The following pages link to Marc Hallin (Q169477):
Displayed 50 items.
- (Q220906) (redirect page) (← links)
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- (Q366966) (redirect page) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Skew-symmetric distributions and Fisher information: the double sin of the skew-normal (Q396013) (← links)
- (Q442070) (redirect page) (← links)
- Skew-symmetric distributions and Fisher information -- a tale of two densities (Q442072) (← links)
- (Q503556) (redirect page) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Monge-Kantorovich depth, quantiles, ranks and signs (Q524458) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- (Q587236) (redirect page) (← links)
- Nonstationary Yule-Walker equations (Q594516) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Dynamic factors in the presence of blocks (Q737940) (← links)
- Market liquidity as dynamic factors (Q737943) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Spectral factorization of nonstationary moving average processes (Q793482) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Elliptical multiple-output quantile regression and convex optimization (Q899672) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- Linear serial rank tests for randomness against ARMA alternatives (Q1069599) (← links)
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models (Q1112523) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence (Q1192988) (← links)
- Simple exact bounds for distributions of linear signed rank statistics (Q1193812) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
- (Q1224955) (redirect page) (← links)
- Subjectively mixed strategies. The public event case (Q1224956) (← links)
- Mixed autoregressive-moving average multivariate processes with time- dependent coefficients (Q1252691) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- Characterizion of error distributions in time-series regression models (Q1265986) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Aligned rank tests for linear models with autocorrelated error terms (Q1333198) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions (Q1372343) (← links)
- A Berry-Esséen theorem for serial rank statistics (Q1384417) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)