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Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
55
Impact Factor (IF)
0.27
5 Years IF
0.31
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 0.11 0.1 0.01 81 81 457 8 8 174 352 4 0 0 0.05
1991 0.01 0.1 0.1 0.01 85 166 453 16 24 164 1 386 5 0 0 0.05
1992 0.02 0.11 0.07 0.01 78 244 354 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 75 402 566 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 64 545 455 77 244 154 9 400 26 0 1 0.02 0.12
1997 0.13 0.25 0.28 0.15 63 608 392 169 413 143 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 59 792 522 213 988 125 13 331 47 67 31.5 2 0.03 0.16
2001 0.21 0.39 0.28 0.18 58 850 481 238 1226 119 25 311 55 67 28.2 3 0.05 0.17
2002 0.25 0.41 0.31 0.22 90 940 647 296 1522 117 29 305 67 83 28 2 0.02 0.21
2003 0.12 0.44 0.29 0.19 89 1029 794 301 1825 148 18 332 64 99 32.9 7 0.08 0.22
2004 0.21 0.5 0.31 0.22 80 1109 1700 342 2168 179 38 356 77 63 18.4 5 0.06 0.22
2005 0.25 0.51 0.34 0.23 110 1219 1080 408 2577 169 43 376 85 142 34.8 11 0.1 0.24
2006 0.21 0.51 0.33 0.24 123 1342 938 437 3015 190 39 427 104 151 34.6 11 0.09 0.23
2007 0.29 0.47 0.33 0.28 107 1449 749 469 3487 233 67 492 136 131 27.9 7 0.07 0.2
2008 0.29 0.49 0.42 0.35 136 1585 1000 662 4151 230 66 509 180 178 26.9 10 0.07 0.23
2009 0.36 0.48 0.51 0.44 172 1757 1297 894 5049 243 87 556 244 268 30 21 0.12 0.24
2010 0.34 0.49 0.44 0.37 195 1952 1276 863 5912 308 104 648 242 271 31.4 24 0.12 0.21
2011 0.35 0.52 0.4 0.32 110 2062 676 825 6737 367 130 733 235 155 18.8 7 0.06 0.24
2012 0.48 0.52 0.47 0.41 174 2236 1078 1055 7794 305 145 720 297 229 21.7 23 0.13 0.22
2013 0.46 0.56 0.54 0.43 205 2441 1241 1317 9111 284 130 787 340 325 24.7 46 0.22 0.24
2014 0.45 0.55 0.54 0.43 196 2637 690 1437 10548 379 172 856 371 343 23.9 9 0.05 0.23
2015 0.4 0.55 0.55 0.4 166 2803 648 1538 12087 401 160 880 352 291 18.9 23 0.14 0.23
2016 0.33 0.53 0.49 0.4 180 2983 520 1475 13563 362 120 851 337 298 20.2 19 0.11 0.21
2017 0.38 0.54 0.51 0.4 120 3103 398 1579 15143 346 133 921 368 246 15.6 11 0.09 0.22
2018 0.26 0.55 0.42 0.3 100 3203 227 1349 16493 300 79 867 256 196 14.5 11 0.11 0.23
2019 0.38 0.57 0.46 0.34 143 3346 391 1550 18043 220 83 762 260 278 17.9 41 0.29 0.23
2020 0.32 0.68 0.47 0.33 82 3428 147 1625 19668 243 77 709 232 170 10.5 10 0.12 0.32
2021 0.49 0.8 0.51 0.41 89 3517 102 1784 21454 225 111 625 257 177 9.9 12 0.13 0.29
2022 0.49 0.84 0.54 0.5 158 3675 85 1993 23448 171 84 534 268 435 21.8 12 0.08 0.25
2023 0.27 0.86 0.38 0.31 73 3748 15 1420 24868 247 66 572 179 137 9.6 5 0.07 0.25
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
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.

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841
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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448
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.

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235
42003Asymptotic 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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206
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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196
61998Nonparametric 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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185
71981On 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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180
82001A 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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172
91984Central 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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165
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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140
111985Prediction 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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114
122005Goodness-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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113
132010Tail 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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109
141995Strong 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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104
151990Using 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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103
161982Asymptotic 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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100
172003Nonparametric 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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100
182002The 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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92
192000On 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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92
202006Semi-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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85
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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85
222009Generating 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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82
231980Classes 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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81
242005On 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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79
251990Multivariate 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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78
261991Maximum 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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76
272002Local 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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75
282009On 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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74
292005Constraints 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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73
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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73
311992Estimation 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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72
321995On 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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70
331998Best 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.

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69
342013Factor 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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68
351993Parametric 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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67
361988Multivariate 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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64
372001Using 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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64
382006Eigenvalues 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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63
391993Consistent 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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62
402000Some 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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61
411999Influence 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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60
422009Testing 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.

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60
432011Tail 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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59
442008Nonparametric 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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59
452008Sparse 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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59
462010On 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.

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58
472006Bounds 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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58
482007Reliability 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.

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58
492008Construction of asymmetric multivariate copulas. (2008). Liebscher, Eckhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2234-2250.

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57
502019Recent 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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57
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

237
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

112
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

65
42019Recent 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
52009Generating 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

37
62005Asymptotic 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

35
71998Nonparametric 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
82009On 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

23
92010Tail 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
101981On 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

21
112001A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113.

Full description at Econpapers || Download paper

20
122003Asymptotic 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

16
132002The 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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16
142015Efficient 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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16
152009Asymptotics 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.

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15
162015Spectrum 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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15
172000On 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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15
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.

Full description at Econpapers || Download paper

14
192012Principled 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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14
202013The 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.

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14
211981Representations 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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14
222005Constraints 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

14
232005On 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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13
241984Central 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

13
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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13
262017Data-driven kNN estimation in nonparametric functional data analysis. (2017). Vieu, Philippe ; Laksaci, Ali ; Kara, Lydia-Zaitri ; Rachdi, Mustapha. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:176-188.

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13
272008A test for the mean vector with fewer observations than the dimension. (2008). Du, Meng ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402.

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281975Reduced-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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292011The complete mixability and convex minimization problems with monotone marginal densities. (2011). Wang, Bin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1344-1360.

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302009Estimation of a change-point in the mean function of functional data. (2009). Horvath, Lajos ; Aue, Alexander ; Gabrys, Robertas ; Kokoszka, Piotr. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:10:p:2254-2269.

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311980Classes 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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321982Asymptotic 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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332008Construction of asymmetric multivariate copulas. (2008). Liebscher, Eckhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2234-2250.

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341980Classes 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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352006Generating random correlation matrices based on partial correlations. (2006). Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:10:p:2177-2189.

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362009On 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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372006Eigenvalues 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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381995Strong 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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392008Sparse 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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402005Robust semiparametric M-estimation and the weighted bootstrap. (2005). Kosorok, Michael R. ; Ma, Shuangge. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:190-217.

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412008Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757.

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422011Tail 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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432008Multivariate skewness and kurtosis measures with an application in ICA. (2008). Kollo, Tnu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2328-2338.

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442012Detecting and estimating changes in dependent functional data. (2012). Aston, John A. D., ; Kirch, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:109:y:2012:i:c:p:204-220.

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451993Consistent 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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462007On rates of convergence in functional linear regression. (2007). Hsing, Tailen ; Li, Yehua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:9:p:1782-1804.

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472005A new test for multivariate normality. (2005). Szekely, Gabor J. ; Rizzo, Maria L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:58-80.

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482018Risk contagion under regular variation and asymptotic tail independence. (2018). Das, Bikramjit ; Fasen-Hartmann, Vicky. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:194-215.

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492007Some high-dimensional tests for a one-way MANOVA. (2007). Schott, James R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:9:p:1825-1839.

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501995Factor Analysis and Principal Components. (1995). Mathes, H. ; Schneeweiss, H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:55:y:1995:i:1:p:105-124.

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2023An 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.

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2023Asymptotic 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.

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2023On 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.

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2023Functional 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.

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2023Penalized 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.

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2023From 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.

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2023Comonotonicity 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.

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2023Conditional 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.

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2023Conditional 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.

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2023Fitted Value Iteration Methods for Bicausal Optimal Transport. (2023). Bayraktar, Erhan ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.12658.

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2023Neural 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.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Multivariate 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.

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2023The 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.

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2023The 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.

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2023Order 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.

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2023Robust 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.

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2023GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373.

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2023.

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2023The Impact of Removing Coal from Poland’s Energy Mix on Selected Aspects of the Country’s Energy Security. (2023). Joostberens, Jarosaw ; Rybak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3457-:d:1067619.

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Recent citations received in 2022
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2022Multivariate 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.

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2022Portmanteau 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.

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2022Fourier-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.

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2022A 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.

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2022Does 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.

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2022On 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.

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2022Estimation 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.

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2022Detecting 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.

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Recent citations received in 2021
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2021Dissimilarity 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.

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2021Covariance 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.

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2021Application 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.

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2021A 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.

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2021Spatial 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.

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2021Collaboration 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.

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2021On the usage of joint diagonalization in multivariate statistics. (2021). Ruiz-Gazen, Anne ; Nordhausen, Klaus. In: TSE Working Papers. RePEc:tse:wpaper:126185.

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2021Study of partial and average conditional Kendall’s tau. (2021). Margot, Matterne ; Irene, Gijbels. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:82-120:n:3.

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Recent citations received in 2020
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2020Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819.

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2020Assessing causal effects of extra compulsory learning on college students’ 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.

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2020Uncovering 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.

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2020Rank-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.

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2020Generalized 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.

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2020Kurtosis 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.

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2020Asymptotics 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.

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2020On 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.

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2020A Multi-Period Portfolio Selection in a Large Financial Market. (2020). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1439.

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