Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (89)
7.
Hallin, M., & Mordant, G. (2022). Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach. (ECARES Working Papers No 2022-37).
8.
Hallin, M. (2022). Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series. (ECARES Working Papers No 2022-30).
9.
Hallin, M., & Liu, H. (2022). Center-outward Rank- and Sign-based VARMA Portmanteau Tests. (ECARES Working Papers No 2022-27).
10.
Hallin, M., Lui, H., & Verdebout, T. (2022). Nonparametric Measure-transportation-based Methods for Directional Data. (ECARES Working Papers No 2022-18).
11.
del Barrio, E., González-Sanz, A., & Hallin, M. (2022). Nonparametric Multiple-Output Center-Outward Quantile Regression. (ECARES Working Papers No 2022-10).
12.
Hallin, M., Shi, H., Drton, M., & Han, F. (2021). Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence. (ECARES Working Papers No 2021-27).
13.
Goto, Y., Kley, T., Van Hecke, R., Volgushev, S., Dette, H., & Hallin, M. (2021). The Integrated Copula Spectrum. (ECARES Working Papers No 2021-29).
14.
Hallin, M., & Mordant, G. (2021). On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests. (ECARES Working Papers No 2021-24).
15.
Barigozzi, M., Hallin, M., Luciani, M., & Zaffaroni, P. (2021). Inferential Theory for Generalized Dynamic Factor Models. (ECARES Working Papers No 2021-20).
16.
Hallin, M., Hlubinka, D., & Hudecova, S. (2021). Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA. (ECARES Working Papers No 2021-13).
17.
Hallin, M. (2021). Measure Transportation and Statistical Decision Theory. (ECARES Working Papers No 2021-04).
18.
Hallin, M., & Trucíos, C. (2020). Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (ECARES Working Papers No 2020-50).