analysis. (2023). Yukich, J E ; Jimenez, Raul ; Elias, Antonio. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00512-8. Full description at Econpapers || Download paper | |
2023 | Depth-based reconstruction method for incomplete functional data. (2023). Shang, Han Lin ; Jimenez, Raul ; Elias, Antonio. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:3:d:10.1007_s00180-022-01282-9. Full description at Econpapers || Download paper | |
2023 | Nonlinear prediction of functional time series. (2023). Cao, Jiguo ; Wang, Haixu. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2792. Full description at Econpapers || Download paper | |
2023 | Deep Learning in Forest Tree Species Classification Using Sentinel-2 on Google Earth Engine: A Case Study of Qingyuan County. (2023). Hu, Junguo ; Xu, Caiyao ; Zhou, Houkui ; He, Tao ; Wang, Qun ; Zeng, Kai ; Lou, Xiongwei ; Xue, Xingyu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2741-:d:1055932. Full description at Econpapers || Download paper | |
2023 | A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models. (2023). Risso, Davide ; Djordjilovi, Vera ; Chiogna, Monica ; Banzato, Erika. In: Statistics & Probability Letters. RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002450. Full description at Econpapers || Download paper | |
2023 | Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum. (2023). Liu, Xiaowei ; Zhou, Yirui ; Zhang, Yangchun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001979. Full description at Econpapers || Download paper | |
2023 | Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. (2023). Nelehova, Johanna G ; Hron, Karel ; Genest, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x2300074x. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103. Full description at Econpapers || Download paper | |
2023 | The continuous-time hidden Markov model based on discretization. Properties of estimators and applications. (2023). Segovia-Garcia, Mari Carmen ; Limnios, Nikolaos ; Gamiz, Maria Luz. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:3:d:10.1007_s11203-023-09292-0. Full description at Econpapers || Download paper | |
2023 | Post-processed posteriors for sparse covariances. (2023). Lee, Jaeyong. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001914. Full description at Econpapers || Download paper | |
2023 | On the growth rate of superadditive processes and the stability of functional GARCH models. (2023). Kandji, Baye Matar. In: Working Papers. RePEc:crs:wpaper:2023-07. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Evaluation of the Methane (CH 4 ) Generation Rate Constant ( k Value) of Municipal Solid Waste (MSW) in Mogadishu City, Somalia. (2023). Binti, Teh Sabariah ; Awang, Nik Azimatolakma ; Yusoff, Mohd Suffian ; Araye, Abdulkadir A. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14531-:d:1254580. Full description at Econpapers || Download paper | |
2023 | An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions. (2023). Balakrishnan, Narayanaswamy ; Zuo, Baishuai ; Yin, Chuancun. In: Papers. RePEc:arx:papers:2311.18176. Full description at Econpapers || Download paper | |
2023 | Asymptotic Inferences in a Multinomial Logit Mixed Model for Spatial Categorical Data. (2023). Rao, Prabhakar R ; Sutradhar, Brajendra C. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-022-00282-7. Full description at Econpapers || Download paper | |
2023 | On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables. (2023). Wang, LI ; Wei, Zheng ; Kim, Dae Young ; Liao, Shu-Min. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000258. Full description at Econpapers || Download paper | |
2023 | A robust threshold t linear mixed model for subgroup identification using multivariate T distributions. (2023). Tu, Dongsheng ; Qin, Guoyou ; Zhang, Rui. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01229-0. Full description at Econpapers || Download paper | |
2023 | Functional classification of bitcoin addresses. (2023). Saporito, Yuri F ; Prallon, Brenda ; Gonzalez-Manteiga, Wenceslao ; Febrero-Bande, Manuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002675. Full description at Econpapers || Download paper | |
2023 | Recovery of partly sparse and dense signals. (2023). Miyazaki, Izuru. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000076. Full description at Econpapers || Download paper | |
2023 | Penalized function-on-function partial leastsquares regression. (2023). Preda, Cristian ; Aguilera, Ana M ; del Carmen, Maria ; Hernandez, Harold Antonio. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37758. Full description at Econpapers || Download paper | |
2023 | Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042. Full description at Econpapers || Download paper | |
2023 | From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59. Full description at Econpapers || Download paper | |
2023 | Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. (2023). Robert, Christian Y ; Ghossoub, Mario ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023005. Full description at Econpapers || Download paper | |
2023 | Conditional mean risk sharing of independent discrete losses in large pools. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010. Full description at Econpapers || Download paper | |
2023 | Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32. Full description at Econpapers || Download paper | |
2023 | Fitted Value Iteration Methods for Bicausal Optimal Transport. (2023). Bayraktar, Erhan ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.12658. Full description at Econpapers || Download paper | |
2023 | Neural networks for clustered and longitudinal data using mixed effects models. (2023). Barnett, Ian ; Ghosh, Riddhi Pratim ; Mandel, Francesca. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:711-721. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions. (2023). Yao, Jing ; Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2305.09097. Full description at Econpapers || Download paper | |
2023 | The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio. (2023). Ogasawara, Haruhiko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x22001439. Full description at Econpapers || Download paper | |
2023 | The Wishart distribution with two different degrees of freedom. (2023). Ogasawara, Haruhiko. In: Statistics & Probability Letters. RePEc:eee:stapro:v:200:y:2023:i:c:s0167715223000901. Full description at Econpapers || Download paper | |
2023 | Order determination for spiked-type models with a divergent number of spikes. (2023). Zhu, Lixing ; Zeng, Yicheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000154. Full description at Econpapers || Download paper | |
2023 | Robust inference for change points in high dimension. (2023). Shao, Xiaofeng ; Wang, Runmin ; Jiang, Feiyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001051. Full description at Econpapers || Download paper |
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2023 | GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373. Full description at Econpapers || Download paper | |
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2023 | On the role of partial least squares in path analysis for the social sciences. (2023). Forzani, Liliana ; Cook, Dennis R. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323004915. Full description at Econpapers || Download paper | |
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2023 | The Impact of Removing Coal from Polandâs Energy Mix on Selected Aspects of the Countryâs Energy Security. (2023). Joostberens, Jarosaw ; Rybak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3457-:d:1067619. Full description at Econpapers || Download paper |
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2022 | Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures. (2022). Zuo, Baishuai ; Yin, Chuancun. In: Papers. RePEc:arx:papers:2203.00839. Full description at Econpapers || Download paper | |
2022 | Portmanteau test for a class of multivariate asymmetric power GARCH model. (2022). Saussereau, Bruno ; Kadmiri, Othman ; Mainassara, Yacouba Boubacar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:964-1002. Full description at Econpapers || Download paper | |
2022 | Fourier-type tests of mutual independence between functional time series. (2022). Hlavka, Zdenk ; Hukova, Marie ; Meintanis, Simos G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001512. Full description at Econpapers || Download paper | |
2022 | A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications. (2022). Ouimet, Frederic. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001913. Full description at Econpapers || Download paper | |
2022 | Does the traffic volume of a port determine connectivity? Revisiting port connectivity measures with high-frequency satellite data. (2022). Cai, Ouchen ; Yang, Dong ; Cheng, Liangqi ; Bai, Xiwen. In: Journal of Transport Geography. RePEc:eee:jotrge:v:102:y:2022:i:c:s0966692322001089. Full description at Econpapers || Download paper | |
2022 | On the rate of convergence for the autocorrelation operator in functional autoregression. (2022). Panaretos, Victor M ; Caponera, Alessia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001274. Full description at Econpapers || Download paper | |
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2022 | Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015. Full description at Econpapers || Download paper | |
2022 | Detecting outliers in compositional data using Invariant Coordinate Selection. (2022). Mondon, Camille ; Laurent, Thibault ; Thomas-Agnan, Christine ; Ruiz-Gazen, Anne. In: TSE Working Papers. RePEc:tse:wpaper:126752. Full description at Econpapers || Download paper |
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2021 | Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. (2021). Durante, Fabrizio ; Di Lascio, F. Marta L. ; Marta, F ; Fuchs, Sebastian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000359. Full description at Econpapers || Download paper | |
2021 | Covariance matrix estimation under data-based loss. (2021). Mezoued, Fatiha ; Haddouche, Anis M ; Fourdrinier, Dominique. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s016771522100122x. Full description at Econpapers || Download paper | |
2021 | Application of Phase Change Material and Artificial Neural Networks for Smoothing of Heat Flux Fluctuations. (2021). Smykowski, Daniel ; Szulc, Piotr ; Tietze, Tomasz ; Redzicki, Romuald ; Sitka, Andrzej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3531-:d:574606. Full description at Econpapers || Download paper | |
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2021 | A Deep Learning Method for Monitoring Vehicle Energy Consumption with GPS Data. (2021). Jeong, Seunghyun ; Lee, Tongwon ; Ko, Kwangho. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11331-:d:655711. Full description at Econpapers || Download paper | |
2021 | Spatial Structure Characteristics of Tourist Attraction Cooperation Networks in the Yangtze River Delta Based on Tourism Flow. (2021). Wu, Xinyang ; Chen, Hang ; Wang, Yuewei. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12036-:d:669331. Full description at Econpapers || Download paper | |
2021 | Collaboration exploitation and exploration: does a proactive search strategy matter?. (2021). Lin, Jun-You. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:10:d:10.1007_s11192-021-04136-1. Full description at Econpapers || Download paper | |
2021 | On the usage of joint diagonalization in multivariate statistics. (2021). Ruiz-Gazen, Anne ; Nordhausen, Klaus. In: TSE Working Papers. RePEc:tse:wpaper:126185. Full description at Econpapers || Download paper | |
2021 | Study of partial and average conditional Kendallâs tau. (2021). Margot, Matterne ; Irene, Gijbels. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:82-120:n:3. Full description at Econpapers || Download paper |
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2020 | Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819. Full description at Econpapers || Download paper | |
2020 | Assessing causal effects of extra compulsory learning on college studentsââ¬â¢ academic performances. (2020). Mattei, Alessandra ; Licari, Federica. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1595-1614. Full description at Econpapers || Download paper | |
2020 | Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555. Full description at Econpapers || Download paper | |
2020 | Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach. (2020). Hallin, Marc ; Liu, Hang ; la Vecchia, Davide. In: Working Papers ECARES. RePEc:eca:wpaper:2013/314257. Full description at Econpapers || Download paper | |
2020 | Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility. (2020). Afshari, Mahmoud ; Karamikabir, Hamid. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x19303239. Full description at Econpapers || Download paper | |
2020 | Kurtosis test of modality for rotationally symmetric distributions on hyperspheres. (2020). Jung, Sungkyu ; Schulz, Jorn ; Kim, Byungwon. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19306141. Full description at Econpapers || Download paper | |
2020 | Asymptotics and practical aspects of testing normality with kernel methods. (2020). Naito, Kanta ; Makigusa, Natsumi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:180:y:2020:i:c:s0047259x20302463. Full description at Econpapers || Download paper | |
2020 | On the non-stochastic ordering of some quadratic forms. (2020). Strawderman, William E ; Marchand, Eric. In: Statistics & Probability Letters. RePEc:eee:stapro:v:163:y:2020:i:c:s0167715220301024. Full description at Econpapers || Download paper | |
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2020 | A Multi-Period Portfolio Selection in a Large Financial Market. (2020). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1439. Full description at Econpapers || Download paper |