Narrow search
Showing 1 - 10 of 13
Cover Image
One-step R-estimation in linear models with stable errors
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10009706209
Cover Image
A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
Cover Image
Multivariate quantiles: geometric and measure-transportation-based contours
Hallin, Marc; Konen, Dimitri - 2023
Persistent link: https://www.econbiz.de/10014391450
Cover Image
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010376928
Cover Image
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010347305
Cover Image
Elliptical multiple-output quantile regression and convex optimization
Hallin, Marc; Siman, Miroslav - 2015
Persistent link: https://www.econbiz.de/10011628546
Cover Image
Multiple-output quantile regression
Hallin, Marc; Siman, Miroslav - 2016
Persistent link: https://www.econbiz.de/10011672676
Cover Image
Parametrically and semiparametrically efficient detection of random regression coefficients
Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; … - 2017
Persistent link: https://www.econbiz.de/10011673784
Cover Image
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
Cover Image
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