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Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2024-06-03 11:54:30]
5 Years H Index
54
Impact Factor (IF)
0.27
5 Years IF
0.32
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 81 448 8 8 174 352 4 0 0 0.05
1991 0.01 0.1 0.1 0.01 85 166 445 16 24 164 1 386 5 0 0 0.05
1992 0.02 0.11 0.07 0.01 78 244 350 18 42 166 3 403 5 0 0 0.05
1993 0.03 0.13 0.05 0.02 83 327 490 16 58 163 5 418 8 0 0 0.06
1994 0.02 0.14 0.05 0.01 75 402 562 19 77 161 3 410 6 0 0 0.07
1995 0.09 0.22 0.19 0.07 79 481 462 93 170 158 14 402 29 0 1 0.01 0.1
1996 0.06 0.25 0.14 0.07 64 545 447 79 249 154 9 400 26 0 1 0.02 0.12
1997 0.13 0.25 0.28 0.15 63 608 387 169 418 143 18 379 55 41 24.3 4 0.06 0.11
1998 0.07 0.28 0.28 0.15 65 673 564 188 607 127 9 364 54 78 41.5 0 0.13
1999 0.09 0.31 0.23 0.12 60 733 434 167 775 128 11 346 41 41 24.6 0 0.15
2000 0.1 0.36 0.28 0.14 59 792 514 213 993 125 13 331 47 67 31.5 2 0.03 0.16
2001 0.21 0.39 0.28 0.18 58 850 471 238 1231 119 25 311 55 67 28.2 3 0.05 0.17
2002 0.25 0.41 0.32 0.22 90 940 639 297 1528 117 29 305 67 83 27.9 2 0.02 0.21
2003 0.12 0.44 0.3 0.19 89 1029 776 303 1833 148 18 332 64 99 32.7 7 0.08 0.22
2004 0.21 0.5 0.31 0.22 80 1109 1625 343 2177 179 38 356 77 63 18.4 5 0.06 0.22
2005 0.26 0.51 0.34 0.23 110 1219 1056 410 2588 169 44 376 87 142 34.6 11 0.1 0.23
2006 0.21 0.51 0.33 0.24 123 1342 918 436 3025 190 39 427 104 151 34.6 11 0.09 0.23
2007 0.29 0.47 0.33 0.27 107 1449 735 470 3498 233 67 492 134 131 27.9 7 0.07 0.2
2008 0.29 0.49 0.42 0.35 136 1585 979 661 4161 230 66 509 180 178 26.9 10 0.07 0.23
2009 0.37 0.48 0.52 0.45 172 1757 1275 915 5080 243 90 556 251 268 29.3 23 0.13 0.24
2010 0.34 0.49 0.44 0.37 195 1952 1251 865 5945 308 105 648 241 271 31.3 24 0.12 0.21
2011 0.35 0.52 0.4 0.32 110 2062 658 827 6772 367 130 733 236 155 18.7 7 0.06 0.24
2012 0.48 0.52 0.48 0.42 174 2236 1054 1063 7837 305 147 720 300 229 21.5 23 0.13 0.22
2013 0.45 0.56 0.54 0.43 207 2443 1222 1314 9151 284 129 787 339 325 24.7 46 0.22 0.24
2014 0.45 0.55 0.55 0.44 199 2642 668 1443 10594 381 172 858 375 351 24.3 9 0.05 0.23
2015 0.4 0.55 0.55 0.4 167 2809 628 1542 12137 406 161 885 353 291 18.9 22 0.13 0.23
2016 0.33 0.53 0.5 0.4 181 2990 495 1488 13626 366 122 857 344 301 20.2 20 0.11 0.21
2017 0.39 0.54 0.51 0.4 120 3110 374 1585 15212 348 136 928 373 246 15.5 11 0.09 0.22
2018 0.27 0.56 0.43 0.3 101 3211 214 1371 16584 301 82 874 263 198 14.4 11 0.11 0.24
2019 0.38 0.57 0.47 0.34 143 3354 363 1569 18153 221 83 768 262 278 17.7 41 0.29 0.23
2020 0.32 0.69 0.49 0.34 83 3437 139 1673 19826 244 78 712 240 175 10.5 10 0.12 0.33
2021 0.51 0.83 0.53 0.43 91 3528 88 1851 21679 226 116 628 267 182 9.8 12 0.13 0.31
2022 0.49 0.89 0.56 0.51 159 3687 62 2054 23734 174 86 538 274 438 21.3 12 0.08 0.27
2023 0.27 1.03 0.39 0.32 74 3761 9 1470 25204 250 67 577 184 143 9.7 5 0.07 0.3
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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794
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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425
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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229
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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200
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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190
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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184
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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178
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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169
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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163
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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138
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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111
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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110
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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108
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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103
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.

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102
162003Nonparametric 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
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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96
182000On 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
192002The 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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89
201983Central 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
212006Semi-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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83
221980Classes 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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80
232009Generating 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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79
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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78
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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76
262002Local 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
271991Maximum 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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73
281992Estimation 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
292009On 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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72
302005Constraints 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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71
311995On 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
321975Reduced-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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70
332013Factor 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
341998Best 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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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
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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63
382001Using 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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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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60
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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59
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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59
432008Sparse 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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58
442010On 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
452006Bounds 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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57
462008Nonparametric 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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57
472007Reliability 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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57
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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56
492005A 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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56
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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55
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

195
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

89
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

60
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.

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43
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

35
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

31
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

26
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

22
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

20
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

18
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

17
122000On 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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17
132013Factor 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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15
142013The 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
152015Efficient 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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14
162003Asymptotic 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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14
171984Central 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
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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13
192009Estimation 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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13
202005Constraints 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

13
211980Classes 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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12
222012Principled 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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12
232009Asymptotics 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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12
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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12
252015Spectrum 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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12
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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12
271980Classes 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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281982Asymptotic 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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292007On 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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11
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312006Eigenvalues 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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11
322013Simplified 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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11
331993Consistent 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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341981Representations 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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351975Reduced-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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362017Data-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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372012Detecting 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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382006Generating 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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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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402005A 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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412008Construction 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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421992Estimation 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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432008Successive 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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442012Copula-based semiparametric models for multivariate time series. (2012). Remillard, Bruno ; Papageorgiou, Nicolas ; Soustra, Frederic . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:30-42.

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452011Autoregressive process modeling via the Lasso procedure. (2011). Rinaldo, A. ; Nardi, Y.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:3:p:528-549.

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462016Evading 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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472017Asymptotic 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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482007Some 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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491985Prediction 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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502011The 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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2023A 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.

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2023Orthogonal 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.

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2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

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2023The 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.

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2023On 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.

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2023.

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2023Evaluation 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.

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2023Inflation 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.

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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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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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2023A 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.

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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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2023Recovery of partly sparse and dense signals. (2023). Miyazaki, Izuru. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000076.

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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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2023Covariance 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.

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2023Principal component analysis. (2023). Tuzhilina, Elena ; Markos, Angelos ; DEnza, Alfonso Iodice ; Hastie, Trevor ; Greenacre, Michael. In: Economics Working Papers. RePEc:upf:upfgen:1856.

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2023Testing factors in CCE. (2023). Westerlund, Joakim ; Brown, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002707.

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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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2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

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2023Applications 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.

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2023Post-processed posteriors for sparse covariances. (2023). Lee, Jaeyong. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001914.

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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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2023On 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.

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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
YearCiting document
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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