252 citations · 1.3k across the 41 of their papers we have counts for
36 papers · 1 filter
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…
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…
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…
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…
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…
The integrated copula spectrum
Yuichi Goto, Tobias Kley, Ria Van Hecke +3
Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis. In recent years, considerable interest has been given to the development of new…