Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Westfall, P. and S. Young | 1993 | 7 | 4 | 13.0 | 0.075 | 1.000 | 100% |
| 2 | Romano, J. and M. Wolf | 2005 | 6 | 4 | 11.0 | 0.065 | 1.000 | 100% |
| 3 | Ledoit, O. and M. Wolf | 2004 | 4 | 4 | 7.0 | 0.043 | 0.928 | 100% |
| 4 | Lehmann, E. and J. Romano | 2005 | 3 | 2 | 5.0 | 0.032 | 0.737 | 100% |
| 5 | Randles, R. and D. Wolfe | 1979 | 3 | 2 | 6.0 | 0.032 | 0.737 | 100% |
| 6 | Dufour, J.-M | 2006 | 3 | 2 | 6.0 | 0.032 | 0.737 | 100% |
| 7 | Ledoit, O. and M. Wolf | 2003 | 2 | 2 | 3.0 | 0.022 | 0.644 | 100% |
| 8 | Zhu, L.-X. and G. Neuhaus | 2000 | 2 | 2 | 4.0 | 0.022 | 0.644 | 100% |
| 9 | Ledoit, O. and M. Wolf | 2015 | 2 | 2 | 4.0 | 0.022 | 0.644 | 100% |
| 10 | Ramprasad, P | 2016 | 2 | 2 | 4.0 | 0.022 | 0.644 | 100% |
| 11 | De Nard, G., R. Engle, O. Ledoit, and M. Wolf | 2022 | 3 | 1 | 6.0 | 0.032 | 0.585 | 100% |
| 12 | El Karoui, N | 2008 | 2 | 1 | 2.0 | 0.022 | 0.511 | 100% |
| 13 | Ge, Y., S. Dudoit, and T. Speed | 2003 | 2 | 1 | 4.0 | 0.022 | 0.511 | 100% |
| 14 | Romano, J. and M. Wolf | 2007 | 2 | 1 | 4.0 | 0.022 | 0.511 | 100% |
| 15 | Scheuch, C., S. Voigt, and P. Weiss | 2023 | 2 | 1 | 4.0 | 0.022 | 0.511 | 100% |
| 16 | Engle, R., O. Ledoit, and M. Wolf | 2019 | 2 | 1 | 4.0 | 0.022 | 0.511 | 100% |
| 17 | Kirby, C. and B. Ostdiek | 2012 | 2 | 1 | 4.0 | 0.022 | 0.511 | 100% |
| 18 | Johnstone, I | 2001 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 19 | Ledoit, O. and M. Wolf | 2012 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 20 | Won, J.-H., J. Lim, S.-J. Kim, and B. Rajaratnam | 2013 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 21 | Abadir, K., W. Distaso, and F. \vZike\vs | 2014 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 22 | Bickel, P. and E. Levina | 2008b | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 23 | Wu, W. and M. Pourahmadi | 2009 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 24 | Bickel, P. and E. Levina | 2008a | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 25 | Rothman, A., E. Levina, and J. Zhu | 2009 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 26 | Cai, T. and W. Liu | 2011 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 27 | Bailey, N., H. Pesaran, and V. Smith | 2019 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 28 | Romano, J., A. Shaikh, and M. Wolf | 2008 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 29 | Dwass, M | 1957 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 30 | Barnard, G | 1963 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 31 | Birnbaum, Z | 1974 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 32 | Cont, R | 2001 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 33 | Lehmann, E. and C. Stein | 1949 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 34 | Dufour, J.-M | 2003 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 35 | Goeman, J. and A. Solari | 2011 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 36 | Schafer, J. and K. Strimmer | 2005 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 37 | Soper, H. E., A. W. Young, B. M. Cave, A. Lee, and... | 1917 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 38 | Silvennoinen, A. and T. Ter\"asvirta | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 39 | Boudt, K., A. Galanos, S. Payseur, and E. Zivot | 2019 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 40 | Chib, S., Y. Omori, and M. Asai | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 41 | Fang, K.-T., S. Kotz, and K. Ng | 1990 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 42 | Berk, J | 1997 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 43 | Chamberlain, G | 1983 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 44 | Owen, J. and R. Rabinovitch | 1983 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 45 | Serfling, R | 2006 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 46 | Cormen, T., C. Leiserson, R. Rivest, and C. Stein | 2022 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 47 | Westfall, P. and J. Troendle | 2008 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 48 | Goeman, J. and A. Solari | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 49 | Romano, J. and M. Wolf | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 50 | Toulis, P. and J. Bean | 2021 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 51 | Bollerslev, T | 1990 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 52 | Bretz, F., T. Hothorn, and P. Westfall | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 53 | Jagannathan, R. and T. Ma | 2003 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 54 | DeMiguel, V., L. Garlappi, and R. Uppal | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 55 | French, K | 2008 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 56 | Ledoit, O. and M. Wolf | 2011 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 57 | Baker, S., N. Bloom, S. Davis, K. Kost, M. Sammon,... | 2020 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 58 | Dufour, J.-M. and L. Khalaf | 2002 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 59 | Dufour, J.-M | 1989 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 60 | 2 | 1 | 1.0 | 0.022 | 0.110 | 0% |