Publications (55)
A model-free test of the time-reversibility of climate change processes
Yuichi Goto, Marc Hallin
Dynamic Functional Principal Component
Siegfried Hörmann, Åukasz KidziÅski, Marc Hallin
Quantile Spectral Analysis for Locally Stationary Time Series
Stefan Birr, Stanislav Volgushev, Tobias Kley +2
Nonparametric Multiple-Output Center-Outward Quantile Regression
Eustasio del Barrio, Alberto Gonzalez Sanz, Marc Hallin
Center-Outward R-Estimation for Semiparametric VARMA Models
Marc Hallin, Davide La Vecchia, Hang Liu
M-estimation in GARCH Models in the Absence of Higher-Order Moments
Marc Hallin, Hang Liu, Kanchan Mukherjee
Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability
Alberto González-Sanz, Marc Hallin, Bodhisattva Sen
Optimal tests for elliptical symmetry: specified and unspecified location
Sladana Babic, Laetitia Gelbgras, Marc Hallin +1
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Hongjian Shi, Mathias Drton, Marc Hallin +1
On Bounded Completeness and the $L_1$-Denseness of Likelihood Ratios
Marc Hallin, Bas Werker, Bo Zhou
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours
Marc Hallin, Dimitri Konen
A class of optimal tests for symmetry based on local Edgeworth approximations
Delphine Cassart, Marc Hallin, Davy Paindaveine
Nonparametric Measure-Transportation-Based Methods for Directional Data
Marc Hallin, Hang Liu, Thomas Verdebout
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
A note on the Regularity of Center-Outward Distribution and Quantile Functions
Eustasio del Barrio, Alberto González-Sanz, Marc Hallin
Consistent Distribution Free Affine Invariant Tests for the Validity of Independent Component Models
Marc Hallin, Simos G. Meintanis, Klaus Nordhausen
Quantiles and Quantile Regression on Riemannian Manifolds: a measure-transportation-based approach
Marc Hallin, Hang Liu
Quantile spectral processes: Asymptotic analysis and inference
Tobias Kley, Stanislav Volgushev, Holger Dette +1
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals
Matteo Barigozzi, Marc Hallin
Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape
Marc Hallin, Hannu Oja, Davy Paindaveine
Center-outward quantiles and the measurement of multivariate risk
Jan Beirlant, Sven Buitendag, Eustasio del Bario +1
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
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
Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in $\mathbb{R}^d$
Eustasio del Barrio, Juan A. Cuesta-Albertos, Marc Hallin +1
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
R-Estimation for Asymmetric Independent Component Analysis
Marc Hallin, Chintan Mehta
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
Matteo Barigozzi, Marc Hallin
One-Step R-Estimation in Linear Models with Stable Errors
Marc Hallin, Yvik Swan, Thomas Verdebout +1
On universally consistent and fully distribution-free rank tests of vector independence
Hongjian Shi, Marc Hallin, Mathias Drton +1
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
Marc Hallin, Davide La Vecchia, Hang Liu
Dynamic Factor Models: a Genealogy
Matteo Barigozzi, Marc Hallin
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
Matteo Barigozzi, Marc Hallin
Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence
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
Nonparametric Vector Quantile Autoregression
Alberto González-Sanz, Marc Hallin, Yisha Yao
Optimal rank-based testing for principal components
Marc Hallin, Davy Paindaveine, Thomas Verdebout
Multivariate goodness-of-Fit tests based on Wasserstein distance
Marc Hallin, Gilles Mordant, Johan Segers
Signal Detection in High Dimension: The Multispiked Case
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
Center-Outward Multiple-Output Lorenz Curves and Gini Indices a measure transportation approach
Marc Hallin, Gilles Mordant
Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis
Holger Dette, Marc Hallin, Tobias Kley +1
Factor Models for High-Dimensional Functional Time Series
Shahin Tavakoli, Gilles Nisol, Marc Hallin
Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
Marc Hallin, Bas J. M. Werker, Bo Zhou
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests
Marc Hallin, Gilles Mordant
Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Marc Hallin, Daniel Hlubinka, Šárka Hudecová
Asymptotic power of sphericity tests for high-dimensional data
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
The integrated copula spectrum
Yuichi Goto, Tobias Kley, Ria Van Hecke +3
On Hodges and Lehmann's "$6/Ï$ result"
Marc Hallin, Thomas Verdebout, Yvik Swan
Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited
Marc Hallin, Hang Liu
Rejoinder to "Multivariate quantiles and multiple-output regression quantiles: From $L_1$ optimization to halfspace depth"
Marc Hallin, Davy Paindaveine, Miroslav Å iman