Hallin, Marc
- Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
2014/12/29 by Chernozhukov, Victor, Galichon, Alfred, Hallin, Marc +1 · 21 citations
#46N10 #62G35 #62H12 #62M15 #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistics Theory (math.ST)
- Signal Detection in High Dimension: The Multispiked Case
2012/10/20 by Onatski, Alexei, Moreira, Marcelo J., Hallin, Marc · 3 citations
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Multivariate goodness-of-Fit tests based on Wasserstein distance
2020/03/14 by Hallin, Marc, Mordant, Gilles, Segers, Johan · 4 citations
#62F03 #62H15 #FOS: Computer and information sciences #Methodology (stat.ME)
- Dynamic Functional Principal Component
2012/10/26 by Hörmann, Siegfried, Kidziński, Łukasz, Hallin, Marc · 2 citations
#62G05 (Secondary) #62G20 #62H25 (Primary) 62M15 #62M10 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Optimal tests for elliptical symmetry: specified and unspecified\n location
2019/11/19 by Slađana Babić, Babic, Sladana, Laetitia Gelbgras +5 · 3 citations
Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
- Quantile Spectral Analysis for Locally Stationary Time Series
2014/04/17 by Stefan Birr, Stanislav Volgushev, Birr, Stefan +7 · 2 citations
Mathematics · Economics, Econometrics and Finance · #Statistical Methods and Inference #Financial Risk and Volatility Modeling #Statistical and numerical algorithms
- Nonparametric Multiple-Output Center-Outward Quantile Regression
2022/04/25 by del Barrio, Eustasio, Sanz, Alberto Gonzalez, Hallin, Marc · 3 citations
#FOS: Computer and information sciences #FOS: Mathematics #G.3 #Methodology (stat.ME) #Statistics Theory (math.ST)
- Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours
2024/01/04 by Hallin, Marc, Konen, Dimitri · 4 citations
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- On universally consistent and fully distribution-free rank tests of vector independence
2020/07/04 by Shi, Hongjian, Hallin, Marc, Drton, Mathias +1 · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in ℝd
2018/06/04 by Eustasio del Barrio, Juan A. Cuesta‐Albertos, del Barrio, Eustasio +5 · 2 citations
Mathematics · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Statistical and numerical algorithms
- Center-outward quantiles and the measurement of multivariate risk
2019/12/10 by Beirlant, Jan, Buitendag, Sven, del Bario, Eustasio +1 · 1 citation
#Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME)
- Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
2020/07/30 by Marc Hallin, Daniel Hlubinka, Hallin, Marc +3 · 2 citations
Mathematics · #62G30 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
2021/11/30 by Shi, Hongjian, Drton, Mathias, Hallin, Marc +1 · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Nonparametric Measure-Transportation-Based Methods for Directional Data
2022/12/20 by Hallin, Marc, Liu, Hang, Verdebout, Thomas · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Center-Outward R-Estimation for Semiparametric VARMA Models
2019/10/18 by Hallin, Marc, La Vecchia, Davide, Liu, Hang · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
2020/11/11 by Marc Hallin, Davide La Vecchia, Hallin, Marc +3 · 2 citations
Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
- Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability
2023/05/19 by Alberto González-Sanz, Marc Hallin, González-Sanz, Alberto +3 · 1 citation
Mathematics · #49Q22 #FOS: Mathematics #Functional Analysis (math.FA) #Geometric Analysis and Curvature Flows #Markov Chains and Monte Carlo Methods #Nonlinear Partial Differential Equations #Probability (math.PR)
- Quantiles and Quantile Regression on Riemannian Manifolds: a measure-transportation-based approach
2024/10/21 by Marc Hallin, Hang Liu, Hallin, Marc +1 · 2 citations
Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Geometric Topology (math.GT) #Methodology (stat.ME) #Morphological variations and asymmetry #Statistics Theory (math.ST)
- The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
2024/07/15 by Matteo Barigozzi, Marc Hallin, Barigozzi, Matteo +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Economics and business
- Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited
2022/08/25 by Hallin, Marc, Liu, Hang · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)