Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

0.33

5 Years IF

0.33

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	468	8	8	174		352	4		0		0	0.05
1991	0.01	0.11	0.1	0.01	85	166	469	16	24	164	1	386	5		0		0	0.06
1992	0.02	0.12	0.07	0.01	78	244	371	18	42	166	3	403	5		0		0	0.06
1993	0.03	0.13	0.05	0.02	83	327	516	16	58	163	5	418	8		0		0	0.06
1994	0.02	0.14	0.05	0.01	75	402	576	20	78	161	3	410	6		0		0	0.06
1995	0.09	0.22	0.19	0.07	79	481	481	93	171	158	14	402	29		0	1	0.01	0.09
1996	0.06	0.25	0.14	0.07	64	545	466	79	250	154	9	400	26		0	1	0.02	0.11
1997	0.13	0.24	0.28	0.15	63	608	403	169	419	143	18	379	55	41	24.3	4	0.06	0.11
1998	0.07	0.27	0.28	0.15	65	673	587	188	608	127	9	364	54	78	41.5		0	0.13
1999	0.09	0.29	0.23	0.12	60	733	444	167	776	128	11	346	41	41	24.6		0	0.14
2000	0.1	0.34	0.28	0.14	59	792	541	213	995	125	13	331	47	67	31.5	2	0.03	0.16
2001	0.21	0.38	0.28	0.18	58	850	509	238	1233	119	25	311	55	67	28.2	3	0.05	0.17
2002	0.25	0.39	0.31	0.22	90	940	659	296	1529	117	29	305	67	83	28	2	0.02	0.2
2003	0.12	0.43	0.3	0.19	89	1029	811	303	1833	148	18	332	64	99	32.7	7	0.08	0.21
2004	0.21	0.47	0.31	0.22	80	1109	1864	343	2177	179	38	356	77	63	18.4	5	0.06	0.21
2005	0.26	0.5	0.34	0.23	110	1219	1122	411	2589	169	44	376	87	142	34.5	11	0.1	0.23
2006	0.21	0.49	0.33	0.24	123	1342	967	437	3027	190	39	427	104	151	34.6	11	0.09	0.22
2007	0.29	0.44	0.33	0.28	107	1449	781	474	3504	233	68	492	137	131	27.6	8	0.07	0.2
2008	0.29	0.47	0.42	0.35	136	1585	1063	667	4173	230	66	509	180	178	26.7	10	0.07	0.22
2009	0.37	0.46	0.52	0.45	172	1757	1369	914	5091	243	90	556	250	268	29.3	23	0.13	0.23
2010	0.34	0.46	0.44	0.37	195	1952	1325	868	5959	308	104	648	242	271	31.2	24	0.12	0.2
2011	0.36	0.51	0.4	0.32	110	2062	721	826	6785	367	131	733	236	155	18.8	7	0.06	0.24
2012	0.48	0.5	0.48	0.42	174	2236	1163	1067	7854	305	147	720	300	229	21.5	23	0.13	0.21
2013	0.46	0.54	0.54	0.43	207	2443	1344	1317	9171	284	130	787	340	325	24.7	46	0.22	0.24
2014	0.46	0.53	0.55	0.44	199	2642	766	1454	10625	381	174	858	378	351	24.1	9	0.05	0.22
2015	0.4	0.53	0.55	0.4	167	2809	727	1549	12175	406	161	885	354	291	18.8	23	0.14	0.22
2016	0.33	0.5	0.5	0.4	181	2990	591	1491	13667	366	122	857	344	301	20.2	20	0.11	0.2
2017	0.39	0.52	0.51	0.4	120	3110	454	1590	15258	348	137	928	374	246	15.5	11	0.09	0.21
2018	0.28	0.53	0.43	0.3	101	3211	274	1381	16640	301	83	874	265	198	14.3	11	0.11	0.22
2019	0.38	0.54	0.47	0.34	143	3354	463	1567	18207	221	83	768	262	278	17.7	41	0.29	0.21
2020	0.32	0.64	0.49	0.34	83	3437	182	1686	19893	244	78	712	242	175	10.4	10	0.12	0.3
2021	0.51	0.74	0.52	0.42	90	3527	160	1848	21743	226	116	628	266	181	9.8	12	0.13	0.27
2022	0.5	0.74	0.56	0.51	159	3686	177	2052	23796	173	86	537	273	438	21.3	13	0.08	0.22
2023	0.27	0.7	0.41	0.34	74	3760	40	1551	25347	249	68	576	196	143	9.2	6	0.08	0.2
2024	0.33	0.82	0.4	0.33	73	3833	18	1530	26878	233	77	549	183	166	10.8	8	0.11	0.24

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

#	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	930
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	506
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	250
4	2003	Asymptotic theory for multivariate GARCH processes. (2003). Lieberman, O. ; Comte, F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	210
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	205
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	189
7	1981	On the theory of elliptically contoured distributions. (1981). Huang, Steel ; Cambanis, Stamatis ; Simons, Gordon . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	187
8	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Branco, Marcia D. ; Dey, Dipak K.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	184
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	167
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	145
11	1985	Prediction of multivariate time series by autoregressive model fitting. (1985). Lewis, Richard ; Reinsel, Gregory C.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411. Full description at Econpapers \|\| Download paper	119
12	2010	Tail dependence functions and vine copulas. (2010). Joe, Harry ; Li, Haijun ; Nikoloulopoulos, Aristidis K.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	114
13	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
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	110
15	1982	Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Romain, Y. ; Dauxois, J. ; Pousse, A.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers \|\| Download paper	105
16	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	104
17	2009	Generating random correlation matrices based on vines and extended onion method. (2009). Joe, Harry ; Kurowicka, Dorota ; Lewandowski, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1989-2001. Full description at Econpapers \|\| Download paper	102
18	2003	Nonparametric estimation of distributions with categorical and continuous data. (2003). Racine, Jeffrey ; Li, Qi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292. Full description at Econpapers \|\| Download paper	99
19	2000	On Parameters of Increasing Dimensions. (2000). He, Xuming ; Shao, Qi-Man. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	98
20	2002	The Meta-elliptical Distributions with Given Marginals. (2002). Kotz, Samuel ; Fang, Kai-Tai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16. Full description at Econpapers \|\| Download paper	93
21	1983	Central limit theorems for non-linear functionals of Gaussian fields. (1983). Major, Peter ; Breuer, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441. Full description at Econpapers \|\| Download paper	89
22	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃ¤rdle, Wolfgang ; Xia, Yingcun ; Hardle, Wolfgang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184. Full description at Econpapers \|\| Download paper	88
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	83
24	1991	Maximum likelihood estimation for noncausal autoregressive processes. (1991). Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, ; Breid, Jay F.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198. Full description at Econpapers \|\| Download paper	80
25	2005	On fundamental skew distributions. (2005). Arellano-Valle, Reinaldo B. ; Genton, Marc G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116. Full description at Econpapers \|\| Download paper	80
26	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	80
27	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	79
28	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	77
29	2005	Constraints on concordance measures in bivariate discrete data. (2005). Lambert, Philippe ; Denuit, Michel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57. Full description at Econpapers \|\| Download paper	77
30	2002	Local Polynomial Fitting in Semivarying Coefficient Model. (2002). Song, Xinyuan ; Zhang, Wenyang ; Lee, Sik-Yum . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:166-188. Full description at Econpapers \|\| Download paper	75
31	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	74
32	2013	Factor copula models for multivariate data. (2013). Krupskii, Pavel ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	73
33	1995	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Bai, Z. D. ; Silverstein, J. W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192. Full description at Econpapers \|\| Download paper	72
34	1998	Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Huang, Xin ; Drees, Holger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47. Full description at Econpapers \|\| Download paper	70
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	70
36	2001	Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; Peng, L. ; de Haan, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248. Full description at Econpapers \|\| Download paper	67
37	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	67
38	2008	Sparse principal component analysis via regularized low rank matrix approximation. (2008). Huang, Jianhua Z. ; Shen, Haipeng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034. Full description at Econpapers \|\| Download paper	65
39	1988	Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Boland, Philip J. ; Proschan, Frank. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298. Full description at Econpapers \|\| Download paper	65
40	2006	Eigenvalues of large sample covariance matrices of spiked population models. (2006). Baik, Jinho ; Silverstein, Jack W.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408. Full description at Econpapers \|\| Download paper	64
41	2019	Recent advances in functional data analysis and high-dimensional statistics. (2019). Fraiman, Ricardo ; Cao, Ricardo ; Vieu, Philippe ; Aneiros, German ; Genest, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9. Full description at Econpapers \|\| Download paper	64
42	2011	Tail order and intermediate tail dependence of multivariate copulas. (2011). Hua, Lei ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471. Full description at Econpapers \|\| Download paper	64
43	2008	A test for the mean vector with fewer observations than the dimension. (2008). Srivastava, Muni S. ; Du, Meng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402. Full description at Econpapers \|\| Download paper	62
44	2008	Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Vieu, Philippe ; Aneiros-Perez, German . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857. Full description at Econpapers \|\| Download paper	62
45	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	61
46	2005	A new test for multivariate normality. (2005). Rizzo, Maria L. ; Szekely, Gabor J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:58-80. Full description at Econpapers \|\| Download paper	61
47	2000	Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃ¼ller, 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	61
48	2008	Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Yin, Xiangrong ; Cook, Dennis R. ; Li, Bing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757. Full description at Econpapers \|\| Download paper	60
49	1999	Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Haesbroeck, Gentiane ; Croux, Christophe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190. Full description at Econpapers \|\| Download paper	60
50	2007	Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Rychlik, Tomasz ; Navarro, Jorge. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113. Full description at Econpapers \|\| Download paper	59

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2004	Quantile regression for longitudinal data. (2004). koenker, roger. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89. Full description at Econpapers \|\| Download paper	234
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	125
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	44
4	2009	Generating random correlation matrices based on vines and extended onion method. (2009). Joe, Harry ; Kurowicka, Dorota ; Lewandowski, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1989-2001. Full description at Econpapers \|\| Download paper	37
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	32
6	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Branco, Marcia D. ; Dey, Dipak K.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	26
7	1981	On the theory of elliptically contoured distributions. (1981). Huang, Steel ; Cambanis, Stamatis ; Simons, Gordon . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	21
8	2019	Recent advances in functional data analysis and high-dimensional statistics. (2019). Fraiman, Ricardo ; Cao, Ricardo ; Vieu, Philippe ; Aneiros, German ; Genest, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9. Full description at Econpapers \|\| Download paper	18
9	2011	The complete mixability and convex minimization problems with monotone marginal densities. (2011). Wang, Ruodu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1344-1360. Full description at Econpapers \|\| Download paper	18
10	2015	Spectrum 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. Full description at Econpapers \|\| Download paper	17
11	2000	On Parameters of Increasing Dimensions. (2000). He, Xuming ; Shao, Qi-Man. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	17
12	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	17
13	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	16
14	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
15	2010	Tail dependence functions and vine copulas. (2010). Joe, Harry ; Li, Haijun ; Nikoloulopoulos, Aristidis K.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	15
16	2008	A test for the mean vector with fewer observations than the dimension. (2008). Srivastava, Muni S. ; Du, Meng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402. Full description at Econpapers \|\| Download paper	15
17	2008	Multivariate 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. Full description at Econpapers \|\| Download paper	14
18	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	14
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2024	Change point detection in high dimensional data with U-statistics. (2024). Horvath, Lajos ; Boniece, Cooper B ; Jacobs, Peter M ; Horvth, Lajos. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:2:d:10.1007_s11749-023-00900-y. Full description at Econpapers \|\| Download paper
2024	HighâFrequencyâBased Volatility Model with Network Structure. (2024). Yuan, Huiling ; Wang, Junhui ; Li, Guodong ; Lu, Kexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:533-557. Full description at Econpapers \|\| Download paper
2024	Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data. (2024). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202415. Full description at Econpapers \|\| Download paper
2024	A fast and accurate kernel-based independence test with applications to high-dimensional and functional data. (2024). Zhu, Tianming ; Zhang, Jin-Ting. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000277. Full description at Econpapers \|\| Download paper
2024	Gradual change-point analysis based on Spearman matrices for multivariate time series. (2024). Quessy, Jean-Franois. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:3:d:10.1007_s10463-023-00891-5. Full description at Econpapers \|\| Download paper
2024	Multi-feature clustering of step data using multivariate functional principal component analysis. (2024). Lim, Yaeji ; Cheung, Ying Kuen ; Oh, Hee-Seok ; Song, Wookyeong. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01467-4. Full description at Econpapers \|\| Download paper
2024	Extended Hotelling $$T^2$$ T 2 test in distributed frameworks. (2024). Zhao, Junlong ; Liu, Xiumin ; Du, Bin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00939-5. Full description at Econpapers \|\| Download paper
2024	University studentsâ metacognitive awareness of reading strategies (MARS) in online reading and MARSâ role in their English reading comprehension. (2024). Habk, Anita ; Anggia, Helta. In: PLOS ONE. RePEc:plo:pone00:0313254. Full description at Econpapers \|\| Download paper
2024	Inference for high-dimensional linear expectile regression with de-biasing method. (2024). Li, Yu-Ning ; Zhang, Li-Xin ; Zhao, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:198:y:2024:i:c:s0167947324000811. Full description at Econpapers \|\| Download paper
2024	Weak convergence of the conditional U-statistics for locally stationary functional time series. (2024). Bouzebda, Salim ; Soukarieh, Inass. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:27:y:2024:i:2:d:10.1007_s11203-023-09305-y. Full description at Econpapers \|\| Download paper
2024	A deep learning-based approach for predicting oil production: A case study in the United States. (2024). Rashid, Muhammad Imtiaz ; Shahzad, Khurram ; Zheng, Jianqin ; Du, Jian ; Wang, Bohong ; Ali, Arshid Mahmood ; Ma, Yunlu ; Liang, Yongtu ; Liao, QI ; Xu, Ning. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030827. Full description at Econpapers \|\| Download paper
2024	Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs. (2024). Baumeister, Marlene ; Pauly, Markus ; Ditzhaus, Marc. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000921. Full description at Econpapers \|\| Download paper
2024	A scale-invariant test for linear hypothesis of means in high dimensions. (2024). Cheng, Ziyang ; Cao, Mingxiang ; Xu, Kai. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01530-8. Full description at Econpapers \|\| Download paper
2024	Professor Heinz Neudecker and matrix differential calculus. (2024). Liu, Shuangzhe ; Trenkler, Gtz ; Kollo, Tnu ; Rosen, Dietrich ; Baksalary, Oskar Maria. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01499-w. Full description at Econpapers \|\| Download paper
2024	An independence test for functional variables based on kernel normalized cross-covariance operator. (2024). Manfoumbi, Terence Kevin ; Nkiet, Guy Martial. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001392. Full description at Econpapers \|\| Download paper
2024	Change point analysis of functional variance function with stationary error. (2024). Hu, Qirui. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000186. Full description at Econpapers \|\| Download paper
2024	Adaptive parametric change point inference under covariance structure changes. (2024). Jandhyala, Venkata K ; Pavlopoulos, Vasileios ; Fotopoulos, Stergios B ; Kaul, Abhishek. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01495-0. Full description at Econpapers \|\| Download paper
2024	Detection of a structural break in intraday volatility pattern. (2024). Kutta, Tim ; Wang, Shixuan ; Kokoszka, Piotr ; Mohammadi, Neda. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001327. Full description at Econpapers \|\| Download paper
2024	Online bootstrap inference for the geometric median. (2024). Lin, Ruitao ; Xiong, Qiang ; Cheng, Guanghui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000768. Full description at Econpapers \|\| Download paper
2024	Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf. (2024). Sul, Donggyu ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-06. Full description at Econpapers \|\| Download paper
2024	Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data. (2024). Cui, Xia ; Du, Jierui. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01522-0. Full description at Econpapers \|\| Download paper
2024	A flexible time-varying coefficient rate model for panel count data. (2024). Li, Yang ; Guo, Yuanyuan ; Sun, Dayu ; Tu, Wanzhu. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:30:y:2024:i:4:d:10.1007_s10985-024-09630-1. Full description at Econpapers \|\| Download paper
2024	Multivariate Varying Coefficient Spatiotemporal Model. (2024). Banerjee, Sudipto ; Rhee, Connie M ; Krm, Esra ; Nguyen, Danh V ; Qian, QI ; Entrk, Damla ; Li, Yihao. In: Statistics in Biosciences. RePEc:spr:stabio:v:16:y:2024:i:3:d:10.1007_s12561-024-09419-8. Full description at Econpapers \|\| Download paper
2024	Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model. (2024). Liang, Yuli ; Filipiak, Katarzyna ; John, Mateusz. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00922-0. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Multivariate unified skew-t distributions and their properties. (2024). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Karling, Maicon J ; Wang, Kesen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000290. Full description at Econpapers \|\| Download paper
2024	Conjugacy properties of multivariate unified skew-elliptical distributions. (2024). Durante, Daniele ; Genton, Marc G ; Karling, Maicon J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000642. Full description at Econpapers \|\| Download paper
2024	The Life-Cycle Dynamics of Wealth Mobility. (2024). Paz-Pardo, Gonzalo ; Ocampo, Sergio ; McGee, Rory ; Audoly, Richard. In: Staff Reports. RePEc:fip:fednsr:98128. Full description at Econpapers \|\| Download paper
2024	Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194. Full description at Econpapers \|\| Download paper
2024	The life-cycle dynamics of wealth mobility. (2024). Paz-Pardo, Gonzalo ; Ocampo, Sergio ; McGee, Rory ; Audoly, Richard. In: IFS Working Papers. RePEc:ifs:ifsewp:24/12. Full description at Econpapers \|\| Download paper
2024	Are minimum variance portfolios in multi-factor models long in low-beta assets?. (2024). Steland, Ansgar. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00366-y. Full description at Econpapers \|\| Download paper
2024	The life-cycle dynamics of wealth mobility. (2024). Paz-Pardo, Gonzalo ; Ocampo, Sergio ; McGee, Rory ; Audoly, Richard ; Diaz, Sergio Ocampo. In: CLEF Working Paper Series. RePEc:zbw:clefwp:290389. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Sparse principal component analysis for highâdimensional stationary time series. (2023). Taniguchi, Masanobu ; Liu, Yan ; Goto, Yuichi ; Fujimori, Kou. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:50:y:2023:i:4:p:1953-1983. Full description at Econpapers \|\| Download paper
2023	Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model. (2023). Chen, YU ; Ma, Mengyuan ; Sun, Hongfang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:111:y:2023:i:c:p:142-162. Full description at Econpapers \|\| Download paper
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
2023	On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size. (2023). Bouzebda, Salim. In: Stats. RePEc:gam:jstats:v:6:y:2023:i:1:p:23-380:d:1077238. Full description at Econpapers \|\| Download paper
2023	The Impact of Removing Coal from Polandâs Energy Mix on Selected Aspects of the Countryâs Energy Security. (2023). Joostberens, Jarosaw ; Rybak, Aurelia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3457-:d:1067619. Full description at Econpapers \|\| Download paper
2023	Prediction and optimization of employee turnover intentions in enterprises based on unbalanced data. (2023). Li, Zhaotian ; Fox, Edward. In: PLOS ONE. RePEc:plo:pone00:0290086. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures. (2022). Yin, Chuancun ; Zuo, Baishuai. 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). Mainassara, Yacouba Boubacar ; Kadmiri, Othman ; Saussereau, Bruno. 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 ; Meintanis, Simos G ; Hukova, Marie. 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). Bai, Xiwen ; Cai, Ouchen ; Cheng, Liangqi ; Yang, Dong. 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
2022	Some Statistical Aspects of the Truncated Multivariate Skew- t Distribution. (2022). Moran-Vasquez, Raul Alejandro ; Zarrazola, Edwin ; Nagar, Daya K. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:15:p:2793-:d:881773. Full description at Econpapers \|\| Download paper
2022	Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes. (2022). Didi, Sultana ; Bouzebda, Salim. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:22:p:4356-:d:978020. Full description at Econpapers \|\| Download paper
2022	Non-Parametric Conditional U -Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design. (2022). Bouzebda, Salim ; Soukarieh, Inass. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:16-:d:1009378. Full description at Econpapers \|\| Download paper
2022	Uniform Consistency for Functional Conditional U -Statistics Using Delta-Sequences. (2022). Zari, Tarek ; Bouzebda, Salim ; Nezzal, Amel. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:161-:d:1018167. Full description at Econpapers \|\| Download paper
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	COVID-19 and social protection in the Gulf Region: Analysis and lessons learned on shock-responsive and child-sensitive systems. (2022). Hammad, Maya. In: Research Report. RePEc:ipc:cstudy:86. Full description at Econpapers \|\| Download paper
2022	Detecting outliers in compositional data using Invariant Coordinate Selection. (2022). THOMAS-AGNAN, Christine ; Ruiz-Gazen, Anne ; Mondon, Camille ; Laurent, Thibault. In: TSE Working Papers. RePEc:tse:wpaper:126752. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. (2021). Durante, Fabrizio ; Di Lascio, F. Marta L. ; Fuchs, Sebastian ; Marta, F. 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 ; Fourdrinier, Dominique ; Haddouche, Anis M. 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). Tietze, Tomasz ; Redzicki, Romuald ; Szulc, Piotr ; Smykowski, Daniel ; Sitka, Andrzej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3531-:d:574606. Full description at Econpapers \|\| Download paper
2021	A Study of Seven Asymmetric Kernels for the Estimation of Cumulative Distribution Functions. (2021). de Micheaux, Pierre Lafaye ; Ouimet, Frederic. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:20:p:2605-:d:657743. Full description at Econpapers \|\| Download paper
2021	A Method to Automate the Prediction of Student Academic Performance from Early Stages of the Course. (2021). Duque, Rafael ; Francisci, Giacomo ; Nieto-Reyes, Alicia. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:21:p:2677-:d:662221. Full description at Econpapers \|\| Download paper
2021	A Smart Helmet-Based PLS-BPNN Error Compensation Model for Infrared Body Temperature Measurement of Construction Workers during COVID-19. (2021). Peng, Miaojuan ; Li, LI ; Yu, Jiahui ; Cheng, Hang. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:21:p:2808-:d:672597. Full description at Econpapers \|\| Download paper
2021	Functional Symmetry and Statistical Depth for the Analysis of Movement Patterns in Alzheimerâs Patients. (2021). Battey, Heather ; Francisci, Giacomo ; Nieto-Reyes, Alicia. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:8:p:820-:d:533021. Full description at Econpapers \|\| Download paper
2021	A Deep Learning Method for Monitoring Vehicle Energy Consumption with GPS Data. (2021). Lee, Tongwon ; Jeong, Seunghyun ; 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). Wang, Yuewei ; Wu, Xinyang ; Chen, Hang. 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

10 most frequent citing series

#	Series	H	Cites
1	Journal of Multivariate Analysis / Elsevier	57	1161
2	Papers / arXiv.org	95	823
3	Computational Statistics & Data Analysis / Elsevier	57	542
4	Statistical Papers / Springer	20	532
5	Mathematics / MDPI	18	468
6	Statistics & Probability Letters / Elsevier	36	303
7	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	31	259
8	Computational Statistics / Springer	22	259
9	Journal of Econometrics / Elsevier	237	224
10	Annals of the Institute of Statistical Mathematics / Springer	27	196
11	Metrika: International Journal for Theoretical and Applied Statistics / Springer	21	165