Similar Search Results

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

From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"

Hallin, Marc - 2018

Persistent link: https://www.econbiz.de/10012065317

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

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

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

Increasing interdependence of multivariate distributions

Meyer, Margaret A.; Strulovici, Bruno - 2011

Orderings of interdependence among random variables are useful in many economic contexts, for example, in assessing ex post inequality under uncertainty; in comparing multidimensional inequality; in valuing portfolios of assets or insurance policies; and in assessing systemic risk. We explore...