Publications (26)
R-Estimation for Asymmetric Independent Component Analysis
Marc Hallin, Chintan Mehta
Dynamic Functional Principal Component
Siegfried Hörmann, Åukasz KidziÅski, Marc Hallin
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
Matteo Barigozzi, Marc Hallin
Quantile Spectral Analysis for Locally Stationary Time Series
Stefan Birr, Stanislav Volgushev, Tobias Kley +2
One-Step R-Estimation in Linear Models with Stable Errors
Marc Hallin, Yvik Swan, Thomas Verdebout +1
A class of optimal tests for symmetry based on local Edgeworth approximations
Delphine Cassart, Marc Hallin, Davy Paindaveine
Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence
Marc Hallin, Davy Paindaveine
Multivariate quantiles and multiple-output regression quantiles: From $L_1$ optimization to halfspace depth
Marc Hallin, Davy Paindaveine, Miroslav Å iman
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity
Marc Hallin, Davy Paindaveine
Skew-symmetric distributions and Fisher information: The double sin of the skew-normal
Marc Hallin, Christophe Ley
Local linear spatial regression
Marc Hallin, Zudi Lu, Lanh T. Tran
Optimal rank-based testing for principal components
Marc Hallin, Davy Paindaveine, Thomas Verdebout
Signal Detection in High Dimension: The Multispiked Case
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis
Holger Dette, Marc Hallin, Tobias Kley +1
Quantile spectral processes: Asymptotic analysis and inference
Tobias Kley, Stanislav Volgushev, Holger Dette +1
Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape
Marc Hallin, Hannu Oja, Davy Paindaveine
Asymptotic power of sphericity tests for high-dimensional data
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
Local bilinear multiple-output quantile/depth regression
Marc Hallin, Zudi Lu, Davy Paindaveine +1
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
Marc Hallin, Catherine Vermandele, Bas Werker
On Hodges and Lehmann's "$6/Ï$ result"
Marc Hallin, Thomas Verdebout, Yvik Swan
Skew-symmetric distributions and Fisher information -- a tale of two densities
Marc Hallin, Christophe Ley
Optimal rank-based tests for homogeneity of scatter
Marc Hallin, Davy Paindaveine
Rank-based optimal tests of the adequacy of an elliptic VARMA model
Marc Hallin, Davy Paindaveine
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
Stefan Birr, Holger Dette, Marc Hallin +2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
Victor Chernozhukov, Alfred Galichon, Marc Hallin +1
Rejoinder to "Multivariate quantiles and multiple-output regression quantiles: From $L_1$ optimization to halfspace depth"
Marc Hallin, Davy Paindaveine, Miroslav Å iman