OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Multivariate Analysis is 3. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	51
Editorial Board	28
Editorial Board	27
On properties of fractional posterior in generalized reduced-rank regression	24
Level set and density estimation on manifolds	24
Testing equality of spectral density operators for functional processes	24
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	24
Estimation of multivariate asymmetric power GARCH models	23
On singular values of large dimensional lag-τ sample auto-correlatio	21
Targeted principal components regression	20
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	19
Estimation of spatial autoregressive models with covariate measurement errors	19
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	19
Nonparametric testing for the specification of spatial trend functions	19
Ordinal pattern dependence and multivariate measures of dependence	18
Test for a general trilinear hypothesis in the generalized growth curve model	18
Minimax estimation of the mode of functional data	18
Parametric dependence between random vectors via copula-based divergence measures	18
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	18
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	17
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	17
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	15
On projection methods for functional time series forecasting	13
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	13
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	12

Measuring and testing tail equivalence	12
Minimaxity under the half-Cauchy prior	12
A uniform kernel trick for high and infinite-dimensional two-sample problems	12
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	12
Consistency of the objective general index in high-dimensional settings	12
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	11
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	11
Estimation of multiple networks with common structures in heterogeneous subgroups	11
Sparse online regression algorithm with insensitive loss functions	11
Quadratic discriminant analysis by projection	11
Efficient calibration of computer models with multivariate output	11
The k-sample problem using Gini covariance for large k	10
Convex comparison of Gaussian mixtures	10
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	9
Framelet block thresholding estimator for sparse functional data	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
Robust Bayesian graphical modeling using γ-divergence	9
Fourier-type tests of mutual independence between functional time series	9
Multivariate tail dependence and local stochastic dominance	8
Editorial Board	8
Estimators for multivariate allometric regression model	8
Smoothly adaptively centered ridge estimator	8
Asymptotic normality of the local linear estimator of the functional expectile regression	8
Variable selection in functional regression models: A review	8
Finite sample t-tests for high-dimensional means	7
Editorial Board	7
Order selection for regression-based hidden Markov model	7
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	7
Robust penalized estimators for functional linear regression	7
A general approach for testing independence in Hilbert spaces	7
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	7
TNN: A transfer learning classifier based on weighted nearest neighbors	7
Tree-structured Markov random fields with Poisson marginal distributions	7
Bayesian inference of graph-based dependencies from mixed-type data	7
Estimation and order selection for multivariate exponential power mixture models	6
Inference for spatial regression models with functional response using a permutational approach	6
A conditional distribution function-based measure for independence and K	6
Perturbation theory for cross data matrix-based PCA	6
Matrix variate gamma distributions with unrestricted shape parameter	6
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	6
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	6
Factor modeling of multivariate time series: A frequency components approach	6
Matrix-valued isotropic covariance functions with local extrema	6
Duality for real and multivariate exponential families	5
Semi-functional varying coefficient mode-based regression	5
On the Mai–Wang stochastic decomposition for ℓ	5
Measuring dependence between random vectors via optimal transport	5

An independence test for functional variables based on kernel normalized cross-covariance operator	5
Robust signal recovery in Hadamard spaces	5
Principal component analysis and clustering on manifolds	5
Editorial Board	5
On simultaneous best linear unbiased prediction of future order statistics and associated properties	5
An overview on the progeny of the skew-normal family— A personal perspective	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
On estimation and order selection for multivariate extremes via clustering	5
On weighted multivariate sign functions	5
Financial Risk Meter FRM based on Expectiles	5
On the exact region determined by Spearman’s ρ and Blest’s measure	5
Independence tests in the presence of measurement errors: An invariance law	4
Functional additive expectile regression in the reproducing kernel Hilbert space	4
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation	4
On testing the equality of latent roots of scatter matrices under ellipticity	4
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs	4
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population	4
Tensor Stein-rules in a generalized tensor regression model	4
Editorial Board	4
Recent advances in shrinkage-based high-dimensional inference	4
Conditional specification of statistical models: Classical models, new developments and challenges	4
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis	4
Randomized extrapolation for accelerating EM-type fixed-point algorithms	4
Extreme partial least-squares	4
Shrinkage estimators of BLUE for time series regression models	4
Author Index	4
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	4
On functional data analysis and related topics	3
Editorial Board	3
High-dimensional nonconvex LASSO-type M-estimators	3
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data	3
The multirank likelihood for semiparametric canonical correlation analysis	3
On a class of finite mixture models that includes hidden Markov models	3
Editorial Board	3
An approximation to peak detection power using Gaussian random field theory	3
Editorial Board	3
Generating MCMC proposals by randomly rotating the regular simplex	3
Two-sample test for high-dimensional covariance matrices: A normal-reference approach	3
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime	3
Robust functional inverse regression	3
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence	3
Integrated shape-sensitive functional metrics	3
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes	3
Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	3
An overview of tests on high-dimensional means	3
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency	3
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings	3
Penalized estimation of hierarchical Archimedean copula	3
Hoeffding decomposition of functions of random dependent variables	3
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	3
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments	3
Special Issue on Functional Data Analysis and related fields	3
Explicit bivariate simplicial depth	3
Asymptotic properties of Dirichlet kernel density estimators	3
Editorial Board	3
A short history of statistical association: From correlation to correspondence analysis to copulas	3