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 2022-08-01 to 2026-08-01.)

Article	Citations
Editorial Board	26
Editorial Board	17
Minimax estimation of the mode of functional data	15
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	15
Editorial Board	15
Parametric dependence between random vectors via copula-based divergence measures	13
Ordinal pattern dependence and multivariate measures of dependence	13
A latent factor model for high-dimensional binary data	12
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	12
Estimation of multivariate asymmetric power GARCH models	11
Fréchet k	11
On properties of fractional posterior in generalized reduced-rank regression	11
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings	11
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression	11
Nonparametric testing for the specification of spatial trend functions	11
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	10
Estimation of spatial autoregressive models with covariate measurement errors	10
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	10
On singular values of large dimensional lag-τ sample auto-correlatio	10
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	10
Dimension reduction in multivariate analysis	9
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	9
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	9
Measuring and testing tail equivalence	9
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	9

Parsimonious multivariate structural spatial models with intra-location feedback	9
Efficient calibration of computer models with multivariate output	9
Minimaxity under the half-Cauchy prior	9
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	8
Test for a general trilinear hypothesis in the generalized growth curve model	8
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	8
Estimation of multiple networks with common structures in heterogeneous subgroups	8
Properties of CoVaR based on tail expansions of copulas	8
A uniform kernel trick for high and infinite-dimensional two-sample problems	8
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	8
Sparse online regression algorithm with insensitive loss functions	8
The k-sample problem using Gini covariance for large k	8
Robust Bayesian graphical modeling using γ-divergence	7
Editorial Board	7
Robust penalized estimators for functional linear regression	7
Robust two-way dimension reduction by Grassmannian barycenter	7
On consistent estimation of dimension values	7
Editorial Board	7
Asymptotic normality of the local linear estimator of the functional expectile regression	7
Multivariate tail dependence and local stochastic dominance	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
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Finite sample t-tests for high-dimensional means	7
Convex comparison of Gaussian mixtures	7
Consistent estimation of low-rank spatial covariance matrix: A penalized random effects approach	6
Multivariate and multiple contrast testing in general covariate-adjusted factorial designs	6
Nonlinear functional principal component analysis using neural networks	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6
Relation between PLS and OLS regression in terms of the eigenvalue distribution of the regressor covariance matrix	6
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	6
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	6
Robust semi-functional censored regression	6
Varying-coefficient quantile regression with effect under panel data and missing observation	6
Tree-structured Markov random fields with Poisson marginal distributions	6
Order selection for regression-based hidden Markov model	6
Matrix variate gamma distributions with unrestricted shape parameter	5
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
ICS for complex data with application to outlier detection for density data	5
A scalable model averaging based on Kullback–Leibler distance for multivariate regression models	5
Tensor Stein-rules in a generalized tensor regression model	5
Editorial Board	5
Matrix-valued isotropic covariance functions with local extrema	5
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	5
Factor modeling of multivariate time series: A frequency components approach	5
The exact region and an inequality between Chatterjee’s and Spearman’s rank correlations	5
On the use of the Gram matrix for multivariate functional principal components analysis	5
On estimation and order selection for multivariate extremes via clustering	5
Semi-functional varying coefficient mode-based regression	5
Editorial Board	5

Bayesian inference of graph-based dependencies from mixed-type data	5
Estimators for multivariate allometric regression model	5
Automatic sparse estimation of the high-dimensional cross-covariance matrix	5
Estimation and order selection for multivariate exponential power mixture models	5
On the Mai–Wang stochastic decomposition for ℓ	5
On weighted multivariate sign functions	5
Robust signal recovery in Hadamard spaces	5
Linearized maximum rank correlation estimation when covariates are functional	5
A general approach for testing independence in Hilbert spaces	5
A conditional distribution function-based measure for independence and K	5
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
Functional additive expectile regression in the reproducing kernel Hilbert space	4
Randomized extrapolation for accelerating EM-type fixed-point algorithms	4
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	4
Shrinkage estimators of BLUE for time series regression models	4
High-dimensional nonconvex LASSO-type M-estimators	4
Penalized estimation of hierarchical Archimedean copula	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Subgroup effect quantile regression with high dimensional missing panel data	4
Projection pursuit via kernel mean embeddings	4
An independence test for functional variables based on kernel normalized cross-covariance operator	4
Random correlation matrices generated via partial correlation C-vines	4
On testing the equality of latent roots of scatter matrices under ellipticity	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
Robust functional inverse regression	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
On the exact region determined by Spearman’s ρ and Blest’s measure	4
Extreme partial least-squares	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
Asymptotic theory in spatio-temporal unstable autoregression	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Editorial Board	4
Hoeffding decomposition of functions of random dependent variables	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4