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 2021-06-01 to 2025-06-01.)

Article	Citations
Level set and density estimation on manifolds	47
Estimation of multivariate asymmetric power GARCH models	33
Minimax estimation of the mode of functional data	26
Editorial Board	23
Editorial Board	22
Targeted principal components regression	21
Testing equality of spectral density operators for functional processes	21
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	20
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	19
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	19
Nonparametric testing for the specification of spatial trend functions	17
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	17
Parametric dependence between random vectors via copula-based divergence measures	16
Principal loading analysis	15
Ordinal pattern dependence and multivariate measures of dependence	15
Estimation of spatial autoregressive models with covariate measurement errors	15
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	15
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	15
On singular values of large dimensional lag-τ sample auto-correlatio	15
On projection methods for functional time series forecasting	14
A uniform kernel trick for high and infinite-dimensional two-sample problems	14
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	13
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	13
Sparse online regression algorithm with insensitive loss functions	13
Efficient calibration of computer models with multivariate output	12

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	12
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	12
Estimation of multiple networks with common structures in heterogeneous subgroups	12
Consistency of the objective general index in high-dimensional settings	12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	11
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	11
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	11
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	10
Quadratic discriminant analysis by projection	10
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	10
Measuring and testing tail equivalence	10
Framelet block thresholding estimator for sparse functional data	9
Asymptotic and bootstrap tests for subspace dimension	9
Editorial Board	9
Kernel density estimation for partial linear multivariate responses models	9
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	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
Fourier-type tests of mutual independence between functional time series	9
Tree-structured Markov random fields with Poisson marginal distributions	9
Multivariate tail dependence and local stochastic dominance	9
Editorial Board	8
Robust penalized estimators for functional linear regression	8
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	8
Testing the equality of a large number of means of functional data	8
Smoothly adaptively centered ridge estimator	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Variable selection in functional regression models: A review	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
Perturbation theory for cross data matrix-based PCA	7
Matrix-valued isotropic covariance functions with local extrema	7
Finite sample t-tests for high-dimensional means	7
TNN: A transfer learning classifier based on weighted nearest neighbors	7
Inference for spatial regression models with functional response using a permutational approach	7
Factor modeling of multivariate time series: A frequency components approach	7
Financial Risk Meter FRM based on Expectiles	7
Asymptotic normality of the local linear estimator of the functional expectile regression	7
A general approach for testing independence in Hilbert spaces	7
Order selection for regression-based hidden Markov model	7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	7
A conditional distribution function-based measure for independence and K	7
Estimation and order selection for multivariate exponential power mixture models	6
Duality for real and multivariate exponential families	6
An independence test for functional variables based on kernel normalized cross-covariance operator	6
An overview on the progeny of the skew-normal family— A personal perspective	6
Matrix variate gamma distributions with unrestricted shape parameter	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
On the Mai–Wang stochastic decomposition for ℓ	6
Editorial Board	6

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