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Journal of Multivariate Analysis
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top-articles
Journal of Multivariate Analysis
1.1
(top 50%)
impact factor
4.9K
(top 5%)
papers
94.7K
(top 5%)
citations
110
(top 5%)
h
-index
1.2
(top 50%)
extended IF
5.2K
all documents
102.6K
doc citations
184
(top 5%)
g
-index
Top Articles
#
Title
Journal
Year
Citations
1
A well-conditioned estimator for large-dimensional covariance matrices
Journal of Multivariate Analysis
2004
1,967
2
Quantile regression for longitudinal data
Journal of Multivariate Analysis
2004
1,362
3
Comparing clusterings—an information based distance
Journal of Multivariate Analysis
2007
1,071
4
Integrals, conditional expectations, and martingales of multivalued functions
Journal of Multivariate Analysis
1977
601
5
Generating random correlation matrices based on vines and extended onion method
Journal of Multivariate Analysis
2009
589
6
A General Class of Multivariate Skew-Elliptical Distributions
Journal of Multivariate Analysis
2001
566
7
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
Journal of Multivariate Analysis
1980
523
8
On the theory of elliptically contoured distributions
Journal of Multivariate Analysis
1981
521
9
On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices
Journal of Multivariate Analysis
1995
500
10
Sparse principal component analysis via regularized low rank matrix approximation
Journal of Multivariate Analysis
2008
489
11
Estimation of variance and covariance components—MINQUE theory
Journal of Multivariate Analysis
1971
484
12
Asymptotic efficiency of the two-stage estimation method for copula-based models
Journal of Multivariate Analysis
2005
473
13
Statistical decision theory for quantum systems
Journal of Multivariate Analysis
1973
443
14
Eigenvalues of large sample covariance matrices of spiked population models
Journal of Multivariate Analysis
2006
443
15
Reduced-rank regression for the multivariate linear model
Journal of Multivariate Analysis
1975
428
16
A review of copula models for economic time series
Journal of Multivariate Analysis
2012
414
17
Central limit theorem for integrated square error of multivariate nonparametric density estimators
Journal of Multivariate Analysis
1984
381
18
The Fréchet distance between multivariate normal distributions
Journal of Multivariate Analysis
1982
378
19
Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
Journal of Multivariate Analysis
1995
377
20
Sparse graphical models for exploring gene expression data
Journal of Multivariate Analysis
2004
337
21
Wiener processes with random effects for degradation data
Journal of Multivariate Analysis
2010
334
22
Central limit theorems for non-linear functionals of Gaussian fields
Journal of Multivariate Analysis
1983
330
23
Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
Journal of Multivariate Analysis
1982
318
24
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
Journal of Multivariate Analysis
2001
318
25
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
Journal of Multivariate Analysis
2007
299
26
Hidden Markov models approach to the analysis of array CGH data
Journal of Multivariate Analysis
2004
289
27
On detection of the number of signals in presence of white noise
Journal of Multivariate Analysis
1986
285
28
The Meta-elliptical Distributions with Given Marginals
Journal of Multivariate Analysis
2002
283
29
Some limit theorems for the eigenvalues of a sample covariance matrix
Journal of Multivariate Analysis
1982
276
30
On fundamental skew distributions
Journal of Multivariate Analysis
2005
273
31
Parametric Families of Multivariate Distributions with Given Margins
Journal of Multivariate Analysis
1993
265
32
On a new multivariate two-sample test
Journal of Multivariate Analysis
2004
262
33
Representations for partially exchangeable arrays of random variables
Journal of Multivariate Analysis
1981
261
34
Goodness-of-fit tests for copulas
Journal of Multivariate Analysis
2005
259
35
Quantum stochastic calculus and quantum nonlinear filtering
Journal of Multivariate Analysis
1992
257
36
High breakdown estimators for principal components: the projection-pursuit approach revisited
Journal of Multivariate Analysis
2005
252
37
Minimum variance quadratic unbiased estimation of variance components
Journal of Multivariate Analysis
1971
248
38
Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
Journal of Multivariate Analysis
1990
241
39
Asymptotic theory for multivariate GARCH processes
Journal of Multivariate Analysis
2003
237
40
A vector multivariate hazard rate
Journal of Multivariate Analysis
1975
233
41
Multivariate k-nearest neighbor density estimates
Journal of Multivariate Analysis
1979
230
42
Local Polynomial Fitting in Semivarying Coefficient Model
Journal of Multivariate Analysis
2002
229
43
A new test for multivariate normality
Journal of Multivariate Analysis
2005
226
44
Tail dependence functions and vine copulas
Journal of Multivariate Analysis
2010
220
45
Multi-dimensional multivariate Gaussian Markov random fields with application to image processing
Journal of Multivariate Analysis
1988
218
46
Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
Journal of Multivariate Analysis
1982
214
47
Prediction of multivariate time series by autoregressive model fitting
Journal of Multivariate Analysis
1985
212
48
Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators
Journal of Multivariate Analysis
1998
212
49
Estimation for diffusion processes from discrete observation
Journal of Multivariate Analysis
1992
211
50
Semi-parametric estimation of partially linear single-index models
Journal of Multivariate Analysis
2006
209
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