Citation Analysis – Sparse High-Dimensional Vector Autoregressive Bootstrap

Sparse High-Dimensional Vector Autoregressive Bootstrap
Robert Adamek, Stephan Smeekes, Ines Wilms
https://arxiv.org/abs/2302.01233

Citation mentions

Cited references

Sections

2,193

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Chernozhukov, V., D. Chetverikov, and Y. Koike	2023	7	3	13.0	0.082	1.000	100%
2	Krampe, J., J.-P. Kreiss, and E. Paparoditis	2021	8	5	14.0	0.094	1.000	100%
3	Kock, A. B. and L. Callot	2015	7	4	14.0	0.082	1.000	100%
4	Adamek, R., S. Smeekes, and I. Wilms (self)	2023	10	2	20.0	0.118	0.874	100%
5	Vershynin, R	2019	9	2	18.0	0.106	0.874	100%
6	Kock, A. B., R. S. Pedersen, and J. R.-V. S\orense...	2024	3	3	6.0	0.035	0.843	100%
7	Chernozhukov, V., D. Chetverikov, and K. Kato	2013	3	2	5.0	0.035	0.737	100%
8	Chernozhukov, V., D. Chetverikov, and K. Kato	2017	3	2	5.0	0.035	0.737	100%
9	Paparoditis, E	1996	2	2	3.0	0.024	0.644	100%
10	Hecq, A., L. Margaritella, and S. Smeekes (self)	2023	2	2	4.0	0.024	0.644	100%
11	Nicholson, W. B., I. Wilms, J. Bien, and D. S. Mat... (self)	2020	2	2	4.0	0.024	0.644	100%
12	Barigozzi, M., H. Cho, and D. Owens	2024	2	2	4.0	0.024	0.644	100%
13	Masini, R. P., M. C. Medeiros, and E. F. Mendes	2021	2	1	4.0	0.024	0.511	100%
14	van der Vaart, A. W. and J. A. Wellner	1996	2	1	4.0	0.024	0.511	100%
15	Zhang, D. and W. B. Wu	2017	1	1	1.0	0.012	0.406	100%
16	Giessing, A. and J. Fan	2020	1	1	1.0	0.012	0.406	100%
17	Chernozhukov, V., D. Chetverikov, K. Kato, and Y. ...	2023	1	1	1.0	0.012	0.406	100%
18	Zhang, X. and G. Cheng	2018	1	1	1.0	0.012	0.406	100%
19	Wu, W. B	2005	1	1	1.0	0.012	0.406	100%
20	Park, J. Y	2002	1	1	1.0	0.012	0.406	100%
21	Chang, Y. and J. Y. Park	2003	1	1	1.0	0.012	0.406	100%
22	Meyer, M. and J.-P. Kreiss	2015	1	1	1.0	0.012	0.406	100%
23	Kilian, L. and H. Lutkepohl	2017	1	1	1.0	0.012	0.406	100%
24	Tibshirani, R	1996	1	1	1.0	0.012	0.406	100%
25	Trapani, L	2013	1	1	1.0	0.012	0.406	100%
26	Bi, D., H. L. Shang, Y. Yang, and H. Zhu	2021	1	1	1.0	0.012	0.406	100%
27	Romano, J. P. and M. Wolf	2005	1	1	2.0	0.012	0.406	100%
28	Liu, L. and D. Zhang	2021	1	1	2.0	0.012	0.406	100%
29	Bickel, P. J., Y. Ritov, and A. B. Tsybakov	2009	1	1	2.0	0.012	0.406	100%
30	Medeiros, M. C. and E. F. Mendes	2016	1	1	2.0	0.012	0.406	100%
31	Shao, X	2011	1	1	2.0	0.012	0.406	100%
32	Zhang, X. and G. Cheng	2014	1	1	2.0	0.012	0.406	100%
33	Palm, F. C., S. Smeekes, and J.-P. Urbain (self)	2011	1	1	2.0	0.012	0.406	100%
34	Smeekes, S (self)	2015	1	1	2.0	0.012	0.406	100%
35	Andrews, D. W	1991	1	1	2.0	0.012	0.406	100%
36	Kilian, L		1	1	2.0	0.012	0.406	100%
37	Gentle, J. E	2007	1	1	2.0	0.012	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Chernozhukov, V., D. Chetverikov, and Y. Koike

2023

13.0

0.082

1.000

100%

Krampe, J., J.-P. Kreiss, and E. Paparoditis

2021

14.0

0.094

1.000

100%

Kock, A. B. and L. Callot

2015

14.0

0.082

1.000

100%

Adamek, R., S. Smeekes, and I. Wilms (self)

2023

20.0

0.118

0.874

100%

Vershynin, R

2019

18.0

0.106

0.874

100%

Kock, A. B., R. S. Pedersen, and J. R.-V. S\orense...

2024

6.0

0.035

0.843

100%

Chernozhukov, V., D. Chetverikov, and K. Kato

2013

5.0

0.035

0.737

100%

Chernozhukov, V., D. Chetverikov, and K. Kato

2017

5.0

0.035

0.737

100%

Paparoditis, E

1996

3.0

0.024

0.644

100%

Hecq, A., L. Margaritella, and S. Smeekes (self)

2023

4.0

0.024

0.644

100%

Nicholson, W. B., I. Wilms, J. Bien, and D. S. Mat... (self)

2020

4.0

0.024

0.644

100%

Barigozzi, M., H. Cho, and D. Owens

2024

4.0

0.024

0.644

100%

Masini, R. P., M. C. Medeiros, and E. F. Mendes

2021

4.0

0.024

0.511

100%

van der Vaart, A. W. and J. A. Wellner

1996

4.0

0.024

0.511

100%

Zhang, D. and W. B. Wu

2017

1.0

0.012

0.406

100%

Giessing, A. and J. Fan

2020

1.0

0.012

0.406

100%

Chernozhukov, V., D. Chetverikov, K. Kato, and Y. ...

2023

1.0

0.012

0.406

100%

Zhang, X. and G. Cheng

2018

1.0

0.012

0.406

100%

Wu, W. B

2005

1.0

0.012

0.406

100%

Park, J. Y

2002

1.0

0.012

0.406

100%

Chang, Y. and J. Y. Park

2003

1.0

0.012

0.406

100%

Meyer, M. and J.-P. Kreiss

2015

1.0

0.012

0.406

100%

Kilian, L. and H. Lutkepohl

2017

1.0

0.012

0.406

100%

Tibshirani, R

1996

1.0

0.012

0.406

100%

Trapani, L

2013

1.0

0.012

0.406

100%

Bi, D., H. L. Shang, Y. Yang, and H. Zhu

2021

1.0

0.012

0.406

100%

Romano, J. P. and M. Wolf

2005

2.0

0.012

0.406

100%

Liu, L. and D. Zhang

2021

2.0

0.012

0.406

100%

Bickel, P. J., Y. Ritov, and A. B. Tsybakov

2009

2.0

0.012

0.406

100%

Medeiros, M. C. and E. F. Mendes

2016

2.0

0.012

0.406

100%

Shao, X

2011

2.0

0.012

0.406

100%

Zhang, X. and G. Cheng

2014

2.0

0.012

0.406

100%

Palm, F. C., S. Smeekes, and J.-P. Urbain (self)

2011

2.0

0.012

0.406

100%

Smeekes, S (self)

2015

2.0

0.012

0.406

100%

Andrews, D. W

1991

2.0

0.012

0.406

100%

Kilian, L

2.0

0.012

0.406

100%

Gentle, J. E

2007

2.0

0.012

0.406

100%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.