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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Recent advances in shrinkage-based high-dimensional inference
Olha Bodnar, Taras Bodnar, Nestor Parolya
Journal of Multivariate Analysis (2021) Vol. 188, pp. 104826-104826
Open Access | Times Cited: 13

Showing 13 citing articles:

Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models
Siyavash Rahimi, Farzad Eskandari
Communication in Statistics- Theory and Methods (2025), pp. 1-13
Closed Access
High-Dimensional portfolio selection with HDShOP package
Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, et al.
European Journal of Finance (2025), pp. 1-23
Open Access
On the mean and variance of the estimated tangency portfolio weights for small samples
Gustav Alfelt, Stepan Mazur
Modern Stochastics Theory and Applications (2022), pp. 453-482
Open Access | Times Cited: 7
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices
Gustav Alfelt, Taras Bodnar, Farrukh Javed, et al.
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 833-845
Open Access | Times Cited: 3
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Taras Bodnar, Nestor Parolya, Erik Thorsén
Finance research letters (2023) Vol. 54, pp. 103807-103807
Open Access | Times Cited: 1
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach
Xuanci Wang, Bin Zhang
Statistics & Probability Letters (2024) Vol. 208, pp. 110048-110048
Closed Access
Quasi shrinkage estimation of a block-structured covariance matrix
Augustyn Markiewicz, Monika Mokrzycka, Malwina Mrowińska
Journal of Statistical Computation and Simulation (2024) Vol. 94, Iss. 14, pp. 3093-3110
Closed Access
Nonlinear shrinkage test on a large‐dimensional covariance matrix
Taras Bodnar, Nestor Parolya, Frederik Veldman
Statistica Neerlandica (2024)
Open Access
Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix
Taras Bodnar, Stepan Mazur, Hoang Nguyen
(2024), pp. 259-278
Closed Access
Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization
Shiguo Huang, Linyu Cao, Ruili Sun, et al.
Mathematics (2024) Vol. 12, Iss. 21, pp. 3376-3376
Open Access
Shrinkage estimators of large covariance matrices with Toeplitz targets in array signal processing
Bin Zhang, Shoucheng Yuan
Scientific Reports (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 2
Estimation of Large-Dimensional Covariance Matrices via Second-Order Stein-Type Regularization
Bin Zhang, Hengzhen Huang, Jianbin Chen
Entropy (2022) Vol. 25, Iss. 1, pp. 53-53
Open Access | Times Cited: 2
Regularized estimation of the Mahalanobis distance based on modified Cholesky decomposition
Deliang Dai, Jianxin Pan, Yuli Liang
Communications in Statistics Case Studies Data Analysis and Applications (2022) Vol. 8, Iss. 4, pp. 559-573
Open Access | Times Cited: 1
Optimal Shrinkage-Based Portfolio Allocation with Banded-Toeplitz Target
Bin Zhang, Xuanci Wang
(2023), pp. 159-164
Closed Access
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