Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2026-05-04 07:00:09]

5 Years H Index

Impact Factor (IF)

0.27

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	0.1	0.1	0.01	81	81	473	8	8	174		352	4		0		0	0.05
1991	0.01	0.11	0.1	0.01	85	166	485	16	24	164	1	386	5		0		0	0.06
1992	0.02	0.12	0.08	0.01	78	244	376	19	43	166	3	403	5		0		0	0.06
1993	0.03	0.13	0.05	0.02	83	327	535	16	59	163	5	418	8		0		0	0.06
1994	0.02	0.14	0.05	0.01	75	402	587	20	79	161	3	410	6		0		0	0.07
1995	0.09	0.22	0.19	0.07	79	481	485	93	172	158	14	402	29		0	1	0.01	0.1
1996	0.06	0.24	0.14	0.07	64	545	470	79	251	154	9	400	26		0	1	0.02	0.11
1997	0.13	0.24	0.28	0.15	63	608	408	169	420	143	18	379	55	41	24.3	4	0.06	0.11
1998	0.07	0.27	0.28	0.15	65	673	593	189	610	127	9	364	54	78	41.3		0	0.13
1999	0.09	0.29	0.23	0.12	60	733	452	167	778	128	11	346	41	41	24.6		0	0.14
2000	0.1	0.35	0.28	0.14	59	792	552	215	999	125	13	331	47	67	31.2	2	0.03	0.16
2001	0.21	0.38	0.28	0.18	58	850	515	240	1239	119	25	311	55	68	28.3	3	0.05	0.17
2002	0.25	0.39	0.32	0.22	90	940	667	297	1536	117	29	305	67	84	28.3	2	0.02	0.21
2003	0.12	0.43	0.3	0.19	89	1029	824	304	1841	148	18	332	64	99	32.6	7	0.08	0.21
2004	0.21	0.48	0.31	0.22	80	1109	1966	345	2187	179	38	356	78	63	18.3	5	0.06	0.22
2005	0.26	0.51	0.34	0.23	110	1219	1139	412	2600	169	44	376	87	142	34.5	11	0.1	0.23
2006	0.21	0.49	0.33	0.24	123	1342	990	439	3040	190	39	427	104	151	34.4	11	0.09	0.22
2007	0.29	0.44	0.33	0.28	107	1449	798	474	3517	233	68	492	137	131	27.6	8	0.07	0.2
2008	0.29	0.47	0.42	0.35	136	1585	1081	670	4189	230	66	509	180	179	26.7	10	0.07	0.22
2009	0.37	0.46	0.53	0.45	172	1757	1397	919	5112	243	90	556	251	270	29.4	23	0.13	0.23
2010	0.34	0.46	0.45	0.38	195	1952	1366	871	5983	308	104	648	244	271	31.1	24	0.12	0.2
2011	0.36	0.5	0.4	0.32	110	2062	739	829	6812	367	132	733	237	155	18.7	7	0.06	0.23
2012	0.48	0.5	0.48	0.42	174	2236	1200	1069	7883	305	147	720	300	229	21.4	23	0.13	0.21
2013	0.46	0.54	0.54	0.43	207	2443	1404	1320	9203	284	130	787	340	325	24.6	46	0.22	0.23
2014	0.46	0.53	0.55	0.44	199	2642	795	1458	10661	381	174	858	380	352	24.1	9	0.05	0.22
2015	0.4	0.52	0.55	0.4	167	2809	761	1552	12214	406	162	885	355	291	18.8	23	0.14	0.22
2016	0.33	0.5	0.5	0.4	181	2990	622	1493	13708	366	122	857	344	301	20.2	20	0.11	0.2
2017	0.39	0.51	0.51	0.4	120	3110	490	1591	15300	348	137	928	374	246	15.5	11	0.09	0.2
2018	0.28	0.52	0.43	0.3	101	3211	295	1381	16682	301	83	874	265	198	14.3	11	0.11	0.22
2019	0.38	0.53	0.47	0.34	143	3354	506	1566	18248	221	83	768	262	278	17.8	41	0.29	0.21
2020	0.32	0.63	0.49	0.34	83	3437	192	1693	19941	244	78	712	242	175	10.3	10	0.12	0.3
2021	0.52	0.73	0.53	0.43	90	3527	189	1859	21802	226	117	628	268	182	9.8	12	0.13	0.27
2022	0.49	0.72	0.56	0.51	159	3686	220	2062	23865	173	85	537	273	438	21.2	13	0.08	0.22
2023	0.29	0.67	0.42	0.35	74	3760	51	1592	25458	249	72	576	203	147	9.2	6	0.08	0.19
2024	0.36	0.73	0.42	0.36	73	3833	25	1605	27064	233	84	549	198	172	10.7	8	0.11	0.22
2025	0.27	0.96	0.35	0.33	83	3916	8	1364	28428	147	40	479	157	147	10.8	6	0.07	0.28

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	978
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	550
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	258
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	212
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	210
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	188
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	125
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	117
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	111
15	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	110
16	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	107
17	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	105
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	104
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	99
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	95
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	90
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	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	83
24	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
25	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	81
26	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	81
27	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	81
28	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
29	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
30	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	78
31	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	77
32	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	77
33	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
34	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	74
35	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	72
36	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	69
37	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	69
38	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	68
39	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	66
40	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	66
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	2010	On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Aas, Kjersti ; Haff, Ingrid Hobak ; Frigessi, Arnoldo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310. Full description at Econpapers \|\| Download paper	64
43	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
44	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	63
45	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	63
46	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	62
47	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
48	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	62
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	61
50	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	61

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	187
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	126
3	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	32
4	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	27
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	20
6	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	18
7	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	17
8	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
9	2001	A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring. (2001). Wells, Martin T. ; Rivest, Louis-Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:138-155. Full description at Econpapers \|\| Download paper	14
10	1978	A class of bivariate distributions including the bivariate logistic. (1978). Haq, Safiul M. ; Mikhail, N. N. ; Ali, Mir M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:8:y:1978:i:3:p:405-412. Full description at Econpapers \|\| Download paper	13
11	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	13
12	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	13
13	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	13
14	2022	On functional data analysis and related topics. (2022). Vieu, Philippe ; Hukova, Marie ; Horova, Ivana ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001391. Full description at Econpapers \|\| Download paper	12
15	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	12
16	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	11
17	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	11
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Citing documents used to compute impact factor: 40

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2025	Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data. (2025). Lin, LU ; Sun, Tianqi. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01678-x. Full description at Econpapers \|\| Download paper
2025	A novel approach for estimating multi-attribute Gaussian copula graphical models. (2025). Zou, Feng ; Liang, Wanfeng ; Yu, Yang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:222:y:2025:i:c:s0167715225000586. Full description at Econpapers \|\| Download paper
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2025	GCov-Based Portmanteau Test. (2025). Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2312.05373. Full description at Econpapers \|\| Download paper
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2025	Nonparametric estimation of conditional expectile-based risk measures. (2025). Gijbels, I ; Adam, C. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:5:d:10.1007_s10260-025-00807-y. Full description at Econpapers \|\| Download paper
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2025	Equality tests of covariance matrices under a low-dimensional factor structure. (2025). Nakagawa, Tomoyuki ; Watanabe, Hiroki ; Hyodo, Masashi ; Nishiyama, Takahiro ; Tahata, Kouji. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001040. Full description at Econpapers \|\| Download paper
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2025	New results for drift estimation in inhomogeneous stochastic differential equations. (2025). Genon-Catalot, Valentine ; Comte, Fabienne. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000107. Full description at Econpapers \|\| Download paper
2025	Wavelet thresholding on independent subspace factorizations of spatially indexed wide functional data for robust estimation of cortical activity. (2025). Vidal, Marc ; Aguilera, Ana M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:232:y:2025:i:c:p:346-361. Full description at Econpapers \|\| Download paper
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Recent citations

Recent citations received in 2025

Year	Citing document
2025	Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934. Full description at Econpapers \|\| Download paper
2025	Random sets from the perspective of metric statistics. (2025). Kurisu, Daisuke ; Okamoto, Yuta ; Otsu, Taisuke. In: Papers. RePEc:arx:papers:2511.13440. Full description at Econpapers \|\| Download paper
2025	Is infrastructure capital really productive? Nonparametric modeling and data-driven model selection in a cross-sectionally dependent panel framework. (2025). Simioni, Michel ; Prete, Giada Andrea ; Musolesi, Antonio. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:64:y:2025:i:3:d:10.1007_s11123-025-00779-x. Full description at Econpapers \|\| Download paper
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2025	Maximum spacing estimation for hidden Markov models. (2025). Kuljus, Kristi ; Ranneby, BO. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:1:d:10.1007_s11203-025-09325-w. Full description at Econpapers \|\| Download paper
2025	Identification of distributional heterogeneity under maximum adjacent separation subspace. (2025). Zhu, Xuehu ; Yu, Luoyao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01760-4. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

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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

10 most frequent citing series

#	Series	H	Cites
1	Journal of Multivariate Analysis / Elsevier	58	1086
2	Papers / arXiv.org	98	824
3	Computational Statistics & Data Analysis / Elsevier	58	534
4	Statistical Papers / Springer	20	500
5	Mathematics / MDPI	21	426
6	Statistics & Probability Letters / Elsevier	37	271
7	Computational Statistics / Springer	23	267
8	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	32	240
9	Journal of Econometrics / Elsevier	239	217
10	Metrika: International Journal for Theoretical and Applied Statistics / Springer	21	150
11	Annals of the Institute of Statistical Mathematics / Springer	27	147