Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Mari, D. D. and Kotz, S | 2001 | 3 | 3 | 4.0 | 0.042 | 0.843 | 100% |
| 2 | Joe, H | 2014 | 3 | 3 | 4.0 | 0.042 | 0.843 | 100% |
| 3 | McNeil, A. J., Frey, R., and Embrechts, P | 2015 | 5 | 4 | 6.0 | 0.070 | 0.843 | 60% |
| 4 | Embrechts, P., McNeil, A., and Straumann, D | 2002 | 7 | 3 | 7.5 | 0.099 | 0.830 | 57% |
| 5 | Balakrishnan, N. and Lai, C. D | 2009 | 3 | 2 | 4.0 | 0.042 | 0.737 | 100% |
| 6 | Coles, S., Heffernan, J., and Tawn, J | 1999 | 3 | 2 | 5.0 | 0.042 | 0.737 | 100% |
| 7 | Genest, C. and Ne\vslehova, J | 2007 | 2 | 2 | 3.0 | 0.028 | 0.644 | 100% |
| 8 | Lehmann, E. L | 1966 | 4 | 2 | 5.0 | 0.056 | 0.644 | 50% |
| 9 | Stulp, G., Buunk, A. P., Pollet, T. V., Nettle, D.... | 2013 | 3 | 1 | 6.0 | 0.042 | 0.585 | 100% |
| 10 | Blomqvist, N | 1950 | 2 | 1 | 4.0 | 0.028 | 0.511 | 100% |
| 11 | Tj\ostheim, D., Otneim, H., and St\ove, B | 2022 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 12 | Renyi, A | 1959 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 13 | Schweizer, B. and Wolff, E. F | 1981 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 14 | Koenker, R. and Bassett Jr, G | 1978 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 15 | Newey, W. K. and Powell, J. L | 1987 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 16 | Chernozhukov, V., Fernandez-Val, I., and Melly, B | 2013 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 17 | Kneib, T., Silbersdorff, A., and Safken, B | 2023 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 18 | Nolde, N. and Ziegel, J. F | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 19 | Dimitriadis, T., Patton, A. J., and Schmidt, P. W | 2021 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 20 | Huber, P. J | 1967 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 21 | Hansen, L. P | 1982 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 22 | Newey, W. K. and McFadden, D | 1994 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 23 | Gneiting, T. and Resin, J | 2021 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 24 | Hoeffding, W | 1940 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 25 | Frechet, M | 1957 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 26 | Cole, L. C | 1949 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 27 | Vandenhende, F. and Lambert, P | 2003 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 28 | Linton, O. and Whang, Y.-J | 2007 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 29 | Han, H., Linton, O., Oka, T., and Whang, Y.-J | 2016 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 30 | Li, G., Li, Y., and Tsai, C.-L | 2015 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 31 | Dubrule, O | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 32 | Holland, P. W. and Wang, Y. J | 1987 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 33 | Jones, M. C | 1996 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 34 | Tj\ostheim, D. and Hufthammer, K. O | 2013 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 35 | Joe, H | 1993 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 36 | Fiebig, U.-R., Strokorb, K., and Schlather, M | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 37 | Szekely, G. J., Rizzo, M. L., and Bakirov, N. K | 2007 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 38 | Szekely, G. J. and Rizzo, M. L | 2009 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 39 | Chatterjee, S | 2021 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 40 | Reshef, D. N., Reshef, Y. A., Finucane, H. K., Gro... | 2011 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 41 | Dimitriadis, T., Fissler, T., and Ziegel, J (self) | 2023 | 3 | 1 | 1.5 | 0.042 | 0.126 | 0% |
| 42 | Ruschendorf, L | 2009 | 2 | 1 | 1.0 | 0.028 | 0.110 | 0% |
| 43 | Huber, P. J. and Ronchetti, E. M | 2009 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |