Citation Analysis – Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions %\begincomment

Citation Analysis

Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions %\begincomment
Anders Bredahl Kock, Rasmus Søndergaard Pedersen, Jesper Riis-Vestergaard Sørensen
https://arxiv.org/abs/2403.06657

116

Citation mentions

Cited references

Sections

3,865

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	Kock, A. B. and Callot, L (self)	2015	10	3	17.0	0.086	1.000	100%
2	Wong, K. C., Li, Z., and Tewari, A	2020	8	3	11.0	0.069	0.957	88%
3	Belloni, A., Chernozhukov, V., and Wang, L	2011	5	3	7.5	0.043	0.928	80%
4	Miao, L., Phillips, P. C. B., and Su, L	2023	8	2	12.0	0.069	0.874	100%
5	Masini, R. P., Medeiros, M. C., and Mendes, E. F	2022	8	2	13.0	0.069	0.874	100%
6	Basu, S. and Michailidis, G	2015	4	2	6.0	0.034	0.811	100%
7	Gao, L., Shao, Q.-M., and Shi, J	2022	6	4	6.5	0.052	0.794	50%
8	Belloni, A., Chen, D., Chernozhukov, V., and Hanse...	2012	13	7	13.5	0.112	0.773	46%
9	Chernozhukov, V., Hardle, W. K., Huang, C., and Wa...	2021	3	2	4.0	0.026	0.737	100%
10	Adamek, R., Smeekes, S., and Wilms, I	2023	3	2	4.0	0.026	0.737	100%
11	Medeiros, M. C. and Mendes, E. F	2016	3	2	4.0	0.026	0.737	100%
12	Han, F. and Liu, H	2013	2	2	3.0	0.017	0.644	100%
13	Davis, R. A., Zang, P., and Zheng, T	2016	2	2	3.0	0.017	0.644	100%
14	Javanmard, A. and Montanari, A	2014	2	2	3.0	0.017	0.644	100%
15	van de Geer, S., Buhlmann, P., Ritov, Y., and Deze...	2014	2	2	3.0	0.017	0.644	100%
16	Zhang, C.-H. and Zhang, S. S	2014	2	2	3.0	0.017	0.644	100%
17	Wu, W. B	2005	2	1	2.0	0.017	0.511	100%
18	Babii, A., Ghysels, E., and Striaukas, J	2022	2	1	2.0	0.017	0.511	100%
19	Lutkepohl, H	2005	1	1	1.0	0.009	0.406	100%
20	Tibshirani, R	1996	1	1	1.0	0.009	0.406	100%
21	Song, S. and Bickel, P. J	2011	1	1	1.0	0.009	0.406	100%
22	Han, F., Lu, H., and Liu, H	2015	1	1	1.0	0.009	0.406	100%
23	Guo, S., Wang, Y., and Yao, Q	2016	1	1	1.0	0.009	0.406	100%
24	Wu, W.-B. and Wu, Y. N	2016	1	1	1.0	0.009	0.406	100%
25	Chen, X., Shao, Q.-M., Wu, W. B., and Xu, L	2016	1	1	1.0	0.009	0.406	100%
26	Xie, F. and Xiao, Z	2018	1	1	1.0	0.009	0.406	100%
27	Pfanzagl, J	1994	1	1	2.0	0.009	0.406	100%
28	Tibshirani, R	2013	1	1	2.0	0.009	0.406	100%
29	Sun, T. and Zhang, C.-H	2012	1	1	2.0	0.009	0.406	100%
30	McCracken, M. W. and Ng, S	2016	1	1	2.0	0.009	0.406	100%
31	Kuchibhotla, A. K. and Chakrabortty, A	2022	4	3	2.0	0.034	0.200	0%
32	Vladimirova, M., Girard, S., Nguyen, H., and Arbel...	2020	4	3	2.0	0.034	0.200	0%
33	Horn, R. and Johnson, C	1985	3	2	1.5	0.026	0.159	0%
34	Bickel, P. J., Ritov, Y., and Tsybakov, A. B	2009	2	2	1.0	0.017	0.139	0%
35	Wu, W. B. and Shao, X	2004	1	1	0.5	0.009	0.087	0%
36	Zhang, X. and Cheng, G	2018	1	1	0.5	0.009	0.087	0%
37	Loh, P.-L. and Wainwright, M. J	2012	1	1	0.5	0.009	0.087	0%
38	Negahban, S. N., Ravikumar, P., Wainwright, M. J.,...	2012	1	1	0.5	0.009	0.087	0%
39			1	1	0.5	0.009	0.087	0%
40	Belloni, A. and Chernozhukov, V	2013	1	1	0.5	0.009	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Kock, A. B. and Callot, L (self)

2015

17.0

0.086

1.000

100%

Wong, K. C., Li, Z., and Tewari, A

2020

11.0

0.069

0.957

88%

Belloni, A., Chernozhukov, V., and Wang, L

2011

7.5

0.043

0.928

80%

Miao, L., Phillips, P. C. B., and Su, L

2023

12.0

0.069

0.874

100%

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

2022

13.0

0.069

0.874

100%

Basu, S. and Michailidis, G

2015

6.0

0.034

0.811

100%

Gao, L., Shao, Q.-M., and Shi, J

2022

6.5

0.052

0.794

50%

Belloni, A., Chen, D., Chernozhukov, V., and Hanse...

2012

13.5

0.112

0.773

46%

Chernozhukov, V., Hardle, W. K., Huang, C., and Wa...

2021

4.0

0.026

0.737

100%

Adamek, R., Smeekes, S., and Wilms, I

2023

4.0

0.026

0.737

100%

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

2016

4.0

0.026

0.737

100%

Han, F. and Liu, H

2013

3.0

0.017

0.644

100%

Davis, R. A., Zang, P., and Zheng, T

2016

3.0

0.017

0.644

100%

Javanmard, A. and Montanari, A

2014

3.0

0.017

0.644

100%

van de Geer, S., Buhlmann, P., Ritov, Y., and Deze...

2014

3.0

0.017

0.644

100%

Zhang, C.-H. and Zhang, S. S

2014

3.0

0.017

0.644

100%

Wu, W. B

2005

2.0

0.017

0.511

100%

Babii, A., Ghysels, E., and Striaukas, J

2022

2.0

0.017

0.511

100%

Lutkepohl, H

2005

1.0

0.009

0.406

100%

Tibshirani, R

1996

1.0

0.009

0.406

100%

Song, S. and Bickel, P. J

2011

1.0

0.009

0.406

100%

Han, F., Lu, H., and Liu, H

2015

1.0

0.009

0.406

100%

Guo, S., Wang, Y., and Yao, Q

2016

1.0

0.009

0.406

100%

Wu, W.-B. and Wu, Y. N

2016

1.0

0.009

0.406

100%

Chen, X., Shao, Q.-M., Wu, W. B., and Xu, L

2016

1.0

0.009

0.406

100%

Xie, F. and Xiao, Z

2018

1.0

0.009

0.406

100%

Pfanzagl, J

1994

2.0

0.009

0.406

100%

Tibshirani, R

2013

2.0

0.009

0.406

100%

Sun, T. and Zhang, C.-H

2012

2.0

0.009

0.406

100%

McCracken, M. W. and Ng, S

2016

2.0

0.009

0.406

100%

Kuchibhotla, A. K. and Chakrabortty, A

2022

2.0

0.034

0.200

Vladimirova, M., Girard, S., Nguyen, H., and Arbel...

2020

2.0

0.034

0.200

Horn, R. and Johnson, C

1985

1.5

0.026

0.159

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

2009

1.0

0.017

0.139

Wu, W. B. and Shao, X

2004

0.5

0.009

0.087

Zhang, X. and Cheng, G

2018

0.5

0.009

0.087

Loh, P.-L. and Wainwright, M. J

2012

0.5

0.009

0.087

Negahban, S. N., Ravikumar, P., Wainwright, M. J.,...

2012

0.5

0.009

0.087

0.5

0.009

0.087

Belloni, A. and Chernozhukov, V

2013

0.5

0.009

0.087

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.