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Top Articles

#TitleJournalYearCitations
1A well-conditioned estimator for large-dimensional covariance matricesJournal of Multivariate Analysis20041,967
2Quantile regression for longitudinal dataJournal of Multivariate Analysis20041,362
3Comparing clusterings—an information based distanceJournal of Multivariate Analysis20071,071
4Integrals, conditional expectations, and martingales of multivalued functionsJournal of Multivariate Analysis1977601
5Generating random correlation matrices based on vines and extended onion methodJournal of Multivariate Analysis2009589
6A General Class of Multivariate Skew-Elliptical DistributionsJournal of Multivariate Analysis2001566
7Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributionsJournal of Multivariate Analysis1980523
8On the theory of elliptically contoured distributionsJournal of Multivariate Analysis1981521
9On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random MatricesJournal of Multivariate Analysis1995500
10Sparse principal component analysis via regularized low rank matrix approximationJournal of Multivariate Analysis2008489
11Estimation of variance and covariance components—MINQUE theoryJournal of Multivariate Analysis1971484
12Asymptotic efficiency of the two-stage estimation method for copula-based modelsJournal of Multivariate Analysis2005473
13Statistical decision theory for quantum systemsJournal of Multivariate Analysis1973443
14Eigenvalues of large sample covariance matrices of spiked population modelsJournal of Multivariate Analysis2006443
15Reduced-rank regression for the multivariate linear modelJournal of Multivariate Analysis1975428
16A review of copula models for economic time seriesJournal of Multivariate Analysis2012414
17Central limit theorem for integrated square error of multivariate nonparametric density estimatorsJournal of Multivariate Analysis1984381
18The Fréchet distance between multivariate normal distributionsJournal of Multivariate Analysis1982378
19Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random MatricesJournal of Multivariate Analysis1995377
20Sparse graphical models for exploring gene expression dataJournal of Multivariate Analysis2004337
21Wiener processes with random effects for degradation dataJournal of Multivariate Analysis2010334
22Central limit theorems for non-linear functionals of Gaussian fieldsJournal of Multivariate Analysis1983330
23Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inferenceJournal of Multivariate Analysis1982318
24Using a Bootstrap Method to Choose the Sample Fraction in Tail Index EstimationJournal of Multivariate Analysis2001318
25Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variantsJournal of Multivariate Analysis2007299
26Hidden Markov models approach to the analysis of array CGH dataJournal of Multivariate Analysis2004289
27On detection of the number of signals in presence of white noiseJournal of Multivariate Analysis1986285
28The Meta-elliptical Distributions with Given MarginalsJournal of Multivariate Analysis2002283
29Some limit theorems for the eigenvalues of a sample covariance matrixJournal of Multivariate Analysis1982276
30On fundamental skew distributionsJournal of Multivariate Analysis2005273
31Parametric Families of Multivariate Distributions with Given MarginsJournal of Multivariate Analysis1993265
32On a new multivariate two-sample testJournal of Multivariate Analysis2004262
33Representations for partially exchangeable arrays of random variablesJournal of Multivariate Analysis1981261
34Goodness-of-fit tests for copulasJournal of Multivariate Analysis2005259
35Quantum stochastic calculus and quantum nonlinear filteringJournal of Multivariate Analysis1992257
36High breakdown estimators for principal components: the projection-pursuit approach revisitedJournal of Multivariate Analysis2005252
37Minimum variance quadratic unbiased estimation of variance componentsJournal of Multivariate Analysis1971248
38Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problemsJournal of Multivariate Analysis1990241
39Asymptotic theory for multivariate GARCH processesJournal of Multivariate Analysis2003237
40A vector multivariate hazard rateJournal of Multivariate Analysis1975233
41Multivariate k-nearest neighbor density estimatesJournal of Multivariate Analysis1979230
42Local Polynomial Fitting in Semivarying Coefficient ModelJournal of Multivariate Analysis2002229
43A new test for multivariate normalityJournal of Multivariate Analysis2005226
44Tail dependence functions and vine copulasJournal of Multivariate Analysis2010220
45Multi-dimensional multivariate Gaussian Markov random fields with application to image processingJournal of Multivariate Analysis1988218
46Entropy differential metric, distance and divergence measures in probability spaces: A unified approachJournal of Multivariate Analysis1982214
47Prediction of multivariate time series by autoregressive model fittingJournal of Multivariate Analysis1985212
48Nonparametric Estimation of the Measurement Error Model Using Multiple IndicatorsJournal of Multivariate Analysis1998212
49Estimation for diffusion processes from discrete observationJournal of Multivariate Analysis1992211
50Semi-parametric estimation of partially linear single-index modelsJournal of Multivariate Analysis2006209