Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (89)
  1. 19. Hallin, M., La Vecchia, D., & Liu, H. (2020). Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach. (ECARES Working Papers No 2020-47).
  2. 20. Shi, H., Hallin, M., Drton, M., & Han, F. (2020). Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs. (ECARES Working Papers No 2020-23).
  3. 21. Hallin, M., Hlubinka, D., & Hudecova, S. (2020). Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova. (ECARES Working Papers No 2020-32).
  4. 22. Hallin, M., Mordant, G., & Segers, J. (2020). Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (ECARES Working Papers No 2020-06).
  5. 23. Bierlant, J., Buitendag, S., Del Barrio, E., & Hallin, M. (2019). CENTER-OUTWARD QUANTILES AND THE MEASUREMENT OF MULTIVARIATE RISK. (ECARES Working Papers No 2019-30).
  6. 24. Del Barrio, E., Gonzalez-Sanz, A., & Hallin, M. (2019). A Note on the Regularity of Center-Outward Distribution and Quantile Functions. (ECARES Working Papers No 2019-33).
  7. 25. Trucios-Maza, C. C., Mazzeu, J. H. G., Hotta, L. K., Valls Pereira, P. L., & Hallin, M. (2019). On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (ECARES Working Papers No 2019-32).
  8. 26. Babic, S., Gelbgras, L., Hallin, M., & Ley, C. (2019). Optimal tests for elliptical symmetry: specified and unspecified location. (ECARES Working Papers No 2019-26).
  9. 27. Hallin, M., La Vecchia, D., & Liu, H. (2019). Center-Outward R-Estimation for Semiparametric VARMA Models. (ECARES Working Papers No 2019-25).
  10. 28. Hallin, M., Nisol, G., & Tavakoli, S. (2019). High-Dimensional Functional Factor Models. (ECARES Working Papers No 2019-16).
  11. 29. Hallin, M., Hotta, L. K., Mazzeu, J. H. G., Trucios-Maza, C. C., Valls Pereira, P. L., & Zevallos, M. (2019). Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (ECARES Working Papers No 2019-14).
  12. 30. Barigozzi, M., Hallin, M., & Soccorsi, S. (2019). Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (ECARES Working Papers No 2019-09).
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