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ECONIS (ZBW)
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Consistent distribution-free affine-invariant tests for the validity of independent component models
Hallin, Marc
;
Meintanis, Simos G.
;
Nordhausen, Klaus
-
2024
Persistent link: https://www.econbiz.de/10014473311
Saved in:
2
Multivariate quantiles: geometric and measure-transportation-based contours
Hallin, Marc
;
Konen, Dimitri
-
2023
Persistent link: https://www.econbiz.de/10014391450
Saved in:
3
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
4
On bounded completeness and the l1-densensess of likelihood ratios
Hallin, Marc
;
Werker, Bas J. M.
;
Zhou, Bo
-
2023
Persistent link: https://www.econbiz.de/10014251867
Saved in:
5
Monotone measure-preserving maps in Hilbert spaces : existence, uniqueness, and stability
González-Sanz, Alberto
;
Hallin, Marc
;
Sen, Bodhisattva
-
2023
Persistent link: https://www.econbiz.de/10014283724
Saved in:
6
Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics
Shi, Hongjian
;
Drton, Mathias
;
Hallin, Marc
;
Han, Fang
-
2023
Persistent link: https://www.econbiz.de/10013550194
Saved in:
7
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
8
Center-outward multiple-output Lorenz Curves and Gini Indices : a measure transportation approach
Hallin, Marc
;
Mordant, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013459674
Saved in:
9
Nonparametric multiple-output center-outward quantile regression
Barrio, Eustasio del
;
Gonzalez-Sanz, Alberto
;
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013207733
Saved in:
10
Nonparametric measure-transportation-based methods for directional data
Hallin, Marc
;
Liu, Hang
;
Verdebout, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013208921
Saved in:
11
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
12
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
13
Measure transportation and statistical decision theory
Hallin, Marc
-
2021
Persistent link: https://www.econbiz.de/10012437077
Saved in:
14
Efficient fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Hallin, Marc
;
Hlubinka, Daniel
;
Hudecova, Sarka
-
2021
Persistent link: https://www.econbiz.de/10012596675
Saved in:
15
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
16
On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc
;
Mordant, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012698528
Saved in:
17
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
18
Multivariate goodness-of-fit tests based on Wasserstein distance
Hallin, Marc
;
Mordant, Gilles
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012179699
Saved in:
19
Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs
Shi, Hongjian
;
Hallin, Marc
;
Drton, Mathias
;
Han, Fang
-
2020
Persistent link: https://www.econbiz.de/10012242873
Saved in:
20
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
21
Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2020
Persistent link: https://www.econbiz.de/10012317217
Saved in:
22
Fully distribution-free center-outward rank tests for multiple-output regression and Manova
Hallin, Marc
;
Hlubinka, Daniel
;
Hudecová, Šárka
-
2020
Persistent link: https://www.econbiz.de/10012317219
Saved in:
23
Monge-Kantorovich depth, quantiles, ranks and signs
Chernozhukov, Victor
;
Galichon, Alfred
;
Hallin, Marc
; …
-
2015
Persistent link: https://www.econbiz.de/10010483442
Saved in:
24
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
25
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
26
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
27
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
Saved in:
28
Optimal tests for elliptical symmetry : specified and unspecified location
Babić, Slađana
;
Gelbgras, Laetitia
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012179634
Saved in:
29
A note on the regularity of center-outward distribution and quantile functions
Barrio, Eustasio del
;
Gonzalez-Sanz, Alberto
;
Hallin, Marc
-
2019
Persistent link: https://www.econbiz.de/10012179643
Saved in:
30
On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
Saved in:
31
Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan
;
Buitendag, Sven
;
Barrio, Eustasio del
; …
-
2019
Persistent link: https://www.econbiz.de/10012179678
Saved in:
32
Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
Fihri, Mohamed
;
Akharif, Abdelhadi
;
Mellouk, Amal
; …
-
2018
Persistent link: https://www.econbiz.de/10012064837
Saved in:
33
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
34
Smooth cyclically monotone interpolation and empirical center-outward distribution functions
Barrio, Eustasio del
;
Cuesta Albertos, Juan
;
Hallin, Marc
; …
-
2018
Persistent link: https://www.econbiz.de/10012065291
Saved in:
35
From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012065317
Saved in:
36
On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc
-
2017
Persistent link: https://www.econbiz.de/10011760373
Saved in:
37
Optimal dimension reduction for high-dimensional and functional time series
Hallin, Marc
;
Hörmann, Siegfried
;
Lippi, Marco
-
2017
Persistent link: https://www.econbiz.de/10011760436
Saved in:
38
A simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
-
2017
Persistent link: https://www.econbiz.de/10011673050
Saved in:
39
Identification of global and national shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011673310
Saved in:
40
Parametrically and semiparametrically efficient detection of random regression coefficients
Fihri, Mohamed
;
Akharif, Abdelhadi
;
Mellouk, Amal
; …
-
2017
Persistent link: https://www.econbiz.de/10011673784
Saved in:
41
On Wigner-Ville spectra and the unicity of time-varying : quantile-based spectral densities
Birr, Stefan
;
Dette, Holger
;
Hallin, Marc
;
Kley, Tobias
; …
-
2016
Persistent link: https://www.econbiz.de/10011672494
Saved in:
42
Multiple-output quantile regression
Hallin, Marc
;
Siman, Miroslav
-
2016
Persistent link: https://www.econbiz.de/10011672676
Saved in:
43
Quantile spectral analysis for locally stationary time series
Birr, Stefan
;
Volgushev, Stanislav
;
Kley, Tobias
; …
-
2015
Persistent link: https://www.econbiz.de/10011622344
Saved in:
44
Networks, dynamic factors, and the volatility analysis of high-dimensional financial series
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011622692
Saved in:
45
Elliptical multiple-output quantile regression and convex optimization
Hallin, Marc
;
Siman, Miroslav
-
2015
Persistent link: https://www.econbiz.de/10011628546
Saved in:
46
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289217
Saved in:
47
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
48
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
49
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
-
2014
Persistent link: https://www.econbiz.de/10010483698
Saved in:
50
Optimal rank tests for symmetry against edgeworth-type alternatives
Cassart, Delphine
;
Hallin, Marc
;
Paindaveine, Davy
-
2014
Persistent link: https://www.econbiz.de/10010483703
Saved in:
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