Citation Analysis

Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
Thomas T. Yang
https://arxiv.org/abs/2510.01535

Citation mentions

Cited references

Sections

5,641

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	Laurens de Haan and Chen Zhou	2021	5	3	9.0	0.139	1.000	100%
2	Victor Chernozhukov	2005	7	4	12.0	0.194	1.000	100%
3	Hansheng Wang and Chih-Ling Tsai	2009	13	5	18.5	0.361	0.916	77%
4	Rui Li and Chenlei Leng and Jinhong You	2022	3	2	5.0	0.083	0.737	100%
5	Laurens de Haan and Ana Ferreira	2006	2	1	2.0	0.056	0.511	100%
6	Einmahl, John H. J. and Haan, Laurens and Zhou, Ch...	2014	2	1	4.0	0.056	0.511	100%
7	Bruce M. Hill	1975	1	1	1.0	0.028	0.406	100%
8	Peter Hall and Nader Tajvidi	2000	1	1	1.0	0.028	0.406	100%
9	Victor Chernozhukov and Iv\'a	2017	1	1	2.0	0.028	0.406	100%
10	João Nicolau and Paulo M.M. Rodrigues and Marian Z...	2023	1	1	2.0	0.028	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.