OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Multivariate Analysis is 4. 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 2020-04-01 to 2024-04-01.)

Article	Citations
Dimensionality reduction for binary data through the projection of natural parameters	46
Approximating smooth functions by deep neural networks with sigmoid activation function	32
A 50-year personal journey through time with principal component analysis	24
The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data	23
Uniform limit theorems for a class of conditional Z-estimators when co	20
Sequential estimation of Spearman rank correlation using Hermite series estimators	17
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation	14
An overview on the progeny of the skew-normal family— A personal perspective	13
Unifying compactly supported and Matérn covariance functions in spatial statistics	13
Likelihood ratio tests for many groups in high dimensions	12
Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility	12
Nonlinear and additive principal component analysis for functional data	11
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	11
Renewal type bootstrap for increasing degree U-process of a Markov chain	11
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions	11
On the estimation of entropy in the FastICA algorithm	10
On functional data analysis and related topics	10
Parametrising correlation matrices	10
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions	10
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings	10
On the copula correlation ratio and its generalization	10
Testing and estimating change-points in the covariance matrix of a high-dimensional time series	10
Asymptotic properties of Bernstein estimators on the simplex	10
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	10
On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation	9

Asymptotic and bootstrap tests for subspace dimension	9
Statistical analysis of multivariate discrete-valued time series	9
Copula-based regression models with data missing at random	9
Measuring dependence between random vectors via optimal transport	9
Variable selection in functional regression models: A review	9
Estimating an extreme Bayesian network via scalings	9
A topologically valid construction of depth for functional data	8
Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness	8
On the usage of joint diagonalization in multivariate statistics	8
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	8
Kernel density estimation for partial linear multivariate responses models	7
Inference in high dimensional linear measurement error models	7
Principal component analysis and clustering on manifolds	7
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application	7
Single-index composite quantile regression for massive data	7
Recent advances in shrinkage-based high-dimensional inference	7
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims	7
Multiply robust subgroup identification for longitudinal data with dropouts via median regression	7
A goodness-of-fit test for elliptical distributions with diagnostic capabilities	7
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function	7
Linear orderings of the scale mixtures of the multivariate skew-normal distribution	7
Robust functional principal component analysis for non-Gaussian longitudinal data	7
An overview of skew distributions in model-based clustering	7
Conformal prediction bands for multivariate functional data	6
On attainability of Kendall’s tau matrices and concordance signatures	6
Pseudo-quantile functional data clustering	6
Model-free feature screening for ultrahigh dimensional classification	6
Bivariate symmetric Heckman models and their characterization	6
Change point analysis of covariance functions: A weighted cumulative sum approach	6
Asymptotic properties of Dirichlet kernel density estimators	6
Reconstruction of atomic measures from their halfspace depth	6
Projection theorems and estimating equations for power-law models	6
On the behavior of the DFA and DCCA in trend-stationary processes	6
Financial Risk Meter FRM based on Expectiles	6
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	6
Ordinal pattern dependence as a multivariate dependence measure	6
Expectile depth: Theory and computation for bivariate datasets	6
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	5
Canonical correlation analysis for elliptical copulas	5
A new general class of RC association models: Estimation and main properties	5
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	5
Principal component analysis of infinite variance functional data	5
Edge statistics of large dimensional deformed rectangular matrices	5
Testing the equality of a large number of means of functional data	5
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	5
Testing independence of functional variables by angle covariance	5
Robust nonparametric estimation of the conditional tail dependence coefficient	5
Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings	5
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	5
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	5

On the specification of multivariate association measures and their behaviour with increasing dimension	5
Likelihood ratio tests under model misspecification in high dimensions	5
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	5
An association test for functional data based on Kendall’s Tau	5
Simultaneous inference for Kendall’s tau	5
Kernel density estimation on symmetric spaces of non-compact type	5
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	5
An overview of tests on high-dimensional means	5
Ordering results for elliptical distributions with applications to risk bounds	5
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	4
Inference in functional linear quantile regression	4
Some aspects of response variable selection and estimation in multivariate linear regression	4
Splitting models for multivariate count data	4
A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces	4
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 4
Advanced topics in Sliced Inverse Regression	4
Notes on the prehistory of principal components analysis	4
Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate	4
Data driven orthogonal basis selection for functional data analysis	4
Principal components analysis and cyclostationarity	4
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	4
Heckman selection-t model: Parameter estimation via the EM-algorithm	4
Continuous time hidden Markov model for longitudinal data	4
Updating of the Gaussian graphical model through targeted penalized estimation	4
On projection methods for functional time series forecasting	4
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	4
A formulation for continuous mixtures of multivariate normal distributions	4
An independence test based on recurrence rates	4
Scalable interpretable learning for multi-response error-in-variables regression	4
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings	4
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	4
Univariate likelihood projections and characterizations of the multivariate normal distribution	4
Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions	4
Compound vectors of subordinators and their associated positive Lévy copulas	4
Locally optimal designs for multivariate generalized linear models	4
Bayesian shrinkage estimation of negative multinomial parameter vectors	4
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	4
Biclustering analysis of functionals via penalized fusion	4
Perturbation theory for cross data matrix-based PCA	4
ℓ2,	4
Kurtosis test of modality for rotationally symmetric distributions on hyperspheres	4
Change-point problems for multivariate time series using pseudo-observations	4