Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bruce E. Hansen | 2007 | 10 | 4 | 17.0 | 0.116 | 1.000 | 100% |
| 2 | Jing Lei and Max G’Sell, Alessandro Rinaldo and Ry... | 2018 | 14 | 6 | 25.0 | 0.163 | 1.000 | 100% |
| 3 | Granger, C. W. J. and R. Ramanathan | 1984 | 11 | 4 | 21.0 | 0.128 | 1.000 | 100% |
| 4 | Hansen, B. E. and Racine, J. | 2012 | 4 | 2 | 6.0 | 0.047 | 0.811 | 100% |
| 5 | Vovk, Vladimir and Gammerman, Alexander and Shafer... | 2005 | 4 | 2 | 6.0 | 0.047 | 0.811 | 100% |
| 6 | S. T. Buckland and K. P. Burnham and N. H. Augusti... | 1997 | 3 | 2 | 4.0 | 0.035 | 0.737 | 100% |
| 7 | Goyal, Amit and Welch, Ivo and Zafirov, Athanasse | 2024 | 3 | 2 | 5.0 | 0.035 | 0.737 | 100% |
| 8 | Tibshirani, Ryan J and Foygel Barber, Rina and Can... | 2019 | 2 | 2 | 4.0 | 0.023 | 0.644 | 100% |
| 9 | Boudoukh, Jacob and Richardson, Matthew and Whitel... | 2008 | 3 | 1 | 6.0 | 0.035 | 0.585 | 100% |
| 10 | Raftery, Adrian E and Madigan, David and Hoeting, ... | 1997 | 2 | 1 | 2.0 | 0.023 | 0.511 | 100% |
| 11 | Rina Foygel Barber and Emmanuel J. Cande | 2023 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% |
| 12 | Donald W. K. Andrews | 2003 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% |
| 13 | Atsushi Inoue and Lutz Kilian | 2008 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% |
| 14 | I-Cheng Yeh and Tzu-Kuang Hsu | 2018 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% |
| 15 | Hoeting, Jennifer A and Madigan, David and Raftery... | 1999 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 16 | Breiman, Leo | 2001 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 17 | Hastie, Trevor and Tibshirani, Robert and Friedman... | 2009 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 18 | White, Halbert | 1982 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 19 | Halbert White | 1984 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 20 | Halbert White | 1994 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 21 | Xinyu Zhang and Guohua Zou and Hua Liang and Raymo... (self) | 2020 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 22 | Nils Lid Hjort and Gerda Claeskens | 2003 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 23 | Chernozhukov, Victor and Wuthrich, Kaspar and Zhu,... | 2018 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 24 | Stock, James H. and Watson, Mark W. | 2006 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 25 | Timmermann, Allan | 2006 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 26 | Gerda Claeskens and Jan R. Magnus and Andrey L. Va... (self) | 2016 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 27 | Halbert White | 2001 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 28 | Sin, Chor-Yiu and White, Halbert | 1996 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 29 | Hansen, Bruce E. | 2008 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 30 | Jun Liao and Guohua Zou and Yan Gao and Xinyu Zhan... (self) | 2021 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 31 | Xinyu Zhang and Alan T.K. Wan and Guohua Zou (self) | 2013 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 32 | Romano, Yaniv and Patterson, Evan and Candes, Emma... | 2019 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 33 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% | ||
| 34 | Donald W. K. Andrews | 1991 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 35 | Peter R. Hansen and Asger Lunde | 2005 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 36 | Breiman, Leo | 1996 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |