| Computing the distribution of quadratic forms: Further comparisons between the Liu–Tang–Zhang approximation and exact methods P Duchesne, PL De Micheaux Computational Statistics & Data Analysis 54 (4), 858-862, 2010 | 277 | 2010 |
| Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange G Dionne, P Duchesne, M Pacurar Journal of Empirical Finance 16 (5), 777-792, 2009 | 124 | 2009 |
| On calibration estimation for quantiles T Harms, P Duchesne Survey methodology 32 (1), 37, 2006 | 78 | 2006 |
| On testing for multivariate ARCH effects in vector time series models P Duchesne, S Lalancette Canadian Journal of Statistics 31 (3), 275-292, 2003 | 51 | 2003 |
| Robust estimation of the SUR model M Bilodeau, P Duchesne Canadian Journal of Statistics 28 (2), 277-288, 2000 | 51 | 2000 |
| On modelling and diagnostic checking of vector periodic autoregressive time series models E Ursu, P Duchesne Journal of Time Series Analysis 30 (1), 70-96, 2009 | 47 | 2009 |
| Controlling the bias of robust small-area estimators VD Jiongo, D Haziza, P Duchesne Biometrika 100 (4), 843-858, 2013 | 43 | 2013 |
| Robust calibration estimators P Duchesne Survey Methodology 25, 43-56, 1999 | 39 | 1999 |
| Robust tests for independence of two time series P Duchesne, R Roy Statistica Sinica, 827-852, 2003 | 35 | 2003 |
| Estimation of a proportion with survey data P Duchesne Journal of Statistics Education 11 (3), 2003 | 30 | 2003 |
| Principal component analysis from the multivariate familial correlation matrix M Bilodeau, P Duchesne Journal of Multivariate Analysis 82 (2), 457-470, 2002 | 29 | 2002 |
| Statistical modeling and analysis for complex data problems P Duchesne, B Rémillard Springer Science & Business Media, 2005 | 25 | 2005 |
| On consistent testing for serial correlation of unknown form in vector time series models P Duchesne, R Roy Journal of Multivariate Analysis 89 (1), 148-180, 2004 | 25 | 2004 |
| Multivariate hypothesis testing using generalized and {2}-inverses–with applications P Duchesne, C Francq Statistics 49 (3), 475-496, 2015 | 23 | 2015 |
| On kernel nonparametric regression designed for complex survey data T Harms, P Duchesne Metrika 72, 111-138, 2010 | 23 | 2010 |
| Testing for multivariate autoregressive conditional heteroskedasticity using wavelets P Duchesne Computational Statistics & Data Analysis 51 (4), 2142-2163, 2006 | 22 | 2006 |
| On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series P Duchesne Econometric Theory 22 (4), 633-676, 2006 | 20 | 2006 |
| On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and P Duchesne, C Francq COMPSTAT 2008: Proceedings in Computational Statistics, 143-154, 2008 | 19 | 2008 |
| Evaluating financial time series models for irregularly spaced data: a spectral density approach P Duchesne, M Pacurar Computers & operations research 35 (1), 130-155, 2008 | 17 | 2008 |
| On testing for serial correlation of unknown form using wavelet thresholding P Duchesne, L Li, J Vandermeerschen Computational Statistics & Data Analysis 54 (11), 2512-2531, 2010 | 16 | 2010 |
