Chernoff-Savage theorems, contiguity, differentiability in quadratic mean, Hoeffding's U statistics, Lebesgue decomposition, Le Cam's first lemma, Le Cam's third lemma, local asymptotic mixed normality, local asymptotic normality, oP and OP notation, rank autocorrelation coefficients, serial rank statistics, U-statistics

Rank-based testing in linear models with stable errors

Hallin, Marc, (2011)

Market liquidity as dynamic factors

Hallin, Marc, (2011)

Multivariate signed-rank tests in vector autoregressive order identification

Hallin, Marc, (2004)