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~person:"Hallin, Marc"
~person:"Kapetanios, George"
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Multivariate Analyse
31
Multivariate analysis
29
Theorie
20
Theory
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Ranking-Verfahren
15
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15
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15
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multivariate signs
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vector quantiles
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vector ranks
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Hallin, Marc
Kapetanios, George
McAleer, Michael
115
Okhrin, Ostap
68
Koopman, Siem Jan
58
Asai, Manabu
54
Härdle, Wolfgang
49
Lucas, André
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Caporin, Massimiliano
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Chang, Chia-Lin
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31
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31
Rombouts, Jeroen V. K.
29
Caporale, Guglielmo Maria
27
Smith, Michael S.
27
Webb, Matthew
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Nguyen, Duc Khuong
26
Tiwari, Aviral Kumar
25
Weihs, Claus
25
Schmid, Wolfgang
24
Chen, Xiaohong
23
Einmahl, John H. J.
23
Galichon, Alfred
23
Patton, Andrew J.
23
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22
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22
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22
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22
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22
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22
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22
Hautsch, Nikolaus
21
Manera, Matteo
21
Okhrin, Yarema
21
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20
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
3
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ECONIS (ZBW)
47
RePEc
6
EconStor
4
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1
Multivariate
quantiles: geometric and measure-transportation-based contours
Hallin, Marc
;
Konen, Dimitri
-
2023
Persistent link: https://www.econbiz.de/10014391450
Saved in:
2
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:
3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc
-
2017
Persistent link: https://www.econbiz.de/10011760373
Saved in:
10
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
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