Citation analysis for Journal of Multivariate Analysis / Elsevier

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

Impact Factor (IF)

0.3

5 Years IF

0.31

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	465	8	8	174		352	4		0		0	0.05
1991	0.01	0.1	0.1	0.01	85	166	459	16	24	164	1	386	5		0		0	0.05
1992	0.02	0.11	0.07	0.01	78	244	364	18	42	166	3	403	5		0		0	0.05
1993	0.03	0.13	0.05	0.02	83	327	504	16	58	163	5	418	8		0		0	0.06
1994	0.02	0.14	0.05	0.01	75	402	568	19	77	161	3	410	6		0		0	0.07
1995	0.09	0.22	0.19	0.07	79	481	473	93	170	158	14	402	29		0	1	0.01	0.1
1996	0.06	0.25	0.14	0.07	64	545	459	79	249	154	9	400	26		0	1	0.02	0.12
1997	0.13	0.24	0.28	0.15	63	608	396	169	418	143	18	379	55	41	24.3	4	0.06	0.11
1998	0.07	0.28	0.28	0.15	65	673	581	188	607	127	9	364	54	78	41.5		0	0.13
1999	0.09	0.3	0.23	0.12	60	733	439	167	775	128	11	346	41	41	24.6		0	0.15
2000	0.1	0.36	0.28	0.14	59	792	528	213	993	125	13	331	47	67	31.5	2	0.03	0.16
2001	0.21	0.39	0.28	0.18	58	850	493	238	1231	119	25	311	55	67	28.2	3	0.05	0.17
2002	0.25	0.41	0.31	0.22	90	940	654	296	1527	117	29	305	67	83	28	2	0.02	0.21
2003	0.12	0.44	0.3	0.19	89	1029	803	303	1831	148	18	332	64	99	32.7	7	0.08	0.22
2004	0.21	0.49	0.31	0.22	80	1109	1756	343	2175	179	38	356	77	63	18.4	5	0.06	0.22
2005	0.26	0.51	0.34	0.23	110	1219	1099	411	2587	169	44	376	87	142	34.5	11	0.1	0.23
2006	0.21	0.5	0.33	0.24	123	1342	948	437	3025	190	39	427	104	151	34.6	11	0.09	0.23
2007	0.29	0.46	0.33	0.28	107	1449	765	470	3498	233	67	492	136	131	27.9	7	0.07	0.2
2008	0.29	0.49	0.42	0.35	136	1585	1036	667	4167	230	66	509	180	178	26.7	10	0.07	0.23
2009	0.37	0.48	0.52	0.45	172	1757	1327	914	5085	243	90	556	250	268	29.3	23	0.13	0.24
2010	0.34	0.48	0.44	0.37	195	1952	1300	868	5953	308	104	648	242	271	31.2	24	0.12	0.21
2011	0.36	0.52	0.4	0.32	110	2062	694	830	6783	367	131	733	237	155	18.7	7	0.06	0.24
2012	0.48	0.52	0.48	0.42	174	2236	1117	1067	7852	305	147	720	300	229	21.5	23	0.13	0.22
2013	0.46	0.56	0.54	0.43	207	2443	1289	1317	9169	284	130	787	340	325	24.7	46	0.22	0.24
2014	0.46	0.55	0.55	0.44	199	2642	732	1453	10622	381	174	858	378	351	24.2	9	0.05	0.23
2015	0.4	0.55	0.55	0.4	167	2809	681	1550	12173	406	161	885	354	291	18.8	23	0.14	0.23
2016	0.33	0.52	0.5	0.4	181	2990	550	1491	13665	366	122	857	344	301	20.2	20	0.11	0.21
2017	0.39	0.54	0.51	0.4	120	3110	425	1589	15255	348	137	928	374	246	15.5	11	0.09	0.21
2018	0.28	0.55	0.43	0.3	101	3211	249	1382	16638	301	83	874	265	198	14.3	11	0.11	0.23
2019	0.38	0.56	0.47	0.34	143	3354	419	1567	18205	221	83	768	262	278	17.7	41	0.29	0.22
2020	0.32	0.68	0.49	0.34	83	3437	165	1676	19881	244	78	712	240	175	10.4	10	0.12	0.32
2021	0.51	0.8	0.52	0.42	90	3527	127	1848	21731	226	116	628	266	181	9.8	12	0.13	0.29
2022	0.49	0.83	0.55	0.51	159	3686	125	2042	23774	173	85	537	272	438	21.4	12	0.08	0.25
2023	0.27	0.8	0.4	0.33	74	3760	25	1505	25279	249	67	576	192	143	9.5	6	0.08	0.22
2024	0.3	1.02	0.37	0.31	73	3833	8	1413	26692	233	71	549	171	166	11.7	8	0.11	0.27

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	870
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	464
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	243
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	200
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	188
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	183
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	179
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	143
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	115
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	114
13	2005	Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152. Full description at Econpapers \|\| Download paper	112
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	108
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	94
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	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	88
21	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	86
22	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
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	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
25	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
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	78
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	76
28	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
29	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	74
30	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
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	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	71
33	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
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	69
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	68
36	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	65
37	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	65
38	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	64
39	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
40	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	63
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	62
42	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
43	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	60
44	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	60
45	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	59
46	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
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	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
49	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	59
50	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	58

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	176
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	85
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	38
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	26
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	23
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	21
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	19
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	16
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	15
10	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	15
11	2009	Asymptotics for argmin processes: Convexity arguments. (2009). Kato, Kengo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:8:p:1816-1829. Full description at Econpapers \|\| Download paper	15
12	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
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	14
14	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	14
15	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	13
16	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	12
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	12
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	12
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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
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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
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2024	Transformation-based flexible error structures for choice modeling. (2024). Bhat, Chandra R. In: Journal of choice modelling. RePEc:eee:eejocm:v:53:y:2024:i:c:s175553452400054x. Full description at Econpapers \|\| Download paper
2024	Model-based clustering using a new multivariate skew distribution. (2024). Punzo, Antonio ; Bagnato, Luca ; Tomarchio, Salvatore D. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:18:y:2024:i:1:d:10.1007_s11634-023-00552-8. 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
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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
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2024	Extended Hotelling $$T^2$$ T 2 test in distributed frameworks. (2024). Liu, Xiumin ; Du, Bin ; Zhao, Junlong. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00939-5. Full description at Econpapers \|\| Download paper
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2024	Weak convergence of the conditional U-statistics for locally stationary functional time series. (2024). Bouzebda, Salim ; Soukarieh, Inass. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:27:y:2024:i:2:d:10.1007_s11203-023-09305-y. Full description at Econpapers \|\| Download paper
2024	A deep learning-based approach for predicting oil production: A case study in the United States. (2024). 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	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
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2024	Detection of a structural break in intraday volatility pattern. (2024). Wang, Shixuan ; Kokoszka, Piotr ; Mohammadi, Neda ; Kutta, Tim. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001327. Full description at Econpapers \|\| Download paper
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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
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2024	Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data. (2024). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202415. Full description at Econpapers \|\| Download paper
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2024	Multivariate Varying Coefficient Spatiotemporal Model. (2024). Krm, Esra ; Nguyen, Danh V ; Qian, QI ; Entrk, Damla ; Li, Yihao ; Banerjee, Sudipto ; Rhee, Connie M. 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	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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Recent citations

Recent citations received in 2024

Year	Citing document
2024	Multivariate unified skew-t distributions and their properties. (2024). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Karling, Maicon J ; Wang, Kesen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000290. Full description at Econpapers \|\| Download paper
2024	Conjugacy properties of multivariate unified skew-elliptical distributions. (2024). Durante, Daniele ; Genton, Marc G ; Karling, Maicon J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000642. Full description at Econpapers \|\| Download paper
2024	The Life-Cycle Dynamics of Wealth Mobility. (2024). Paz-Pardo, Gonzalo ; Ocampo, Sergio ; Audoly, Richard ; McGee, Rory. In: Staff Reports. RePEc:fip:fednsr:98128. Full description at Econpapers \|\| Download paper
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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
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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
2021	. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
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	56	1103
2	Papers / arXiv.org	92	733
3	Computational Statistics & Data Analysis / Elsevier	55	499
4			450
5	Statistical Papers / Springer	19	397
6	Statistics & Probability Letters / Elsevier	35	275
7	Journal of Econometrics / Elsevier	233	215
8	Computational Statistics / Springer	22	215
9	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	30	185
10	Annals of the Institute of Statistical Mathematics / Springer	27	180
11	Metrika: International Journal for Theoretical and Applied Statistics / Springer	20	156