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 2018Show all

2 papers · 1 filter

econ.EM2018★ 44 cited

Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals

Matteo Barigozzi, Marc Hallin

Volatilities, in high-dimensional panels of economic time series with a dynamic factor structure on the levels or returns, typically also admit a dynamic factor decomposition. We c…

stat.ME2018★ 8 cited

Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in $R^{d}$

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 $R^{d}, d \geq 2$ . Palliating that has generated an abundan…

Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals

Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in Rd

Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in $R^{d}$