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 2021-09-01 to 2025-09-01.)

Article	Citations
Level set and density estimation on manifolds	49
Estimation of multivariate asymmetric power GARCH models	34
Editorial Board	27
Minimax estimation of the mode of functional data	27
Editorial Board	24
Targeted principal components regression	23
Testing equality of spectral density operators for functional processes	23
Exponential bounds for regularized Hotelling’s T2 statistic in high dimension	22
Diagnostic checking of periodic vector autoregressive time series models with dependent errors	21
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model	20
Nonparametric testing for the specification of spatial trend functions	19
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction	19
On singular values of large dimensional lag-τ sample auto-correlatio	18
Ordinal pattern dependence and multivariate measures of dependence	18
Estimation of spatial autoregressive models with covariate measurement errors	17
On projection methods for functional time series forecasting	17
Parametric dependence between random vectors via copula-based divergence measures	17
Partially functional linear quantile regression model and variable selection with censoring indicators MAR	17
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio	16
A uniform kernel trick for high and infinite-dimensional two-sample problems	16
Quadratic discriminant analysis by projection	15
On the eigenvectors of large-dimensional sample spatial sign covariance matrices	15
Sparse online regression algorithm with insensitive loss functions	15
Minimaxity under the half-Cauchy prior	15
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data	13

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics	13
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds	12
Measuring and testing tail equivalence	12
Consistency of the objective general index in high-dimensional settings	12
Estimation of multiple networks with common structures in heterogeneous subgroups	12
Efficient calibration of computer models with multivariate output	12
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics	12
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation	10
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension	10
A semiparametric latent factor model for large scale temporal data with heteroscedasticity	10
Framelet block thresholding estimator for sparse functional data	10
Mean and covariance estimation for discretely observed high-dimensional functional data: Rates of convergence and division of observational regimes	10
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications	10
Convex comparison of Gaussian mixtures	9
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity	9
Multivariate tail dependence and local stochastic dominance	9
Asymptotic normality of the local linear estimator of the functional expectile regression	9
Robust Bayesian graphical modeling using γ-divergence	9
Kernel density estimation for partial linear multivariate responses models	9
Editorial Board	9
Tree-structured Markov random fields with Poisson marginal distributions	9
Asymptotic and bootstrap tests for subspace dimension	9
Fourier-type tests of mutual independence between functional time series	9
Testing the equality of a large number of means of functional data	9
Editorial Board	9
Finite sample t-tests for high-dimensional means	8
Smoothly adaptively centered ridge estimator	8
TNN: A transfer learning classifier based on weighted nearest neighbors	8
Order selection for regression-based hidden Markov model	8
Bayesian inference of graph-based dependencies from mixed-type data	8
Variable selection in functional regression models: A review	8
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	8
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables	8
Estimation and order selection for multivariate exponential power mixture models	7
Robust penalized estimators for functional linear regression	7
Financial Risk Meter FRM based on Expectiles	7
Factor modeling of multivariate time series: A frequency components approach	7
Matrix variate gamma distributions with unrestricted shape parameter	7
Perturbation theory for cross data matrix-based PCA	7
A general approach for testing independence in Hilbert spaces	7
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries	7
Test of conditional independence in factor models via Hilbert–Schmidt independence criterion	7
Inference for spatial regression models with functional response using a permutational approach	7
Robust semi-functional censored regression	7
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices	7
A conditional distribution function-based measure for independence and K	7
Principal component analysis and clustering on manifolds	6
On simultaneous best linear unbiased prediction of future order statistics and associated properties	6
Measuring dependence between random vectors via optimal transport	6
Extreme partial least-squares	6

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