Articles dans des revues avec comité de lecture (187)
41.
McKeague, I. I., Lpez-Pintado, S., Hallin, M., & Šiman, M. (2011). Analyzing growth trajectories. Journal of Developmental Origins of Health and Disease, 2(6), 322-329. doi:10.1017/S2040174411000572
42.
Hallin, M., van den Akker, R., & Werker, B. (2011). A class of simple distribution-free rank-based unit root tests. Journal of econometrics, 163(2), 200-214. doi:10.1016/j.jeconom.2011.03.007
43.
Hallin, M. (2011). Dynamic factors in the presence of blocks. Journal of econometrics, 163(1), 29-41. doi:10.1016/j.jeconom.2010.11.004
44.
Hallin, M., Mathias, C., Pirotte, H., & Veredas, D. (2011). Market liquidity as dynamic factors. Journal of econometrics, 163(1), 42-50. doi:10.1016/j.jeconom.2010.11.005
45.
Cassart, D., Hallin, M., & Paindaveine, D. (2011). A class of optimal tests for symmetry based on local Edgeworth approximations. Bernoulli, 17, 1063-1094.
46.
Hallin, M., Swan, Y., Verdebout, T., & Veredas, D. (2011). Rank-based testing in linear models with stable errors. Journal of nonparametric statistics, 23(2), 305-320.
47.
Shiohama, T., Hallin, M., & Taniguchi, M. (2010). Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models. Journal of the Japan Statistical Society, 40, 145-166.
48.
Hallin, M., Paindaveine, D., & Siman, M. (2010). Rejoinder: Multivariate quantiles and multiple-output regression quantiles. Annals of statistics, 38, 694-703.
49.
Hallin, M., Paindaveine, D., & Šiman, M. (2010). Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth. Annals of statistics, 38, 635-669.
50.
Hallin, M., Hirukawa, J., Taniai, H., & Taniguchi, M. (2010). Rank-based inference for multivariate nonlinear and long-memory time series models. Journal of the Japan Statistical Society, 40, 167-187.
51.
Hallin, M., Paindaveine, D., & Verdebout, T. (2010). Optimal rank-based testing for principal components. Annals of statistics, 38, 3245-3299.
52.
Hallin, M., Paindaveine, D., & Verdebout, T. (2010). Testing for common principal components under heterokurticity. Journal of nonparametric statistics, 22, 879-895.