Journal of Multivariate Analysis

Title Publication Date Language Citations
Quantile regression for longitudinal data2004/10/01English1,245
Comparing clusterings—an information based distance2007/05/01English713
Generating random correlation matrices based on vines and extended onion method2009/10/01English506
A General Class of Multivariate Skew-Elliptical Distributions2001/10/01English441
Asymptotic efficiency of the two-stage estimation method for copula-based models2005/06/01English389
A review of copula models for economic time series2012/09/01English356
Sparse principal component analysis via regularized low rank matrix approximation2008/07/01English352
On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices1995/08/01English316
Eigenvalues of large sample covariance matrices of spiked population models2006/07/01English304
Wiener processes with random effects for degradation data2010/02/01English272
Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices1995/11/01English261
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation2001/02/01English237
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants2007/02/01English228
On fundamental skew distributions2005/09/01English224
Local Polynomial Fitting in Semivarying Coefficient Model2002/07/01English212
The Meta-elliptical Distributions with Given Marginals2002/07/01English212
Sparse graphical models for exploring gene expression data2004/07/01English210
Hidden Markov models approach to the analysis of array CGH data2004/07/01English204
Semi-parametric estimation of partially linear single-index models2006/05/01English197
Goodness-of-fit tests for copulas2005/07/01English197
Parametric Families of Multivariate Distributions with Given Margins1993/08/01English186
Tail dependence functions and vine copulas2010/01/01English176
Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators1998/05/01English175
The distance correlationt-test of independence in high dimension2013/05/01English169
A new test for multivariate normality2005/03/01English169
A test for the mean vector with fewer observations than the dimension2008/03/01English163
An introduction to recent advances in high/infinite dimensional statistics2016/04/01English162
A well-conditioned estimator for large-dimensional covariance matrices2004/02/01English161
On the simplified pair-copula construction — Simply useful or too simplistic?2010/05/01English160
Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator1999/11/01English156