252 citations · 1.3k across the 41 of their papers we have counts for
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math.ST2021★ 5 cited
The integrated copula spectrum
Yuichi Goto, Tobias Kley, Ria Van Hecke +3
Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis. In recent years, considerable interest has been given to the development of new…
math.ST2021
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests
Marc Hallin, Gilles Mordant
Extending to dimension 2 and higher the dual univariate concepts of ranks and quantiles has remained an open problem for more than half a century. Based on measure transportation r…
math.ST2021★ 1 cited
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Hongjian Shi, Mathias Drton, Marc Hallin +1
Due to the lack of a canonical ordering in for , defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem…