OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Multivariate Analysis is 3. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-06-01 to 2026-06-01.)

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	29
Editorial Board	23
Editorial Board	17
Targeted principal components regression	16
Minimax estimation of the mode of functional data	14
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	14
Editorial Board	13
Ordinal pattern dependence and multivariate measures of dependence	13
On singular values of large dimensional lag-τ sample auto-correlatio	12
Parametric dependence between random vectors via copula-based divergence measures	12
Estimation of spatial autoregressive models with covariate measurement errors	11
Fréchet k	11
On properties of fractional posterior in generalized reduced-rank regression	11
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	11
Nonparametric testing for the specification of spatial trend functions	11
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	11
A latent factor model for high-dimensional binary data	11
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	10
Estimation of multivariate asymmetric power GARCH models	10
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression	10
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings	10
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	9
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	9
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	9
Minimaxity under the half-Cauchy prior	9

A uniform kernel trick for high and infinite-dimensional two-sample problems	9
Estimation of multiple networks with common structures in heterogeneous subgroups	8
Test for a general trilinear hypothesis in the generalized growth curve model	8
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	8
Efficient calibration of computer models with multivariate output	8
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	8
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	8
Sparse online regression algorithm with insensitive loss functions	8
Quadratic discriminant analysis by projection	8
Measuring and testing tail equivalence	8
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	8
The k-sample problem using Gini covariance for large k	7
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	7
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	7
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	7
Robust Bayesian graphical modeling using γ-divergence	7
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	7
Estimators for multivariate allometric regression model	7
Parsimonious multivariate structural spatial models with intra-location feedback	7
Properties of CoVaR based on tail expansions of copulas	7
Convex comparison of Gaussian mixtures	7
Robust two-way dimension reduction by Grassmannian barycenter	7
Editorial Board	6
Editorial Board	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6
Robust semi-functional censored regression	6
Asymptotic normality of the local linear estimator of the functional expectile regression	6
Multivariate tail dependence and local stochastic dominance	6
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	6
Finite sample t-tests for high-dimensional means	6
Varying-coefficient quantile regression with effect under panel data and missing observation	6
Nonlinear functional principal component analysis using neural networks	6
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	6
Bayesian inference of graph-based dependencies from mixed-type data	6
Robust penalized estimators for functional linear regression	6
Order selection for regression-based hidden Markov model	6
ICS for complex data with application to outlier detection for density data	5
Matrix variate gamma distributions with unrestricted shape parameter	5
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
On the use of the Gram matrix for multivariate functional principal components analysis	5
Perturbation theory for cross data matrix-based PCA	5
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	5
Random correlation matrices generated via partial correlation C-vines	5
Tensor Stein-rules in a generalized tensor regression model	5
On weighted multivariate sign functions	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
Estimation and order selection for multivariate exponential power mixture models	5
Factor modeling of multivariate time series: A frequency components approach	5
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	5
A conditional distribution function-based measure for independence and K	5

On the Mai–Wang stochastic decomposition for ℓ	5
Robust signal recovery in Hadamard spaces	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
On estimation and order selection for multivariate extremes via clustering	5
Automatic sparse estimation of the high-dimensional cross-covariance matrix	5
A general approach for testing independence in Hilbert spaces	5
Tree-structured Markov random fields with Poisson marginal distributions	5
Matrix-valued isotropic covariance functions with local extrema	5
Editorial Board	5
Editorial Board	5
Semi-functional varying coefficient mode-based regression	5
High-dimensional nonconvex LASSO-type M-estimators	4
On testing the equality of latent roots of scatter matrices under ellipticity	4
Extreme partial least-squares	4
Linearized maximum rank correlation estimation when covariates are functional	4
On convergence of regularized covariance estimator based on modified Cholesky decomposition	4
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
Functional additive expectile regression in the reproducing kernel Hilbert space	4
Shrinkage estimators of BLUE for time series regression models	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
Editorial Board	4
Subgroup effect quantile regression with high dimensional missing panel data	4
On the exact region determined by Spearman’s ρ and Blest’s measure	4
Randomized extrapolation for accelerating EM-type fixed-point algorithms	4
An independence test for functional variables based on kernel normalized cross-covariance operator	4
Projection pursuit via kernel mean embeddings	4
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support	3
Maximum likelihood estimation of elliptical tail	3
Conditional independence testing via weighted partial copulas	3
A variance-corrected U-statistic approach for comparing covariance matrices of high-dimensional mixtures	3
Editorial Board	3
On a class of finite mixture models that includes hidden Markov models	3
Asymptotic properties of hierarchical clustering in high-dimensional settings	3
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	3
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	3
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	3
Robust functional inverse regression	3
An approximation to peak detection power using Gaussian random field theory	3
Principal component analysis of infinite variance functional data	3
Copula-based conditional tail indices	3
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	3
Moderate deviation principle for likelihood ratio test in multivariate linear regression model	3
A generalized Mallows model based on ϕ-divergence measures	3
Editorial Board	3
Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders	3
Explicit bivariate simplicial depth	3
Joint graphical lasso with regularized aggregation	3
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	3
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	3
Moment-type estimators for the Dirichlet and the multivariate gamma distributions	3
The multirank likelihood for semiparametric canonical correlation analysis	3
Optimal designs for prediction of random effects in two-groups models with multivariate response	3
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	3
On moments of truncated multivariate normal/independent distributions	3
Editorial Board	3
Region selection in Markov random fields: Gaussian case	3
Composite expectile estimation in partial functional linear regression model	3
Editorial Board	3
Multivariate mix-GEE models for longitudinal data with multiple outcomes	3
Hoeffding decomposition of functions of random dependent variables	3
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	3
Penalized estimation of hierarchical Archimedean copula	3
Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence	3