252 citations · 1.3k across the 41 of their papers we have counts for
3 papers · 2 filters
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
Marc Hallin, Davide La Vecchia, Hang Liu
We develop a class of tests for semiparametric vector autoregressive (VAR) models with unspecified innovation densities, based on the recent measure-transportation-based concepts o…
Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Marc Hallin, Daniel Hlubinka, Šárka Hudecová
Extending rank-based inference to a multivariate setting such as multiple-output regression or MANOVA with unspecified d-dimensional error density has remained an open problem for…
On universally consistent and fully distribution-free rank tests of vector independence
Hongjian Shi, Marc Hallin, Mathias Drton +1
Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between…