69 citations · 94 across the 5 of their papers we have counts for
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math.ST2012★ 69 cited
Optimal rank-based testing for principal components
Marc Hallin, Davy Paindaveine, Thomas Verdebout
This paper provides parametric and rank-based optimal tests for eigenvectors and eigenvalues of covariance or scatter matrices in elliptical families. The parametric tests extend t…
stat.ME2012★ 25 cited
One-Step R-Estimation in Linear Models with Stable Errors
Marc Hallin, Yvik Swan, Thomas Verdebout +1
Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under -stable error densities; most of them are not even rate-optimal. In th…