M. Hallin

activity

20052026

most citedMultivariate quantiles and multiple-output regression quantiles: From

L_{1}

optimization to halfspace depth

252 citations · 1.3k across the 41 of their papers we have counts for

collaborators

Showing 2011Show all

2 papers · 1 filter

math.ST2011★ 79 cited

Of copulas, quantiles, ranks and spectra: An $L_{1}$ -approach to spectral analysis

Holger Dette, Marc Hallin, Tobias Kley +1

In this paper, we present an alternative method for the spectral analysis of a univariate, strictly stationary time series ${Y_{t}}_{t \in Z}$ . We define a "new" spectrum…

math.ST2011★ 11 cited

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…

Of copulas, quantiles, ranks and spectra: An L1​-approach to spectral analysis

A class of optimal tests for symmetry based on local Edgeworth approximations

Of copulas, quantiles, ranks and spectra: An $L_{1}$ -approach to spectral analysis