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 2021-05-01 to 2025-05-01.)

Article	Citations
Level set and density estimation on manifolds	44
Estimation of multivariate asymmetric power GARCH models	33
Minimax estimation of the mode of functional data	24
Nonparametric testing for the specification of spatial trend functions	22
Editorial Board	21
Parametric dependence between random vectors via copula-based divergence measures	21
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	21
Editorial Board	20
Testing equality of spectral density operators for functional processes	19
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	18
Targeted principal components regression	18
On singular values of large dimensional lag-τ sample auto-correlatio	17
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	16
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	15
Estimation of spatial autoregressive models with covariate measurement errors	15
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	15
Ordinal pattern dependence and multivariate measures of dependence	15
Principal loading analysis	14
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	14
On projection methods for functional time series forecasting	13
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	13
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	13
Quadratic discriminant analysis by projection	13
A uniform kernel trick for high and infinite-dimensional two-sample problems	12
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	12

Sparse online regression algorithm with insensitive loss functions	12
Consistency of the objective general index in high-dimensional settings	11
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	11
Efficient calibration of computer models with multivariate output	11
Estimation of multiple networks with common structures in heterogeneous subgroups	11
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	10
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	9
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	9
Fourier-type tests of mutual independence between functional time series	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Kernel density estimation for partial linear multivariate responses models	9
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	9
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	9
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	9
Asymptotic and bootstrap tests for subspace dimension	9
Smoothly adaptively centered ridge estimator	8
Editorial Board	8
Multivariate tail dependence and local stochastic dominance	8
Tree-structured Markov random fields with Poisson marginal distributions	8
Shrinkage estimation with singular priors and an application to small area estimation	8
Framelet block thresholding estimator for sparse functional data	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	8
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	7
Order selection for regression-based hidden Markov model	7
TNN: A transfer learning classifier based on weighted nearest neighbors	7
Variable selection in functional regression models: A review	7
A general approach for testing independence in Hilbert spaces	7
Inference for spatial regression models with functional response using a permutational approach	7
Editorial Board	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	7
Factor modeling of multivariate time series: A frequency components approach	7
Estimation and order selection for multivariate exponential power mixture models	7
Asymptotic normality of the local linear estimator of the functional expectile regression	7
Robust penalized estimators for functional linear regression	7
Finite sample t-tests for high-dimensional means	7
Testing the equality of a large number of means of functional data	7
Matrix-valued isotropic covariance functions with local extrema	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
Editorial Board	6
Duality for real and multivariate exponential families	6
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	6
An overview on the progeny of the skew-normal family— A personal perspective	6
Measuring dependence between random vectors via optimal transport	6
Principal component analysis and clustering on manifolds	6
Editorial Board	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
Financial Risk Meter FRM based on Expectiles	6
Perturbation theory for cross data matrix-based PCA	6

On the Mai–Wang stochastic decomposition for ℓ	6
A new general class of RC association models: Estimation and main properties	6
Semiparametric method and theory for continuously indexed spatio-temporal processes	6
A conditional distribution function-based measure for independence and K	6
Semi-functional varying coefficient mode-based regression	6
On weighted multivariate sign functions	6
Functional additive expectile regression in the reproducing kernel Hilbert space	5
An independence test for functional variables based on kernel normalized cross-covariance operator	5
Independence tests in the presence of measurement errors: An invariance law	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	5
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	5
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	5
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	5
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions	5
Linearized maximum rank correlation estimation when covariates are functional	5
Tensor Stein-rules in a generalized tensor regression model	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
Extreme partial least-squares	5
Randomized extrapolation for accelerating EM-type fixed-point algorithms	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
Author Index	5
Reconstruction of atomic measures from their halfspace depth	4
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Generating MCMC proposals by randomly rotating the regular simplex	4
Penalized estimation of hierarchical Archimedean copula	4
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	4
Conditional specification of statistical models: Classical models, new developments and challenges	4
High-dimensional nonconvex LASSO-type M-estimators	4
Special Issue on Functional Data Analysis and related fields	4
Joint mean–covariance estimation via the horseshoe	4
Asymptotic properties of Dirichlet kernel density estimators	4
Editorial Board	4
A geometric investigation into the tail dependence of vine copulas	4
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	4
Editorial Board	4
Stochastic decomposition for ℓp	4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
Editorial Board	4
Editorial Board	4
Shrinkage estimators of BLUE for time series regression models	4
On testing the equality of latent roots of scatter matrices under ellipticity	4
Recent advances in shrinkage-based high-dimensional inference	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	4
An overview of tests on high-dimensional means	4