113 citations · 150 across the 3 of their papers we have counts for
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Optimal rank-based tests for homogeneity of scatter
Marc Hallin, Davy Paindaveine
We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in elliptical populations. Contrar…
Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence
Marc Hallin, Davy Paindaveine
We extend to rank-based tests of multivariate independence the Chernoff-Savage and Hodges-Lehmann classical univariate results. More precisely, we show that the Taskinen, Kankainen…
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity
Marc Hallin, Davy Paindaveine
We propose a class of rank-based procedures for testing that the shape matrix of an elliptical distribution (with unspecified center of symmetry, scale and radial dens…
Rank-based optimal tests of the adequacy of an elliptic VARMA model
Marc Hallin, Davy Paindaveine
We are deriving optimal rank-based tests for the adequacy of a vector autoregressive-moving average (VARMA) model with elliptically contoured innovation density. These tests are ba…