Marc Hallin - Author Profile - zbMATH Open
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Hallin, Marc; Liška, Roman
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Lu, Zudi; Yu, Keming
Hallin, Marc; Puri, Madan L.
Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
Carbon, Michel; Hallin, Marc; Lanh Tat Tran
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
Hallin, Marc; Puri, Madan L.
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
Hallin, Marc; Werker, Bas J. M.
Hallin, Marc; Oja, Hannu; Paindaveine, Davy
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
Hallin, Marc; Lippi, Marco
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Hallin, Marc
Hallin, Marc; Ley, Christophe
Hallin, Marc; Paindaveine, Davy
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
Hallin, Marc; Paindaveine, Davy
Garel, Bernard; Hallin, Marc
Hallin, Marc
Hallin, Marc; Liška, Roman
Hallin, Marc; Puri, Madan L.
Hallin, Marc; Paindaveine, Davy
Bentarzi, Mohamed; Hallin, Marc
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
Akharif, Abdelhadi; Hallin, Marc
Hallin, Marc; Lanh Tat Tran
Hallin, Marc
Hallin, Marc; Mehta, Chintan
Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L.
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
Hallin, Marc; Mordant, Gilles; Segers, Johan
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Barigozzi, Matteo; Hallin, Marc
Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
Barigozzi, Matteo; Hallin, Marc
Hallin, Marc; Paindaveine, Davy
Benghabrit, Youssef; Hallin, Marc
Barigozzi, Matteo; Hallin, Marc
del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Werker, Bas J. M.
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
Benghabrit, Youssef; Hallin, Marc
Hallin, Marc; Saidi, Abdessamad
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Jurečková, Jana
Hallin, Marc; Puri, Madan L.
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan
Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang
Hallin, Marc; Ley, Christophe
Benghabrit, Youssef; Hallin, Marc
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc
Garel, Bernard; Hallin, Marc
Hallin, Marc; Tribel, Olivier
Benghabrit, Youssef; Hallin, Marc
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer
Hallin, M.; La Vecchia, D.; Liu, H.
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
Hallin, Marc; Lefevre, Claude; Puri, Madan L.
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
Dufour, Jean-Marie; Hallin, Marc
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
Hallin, Marc; La Vecchia, Davide
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; Hotta, Luiz K.; Valls Pereira, Pedro L.; Zevallos, Mauricio
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
Hallin, Marc; Puri, Madan L.
Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M.
Hallin, Marc; Vermandele, Catherine; Werker, Bas
Barigozzi, Matteo; Hallin, Marc
Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe
Hallin, Marc; La Vecchia, Davide; Liu, Hang
Hallin, Marc; Hlubinka, Daniel; Hudecová, Šárka
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David
Hallin, Marc; Melard, Guy
Hallin, Marc
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; Hotta, Luiz K.; Valls Pereira, Pedro L.; Zevallos, Mauricio
Hallin, Marc; La Vecchia, Davide; Liu, Hang
Hallin, Marc; Hlubinka, Daniel; Hudecová, Šárka
Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin
Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc
Hallin, Marc; Mordant, Gilles
Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang
Hallin, M.; La Vecchia, D.; Liu, H.
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
Hallin, Marc; Mordant, Gilles; Segers, Johan
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer
Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe
del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
Barigozzi, Matteo; Hallin, Marc
Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; Hallin, Marc
Akharif, Abdelhadi; Fihri, Mohamed; Hallin, Marc; Mellouk, Amal
Hallin, Marc; La Vecchia, Davide
Hallin, Marc; Hörmann, Siegfried; Lippi, Marco
Birr, Stefan; Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
Barigozzi, Matteo; Hallin, Marc
Barigozzi, Matteo; Hallin, Marc
Hallin, Marc; La Vecchia, Davide
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
Barigozzi, Matteo; Hallin, Marc
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
Hallin, Marc; Šiman, Miroslav
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
Hallin, Marc; Mehta, Chintan
Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Hallin, Marc; Ley, Christophe
Hallin, Marc; Swan, Yvik; Verdebout, Thomas
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
Hallin, Marc; Lippi, Marco
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
Hallin, Marc; Lu, Zudi
Hallin, Marc; Ley, Christophe
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Liška, Roman
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
Hallin, Marc; Lu, Zudi; Yu, Keming
Hallin, Marc; Paindaveine, Davy
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M.
Hallin, Marc; Liška, Roman
Hallin, Marc; Saidi, Abdessamad
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Oja, Hannu; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Vermandele, Catherine; Werker, Bas
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Saidi, Abdessamad
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Werker, Bas J. M.
Akharif, Abdelhadi; Hallin, Marc
Puri, Madan Lal
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Paindaveine, Davy
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
El Bantli, Faouzi; Hallin, Marc
Hallin, Marc; Mizera, Ivan
Hallin, Marc; Mellouk, Amal; Rifi, Khalid
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
Hallin, Marc; Tribel, Olivier
Hallin, Marc; Koell, Christophe; Werker, Bas J. M.
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
Hallin, Marc; Werker, Bas J. M.
Hallin, Marc; Jurečková, Jana
Garel, Bernard; Hallin, Marc
Hallin, Marc; Jurečková, Jana; Picek, Jan; Zahaf, Toufik
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
2013
The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
2005
Determining the number of factors in the general dynamic factor model. Zbl 1172.62339Hallin, Marc; Liška, Roman
2007
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
2010
Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc
2017
Local linear spatial regression. Zbl 1069.62075Hallin, Marc; Lu, Zudi; Tran, Lanh T.
2004
Dynamic functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
2015
Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
2013
The generalized dynamic factor model consistency and rates. Zbl 1282.91267Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
2004
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066Hallin, Marc; Paindaveine, Davy
2006
Linear serial rank tests for randomness against ARMA alternatives. Zbl 0584.62064Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
1985
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348Hallin, Marc; Paindaveine, Davy
2002
Local linear spatial quantile regression. Zbl 1452.62283Hallin, Marc; Lu, Zudi; Yu, Keming
2009
Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050Hallin, Marc; Puri, Madan L.
1994
Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach. Zbl 1468.62282Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
2021
Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040Carbon, Michel; Hallin, Marc; Lanh Tat Tran
1996
Density estimation for spatial linear processes. Zbl 1005.62034Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
2001
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models. Zbl 0659.62111Hallin, Marc; Puri, Madan L.
1988
Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033Hallin, Marc; Lu, Zudi; Tran, Lanh T.
2004
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042Hallin, Marc; Werker, Bas J. M.
2003
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059Hallin, Marc; Oja, Hannu; Paindaveine, Davy
2006
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
2015
Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
2000
Signal detection in high dimension: the multispiked case. Zbl 1296.62123Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
2014
Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106Hallin, Marc; Lippi, Marco
2013
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
2017
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
2015
Optimal rank-based testing for principal components. Zbl 1373.62295Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2010
Mixed autoregressive-moving average multivariate processes with time- dependent coefficients. Zbl 0394.62067Hallin, Marc
1978
Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068Hallin, Marc; Ley, Christophe
2012
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Zbl 1018.62046Hallin, Marc; Paindaveine, Davy
2002
Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
2016
Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044Hallin, Marc; Paindaveine, Davy
2004
Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076Garel, Bernard; Hallin, Marc
1995
Non-stationary q-dependent processes and time-varying moving-average models: Invertibility properties and the forecasting problem. Zbl 0597.62096Hallin, Marc
1986
Dynamic factors in the presence of blocks. Zbl 1441.62716Hallin, Marc; Liška, Roman
2011
Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041Hallin, Marc; Puri, Madan L.
1991
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098Hallin, Marc; Paindaveine, Davy
2005
On the invertibility of periodic moving-average models. Zbl 0795.62074Bentarzi, Mohamed; Hallin, Marc
1994
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
1999
Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081Akharif, Abdelhadi; Hallin, Marc
2003
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042Hallin, Marc; Lanh Tat Tran
1996
On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068Hallin, Marc
1994
\(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145Hallin, Marc; Mehta, Chintan
2015
Linear and quadratic serial rank tests for randomness against serial dependence. Zbl 0661.62091Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L.
1987
Quantile spectral analysis for locally stationary time series. Zbl 06840449Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
2017
Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379Hallin, Marc; Mordant, Gilles; Segers, Johan
2021
Efficient R-estimation of principal and common principal components. Zbl 1368.62160Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2014
A network analysis of the volatility of high dimensional financial series. Zbl 07951447Barigozzi, Matteo; Hallin, Marc
2017
Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
2015
Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194Barigozzi, Matteo; Hallin, Marc
2017
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy
2006
Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099Benghabrit, Youssef; Hallin, Marc
1998
Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Zbl 1521.62189Barigozzi, Matteo; Hallin, Marc
2016
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. Zbl 1450.62047del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc
2020
Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339Hallin, Marc; Paindaveine, Davy
2002
Optimal testing for semi-parametric AR models – from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Zbl 1069.62541Hallin, Marc; Werker, Bas J. M.
1999
Optimal detection of Fechner-asymmetry. Zbl 1173.62034Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
2008
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045Benghabrit, Youssef; Hallin, Marc
1996
Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085Hallin, Marc; Saidi, Abdessamad
2005
Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288Hallin, Marc; Paindaveine, Davy
2008
Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084Hallin, Marc; Jurečková, Jana
1999
Rank tests for time series analysis. A survey. Zbl 0768.62075Hallin, Marc; Puri, Madan L.
1992
Optimal rank-based tests for common principal components. Zbl 1457.62182Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2013
Generalized runs tests for heteroscedastic time series. Zbl 0899.62058Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan
1998
On universally consistent and fully distribution-free rank tests of vector independence. Zbl 1539.62126Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang
2022
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030Hallin, Marc; Ley, Christophe
2014
Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054Benghabrit, Youssef; Hallin, Marc
1996
Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049Hallin, Marc; Paindaveine, Davy
2006
Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216Hallin, Marc; Paindaveine, Davy
2009
Spectral factorization of nonstationary moving average processes. Zbl 0538.62076Hallin, Marc
1984
Rank-based autoregressive order identification. Zbl 0994.62089Garel, Bernard; Hallin, Marc
1999
The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036Hallin, Marc; Tribel, Olivier
2000
Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036Benghabrit, Youssef; Hallin, Marc
1992
One-step R-estimation in linear models with stable errors. Zbl 1443.62058Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
2013
A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
2011
Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577Hallin, Marc; Paindaveine, Davy
2004
Time-varying general dynamic factor models and the measurement of financial connectedness. Zbl 1471.62455Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer
2021
Center-outward R-estimation for semiparametric VARMA models. Zbl 1507.62286Hallin, M.; La Vecchia, D.; Liu, H.
2022
Testing for common principal components under heterokurticity. Zbl 1332.62193Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2010
Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
1989
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series. Zbl 0644.62089Hallin, Marc; Lefevre, Claude; Puri, Madan L.
1988
Rank-based testing in linear models with stable errors. Zbl 1359.62142Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
2011
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041Dufour, Jean-Marie; Hallin, Marc
1993
The generalized dynamic factor model: identification and estimation. Zbl 1476.62123Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
2020
A class of simple distribution-free rank-based unit root tests. Zbl 1441.62718Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2011
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
2020
R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274Hallin, Marc; La Vecchia, Davide
2017
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. Zbl 1542.62144Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; Hotta, Luiz K.; Valls Pereira, Pedro L.; Zevallos, Mauricio
2023
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank. Zbl 1419.62230Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2016
A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022Hallin, Marc; Puri, Madan L.
1995
Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M.
2008
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033Hallin, Marc; Vermandele, Catherine; Werker, Bas
2006
Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals. Zbl 1456.62179Barigozzi, Matteo; Hallin, Marc
2020
Optimal tests for elliptical symmetry: specified and unspecified location. Zbl 1473.62185Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe
2021
Rank-based testing for semiparametric VAR models: a measure transportation approach. Zbl 07634391Hallin, Marc; La Vecchia, Davide; Liu, Hang
2023
Efficient fully distribution-free center-outward rank tests for multiple-output regression and MANOVA. Zbl 07751819Hallin, Marc; Hlubinka, Daniel; Hudecová, Šárka
2023
Market liquidity as dynamic factors. Zbl 1441.62717Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David
2011
Indeterminabilite pure et inversibilite des processus autoregressifs- moyenne mobile à coefficients dependant du temps. Zbl 0377.62048Hallin, Marc; Melard, Guy
1977
Band strategies: The random walk of reserves. Zbl 0418.62086Hallin, Marc
1979
Inferential theory for generalized dynamic factor models. Zbl 07814012Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo
2024
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. Zbl 1542.62144Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; Hotta, Luiz K.; Valls Pereira, Pedro L.; Zevallos, Mauricio
2023
Rank-based testing for semiparametric VAR models: a measure transportation approach. Zbl 07634391Hallin, Marc; La Vecchia, Davide; Liu, Hang
2023
Efficient fully distribution-free center-outward rank tests for multiple-output regression and MANOVA. Zbl 07751819Hallin, Marc; Hlubinka, Daniel; Hudecová, Šárka
2023
Factor models for high-dimensional functional time series. I: Representation results. Zbl 07731495Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin
2023
Factor models for high-dimensional functional time series. II: Estimation and forecasting. Zbl 07731496Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc
2023
On the finite-sample performance of measure-transportation-based multivariate rank tests. Zbl 07914294Hallin, Marc; Mordant, Gilles
2023
On universally consistent and fully distribution-free rank tests of vector independence. Zbl 1539.62126Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang
2022
Center-outward R-estimation for semiparametric VARMA models. Zbl 1507.62286Hallin, M.; La Vecchia, D.; Liu, H.
2022
The integrated copula spectrum. Zbl 1539.62269Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
2022
Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach. Zbl 1468.62282Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
2021
Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379Hallin, Marc; Mordant, Gilles; Segers, Johan
2021
Time-varying general dynamic factor models and the measurement of financial connectedness. Zbl 1471.62455Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer
2021
Optimal tests for elliptical symmetry: specified and unspecified location. Zbl 1473.62185Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe
2021
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. Zbl 1450.62047del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc
2020
The generalized dynamic factor model: identification and estimation. Zbl 1476.62123Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
2020
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
2020
Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals. Zbl 1456.62179Barigozzi, Matteo; Hallin, Marc
2020
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients. Zbl 1451.62043Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; Hallin, Marc
2020
Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression. Zbl 1455.62135Akharif, Abdelhadi; Fihri, Mohamed; Hallin, Marc; Mellouk, Amal
2020
A simple R-estimation method for semiparametric duration models. Zbl 1464.62505Hallin, Marc; La Vecchia, Davide
2020
Time series in high dimensions. The general dynamic factor model. Zbl 1446.620082020
Optimal dimension reduction for high-dimensional and functional time series. Zbl 1450.62111Hallin, Marc; Hörmann, Siegfried; Lippi, Marco
2018
On Wigner-Ville spectra and the uniqueness of time-varying copula-based spectral densities. Zbl 1392.62261Birr, Stefan; Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
2018
Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc
2017
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
2017
Quantile spectral analysis for locally stationary time series. Zbl 06840449Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
2017
A network analysis of the volatility of high dimensional financial series. Zbl 07951447Barigozzi, Matteo; Hallin, Marc
2017
Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194Barigozzi, Matteo; Hallin, Marc
2017
R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274Hallin, Marc; La Vecchia, Davide
2017
Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
2016
Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Zbl 1521.62189Barigozzi, Matteo; Hallin, Marc
2016
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank. Zbl 1419.62230Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2016
Elliptical multiple-output quantile regression and convex optimization. Zbl 1329.62258Hallin, Marc; Šiman, Miroslav
2016
Dynamic functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
2015
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
2015
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
2015
\(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145Hallin, Marc; Mehta, Chintan
2015
Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
2015
On quadratic expansions of log-likelihoods and a general asymptotic linearity result. Zbl 1320.62031Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2015
Signal detection in high dimension: the multispiked case. Zbl 1296.62123Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
2014
Efficient R-estimation of principal and common principal components. Zbl 1368.62160Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2014
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030Hallin, Marc; Ley, Christophe
2014
On Hodges and Lehmann’s “\(6/\pi\) result”. Zbl 06312422Hallin, Marc; Swan, Yvik; Verdebout, Thomas
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina
2013
Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
2013
Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106Hallin, Marc; Lippi, Marco
2013
Optimal rank-based tests for common principal components. Zbl 1457.62182Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2013
One-step R-estimation in linear models with stable errors. Zbl 1443.62058Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
2013
Discussion of “Local quantile regression”. Zbl 1432.62095Hallin, Marc; Lu, Zudi
2013
Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068Hallin, Marc; Ley, Christophe
2012
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels. Zbl 1443.62429Bennala, Nezar; Hallin, Marc; Paindaveine, Davy
2012
Dynamic factors in the presence of blocks. Zbl 1441.62716Hallin, Marc; Liška, Roman
2011
A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
2011
Rank-based testing in linear models with stable errors. Zbl 1359.62142Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
2011
A class of simple distribution-free rank-based unit root tests. Zbl 1441.62718Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2011
Market liquidity as dynamic factors. Zbl 1441.62717Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David
2011
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
2010
Optimal rank-based testing for principal components. Zbl 1373.62295Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2010
Testing for common principal components under heterokurticity. Zbl 1332.62193Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
2010
Rejoinder. Zbl 1373.62226Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
2010
Local linear spatial quantile regression. Zbl 1452.62283Hallin, Marc; Lu, Zudi; Yu, Keming
2009
Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216Hallin, Marc; Paindaveine, Davy
2009
Optimal detection of Fechner-asymmetry. Zbl 1173.62034Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
2008
Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288Hallin, Marc; Paindaveine, Davy
2008
Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M.
2008
Determining the number of factors in the general dynamic factor model. Zbl 1172.62339Hallin, Marc; Liška, Roman
2007
Optimal tests of noncorrelation between multivariate time series. Zbl 1469.62328Hallin, Marc; Saidi, Abdessamad
2007
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066Hallin, Marc; Paindaveine, Davy
2006
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059Hallin, Marc; Oja, Hannu; Paindaveine, Davy
2006
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy
2006
Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049Hallin, Marc; Paindaveine, Davy
2006
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033Hallin, Marc; Vermandele, Catherine; Werker, Bas
2006
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc
2006
The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
2005
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098Hallin, Marc; Paindaveine, Davy
2005
Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085Hallin, Marc; Saidi, Abdessamad
2005
Local linear spatial regression. Zbl 1069.62075Hallin, Marc; Lu, Zudi; Tran, Lanh T.
2004
The generalized dynamic factor model consistency and rates. Zbl 1282.91267Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
2004
Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033Hallin, Marc; Lu, Zudi; Tran, Lanh T.
2004
Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044Hallin, Marc; Paindaveine, Davy
2004
Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577Hallin, Marc; Paindaveine, Davy
2004
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042Hallin, Marc; Werker, Bas J. M.
2003
Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081Akharif, Abdelhadi; Hallin, Marc
2003
Selected collected works. Vol. 1: Nonparametric methods in statistics and related topics. Edited by Peter G. Hall, Marc Hallin and George G. Roussas. Zbl 1130.62320Puri, Madan Lal
2003
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348Hallin, Marc; Paindaveine, Davy
2002
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Zbl 1018.62046Hallin, Marc; Paindaveine, Davy
2002
Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339Hallin, Marc; Paindaveine, Davy
2002
Density estimation for spatial linear processes. Zbl 1005.62034Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
2001
Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089El Bantli, Faouzi; Hallin, Marc
2001
Sample heterogeneity and M-estimation. Zbl 0965.62020Hallin, Marc; Mizera, Ivan
2001
Hájek projection and Bernstein polynomials. (Projection de Hájek et polynômes de Bernstein.) Zbl 1027.62031Hallin, Marc; Mellouk, Amal; Rifi, Khalid
2001
Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
2000
The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036Hallin, Marc; Tribel, Olivier
2000
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067Hallin, Marc; Koell, Christophe; Werker, Bas J. M.
2000
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
1999
Optimal testing for semi-parametric AR models – from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Zbl 1069.62541Hallin, Marc; Werker, Bas J. M.
1999
Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084Hallin, Marc; Jurečková, Jana
1999
Rank-based autoregressive order identification. Zbl 0994.62089Garel, Bernard; Hallin, Marc
1999
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores. Zbl 0932.62057Hallin, Marc; Jurečková, Jana; Picek, Jan; Zahaf, Toufik
1999
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