The following pages link to Marc Hallin (Q169477):
Displaying 50 items.
- Estimation of the innovation quantile density function of an \(AR(p)\) process based on autoregression quantiles (Q1611504) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- Semi-parametric efficiency, distribution-freeness and invariance (Q1812195) (← links)
- Asymptotic behavior of the characteristic function of simple serial rank statistics (Q1815817) (← links)
- Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. (Q1848967) (← links)
- Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (Q1860997) (← links)
- Local asymptotic normality of multivariate ARMA processes with a linear trend (Q1909458) (← links)
- Adaptive estimation of the lag of a long-memory process (Q1962688) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
- Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
- Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Discussion of ``Local quantile regression'' (Q2434698) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- Hájek projection and Bernstein polynomials (Q2738927) (← links)
- Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions (Q2738928) (← links)
- The efficiency of some nonparametric rank-based competitors to correlogram methods (Q2759610) (← links)
- (Q3036532) (← links)
- Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
- Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications (Q3142147) (← links)
- The Swedish automobile portfolio in 1977 (Q3323096) (← links)
- (Q3355103) (← links)
- Parametric and semiparametric inference for shape: the role of the scale functional (Q3438352) (← links)
