activity
20052008
most citedSemiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity

113 citations · 156 across the 3 of their papers we have counts for

collaborators

5 papers

math.ST200828 cited

Optimal rank-based tests for homogeneity of scatter

Marc Hallin, Davy Paindaveine

We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in elliptical populations. Contrar…

math.ST2007113 cited

Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity

Marc Hallin, Davy Paindaveine

We propose a class of rank-based procedures for testing that the shape matrix of an elliptical distribution (with unspecified center of symmetry, scale and radial dens…

math.ST200615 cited

Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality

Marc Hallin, Catherine Vermandele, Bas Werker

The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, whi…

math.ST2005

Rank-based optimal tests of the adequacy of an elliptic VARMA model

Marc Hallin, Davy Paindaveine

We are deriving optimal rank-based tests for the adequacy of a vector autoregressive-moving average (VARMA) model with elliptically contoured innovation density. These tests are ba…

math.ST2005

Local linear spatial regression

Marc Hallin, Zudi Lu, Lanh T. Tran

A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed ov…