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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"ECARES working paper"
~person:"Drton, Mathias"
~person:"La Vecchia, Davide"
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Search: "Hallin, Marc"
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Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Estimation theory
4
Ranking method
4
Ranking-Verfahren
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
Distribution-freeness
3
Multivariate Analyse
3
Multivariate analysis
3
Hájek representation
2
Local asymptotic normality
2
Multivariate ranks
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Center-Outward Quadrant
1
Conditional heteroskedasticity
1
Durbin-Watson
1
Forecasting
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Kendall Statistics
1
L ́evy processes
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Le Cam's third lemma
1
Martingal
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Martingale
1
Measure transportation
1
Multivariate Independence
1
Multivariate ranks and signs
1
One-step R-estimators
1
Prognoseverfahren
1
Quasi likelihood estimation
1
Semiparametrically Efficient Tests
1
Skew innovation density
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English
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Drton, Mathias
La Vecchia, Davide
Hallin, Marc
55
Barigozzi, Matteo
9
Dette, Holger
5
Kley, Tobias
5
Volgushev, Stanislav
5
Barrio, Eustasio del
4
Lippi, Marco
4
Liu, Hang
4
Forni, Mario
3
Han, Fang
3
Mordant, Gilles
3
Shi, Hongjian
3
Zaffaroni, Paolo
3
Akharif, Abdelhadi
2
Birr, Stefan
2
Fihri, Mohamed
2
Gonzalez-Sanz, Alberto
2
Hlubinka, Daniel
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Mellouk, Amal
2
Pereira, Pedro L. Valls
2
Siman, Miroslav
2
Soccorsi, Stefano
2
Trucíos, Carlos
2
Babić, Slađana
1
Beirlant, Jan
1
Buitendag, Sven
1
Cassart, Delphine
1
Chernozhukov, Victor
1
Cuesta Albertos, Juan
1
Galichon, Alfred
1
Gelbgras, Laetitia
1
González-Sanz, Alberto
1
Goto, Yuichi
1
Henry, Marc
1
Hudecova, Sarka
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Hudecová, Šárka
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Discussion paper / Centre for Economic Policy Research
ECARES working paper
Journal of econometrics
2
Working Papers ECARES
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
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:
6
A simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
-
2017
Persistent link: https://www.econbiz.de/10011673050
Saved in:
7
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
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