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 2022-05-01 to 2026-05-01.)

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	30
Editorial Board	29
Editorial Board	27
Testing equality of spectral density operators for functional processes	26
Targeted principal components regression	25
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	23
Minimax estimation of the mode of functional data	21
Editorial Board	19
Ordinal pattern dependence and multivariate measures of dependence	19
Level set and density estimation on manifolds	18
On singular values of large dimensional lag-τ sample auto-correlatio	16
Parametric dependence between random vectors via copula-based divergence measures	16
A latent factor model for high-dimensional binary data	14
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	13
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression	13
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	13
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings	12
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	12
Fréchet k	12
Estimation of multivariate asymmetric power GARCH models	11
Estimation of spatial autoregressive models with covariate measurement errors	11
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	11
On properties of fractional posterior in generalized reduced-rank regression	11
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	11
Consistency of the objective general index in high-dimensional settings	11

Nonparametric testing for the specification of spatial trend functions	11
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	11
A uniform kernel trick for high and infinite-dimensional two-sample problems	11
Measuring and testing tail equivalence	10
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models	10
Sparse online regression algorithm with insensitive loss functions	10
Minimaxity under the half-Cauchy prior	10
Efficient calibration of computer models with multivariate output	9
On projection methods for functional time series forecasting	9
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	9
Parsimonious multivariate structural spatial models with intra-location feedback	9
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	9
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	9
Test for a general trilinear hypothesis in the generalized growth curve model	9
Estimation of multiple networks with common structures in heterogeneous subgroups	8
Robust Bayesian graphical modeling using γ-divergence	8
The k-sample problem using Gini covariance for large k	8
Quadratic discriminant analysis by projection	8
Fourier-type tests of mutual independence between functional time series	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
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	8
Asymptotic normality of the local linear estimator of the functional expectile regression	7
Framelet block thresholding estimator for sparse functional data	7
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	7
Editorial Board	7
Smoothly adaptively centered ridge estimator	7
Editorial Board	7
Properties of CoVaR based on tail expansions of copulas	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
Multivariate tail dependence and local stochastic dominance	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Convex comparison of Gaussian mixtures	7
Robust two-way dimension reduction by Grassmannian barycenter	7
Estimators for multivariate allometric regression model	7
Bayesian inference of graph-based dependencies from mixed-type data	7
Varying-coefficient quantile regression with effect under panel data and missing observation	6
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors	6
Robust penalized estimators for functional linear regression	6
Perturbation theory for cross data matrix-based PCA	6
Factor modeling of multivariate time series: A frequency components approach	6
Matrix-valued isotropic covariance functions with local extrema	6
Robust semi-functional censored regression	6
Finite sample t-tests for high-dimensional means	6
Nonlinear functional principal component analysis using neural networks	6
A general approach for testing independence in Hilbert spaces	6
Financial Risk Meter FRM based on Expectiles	6
Tree-structured Markov random fields with Poisson marginal distributions	6
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method	6
TNN: A transfer learning classifier based on weighted nearest neighbors	6

Order selection for regression-based hidden Markov model	6
Matrix variate gamma distributions with unrestricted shape parameter	6
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	6
Tensor Stein-rules in a generalized tensor regression model	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
Measuring dependence between random vectors via optimal transport	5
On the Mai–Wang stochastic decomposition for ℓ	5
A conditional distribution function-based measure for independence and K	5
Linearized maximum rank correlation estimation when covariates are functional	5
On the use of the Gram matrix for multivariate functional principal components analysis	5
Editorial Board	5
Robust signal recovery in Hadamard spaces	5
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution	5
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	5
ICS for complex data with application to outlier detection for density data	5
Editorial Board	5
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	5
Inference for spatial regression models with functional response using a permutational approach	5
Randomized extrapolation for accelerating EM-type fixed-point algorithms	5
Semi-functional varying coefficient mode-based regression	5
Functional additive expectile regression in the reproducing kernel Hilbert space	5
On weighted multivariate sign functions	5
Extreme partial least-squares	5
On testing the equality of latent roots of scatter matrices under ellipticity	5
On estimation and order selection for multivariate extremes via clustering	5
Estimation and order selection for multivariate exponential power mixture models	5
Random correlation matrices generated via partial correlation C-vines	5
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	5
An independence test for functional variables based on kernel normalized cross-covariance operator	5
Automatic sparse estimation of the high-dimensional cross-covariance matrix	5
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves	4
Penalized estimation of hierarchical Archimedean copula	4
Editorial Board	4
Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence	4
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	4
Integrated shape-sensitive functional metrics	4
Editorial Board	4
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	4
Projection pursuit via kernel mean embeddings	4
Robust functional inverse regression	4
The multirank likelihood for semiparametric canonical correlation analysis	4
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	4
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	4
Joint graphical lasso with regularized aggregation	4
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	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
Shrinkage estimators of BLUE for time series regression models	4
On convergence of regularized covariance estimator based on modified Cholesky decomposition	4
Subgroup effect quantile regression with high dimensional missing panel data	4
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	4
On functional data analysis and related topics	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
Special Issue on Functional Data Analysis and related fields	4
Generating MCMC proposals by randomly rotating the regular simplex	4
High-dimensional nonconvex LASSO-type M-estimators	4
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	4