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 2020-11-01 to 2024-11-01.)

Article	Citations
Dimensionality reduction for binary data through the projection of natural parameters	50
Approximating smooth functions by deep neural networks with sigmoid activation function	34
A 50-year personal journey through time with principal component analysis	32
The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data	28
Sequential estimation of Spearman rank correlation using Hermite series estimators	24
Uniform limit theorems for a class of conditional Z-estimators when co	22
Unifying compactly supported and Matérn covariance functions in spatial statistics	18
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation	17
An overview on the progeny of the skew-normal family— A personal perspective	16
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions	16
Statistical analysis of multivariate discrete-valued time series	16
Renewal type bootstrap for increasing degree U-process of a Markov chain	16
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	15
On functional data analysis and related topics	14
Measuring dependence between random vectors via optimal transport	14
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	14
Variable selection in functional regression models: A review	14
On the copula correlation ratio and its generalization	13
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	13
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings	12
Asymptotic properties of Bernstein estimators on the simplex	12
Nonlinear and additive principal component analysis for functional data	12
Copula-based regression models with data missing at random	11
Robust functional principal component analysis for non-Gaussian longitudinal data	11
An overview of skew distributions in model-based clustering	10

On the estimation of entropy in the FastICA algorithm	10
Estimating an extreme Bayesian network via scalings	10
Change point analysis of covariance functions: A weighted cumulative sum approach	10
Single-index composite quantile regression for massive data	9
Recent advances in shrinkage-based high-dimensional inference	9
Asymptotic and bootstrap tests for subspace dimension	9
Asymptotic properties of Dirichlet kernel density estimators	9
A topologically valid construction of depth for functional data	9
Financial Risk Meter FRM based on Expectiles	8
Testing the equality of a large number of means of functional data	8
On the usage of joint diagonalization in multivariate statistics	8
Conformal prediction bands for multivariate functional data	8
An overview of tests on high-dimensional means	8
Inference in high dimensional linear measurement error models	8
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	8
Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness	8
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	8
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function	8
Likelihood ratio tests under model misspecification in high dimensions	7
Inference in functional linear quantile regression	7
Testing independence of functional variables by angle covariance	7
Expectile depth: Theory and computation for bivariate datasets	7
Principal component analysis of infinite variance functional data	7
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	7
Multiply robust subgroup identification for longitudinal data with dropouts via median regression	7
Kernel density estimation for partial linear multivariate responses models	7
On projection methods for functional time series forecasting	7
On the behavior of the DFA and DCCA in trend-stationary processes	7
Principal component analysis and clustering on manifolds	7
On attainability of Kendall’s tau matrices and concordance signatures	7
Change-point problems for multivariate time series using pseudo-observations	7
Edge statistics of large dimensional deformed rectangular matrices	7
Ordinal pattern dependence as a multivariate dependence measure	7
Projection theorems and estimating equations for power-law models	7
An association test for functional data based on Kendall’s Tau	7
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	7
Data driven orthogonal basis selection for functional data analysis	7
Order selection for regression-based hidden Markov model	7
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	6
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	6
Canonical correlation analysis for elliptical copulas	6
Bivariate symmetric Heckman models and their characterization	6
Minimax and pointwise sequential changepoint detection and identification for general stochastic models	6
Ordering results for elliptical distributions with applications to risk bounds	6
On the specification of multivariate association measures and their behaviour with increasing dimension	6
High dimensional change point inference: Recent developments and extensions	6
Notes on the prehistory of principal components analysis	6
Heckman selection-t model: Parameter estimation via the EM-algorithm	6
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	6
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	6

Quantifying directed dependence via dimension reduction	5
Simultaneous inference for Kendall’s tau	5
Kernel density estimation on symmetric spaces of non-compact type	5
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 5
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	5
A new general class of RC association models: Estimation and main properties	5
Reconstruction of atomic measures from their halfspace depth	5
Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions	5
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	5
Biclustering analysis of functionals via penalized fusion	5
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings	5
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm	5
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	5
Fast implementation of partial least squares for function-on-function regression	5
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	5
Sub-dimensional Mardia measures of multivariate skewness and kurtosis	5
Subspace rotations for high-dimensional outlier detection	5
Perturbation theory for cross data matrix-based PCA	5
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	5
Functional ANOVA based on empirical characteristic functionals	5
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	5
Some aspects of response variable selection and estimation in multivariate linear regression	5
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	4
Advanced topics in Sliced Inverse Regression	4
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions	4
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	4
Likelihood-based inference for the multivariate skew-tregression w	4
Compound vectors of subordinators and their associated positive Lévy copulas	4
Quadratic discriminant analysis by projection	4
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	4
Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data	4
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	4
ℓ2,	4
A slice of multivariate dimension reduction	4
Kernel variable selection for multicategory support vector machines	4
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate	4
Splitting models for multivariate count data	4
Tests of serial dependence for multivariate time series with arbitrary distributions	4
A formulation for continuous mixtures of multivariate normal distributions	4
Extreme partial least-squares	4
A short history of statistical association: From correlation to correspondence analysis to copulas	4
High-dimensional linear discriminant analysis using nonparametric methods	4
Reproducible learning in large-scale graphical models	4
Locally optimal designs for multivariate generalized linear models	4
Permutation test for the multivariate coefficient of variation in factorial designs	4