Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.22

5 Years IF

0.24

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	459	8	8	174		352	4		0		0	0.05
1991	0.01	0.1	0.1	0.01	85	166	455	16	24	164	1	386	5		0		0	0.05
1992	0.02	0.11	0.07	0.01	78	244	357	18	42	166	3	403	5		0		0	0.06
1993	0.03	0.13	0.05	0.02	83	327	494	16	58	163	5	418	8		0		0	0.06
1994	0.02	0.14	0.05	0.01	75	402	566	19	77	161	3	410	6		0		0	0.07
1995	0.09	0.22	0.19	0.07	79	481	469	90	167	158	14	402	29		0	1	0.01	0.09
1996	0.06	0.25	0.14	0.07	64	545	455	77	244	154	9	400	26		0	1	0.02	0.12
1997	0.13	0.24	0.28	0.15	63	608	393	169	413	143	18	379	55	41	24.3	4	0.06	0.11
1998	0.07	0.28	0.28	0.15	65	673	574	188	602	127	9	364	54	78	41.5		0	0.13
1999	0.09	0.31	0.23	0.12	60	733	438	167	770	128	11	346	41	41	24.6		0	0.15
2000	0.1	0.36	0.28	0.14	59	792	523	213	988	125	13	331	47	67	31.5	2	0.03	0.16
2001	0.21	0.39	0.28	0.18	58	850	485	238	1226	119	25	311	55	67	28.2	3	0.05	0.17
2002	0.25	0.41	0.31	0.22	90	940	650	296	1522	117	29	305	67	83	28	2	0.02	0.21
2003	0.12	0.44	0.29	0.19	89	1029	798	301	1825	148	18	332	63	99	32.9	7	0.08	0.22
2004	0.21	0.49	0.31	0.22	80	1109	1713	342	2168	179	38	356	77	63	18.4	5	0.06	0.22
2005	0.25	0.51	0.34	0.23	110	1219	1085	409	2578	169	43	376	86	142	34.7	11	0.1	0.24
2006	0.21	0.51	0.33	0.24	123	1342	941	437	3016	190	39	427	104	151	34.6	11	0.09	0.23
2007	0.28	0.46	0.32	0.27	107	1449	756	465	3484	233	66	492	135	131	28.2	7	0.07	0.2
2008	0.28	0.49	0.41	0.35	136	1585	1016	655	4141	230	65	509	178	178	27.2	10	0.07	0.23
2009	0.36	0.48	0.51	0.44	172	1757	1304	890	5035	243	87	556	242	268	30.1	21	0.12	0.24
2010	0.33	0.48	0.44	0.37	195	1952	1287	855	5890	308	103	648	240	271	31.7	24	0.12	0.21
2011	0.35	0.52	0.4	0.32	110	2062	684	825	6715	367	130	733	235	155	18.8	7	0.06	0.24
2012	0.48	0.52	0.47	0.41	174	2236	1087	1055	7772	305	145	720	297	229	21.7	23	0.13	0.22
2013	0.46	0.56	0.54	0.43	205	2441	1253	1317	9089	284	130	787	340	325	24.7	46	0.22	0.24
2014	0.46	0.55	0.55	0.43	196	2637	700	1438	10527	379	173	856	372	343	23.9	9	0.05	0.23
2015	0.4	0.55	0.55	0.4	166	2803	658	1538	12066	401	160	880	352	291	18.9	23	0.14	0.23
2016	0.33	0.52	0.5	0.4	180	2983	529	1477	13544	362	120	851	337	298	20.2	19	0.11	0.21
2017	0.38	0.54	0.51	0.4	120	3103	408	1579	15124	346	133	921	368	246	15.6	11	0.09	0.22
2018	0.27	0.55	0.42	0.3	100	3203	235	1352	16477	300	80	867	257	196	14.5	11	0.11	0.23
2019	0.38	0.56	0.46	0.34	143	3346	401	1555	18032	220	83	762	260	278	17.9	41	0.29	0.23
2020	0.31	0.67	0.47	0.33	82	3428	156	1628	19660	243	76	709	234	170	10.4	10	0.12	0.32
2021	0.49	0.79	0.5	0.41	89	3517	109	1771	21433	225	110	625	255	177	10	12	0.13	0.29
2022	0.49	0.83	0.54	0.5	158	3675	101	1992	23426	171	84	534	269	435	21.8	12	0.08	0.25
2023	0.27	0.82	0.38	0.31	73	3748	19	1426	24852	247	66	572	180	137	9.6	5	0.07	0.23
2024	0.22		0.3	0.24	72	3820	4	1131	25983	231	51	545	130	138	12.2	5	0.07

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	846
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	452
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	237
4	2003	Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	208
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	198
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	186
7	1981	On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	181
8	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	175
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	166
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	140
11	1985	Prediction of multivariate time series by autoregressive model fitting. (1985). Reinsel, Gregory C. ; Lewis, Richard. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411. Full description at Econpapers \|\| Download paper	114
12	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	112
13	2010	Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	111
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	106
15	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
16	1982	Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers \|\| Download paper	101
17	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
18	2000	On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	93
19	2002	The Meta-elliptical Distributions with Given Marginals. (2002). Fang, Hong-Bin ; Kotz, Samuel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:1-16. Full description at Econpapers \|\| Download paper	92
20	2006	Semi-parametric estimation of partially linear single-index models. (2006). HÃÆÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Xia, Yingcun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184. Full description at Econpapers \|\| Download paper	85
21	1983	Central limit theorems for non-linear functionals of Gaussian fields. (1983). Breuer, Peter ; Major, Peter. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441. Full description at Econpapers \|\| Download paper	85
22	2009	Generating random correlation matrices based on vines and extended onion method. (2009). Lewandowski, Daniel ; Joe, Harry ; Kurowicka, Dorota. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1989-2001. Full description at Econpapers \|\| Download paper	83
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	81
24	2005	On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116. Full description at Econpapers \|\| Download paper	80
25	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	79
26	1991	Maximum likelihood estimation for noncausal autoregressive processes. (1991). Breid, Jay F. ; Davis, Richard A. ; Rosenblatt, Murray ; Lh, Keh-Shin, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:36:y:1991:i:2:p:175-198. Full description at Econpapers \|\| Download paper	77
27	2002	Local Polynomial Fitting in Semivarying Coefficient Model. (2002). Lee, Sik-Yum ; Song, Xinyuan ; Zhang, Wenyang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:82:y:2002:i:1:p:166-188. Full description at Econpapers \|\| Download paper	75
28	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
29	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	74
30	2005	Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57. Full description at Econpapers \|\| Download paper	73
31	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	73
32	1998	Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function. (1998). Drees, Holger ; Huang, Xin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:64:y:1998:i:1:p:25-47. Full description at Econpapers \|\| Download paper	70
33	1995	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices. (1995). Silverstein, J. W. ; Bai, Z. D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:54:y:1995:i:2:p:175-192. Full description at Econpapers \|\| Download paper	70
34	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	68
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	67
36	1988	Multivariate arrangement increasing functions with applications in probability and statistics. (1988). Proschan, Frank ; Boland, Philip J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298. Full description at Econpapers \|\| Download paper	64
37	2001	Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation. (2001). de Vries, Casper ; Danielsson, Jon ; de Haan, L. ; Peng, L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248. Full description at Econpapers \|\| Download paper	64
38	2006	Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408. Full description at Econpapers \|\| Download paper	63
39	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	62
40	2000	Some Remarks on the Supermodular Order. (2000). Scarsini, Marco ; MÃÆÃÂ¼ller, 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
41	2011	Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471. Full description at Econpapers \|\| Download paper	61
42	2008	Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034. Full description at Econpapers \|\| Download paper	61
43	1999	Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. (1999). Croux, Christophe ; Haesbroeck, Gentiane . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:71:y:1999:i:2:p:161-190. Full description at Econpapers \|\| Download paper	59
44	2008	Nonparametric time series prediction: A semi-functional partial linear modeling. (2008). Aneiros-Perez, German ; Vieu, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:5:p:834-857. Full description at Econpapers \|\| Download paper	59
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	59
46	2006	Bounds for functions of multivariate risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:2:p:526-547. Full description at Econpapers \|\| Download paper	59
47	2008	Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757. Full description at Econpapers \|\| Download paper	59
48	2010	On the simplified pair-copula construction -- Simply useful or too simplistic?. (2010). Frigessi, Arnoldo ; Aas, Kjersti ; Haff, Ingrid Hobak . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:5:p:1296-1310. Full description at Econpapers \|\| Download paper	58
49	2007	Reliability and expectation bounds for coherent systems with exchangeable components. (2007). Navarro, Jorge ; Rychlik, Tomasz . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:98:y:2007:i:1:p:102-113. Full description at Econpapers \|\| Download paper	58
50	2008	Construction of asymmetric multivariate copulas. (2008). Liebscher, Eckhard . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:10:p:2234-2250. Full description at Econpapers \|\| Download paper	57

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	152
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	73
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	33
4	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	24
5	2009	Generating random correlation matrices based on vines and extended onion method. (2009). Lewandowski, Daniel ; Joe, Harry ; Kurowicka, Dorota. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:1989-2001. Full description at Econpapers \|\| Download paper	20
6	2001	A General Class of Multivariate Skew-Elliptical Distributions. (2001). Dey, Dipak K. ; Branco, Marcia D.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:79:y:2001:i:1:p:99-113. Full description at Econpapers \|\| Download paper	17
7	1981	On the theory of elliptically contoured distributions. (1981). Simons, Gordon ; Huang, Steel ; Cambanis, Stamatis. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385. Full description at Econpapers \|\| Download paper	17
8	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	14
9	2011	The complete mixability and convex minimization problems with monotone marginal densities. (2011). Wang, Bin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1344-1360. Full description at Econpapers \|\| Download paper	14
10	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	14
11	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
12	2010	Tail dependence functions and vine copulas. (2010). Nikoloulopoulos, Aristidis K. ; Joe, Harry ; Li, Haijun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270. Full description at Econpapers \|\| Download paper	12
13	2000	On Parameters of Increasing Dimensions. (2000). Shao, Qi-Man ; He, Xuming. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:73:y:2000:i:1:p:120-135. Full description at Econpapers \|\| Download paper	11
14	2019	Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9. Full description at Econpapers \|\| Download paper	11
15	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	11
16	2005	Robust semiparametric M-estimation and the weighted bootstrap. (2005). Kosorok, Michael R. ; Ma, Shuangge. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:190-217. Full description at Econpapers \|\| Download paper	10
17	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	10
18	2008	Sparse principal component analysis via regularized low rank matrix approximation. (2008). Shen, Haipeng ; Huang, Jianhua Z.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:6:p:1015-1034. Full description at Econpapers \|\| Download paper	9
19	2003	Asymptotic theory for multivariate GARCH processes. (2003). Comte, F. ; Lieberman, O.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84. Full description at Econpapers \|\| Download paper	9
20	2005	Constraints on concordance measures in bivariate discrete data. (2005). Denuit, Michel ; Lambert, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57. Full description at Econpapers \|\| Download paper	9
21	1982	Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. (1982). Pousse, A. ; Romain, Y. ; Dauxois, J.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154. Full description at Econpapers \|\| Download paper	9
22	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	9
23	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	9
24	2006	Eigenvalues of large sample covariance matrices of spiked population models. (2006). Silverstein, Jack W. ; Baik, Jinho. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:97:y:2006:i:6:p:1382-1408. Full description at Econpapers \|\| Download paper	9
25	2011	Tail order and intermediate tail dependence of multivariate copulas. (2011). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471. Full description at Econpapers \|\| Download paper	9
26	2008	Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757. Full description at Econpapers \|\| Download paper	8
27	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	8
28	2015	Efficient minimum distance estimator for quantile regression fixed effects panel data. (2015). Galvao, Antonio F. ; Wang, Liang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:133:y:2015:i:c:p:1-26. Full description at Econpapers \|\| Download paper	8
29	2017	Asymptotic behavior of the empirical multilinear copula process under broad conditions. (2017). Genest, Christian ; Remillard, Bruno ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:82-110. Full description at Econpapers \|\| Download paper	8
30	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	8
31	2008	A test for the mean vector with fewer observations than the dimension. (2008). Du, Meng ; Srivastava, Muni S.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:99:y:2008:i:3:p:386-402. Full description at Econpapers \|\| Download paper	8
32	2018	Risk contagion under regular variation and asymptotic tail independence. (2018). Das, Bikramjit ; Fasen-Hartmann, Vicky. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:194-215. Full description at Econpapers \|\| Download paper	8
33	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	8
34	1987	The asymptotic distributions of some estimators for a factor analysis model. (1987). Pantula, Sastry G. ; Amemiya, Yasuo ; Fuller, Wayne A.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:22:y:1987:i:1:p:51-64. Full description at Econpapers \|\| Download paper	8
35	2013	The L1 penalized LAD estimator for high dimensional linear regression. (2013). Wang, Lie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:135-151. Full description at Econpapers \|\| Download paper	7
36	2013	Factor copula models for multivariate data. (2013). Joe, Harry ; Krupskii, Pavel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101. Full description at Econpapers \|\| Download paper	7
37	2013	Kernel density estimation for directionalÃ¢â¬âlinear data. (2013). Garcia-Portugues, Eduardo ; Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:121:y:2013:i:c:p:152-175. Full description at Econpapers \|\| Download paper	7
38	2012	Detecting and estimating changes in dependent functional data. (2012). Aston, John A. D., ; Kirch, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:109:y:2012:i:c:p:204-220. Full description at Econpapers \|\| Download paper	7
39	2005	Some results on the multivariate truncated normal distribution. (2005). Horrace, William. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:94:y:2005:i:1:p:209-221. Full description at Econpapers \|\| Download paper	7
40	2005	A new test for multivariate normality. (2005). Szekely, Gabor J. ; Rizzo, Maria L.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:93:y:2005:i:1:p:58-80. Full description at Econpapers \|\| Download paper	7
41	2014	Bivariate binomial autoregressive models. (2014). Wei, Christian H. ; Silva, Maria Eduarda ; Scotto, Manuel G. ; Pereira, Isabel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:125:y:2014:i:c:p:233-251. Full description at Econpapers \|\| Download paper	7
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43	2012	Principled sure independence screening for Cox models with ultra-high-dimensional covariates. (2012). Zhao, Sihai Dave ; Li, YI. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:397-411. Full description at Econpapers \|\| Download paper	6
44	2005	On fundamental skew distributions. (2005). Genton, Marc G. ; Arellano-Valle, Reinaldo B.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116. Full description at Econpapers \|\| Download paper	6
45	2009	On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. (2009). PÃÆÃÂ¶tscher, Benedikt ; Leeb, Hannes ; Potscher, Benedikt M.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2065-2082. Full description at Econpapers \|\| Download paper	6
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48	2013	On multivariate extensions of Value-at-Risk. (2013). Cousin, Areski ; di Bernardino, Elena. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:32-46. Full description at Econpapers \|\| Download paper	6
49	2011	Log-linear Poisson autoregression. (2011). Tjostheim, Dag ; Fokianos, Konstantinos . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:102:y:2011:i:3:p:563-578. Full description at Econpapers \|\| Download paper	6
50	2014	Strength of tail dependence based on conditional tail expectation. (2014). Joe, Harry ; Hua, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:143-159. Full description at Econpapers \|\| Download paper	6

Citing documents used to compute impact factor: 51

Year	Title
2024	Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs. (2024). Pauly, Markus ; Ditzhaus, Marc ; Baumeister, Marlene. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000921. Full description at Econpapers \|\| Download paper
2024
2024	Local influence analysis in the softplus INGARCH model. (2024). Liu, Shuangzhe ; Su, Zhonghao ; Zhu, Fukang. 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_s11749-024-00930-0. Full description at Econpapers \|\| Download paper
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2024	On testing the equality of latent roots of scatter matrices under ellipticity. (2024). Verdebout, Thomas ; Bernard, Gaspard. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000787. Full description at Econpapers \|\| Download paper
2024
2024	Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. (2024). Balakrishnan, Narayanaswamy ; Yin, Chuancun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000866. Full description at Econpapers \|\| Download paper
2024	A multivariate skew-normal-Tukey-h distribution. (2024). Genton, Marc G ; Mondal, Sagnik. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23001069. Full description at Econpapers \|\| Download paper
2024
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	Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing. (2024). Lin, Yi-Bing ; Miao, Wanyu ; Sun, Edward W. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1086-1107. Full description at Econpapers \|\| Download paper
2024	Model selection by pathwise marginal likelihood thresholding. (2024). Ferrari, Davide ; di Caterina, Claudia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001834. Full description at Econpapers \|\| Download paper
2024	Tests for equality of several covariance matrix functions for multivariate functional data. (2024). Zhang, Jin-Ting ; Fan, Jiangyuan ; Qiu, Zhiping ; Chen, Jianwei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000891. Full description at Econpapers \|\| Download paper
2024
2024	A new model for counterfactual analysis for functional data. (2024). Morales, Dolores Romero ; Ramrez-Ayerbe, Jasone ; Carrizosa, Emilio. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:18:y:2024:i:4:d:10.1007_s11634-023-00563-5. Full description at Econpapers \|\| Download paper
2024	Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. Full description at Econpapers \|\| Download paper
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2024	Parametric dependence between random vectors via copula-based divergence measures. (2024). de Keyser, Steven ; Gijbels, Irene. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000435. Full description at Econpapers \|\| Download paper
2024	Nearest neighbors weighted composite likelihood based on pairs for (non-)Gaussian massive spatial data with an application to Tukey-hh random fields estimation. (2024). Morales-OÃ±ate, VÃctor ; Bevilacqua, Moreno ; Caamao-Carrillo, Christian ; Morales-Oate, Victor ; Lopez, Cristian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001986. Full description at Econpapers \|\| Download paper
2024	Online bootstrap inference for the geometric median. (2024). Cheng, Guanghui ; Lin, Ruitao ; Xiong, Qiang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000768. Full description at Econpapers \|\| Download paper
2024	Multivariate ordinal regression for multiple repeated measurements. (2024). Vana-Gur, Laura. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000975. Full description at Econpapers \|\| Download paper
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2024	A novel metric for evaluating hydro-wind-solar energy complementarity. (2024). Zhang, Zheng ; Lu, Jia ; Cao, Hui ; Xu, Hang ; Cheng, Chuntian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924013096. Full description at Econpapers \|\| Download paper
2024	Modeling coskewness with zero correlation and correlation with zero coskewness. (2024). Chen, Jinghui ; Bernard, Carole ; Vanduffel, Steven. In: Papers. RePEc:arx:papers:2412.13362. 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
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
2024
2024	Matrix-valued isotropic covariance functions with local extrema. (2024). Emery, Xavier ; Alegria, Alfredo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23000969. Full description at Econpapers \|\| Download paper
2024	Robust and adaptive functional logistic regression. (2024). Kalogridis, Ioannis. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s0167947323002165. Full description at Econpapers \|\| Download paper
2024	Skew Multiple Scaled Mixtures of Normal Distributions with Flexible Tail Behavior and Their Application to Clustering. (2024). Desmond, Anthony F ; Mahdavi, Abbas ; Tsung-I Lin, ; Jamalizadeh, Ahad. In: Journal of Classification. RePEc:spr:jclass:v:41:y:2024:i:3:d:10.1007_s00357-024-09470-6. Full description at Econpapers \|\| Download paper
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2024	Finite mixture of regression models for censored data based on the skew-t distribution. (2024). Park, Jiwon ; Lachos, Vctor H ; Dey, Dipak K. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01459-4. Full description at Econpapers \|\| Download paper
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2024	A deep learning-based approach for predicting oil production: A case study in the United States. (2024). Liang, Yongtu ; Zheng, Jianqin ; Du, Jian ; Shahzad, Khurram ; Rashid, Muhammad Imtiaz ; Ali, Arshid Mahmood ; Xu, Ning ; Liao, QI ; Wang, Bohong ; Ma, Yunlu. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030827. Full description at Econpapers \|\| Download paper
2024	Inference on order restricted means of inverse Gaussian populations under heteroscedasticity. (2024). Kumar, Somesh ; Mondal, Anjana. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:194:y:2024:i:c:s0167947324000276. Full description at Econpapers \|\| Download paper
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2024
2024	Multivariate Varying Coefficient Spatiotemporal Model. (2024). Entrk, Damla ; Li, Yihao ; Banerjee, Sudipto ; Rhee, Connie M ; Krm, Esra ; Nguyen, Danh V ; Qian, QI. 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

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	The Life-Cycle Dynamics of Wealth Mobility. (2024). Paz-Pardo, Gonzalo ; Ocampo, Sergio ; Audoly, Richard ; McGee, Rory. In: Staff Reports. RePEc:fip:fednsr:98128. Full description at Econpapers \|\| Download paper
2024	. Full description at Econpapers \|\| Download paper
2024
2024	The life-cycle dynamics of wealth mobility. (2024). Paz-Pardo, Gonzalo ; Audoly, Richard ; Diaz, Sergio Ocampo ; McGee, Rory. In: CLEF Working Paper Series. RePEc:zbw:clefwp:290389. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373. Full description at Econpapers \|\| Download paper
2023
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
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2023	The Impact of Removing Coal from Polandâs Energy Mix on Selected Aspects of the Countryâs Energy Security. (2023). Joostberens, Jarosaw ; Rybak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3457-:d:1067619. 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). Zuo, Baishuai ; Yin, Chuancun. 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). Saussereau, Bruno ; Kadmiri, Othman ; Mainassara, Yacouba Boubacar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:964-1002. Full description at Econpapers \|\| Download paper
2022	Fourier-type tests of mutual independence between functional time series. (2022). Hlavka, Zdenk ; Hukova, Marie ; Meintanis, Simos G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001512. 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). Cai, Ouchen ; Yang, Dong ; Cheng, Liangqi ; Bai, Xiwen. 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
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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	Detecting outliers in compositional data using Invariant Coordinate Selection. (2022). Mondon, Camille ; Laurent, Thibault ; Thomas-Agnan, Christine ; Ruiz-Gazen, Anne. In: TSE Working Papers. RePEc:tse:wpaper:126752. 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. ; Marta, F ; Fuchs, Sebastian. 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 ; Haddouche, Anis M ; Fourdrinier, Dominique. 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). Smykowski, Daniel ; Szulc, Piotr ; Tietze, Tomasz ; Redzicki, Romuald ; Sitka, Andrzej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3531-:d:574606. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
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2021	A Deep Learning Method for Monitoring Vehicle Energy Consumption with GPS Data. (2021). Jeong, Seunghyun ; Lee, Tongwon ; Ko, Kwangho. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11331-:d:655711. 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). Wu, Xinyang ; Chen, Hang ; Wang, Yuewei. 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	55	1057
2	Papers / arXiv.org	90	713
3	Computational Statistics & Data Analysis / Elsevier	54	486
4			418
5	Statistical Papers / Springer	19	384
6	Statistics & Probability Letters / Elsevier	35	258
7	Journal of Econometrics / Elsevier	231	211
8	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	30	174
9	Annals of the Institute of Statistical Mathematics / Springer	27	156
10	Metrika: International Journal for Theoretical and Applied Statistics / Springer	20	132
11	Computational Statistics / Springer	21	124