2 papers
stat.ME2024
A model-free test of the time-reversibility of climate change processes
Yuichi Goto, Marc Hallin
Time-reversibility is a crucial feature of many time series models, while time-irreversibility is the rule rather than the exception in real-life data. Testing the null hypothesis…
math.ST2024
Quantiles and Quantile Regression on Riemannian Manifolds: a measure-transportation-based approach
Marc Hallin, Hang Liu
Increased attention has been given recently to the statistical analysis of variables with values on nonlinear manifolds. A natural but nontrivial problem in that context is the def…