113 citations · 156 across the 3 of their papers we have counts for
6 papers · 1 filter
A class of optimal tests for symmetry based on local Edgeworth approximations
Delphine Cassart, Marc Hallin, Davy Paindaveine
The objective of this paper is to provide, for the problem of univariate symmetry (with respect to specified or unspecified location), a concept of optimality, and to construct tes…
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…
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…
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…
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…
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…