252 citations · 1.3k across the 41 of their papers we have counts for
5 papers · 2 filters
Optimal rank-based testing for principal components
Marc Hallin, Davy Paindaveine, Thomas Verdebout
This paper provides parametric and rank-based optimal tests for eigenvectors and eigenvalues of covariance or scatter matrices in elliptical families. The parametric tests extend t…
Signal Detection in High Dimension: The Multispiked Case
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
This paper deals with the local asymptotic structure, in the sense of Le Cam's asymptotic theory of statistical experiments, of the signal detection problem in high dimension. More…
Dynamic Functional Principal Component
Siegfried Hörmann, Łukasz Kidziński, Marc Hallin
In this paper, we address the problem of dimension reduction for time series of functional data . Such {\it functional time series} frequently arise, e.…
Skew-symmetric distributions and Fisher information: The double sin of the skew-normal
Marc Hallin, Christophe Ley
Hallin and Ley [Bernoulli 18 (2012) 747-763] investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distribu…
Skew-symmetric distributions and Fisher information -- a tale of two densities
Marc Hallin, Christophe Ley
Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of t…