252 citations · 1.3k across the 41 of their papers we have counts for
8 papers · 1 filter
Nonparametric Multiple-Output Center-Outward Quantile Regression
Eustasio del Barrio, Alberto Gonzalez Sanz, Marc Hallin
Based on the novel concept of multivariate center-outward quantiles introduced recently in Chernozhukov et al. (2017) and Hallin et al. (2021), we are considering the problem of no…
Multivariate goodness-of-Fit tests based on Wasserstein distance
Marc Hallin, Gilles Mordant, Johan Segers
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group fami…
M-estimation in GARCH Models in the Absence of Higher-Order Moments
Marc Hallin, Hang Liu, Kanchan Mukherjee
We consider a class of M-estimators of the parameters of a GARCH (p,q) model. These estimators involve score functions and, for adequate choices of the score functions, are asympto…
Center-outward quantiles and the measurement of multivariate risk
Jan Beirlant, Sven Buitendag, Eustasio del Bario +1
All multivariate extensions of the univariate theory of risk measurement run into the same fundamental problem of the absence, in dimension d > 1, of a canonical ordering of Rd. Ba…
Optimal tests for elliptical symmetry: specified and unspecified location
Sladana Babic, Laetitia Gelbgras, Marc Hallin +1
Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of el…
Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in
Eustasio del Barrio, Juan A. Cuesta-Albertos, Marc Hallin +1
Univariate concepts as quantile and distribution functions involving ranks and signs, do not canonically extend to . Palliating that has generated an abundan…