Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bai, J. and Ng, S. | 6 | 3 | 11.0 | 0.078 | 1.000 | 100% | |
| 2 | Fan, J. and Liao, Y. and Mincheva, M. | 2011 | 5 | 3 | 9.0 | 0.065 | 1.000 | 100% |
| 3 | Brownlees, Christian and Gu\dh (self) | 2021 | 7 | 4 | 10.5 | 0.091 | 0.950 | 86% |
| 4 | Fan, Jianqing and Liao, Yuan and Mincheva, Martina | 2013 | 3 | 2 | 5.0 | 0.039 | 0.737 | 100% |
| 5 | Jushan Bai and Serena Ng | 3 | 2 | 6.0 | 0.039 | 0.737 | 100% | |
| 6 | Stock, James H and Watson, Mark W | 2002 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 7 | Bai, Jushan | 2003 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 8 | Onatski, Alexei | 2012 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 9 | Lecue, Guillaume and Mendelson, Shahar | 2016 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 10 | Mendelson, Shahar | 2018 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 11 | Lecue, Guillaume and Mendelson, Shahar | 2018 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 12 | Tsybakov, A. B. | 2003 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 13 | Jiang, Wenxin and Tanner, Martin A. | 2010 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 14 | Fan, J. and Masini, R. P. and Medeiros, M. C. | 2024 | 2 | 1 | 2.0 | 0.026 | 0.511 | 100% |
| 15 | Hotelling, Harold | 1957 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 16 | Kendall, M. | 1957 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 17 | James H. Stock and Mark W. Watson | 2012 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 18 | Brownlees, C. and Llorens-Terrazas, J. (self) | 2025 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 19 | Weichen Wang and Jianqing Fan (self) | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 20 | David Donoho and Matan Gavish and Iain Johnstone | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 21 | Forni, Mario and Hallin, Marc and Lippi, Marco and... | 2000 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 22 | Mario Forni and Marc Hallin and Marco Lippi and Lu... | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 23 | Bai, Jushan and Ng, Serena | 2006 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 24 | Jushan Bai and Serena Ng | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 25 | Jushan Bai and Kunpeng Li | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 26 | Jushan Bai and Kunpeng Li | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 27 | C. Lam and Q. Yao and N. Bathia | 2011 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 28 | Jianqing Fan and Yuan Liao and Weichen Wang (self) | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 29 | S\'\i | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 30 | Barigozzi, Matteo and Cho, Haeran | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% | |
| 31 | Liangjun Su and Xia Wang (self) | 2017 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 32 | Lecue, Guillaume and Mendelson, Shahar | 2017 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 33 | Birge, L. and Massart, P. | 1998 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 34 | Kam Chung Wong and Zifan Li and Ambuj Tewari | 2020 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 35 | Kock, Anders Bredahl and Callot, Laurent | 2015 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 36 | Dante Amengual and Mark W Watson | 2007 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 37 | Alexei Onatski | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% | |
| 38 | Clifford Lam and Qiwei Yao | 2012 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 39 | Seung C. Ahn and Alex R. Horenstein | 2013 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 40 | Yu, Long and He, Yong and Zhang, Xinsheng | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% | |
| 41 | Yoshimasa Uematsu and Takashi Yamagata | 2022 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 42 | Bosq, D. | 1998 | 4 | 2 | 2.0 | 0.052 | 0.175 | 0% |
| 43 | Liebscher, Eckhard | 1996 | 2 | 2 | 1.0 | 0.026 | 0.139 | 0% |
| 44 | Boucheron, S. and Lugosi, G. and Massart, P. | 2013 | 1 | 1 | 0.5 | 0.013 | 0.087 | 0% |
| 45 | Vershynin, R. | 1 | 1 | 0.5 | 0.013 | 0.087 | 0% |