Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2026-07-12 11:58:33]

5 Years H Index

Impact Factor (IF)

0.1

5 Years IF

0.14

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	479	8	8	174		352	4		0		0	0.05
1991	0.01	0.11	0.1	0.01	85	166	488	16	24	164	1	386	5		0		0	0.06
1992	0.02	0.12	0.08	0.01	78	244	381	19	43	166	3	403	5		0		0	0.06
1993	0.03	0.13	0.05	0.02	83	327	541	16	59	163	5	418	8		0		0	0.06
1994	0.02	0.14	0.05	0.01	75	402	592	20	79	161	3	410	6		0		0	0.07
1995	0.09	0.22	0.19	0.07	79	481	488	93	172	158	14	402	29		0	1	0.01	0.1
1996	0.06	0.25	0.14	0.07	64	545	474	79	251	154	9	400	26		0	1	0.02	0.11
1997	0.13	0.24	0.28	0.15	63	608	410	169	420	143	18	379	55	41	24.3	4	0.06	0.11
1998	0.07	0.28	0.28	0.15	65	673	597	189	610	127	9	364	54	78	41.3		0	0.13
1999	0.09	0.3	0.23	0.12	60	733	453	167	778	128	11	346	41	41	24.6		0	0.14
2000	0.1	0.34	0.28	0.14	59	792	558	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	521	240	1239	119	25	311	55	68	28.3	3	0.05	0.17
2002	0.25	0.39	0.31	0.22	90	940	675	296	1535	117	29	305	66	84	28.4	2	0.02	0.21
2003	0.12	0.43	0.3	0.19	89	1029	832	304	1840	148	18	332	64	99	32.6	7	0.08	0.21
2004	0.21	0.47	0.31	0.22	80	1109	2002	345	2186	179	38	356	78	63	18.3	5	0.06	0.21
2005	0.26	0.51	0.34	0.23	110	1219	1147	412	2599	169	44	376	87	142	34.5	11	0.1	0.23
2006	0.21	0.5	0.33	0.24	123	1342	1007	438	3038	190	39	427	104	151	34.5	11	0.09	0.22
2007	0.29	0.44	0.33	0.28	107	1449	812	474	3515	233	68	492	137	131	27.6	8	0.07	0.2
2008	0.29	0.47	0.42	0.36	136	1585	1093	671	4188	230	66	509	181	179	26.7	10	0.07	0.22
2009	0.36	0.46	0.52	0.45	172	1757	1411	905	5097	243	88	556	248	270	29.8	22	0.13	0.23
2010	0.34	0.46	0.44	0.37	195	1952	1384	867	5964	308	104	648	241	271	31.3	24	0.12	0.2
2011	0.36	0.5	0.4	0.32	110	2062	753	830	6794	367	132	733	237	155	18.7	7	0.06	0.23
2012	0.48	0.5	0.48	0.42	174	2236	1218	1077	7873	305	147	720	300	229	21.3	23	0.13	0.21
2013	0.46	0.53	0.55	0.43	207	2443	1420	1332	9205	284	130	787	341	325	24.4	46	0.22	0.23
2014	0.46	0.52	0.56	0.44	199	2642	799	1470	10675	381	174	858	380	352	23.9	9	0.05	0.22
2015	0.4	0.52	0.55	0.4	167	2809	774	1546	12222	406	162	885	355	291	18.8	23	0.14	0.22
2016	0.33	0.49	0.5	0.4	181	2990	633	1494	13717	366	122	857	344	301	20.1	20	0.11	0.2
2017	0.39	0.51	0.51	0.4	120	3110	496	1588	15306	348	137	928	372	246	15.5	11	0.09	0.2
2018	0.28	0.52	0.43	0.3	101	3211	310	1382	16689	301	83	874	265	198	14.3	11	0.11	0.22
2019	0.38	0.53	0.47	0.34	143	3354	518	1563	18252	221	83	768	261	278	17.8	41	0.29	0.21
2020	0.32	0.63	0.49	0.34	83	3437	196	1694	19946	244	78	712	242	175	10.3	10	0.12	0.3
2021	0.51	0.72	0.53	0.43	90	3527	200	1863	21811	226	116	628	267	182	9.8	11	0.12	0.26
2022	0.49	0.71	0.56	0.51	159	3686	241	2074	23886	173	85	537	274	438	21.1	12	0.08	0.21
2023	0.29	0.66	0.43	0.35	74	3760	52	1600	25487	249	72	576	203	147	9.2	6	0.08	0.19
2024	0.36	0.71	0.42	0.36	73	3833	32	1612	27100	233	83	549	198	172	10.7	8	0.11	0.21
2025	0.27	0.94	0.36	0.34	83	3916	12	1410	28510	147	40	479	161	147	10.4	6	0.07	0.27
2026	0.1		0.16	0.14	111	4027	0	632	29142	156	15	479	68	126	19.9		0

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	997
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	561
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	264
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	211
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	193
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	193
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	187
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	148
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	119
13	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	115
14	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
15	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	113
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	108
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	106
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	105
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	96
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	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	86
24	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
25	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	82
26	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
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	81
28	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	80
29	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
30	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
31	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	79
32	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	78
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	75
34	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
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	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	68
39	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
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	67
41	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	66
42	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	65
43	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	65
44	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
45	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	64
46	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	64
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	63
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	62
49	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
50	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

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	117
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	93
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	21
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	15
5	1981	Representations for partially exchangeable arrays of random variables. (1981). Aldous, David J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:4:p:581-598. Full description at Econpapers \|\| Download paper	14
6	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	12
7	1998	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators. (1998). Li, Tong ; Vuong, Quang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165. Full description at Econpapers \|\| Download paper	11
8	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	11
9	2010	Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure. (2010). PeÃ±a, Daniel ; Viladomat, Julia ; Prieto, Francisco J. ; Pea, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:9:p:1995-2007. Full description at Econpapers \|\| Download paper	10
10	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	10
11	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	9
12	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	9
13	2019	Robust factor number specification for large-dimensional elliptical factor model. (2019). He, Yong ; Zhang, Xinsheng ; Yu, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18304378. Full description at Econpapers \|\| Download paper	9
14	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	9
15	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	8
16	2006	Generating 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. Full description at Econpapers \|\| Download paper	8
17	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	8
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19	2022	On the usage of joint diagonalization in multivariate statistics. (2022). Ruiz-Gazen, Anne ; Nordhausen, Klaus. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001226. Full description at Econpapers \|\| Download paper	8
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21	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	8
22	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	7
23	2013	The distance correlation t-test of independence in high dimension. (2013). Rizzo, Maria L. ; Szekely, Gabor J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:193-213. Full description at Econpapers \|\| Download paper	7
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25	2022	An overview of tests on high-dimensional means. (2022). Huang, Yuan ; Yang, Songshan ; Li, Runze. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000919. Full description at Econpapers \|\| Download paper	7
26	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	7
27	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	7
28	2021	Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. (2021). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000877. Full description at Econpapers \|\| Download paper	7
29	2006	Linearly interpolated FDH efficiency score for nonconvex frontiers. (2006). Simar, Leopold ; Jeong, Seok-Oh. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:10:p:2141-2161. Full description at Econpapers \|\| Download paper	7
30	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	7
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32	2010	Single-index quantile regression. (2010). Yu, Yan ; Wu, Tracy Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:7:p:1607-1621. Full description at Econpapers \|\| Download paper	6
33	2019	Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (2019). Petrella, Lea ; Raponi, Valentina. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:70-84. Full description at Econpapers \|\| Download paper	6
34	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	6
35	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	6
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37	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	6
38	2015	Fast and adaptive sparse precision matrix estimation in high dimensions. (2015). Luo, XI ; Liu, Weidong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:135:y:2015:i:c:p:153-162. Full description at Econpapers \|\| Download paper	5
39	2018	Cone distribution functions and quantiles for multivariate random variables. (2018). Kostner, Daniel ; Hamel, Andreas H. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:97-113. Full description at Econpapers \|\| Download paper	5
40	2007	Deconvolution from panel data with unknown error distribution. (2007). Neumann, Michael H.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:10:p:1955-1968. Full description at Econpapers \|\| Download paper	5
41	1996	Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions. (1996). Hu, Taizhong ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:57:y:1996:i:2:p:240-265. Full description at Econpapers \|\| Download paper	5
42	2022	Financial Risk Meter FRM based on Expectiles. (2022). HÃ¤rdle, Wolfgang ; Li, Yingxing ; Hardle, Wolfgang Karl ; Ren, Rui ; Lu, Meng-Jou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001597. Full description at Econpapers \|\| Download paper	5
43	2013	A two sample test in high dimensional data. (2013). Kano, Yutaka ; Katayama, Shota ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:114:y:2013:i:c:p:349-358. Full description at Econpapers \|\| Download paper	5
44	2019	High-dimensional functional time series forecasting: An application to age-specific mortality rates. (2019). Shang, Han Lin ; Gao, Yuan ; Yang, Yanrong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243. Full description at Econpapers \|\| Download paper	5
45	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	5
46	2019	Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. (2019). Nagler, T ; Czado, C ; Bumann, C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:172:y:2019:i:c:p:180-192. Full description at Econpapers \|\| Download paper	5
47	2016	Weighted composite quantile regression for single-index models. (2016). Zhou, Zhan-Gong ; Qian, Wei-Min ; Jiang, Rong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:34-48. Full description at Econpapers \|\| Download paper	5
48	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	5
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50	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	4

Citing documents used to compute impact factor: 15

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2026	MatÃ©rn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support. (2026). Emery, Xavier ; Bevilacqua, Moreno ; Porcu, Emilio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:211:y:2026:i:c:s0047259x25000910. Full description at Econpapers \|\| Download paper
2026	Sharpe Ratio and Return-VaR Ratio Maximization for Option Portfolios with Skew-Elliptical $t$ Underlying Returns. (2026). Pirvu, Traian A ; Sung, Kyle. In: Papers. RePEc:arx:papers:2606.17032. Full description at Econpapers \|\| Download paper
2026	Measuring multivariate maximal tail dependence. (2026). Tsunekawa, Haruki ; Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2605.25766. Full description at Econpapers \|\| Download paper
2026	Robust semi-functional censored regression. (2026). Wang, Tao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:211:y:2026:i:c:s0047259x25000867. Full description at Econpapers \|\| Download paper
2026	Environmental performance and urban land competitiveness: Insights from mega sport event bidding outcomes. (2026). Zhang, Zhibo ; Wang, Xiaoan ; Hu, Lei. In: Land Use Policy. RePEc:eee:lauspo:v:163:y:2026:i:c:s0264837726000050. Full description at Econpapers \|\| Download paper
2026	Conditional independence test in factor models via projection correlation. (2026). Zhu, Liping ; Fan, Guoliang ; Xu, Hongxia ; Zhang, Xilin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:218:y:2026:i:c:s0167947326000010. Full description at Econpapers \|\| Download paper
2026	Optimal estimation for a family of sparse covariance matrices with missing data. (2026). Liu, Youming ; Miao, LI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:211:y:2026:i:c:s0047259x25001083. Full description at Econpapers \|\| Download paper
2026	Wrapped flat-top kernel density estimation with circular data. (2026). Tsuruta, Yasuhito. In: Statistical Papers. RePEc:spr:stpapr:v:67:y:2026:i:2:d:10.1007_s00362-026-01820-3. Full description at Econpapers \|\| Download paper
2026	A new multi-aspect procedure for ranking products by customer satisfaction. (2026). Ceccato, Riccardo ; Barzizza, Elena ; Salmaso, Luigi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:60:y:2026:i:1:d:10.1007_s11135-025-02307-3. Full description at Econpapers \|\| Download paper
2026	Econometrics at the Extreme: From Quantile Regression to QFAVAR 1. (2026). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, StÃ©phane ; Konstantios, Dimitris ; Prelorentzos, Arseniosgeorgios N. In: Post-Print. RePEc:hal:journl:hal-05503058. Full description at Econpapers \|\| Download paper
2026	Dynamic panel data quantile regression with network-linked fixed effects. (2026). Chen, YU ; Zhang, Weiping ; Huang, Shiwei. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407626000096. Full description at Econpapers \|\| Download paper
2026	Density-valued VAR Models with Latent Factors. (2026). , Michel ; Matsuda, Yasumasa. In: DSSR Discussion Papers. RePEc:toh:dssraa:150. Full description at Econpapers \|\| Download paper
2026	Parsimonious multivariate structural spatial models with intra-location feedback. (2026). Shariati, Nima ; Podgrski, Krzysztof ; Asgharian, Hossein. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:211:y:2026:i:c:s0047259x25001368. Full description at Econpapers \|\| Download paper
2026	Clustering functional data sets by law. (2026). Svarc, Marcela ; Najman, Fernando A ; Vargas, Claudia D ; Galves, Antonio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:192:y:2026:i:c:s0304414925002406. Full description at Econpapers \|\| Download paper
2026	Recent advances in chloride molten salt-based thermal energy storage: Melting behavior, modification, and corrosion mitigation strategies. (2026). Li, Xiaodong ; Zhuang, Juncong ; Chen, Jie ; Yan, Jianhua ; Wei, Bangji ; Lin, Xiaoqing. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:229:y:2026:i:c:s1364032125013127. Full description at Econpapers \|\| Download paper

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Recent citations received in 2025

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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
2025	Variable Selection for Nonparametric Spatial Expectile Regression Using Deep Neural Networks. (2025). Song, Yunquan ; Yang, Rui. In: Networks and Spatial Economics. RePEc:kap:netspa:v:25:y:2025:i:3:d:10.1007_s11067-025-09685-z. Full description at Econpapers \|\| Download paper
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

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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

10 most frequent citing series

#	Series	H	Cites
1	Journal of Multivariate Analysis / Elsevier	58	1030
2	Papers / arXiv.org	99	727
3	Computational Statistics & Data Analysis / Elsevier	58	420
4	Statistical Papers / Springer	20	418
5	Mathematics / MDPI	22	352
6	Computational Statistics / Springer	23	227
7	Statistics & Probability Letters / Elsevier	37	217
8	Journal of Econometrics / Elsevier	240	199
9	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	32	186
10	Econometrics and Statistics / Elsevier	15	112
11	Annals of the Institute of Statistical Mathematics / Springer	28	111