activity
20052026
most citedMultivariate quantiles and multiple-output regression quantiles: From optimization to halfspace depth

252 citations · 1.3k across the 41 of their papers we have counts for

collaborators

47 papers

math.ST2026

Quantiles for multivariate distribution: a short survey of population concepts

Marc Hallin

Quantiles are among the most fundamental concepts in Probability and Statistics, from descriptive to inferential. However, quantile functions are well-defined and well-understood i…

math.ST2023

On Bounded Completeness and the -Denseness of Likelihood Ratios

Marc Hallin, Bas Werker, Bo Zhou

The classical concept of bounded completeness and its relation to sufficiency and ancillarity play a fundamental role in unbiased estimation, unbiased testing, and the validity of…

math.PR2023

Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability

Alberto González-Sanz, Marc Hallin, Bodhisattva Sen

The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preser…

math.ST2022

Nonparametric Measure-Transportation-Based Methods for Directional Data

Marc Hallin, Hang Liu, Thomas Verdebout

This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile f…

math.ST2022★ 2 cited

Center-Outward Multiple-Output Lorenz Curves and Gini Indices a measure transportation approach

Marc Hallin, Gilles Mordant

Based on measure transportation ideas and the related concepts of center-outward quantile functions, we propose multiple-output center-outward generalizations of the traditional un…

math.ST2022★ 1 cited

Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited

Marc Hallin, Hang Liu

The pseudo-Gaussian portmanteau tests of Chitturi, Hosking, and Li and McLeod for VARMA models are revisited from a Le Cam perspective, providing a precise and more rigorous descri…