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 2020-05-01 to 2024-05-01.)

Article	Citations
Dimensionality reduction for binary data through the projection of natural parameters	47
Approximating smooth functions by deep neural networks with sigmoid activation function	33
A 50-year personal journey through time with principal component analysis	25
The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data	25
Uniform limit theorems for a class of conditional Z-estimators when co	21
Sequential estimation of Spearman rank correlation using Hermite series estimators	19
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation	14
Unifying compactly supported and Matérn covariance functions in spatial statistics	14
Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility	13
An overview on the progeny of the skew-normal family— A personal perspective	13
Renewal type bootstrap for increasing degree U-process of a Markov chain	13
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions	12
Nonlinear and additive principal component analysis for functional data	12
Likelihood ratio tests for many groups in high dimensions	12
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	11
Testing and estimating change-points in the covariance matrix of a high-dimensional time series	11
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	11
Statistical analysis of multivariate discrete-valued time series	10
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings	10
On the copula correlation ratio and its generalization	10
On the estimation of entropy in the FastICA algorithm	10
Variable selection in functional regression models: A review	10
Asymptotic properties of Bernstein estimators on the simplex	10
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions	10
On functional data analysis and related topics	10

Parametrising correlation matrices	10
Measuring dependence between random vectors via optimal transport	9
Asymptotic and bootstrap tests for subspace dimension	9
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-	9
On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation	9
Copula-based regression models with data missing at random	9
Robust functional principal component analysis for non-Gaussian longitudinal data	9
Estimating an extreme Bayesian network via scalings	9
Single-index composite quantile regression for massive data	8
On the usage of joint diagonalization in multivariate statistics	8
An overview of skew distributions in model-based clustering	8
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function	8
Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness	8
A topologically valid construction of depth for functional data	8
Linear orderings of the scale mixtures of the multivariate skew-normal distribution	7
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application	7
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas	7
Recent advances in shrinkage-based high-dimensional inference	7
Principal component analysis and clustering on manifolds	7
Multiply robust subgroup identification for longitudinal data with dropouts via median regression	7
A goodness-of-fit test for elliptical distributions with diagnostic capabilities	7
Inference in high dimensional linear measurement error models	7
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims	7
Testing the equality of a large number of means of functional data	7
Kernel density estimation for partial linear multivariate responses models	7
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies	6
Pseudo-quantile functional data clustering	6
Ordinal pattern dependence as a multivariate dependence measure	6
Projection theorems and estimating equations for power-law models	6
Bivariate symmetric Heckman models and their characterization	6
Conformal prediction bands for multivariate functional data	6
Principal component analysis of infinite variance functional data	6
Asymptotic properties of Dirichlet kernel density estimators	6
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix	6
Model-free feature screening for ultrahigh dimensional classification	6
On projection methods for functional time series forecasting	6
On the behavior of the DFA and DCCA in trend-stationary processes	6
Change point analysis of covariance functions: A weighted cumulative sum approach	6
Financial Risk Meter FRM based on Expectiles	6
Reconstruction of atomic measures from their halfspace depth	6
A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance	6
Testing independence of functional variables by angle covariance	6
An association test for functional data based on Kendall’s Tau	6
Expectile depth: Theory and computation for bivariate datasets	6
On attainability of Kendall’s tau matrices and concordance signatures	6
Kernel density estimation on symmetric spaces of non-compact type	5
Ordering results for elliptical distributions with applications to risk bounds	5
An overview of tests on high-dimensional means	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

Robust nonparametric estimation of the conditional tail dependence coefficient	5
Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings	5
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches	5
Edge statistics of large dimensional deformed rectangular matrices	5
On the specification of multivariate association measures and their behaviour with increasing dimension	5
Inference in functional linear quantile regression	5
Canonical correlation analysis for elliptical copulas	5
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior	5
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	5
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	5
Continuous time hidden Markov model for longitudinal data	5
Likelihood ratio tests under model misspecification in high dimensions	5
A new general class of RC association models: Estimation and main properties	5
Simultaneous inference for Kendall’s tau	5
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	4
Bayesian shrinkage estimation of negative multinomial parameter vectors	4
Biclustering analysis of functionals via penalized fusion	4
Notes on the prehistory of principal components analysis	4
Advanced topics in Sliced Inverse Regression	4
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings	4
Data driven orthogonal basis selection for functional data analysis	4
Robust projected principal component analysis for large-dimensional semiparametric factor modeling	4
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space	4
Heckman selection-t model: Parameter estimation via the EM-algorithm	4
Some aspects of response variable selection and estimation in multivariate linear regression	4
Updating of the Gaussian graphical model through targeted penalized estimation	4
Locally optimal designs for multivariate generalized linear models	4
A Central Limit Theorem for extrinsic antimeans and estimation of Veronese–Whitney means and antimeans on planar Kendall shape spaces	4
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference 4
An independence test based on recurrence rates	4
Scalable interpretable learning for multi-response error-in-variables regression	4
Kurtosis test of modality for rotationally symmetric distributions on hyperspheres	4
Principal components analysis and cyclostationarity	4
Univariate likelihood projections and characterizations of the multivariate normal distribution	4
Change-point problems for multivariate time series using pseudo-observations	4
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	4
High dimensional change point inference: Recent developments and extensions	4
Splitting models for multivariate count data	4
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis	4
A formulation for continuous mixtures of multivariate normal distributions	4
Perturbation theory for cross data matrix-based PCA	4
ℓ2,	4
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	4
Fast implementation of partial least squares for function-on-function regression	4
Order selection for regression-based hidden Markov model	4
Functional ANOVA based on empirical characteristic functionals	4
Compound vectors of subordinators and their associated positive Lévy copulas	4