Edit Profile Hallin, Marc Compute Distance To: Compute Author ID: hallin.marc Published as: Hallin, M.; Hallin, Marc Homepage: http://ecares.ulb.ac.be/index.php?option=com_comprofiler&task=userProfile&user=1... External Links: MGP · Wikidata · ResearchGate · dblp · GND Documents Indexed: 177 Publications since 1972, including 4 Books Biographic References: 1 Publication all top 5 Co-Authors 24 single-authored 22 Paindaveine, Davy 18 Puri, Madan Lal 13 Lippi, Marco 12 Ingenbleek, Jean-François 10 Forni, Mario 9 Werker, Bas J. M. 7 Verdebout, Thomas 6 Barigozzi, Matteo 6 Lu, Zudi 5 Reichlin, Lucrezia 5 Tran, Lanh Tat 5 Zaffaroni, Paolo 4 Benghabrit, Youssef 4 Dette, Holger 4 Dufour, Jean-Marie 4 El Bantli, Faouzi 4 Kley, Tobias 4 Liška, Roman 4 Mélard, Guy 4 Rifi, Khalid 4 Šiman, Miroslav 4 Veredas, David 4 Volgushev, Stanislav 3 Akharif, Abdelhadi 3 Garel, Bernard Bertrand 3 Jurečková, Jana 3 Lefèvre, Claude 3 Mellouk, Amal 3 Mizera, Ivan 3 Swan, Yvik C. 3 van den Akker, Ramon 3 Vermandele, Catherine 2 Bentarzi, Mohamed 2 Birr, Stefan 2 Cassart, Delphine 2 del Barrio, Eustasio 2 Fihri, Mohamed 2 Hörmann, Siegfried 2 La Vecchia, Davide 2 Ley, Christophe 2 Mathias, Charles 2 Milhaud, Xavier 2 Moreira, Marcelo J. 2 Onatski, Alexei 2 Pirotte, Hugues 2 Saidi, Abdessamad 2 Seoh, Munsup 2 Serroukh, Abdeslam 1 Allal, Jelloul 1 Beirlant, Jan 1 Bennala, Nezar 1 Boswijk, H. Peter 1 Buitendag, Sven 1 Carbon, Michel 1 Chernozhukov, Victor 1 Choy, Kokyo 1 de Vries, Karino 1 Droesbeke, Fernand 1 Farhat, Abdeljelil 1 Ferguson, Thomas S. 1 Francq, Christian 1 Galichon, Alfred 1 Genest, Christian 1 González-Sanz, Alberto 1 Henry, Marc 1 Kamper, Francois 1 Kidziński, Łukasz 1 Koell, Christophe 1 Kutoyants, Yury A. 1 Laforet, Annie 1 Lemaire, Jean-Jacques 1 Mason, David M. 1 Mehta, Chintan 1 Narayan, Prakash 1 Oja, Hannu 1 Pfeifer, Dietmar 1 Picek, Jan 1 Steinebach, Josef G. 1 Taniguchi, Masanobu 1 Taylor, Robert P. 1 Tribel, Olivier 1 Yu, Keming 1 Zahaf, Toufik all top 5 Serials 20 The Annals of Statistics 15 Cahiers du Centre d’Études de Recherche Opérationnelle 14 Journal of Econometrics 14 Journal of Statistical Planning and Inference 12 Bernoulli 8 Journal of Multivariate Analysis 7 Journal of the American Statistical Association 7 Journal of Nonparametric Statistics 5 Statistics & Probability Letters 5 Journal of Time Series Analysis 4 The Canadian Journal of Statistics 4 Comptes Rendus de l’Académie des Sciences. Série I 3 Annals of the Institute of Statistical Mathematics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Statistical Inference for Stochastic Processes 2 Journal of Applied Probability 2 Journal of the Royal Statistical Society. Series B 1 Advances in Applied Probability 1 Biometrika 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 International Journal of Game Theory 1 Scandinavian Actuarial Journal 1 Insurance Mathematics & Economics 1 Statistics & Decisions 1 Statistical Science 1 Proceedings of the National Academy of Sciences of the United States of America 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Mathematical Methods of Statistics 1 Statistica Sinica 1 Electronic Journal of Statistics all top 5 Fields 165 Statistics (62-XX) 26 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 5 General and overarching topics; collections (00-XX) 3 Difference and functional equations (39-XX) 2 Sequences, series, summability (40-XX) 2 Approximations and expansions (41-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 124 Publications have been cited 1,433 times in 751 Documents Cited by ▼ Year ▼ The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 110 2005 Determining the number of factors in the general dynamic factor model. Zbl 1172.62339Hallin, Marc; Liška, Roman 66 2007 Local linear spatial regression. Zbl 1069.62075Hallin, Marc; Lu, Zudi; Tran, Lanh T. 59 2004 Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav 52 2010 Linear serial rank tests for randomness against ARMA alternatives. Zbl 0584.62064Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L. 45 1985 Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 43 2013 The generalized dynamic factor model consistency and rates. Zbl 1282.91267Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 41 2004 Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050Hallin, Marc; Puri, Madan L. 40 1994 Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348Hallin, Marc; Paindaveine, Davy 38 2002 Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066Hallin, Marc; Paindaveine, Davy 37 2006 Density estimation for spatial linear processes. Zbl 1005.62034Hallin, Marc; Lu, Zudi; Tran, Lanh Tat 33 2001 Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040Carbon, Michel; Hallin, Marc; Lanh Tat Tran 33 1996 Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models. Zbl 0659.62111Hallin, Marc; Puri, Madan L. 33 1988 Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033Hallin, Marc; Lu, Zudi; Tran, Lanh T. 32 2004 Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042Hallin, Marc; Werker, Bas J. M. 29 2003 Local linear spatial quantile regression. Zbl 1452.62283Hallin, Marc; Lu, Zudi; Yu, Keming 26 2009 Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059Hallin, Marc; Oja, Hannu; Paindaveine, Davy 26 2006 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 21 2000 Mixed autoregressive-moving average multivariate processes with time- dependent coefficients. Zbl 0394.62067Hallin, Marc 21 1978 Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 20 2015 Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc 19 2017 Non-stationary q-dependent processes and time-varying moving-average models: Invertibility properties and the forecasting problem. Zbl 0597.62096Hallin, Marc 19 1986 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098Hallin, Marc; Paindaveine, Davy 17 2005 On the invertibility of periodic moving-average models. Zbl 0795.62074Bentarzi, Mohamed; Hallin, Marc 17 1994 Signal detection in high dimension: the multispiked case. Zbl 1296.62123Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 16 2014 Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Zbl 1018.62046Hallin, Marc; Paindaveine, Davy 16 2002 Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041Hallin, Marc; Puri, Madan L. 16 1991 Dynamic functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc 15 2015 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042Hallin, Marc; Lanh Tat Tran 15 1996 Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav 14 2015 Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068Hallin, Marc; Ley, Christophe 14 2012 Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044Hallin, Marc; Paindaveine, Davy 14 2004 Linear and quadratic serial rank tests for randomness against serial dependence. Zbl 0661.62091Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L. 14 1987 Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106Hallin, Marc; Lippi, Marco 13 2013 On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068Hallin, Marc 13 1994 Optimal rank-based testing for principal components. Zbl 1373.62295Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 12 2010 Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081Akharif, Abdelhadi; Hallin, Marc 11 2003 Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076Garel, Bernard; Hallin, Marc 11 1995 Rank tests for time series analysis. A survey. Zbl 0768.62075Hallin, Marc; Puri, Madan L. 11 1992 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy 10 2006 Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099Benghabrit, Youssef; Hallin, Marc 10 1998 Quantile spectral analysis for locally stationary time series. Zbl 06840449Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc 9 2017 Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 9 2017 Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339Hallin, Marc; Paindaveine, Davy 9 2002 Generalized runs tests for heteroscedastic time series. Zbl 0899.62058Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan 9 1998 Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045Benghabrit, Youssef; Hallin, Marc 9 1996 Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc 8 2016 \(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145Hallin, Marc; Mehta, Chintan 8 2015 Dynamic factors in the presence of blocks. Zbl 1441.62716Hallin, Marc; Liška, Roman 8 2011 Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049Hallin, Marc; Paindaveine, Davy 8 2006 The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036Hallin, Marc; Tribel, Olivier 8 2000 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. 8 1999 Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo 8 1999 Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084Hallin, Marc; Jurečková, Jana 8 1999 Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054Benghabrit, Youssef; Hallin, Marc 8 1996 Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036Benghabrit, Youssef; Hallin, Marc 8 1992 Spectral factorization of nonstationary moving average processes. Zbl 0538.62076Hallin, Marc 8 1984 Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav 7 2015 Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085Hallin, Marc; Saidi, Abdessamad 7 2005 Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194Barigozzi, Matteo; Hallin, Marc 6 2017 A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 6 2011 Optimal detection of Fechner-asymmetry. Zbl 1173.62034Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 6 2008 Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288Hallin, Marc; Paindaveine, Davy 6 2008 Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577Hallin, Marc; Paindaveine, Davy 6 2004 Rank-based autoregressive order identification. Zbl 0994.62089Garel, Bernard; Hallin, Marc 6 1999 Efficient R-estimation of principal and common principal components. Zbl 1368.62160Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 5 2014 Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030Hallin, Marc; Ley, Christophe 5 2014 One-step R-estimation in linear models with stable errors. Zbl 1443.62058Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 5 2013 Optimal rank-based tests for common principal components. Zbl 06254571Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 5 2013 A class of simple distribution-free rank-based unit root tests. Zbl 1441.62718Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M. 5 2011 Rank-based testing in linear models with stable errors. Zbl 1359.62142Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 5 2011 Testing for common principal components under heterokurticity. Zbl 1332.62193Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 5 2010 Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216Hallin, Marc; Paindaveine, Davy 5 2009 Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041Dufour, Jean-Marie; Hallin, Marc 5 1993 Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L. 5 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. 5 1988 Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M. 4 2008 Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033Hallin, Marc; Vermandele, Catherine; Werker, Bas 4 2006 Band strategies: The random walk of reserves. Zbl 0418.62086Hallin, Marc 4 1979 Rejoinder. Zbl 1373.62226Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav 3 2010 Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc 3 2006 \(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051El Bantli, Faouzi; Hallin, Marc 3 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 3 1999 Adaptive estimation of the lag of a long-memory process. Zbl 1061.62555Hallin, Marc; Serroukh, Abdeslam 3 1998 Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017Hallin, Marc; Mizera, Ivan 3 1997 When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008Seoh, Munsup; Hallin, Marc 3 1997 A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022Hallin, Marc; Puri, Madan L. 3 1995 Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Zbl 0746.62050Hallin, Marc; Mélard, Guy; Milhaud, Xavier 3 1992 The Swedish automobile portfolio in 1977. A statistical study. Zbl 0537.62088Hallin, Marc; Ingenbleek, Jean-François 3 1983 Nonstationary Yule-Walker equations. Zbl 0526.62086Hallin, Marc; Ingenbleek, Jean-Francois 3 1983 Indeterminabilite pure et inversibilite des processus autoregressifs- moyenne mobile à coefficients dependant du temps. Zbl 0377.62048Hallin, Marc; Melard, Guy 3 1977 R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274Hallin, Marc; La Vecchia, Davide 2 2017 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. 2 2016 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 2 2012 Market liquidity as dynamic factors. Zbl 1441.62717Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David 2 2011 Optimal tests of noncorrelation between multivariate time series. Zbl 05564422Hallin, Marc; Saidi, Abdessamad 2 2007 Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089El Bantli, Faouzi; Hallin, Marc 2 2001 Sample heterogeneity and M-estimation. Zbl 0965.62020Hallin, Marc; Mizera, Ivan 2 2001 Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067Hallin, Marc; Koell, Christophe; Werker, Bas J. M. 2 2000 Spectral factorization of periodically correlated \(MA(1)\) processes. Zbl 0898.62114Bentarzi, Mohamed; Hallin, Marc 2 1998 Efficient pseudo-Gaussian and rank-based detection of random regression coefficients. Zbl 1451.62043Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; Hallin, Marc 1 2020 Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc 19 2017 Quantile spectral analysis for locally stationary time series. Zbl 06840449Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc 9 2017 Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 9 2017 Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194Barigozzi, Matteo; Hallin, Marc 6 2017 R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274Hallin, Marc; La Vecchia, Davide 2 2017 Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc 8 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. 2 2016 Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 20 2015 Dynamic functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc 15 2015 Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav 14 2015 \(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145Hallin, Marc; Mehta, Chintan 8 2015 Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav 7 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. 1 2015 Signal detection in high dimension: the multispiked case. Zbl 1296.62123Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 16 2014 Efficient R-estimation of principal and common principal components. Zbl 1368.62160Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 5 2014 Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030Hallin, Marc; Ley, Christophe 5 2014 On Hodges and Lehmann’s “\(6/\pi\) result”. Zbl 06312422Hallin, Marc; Swan, Yvik; Verdebout, Thomas 1 2014 Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 43 2013 Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106Hallin, Marc; Lippi, Marco 13 2013 One-step R-estimation in linear models with stable errors. Zbl 1443.62058Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 5 2013 Optimal rank-based tests for common principal components. Zbl 06254571Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 5 2013 Discussion of “Local quantile regression”. Zbl 1432.62095Hallin, Marc; Lu, Zudi 1 2013 Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068Hallin, Marc; Ley, Christophe 14 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 2 2012 Dynamic factors in the presence of blocks. Zbl 1441.62716Hallin, Marc; Liška, Roman 8 2011 A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 6 2011 A class of simple distribution-free rank-based unit root tests. Zbl 1441.62718Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M. 5 2011 Rank-based testing in linear models with stable errors. Zbl 1359.62142Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 5 2011 Market liquidity as dynamic factors. Zbl 1441.62717Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David 2 2011 Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav 52 2010 Optimal rank-based testing for principal components. Zbl 1373.62295Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 12 2010 Testing for common principal components under heterokurticity. Zbl 1332.62193Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 5 2010 Rejoinder. Zbl 1373.62226Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav 3 2010 Local linear spatial quantile regression. Zbl 1452.62283Hallin, Marc; Lu, Zudi; Yu, Keming 26 2009 Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216Hallin, Marc; Paindaveine, Davy 5 2009 Optimal detection of Fechner-asymmetry. Zbl 1173.62034Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 6 2008 Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288Hallin, Marc; Paindaveine, Davy 6 2008 Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M. 4 2008 Determining the number of factors in the general dynamic factor model. Zbl 1172.62339Hallin, Marc; Liška, Roman 66 2007 Optimal tests of noncorrelation between multivariate time series. Zbl 05564422Hallin, Marc; Saidi, Abdessamad 2 2007 Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066Hallin, Marc; Paindaveine, Davy 37 2006 Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059Hallin, Marc; Oja, Hannu; Paindaveine, Davy 26 2006 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy 10 2006 Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049Hallin, Marc; Paindaveine, Davy 8 2006 Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033Hallin, Marc; Vermandele, Catherine; Werker, Bas 4 2006 Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc 3 2006 The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 110 2005 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098Hallin, Marc; Paindaveine, Davy 17 2005 Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085Hallin, Marc; Saidi, Abdessamad 7 2005 Local linear spatial regression. Zbl 1069.62075Hallin, Marc; Lu, Zudi; Tran, Lanh T. 59 2004 The generalized dynamic factor model consistency and rates. Zbl 1282.91267Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 41 2004 Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033Hallin, Marc; Lu, Zudi; Tran, Lanh T. 32 2004 Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044Hallin, Marc; Paindaveine, Davy 14 2004 Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577Hallin, Marc; Paindaveine, Davy 6 2004 Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042Hallin, Marc; Werker, Bas J. M. 29 2003 Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081Akharif, Abdelhadi; Hallin, Marc 11 2003 Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348Hallin, Marc; Paindaveine, Davy 38 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 16 2002 Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339Hallin, Marc; Paindaveine, Davy 9 2002 Density estimation for spatial linear processes. Zbl 1005.62034Hallin, Marc; Lu, Zudi; Tran, Lanh Tat 33 2001 Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089El Bantli, Faouzi; Hallin, Marc 2 2001 Sample heterogeneity and M-estimation. Zbl 0965.62020Hallin, Marc; Mizera, Ivan 2 2001 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 21 2000 The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036Hallin, Marc; Tribel, Olivier 8 2000 Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067Hallin, Marc; Koell, Christophe; Werker, Bas J. M. 2 2000 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. 8 1999 Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo 8 1999 Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084Hallin, Marc; Jurečková, Jana 8 1999 Rank-based autoregressive order identification. Zbl 0994.62089Garel, Bernard; Hallin, Marc 6 1999 \(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051El Bantli, Faouzi; Hallin, Marc 3 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 3 1999 Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099Benghabrit, Youssef; Hallin, Marc 10 1998 Generalized runs tests for heteroscedastic time series. Zbl 0899.62058Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan 9 1998 Adaptive estimation of the lag of a long-memory process. Zbl 1061.62555Hallin, Marc; Serroukh, Abdeslam 3 1998 Spectral factorization of periodically correlated \(MA(1)\) processes. Zbl 0898.62114Bentarzi, Mohamed; Hallin, Marc 2 1998 Optimal testing for semi-parametric \(AR\) models from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Zbl 0946.62049Hallin, Marc; Werker, Bas J. M. 1 1998 Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017Hallin, Marc; Mizera, Ivan 3 1997 When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008Seoh, Munsup; Hallin, Marc 3 1997 A Berry-Esséen theorem for serial rank statistics. Zbl 0899.62110Hallin, Marc; Rifi, Khalid 1 1997 Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040Carbon, Michel; Hallin, Marc; Lanh Tat Tran 33 1996 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042Hallin, Marc; Lanh Tat Tran 15 1996 Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045Benghabrit, Youssef; Hallin, Marc 9 1996 Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054Benghabrit, Youssef; Hallin, Marc 8 1996 Is 131,000 a large sample size? A study on the finite-sample behavior of Edgeworth expansions. Zbl 0874.62009Hallin, Marc; Seoh, Munsup 2 1996 An elementary proof of asymptotic normality for serial rank statistics. Zbl 0874.62049Hallin, Marc; Vermandele, Catherine 1 1996 Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076Garel, Bernard; Hallin, Marc 11 1995 A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022Hallin, Marc; Puri, Madan L. 3 1995 Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050Hallin, Marc; Puri, Madan L. 40 1994 On the invertibility of periodic moving-average models. Zbl 0795.62074Bentarzi, Mohamed; Hallin, Marc 17 1994 On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068Hallin, Marc 13 1994 Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041Dufour, Jean-Marie; Hallin, Marc 5 1993 Rank tests for time series analysis. A survey. Zbl 0768.62075Hallin, Marc; Puri, Madan L. 11 1992 Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036Benghabrit, Youssef; Hallin, Marc 8 1992 Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Zbl 0746.62050Hallin, Marc; Mélard, Guy; Milhaud, Xavier 3 1992 Simple exact bounds for distributions of linear signed rank statistics. Zbl 0747.62042Dufour, Jean-Marie; Hallin, Marc 2 1992 Some asymptotic results for a broad class of nonparametric statistics. Zbl 0752.62039Hallin, Marc; Puri, Madan L. 1 1992 Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041Hallin, Marc; Puri, Madan L. 16 1991 Distribution-free tests against serial dependence: Signed or unsigned ranks? Zbl 0721.62045Hallin, Marc; Laforet, Annie; Melard, Guy 2 1990 Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L. 5 1989 ...and 24 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,024 Authors 73 Hallin, Marc 42 Paindaveine, Davy 18 Verdebout, Thomas 14 Šiman, Miroslav 13 Lu, Zudi 12 Bentarzi, Mohamed 12 Dabo-Niang, Sophie 12 Oja, Hannu 9 Fan, Jianqing 9 Laksaci, Ali 9 Tjøstheim, Dag B. 9 Tran, Lanh Tat 8 Taniguchi, Masanobu 8 Yao, Qiwei 7 Bai, Jushan 7 Dette, Holger 7 Dufour, Jean-Marie 7 Ley, Christophe 7 Taskinen, Sara 7 Werker, Bas J. M. 6 Aknouche, Abdelhakim 6 Barigozzi, Matteo 6 El Machkouri, Mohamed 6 Kapetanios, George 6 Lippi, Marco 6 Mélard, Guy 6 Ngatchou Wandji, Joseph 6 Onatski, Alexei 6 Puri, Madan Lal 5 Allal, Jelloul 5 del Barrio, Eustasio 5 Jurečková, Jana 5 Li, Jiexiang 5 Liu, Xiaohui 5 Merzougui, M. 5 Robinson, Peter Michael 5 Schick, Anton 5 Tsay, Ruey S. 5 Van Bever, Germain 5 Veredas, David 5 von Sachs, Rainer 5 Wefelmeyer, Wolfgang 5 Yao, Jianfeng 4 Ando, Tomohiro 4 Carbon, Michel 4 Cho, Haeran 4 Diop, Aliou 4 Eichler, Michael 4 Forni, Mario 4 Genest, Christian 4 Harel, Michel 4 Krebs, Johannes T. N. 4 Liao, Yuan 4 Linton, Oliver Bruce 4 Marcellino, Massimiliano 4 Peiris, M. Shelton 4 Peña, Daniel 4 Randles, Ronald Herman 4 Roy, Roch 4 Swan, Yvik C. 4 van den Akker, Ramon 4 Volgushev, Stanislav 4 Wang, Jinde 4 Zuo, Yijun 3 Abdi, Ahmedoune Ould 3 Abdi, Sidi Ali Ould 3 Akharif, Abdelhadi 3 Aue, Alexander 3 Benghabrit, Youssef 3 Cai, Tony Tony 3 Chen, Rong 3 Chudik, Alexander 3 Clements, Michael P. 3 Davis, Richard A. 3 Feng, Long 3 Fraiman, Ricardo 3 Francq, Christian 3 Gao, Jiti 3 Giannone, Domenico 3 Hamdi, Fayçal 3 Han, Fang 3 Hlubinka, Daniel 3 Hubert, Mia 3 Ingenbleek, Jean-François 3 Jiang, Tiefeng 3 Kaaouachi, A. 3 Kaid, Zoulikha 3 Kley, Tobias 3 Li, Linyuan 3 Li, Weiming 3 Liu, Han 3 Mizera, Ivan 3 Moreira, Marcelo J. 3 Ng, Serena 3 Nordhausen, Klaus 3 Passemier, Damien 3 Pesaran, M. Hashem 3 Qingguo, Tang 3 Reichlin, Lucrezia 3 Rémillard, Bruno N. ...and 924 more Authors all top 5 Cited in 123 Serials 95 Journal of Econometrics 61 Journal of Multivariate Analysis 57 The Annals of Statistics 46 Journal of Statistical Planning and Inference 35 Statistics & Probability Letters 30 Journal of Time Series Analysis 30 Computational Statistics and Data Analysis 27 Communications in Statistics. Theory and Methods 27 Journal of Nonparametric Statistics 20 Bernoulli 17 Journal of the American Statistical Association 14 Electronic Journal of Statistics 13 Econometric Theory 12 Statistical Inference for Stochastic Processes 11 Test 10 Statistical Methods and Applications 9 Annals of the Institute of Statistical Mathematics 9 Communications in Statistics. 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Series A: Theory and Methods 1 Scandinavian Actuarial Journal 1 Acta Mathematicae Applicatae Sinica. English Series 1 International Journal of Approximate Reasoning 1 Journal of Theoretical Probability 1 Mathematical and Computer Modelling 1 SIAM Journal on Matrix Analysis and Applications 1 MCSS. Mathematics of Control, Signals, and Systems 1 Science in China. Series A 1 Machine Learning 1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 1 Automation and Remote Control 1 SIAM Review 1 Mathematical Programming. Series A. Series B 1 Stochastics and Stochastics Reports 1 Journal of Mathematical Sciences (New York) 1 Complexity 1 The Journal of Fourier Analysis and Applications 1 Journal of Heuristics 1 European Journal of Control 1 Soft Computing 1 International Journal of Theoretical and Applied Finance ...and 23 more Serials all top 5 Cited in 27 Fields 707 Statistics (62-XX) 129 Probability theory and stochastic processes (60-XX) 95 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 68 Numerical analysis (65-XX) 18 Linear and multilinear algebra; matrix theory (15-XX) 18 Operations research, mathematical programming (90-XX) 10 Systems theory; control (93-XX) 7 Computer science (68-XX) 5 Approximations and expansions (41-XX) 4 Functional analysis (46-XX) 4 Geophysics (86-XX) 4 Biology and other natural sciences (92-XX) 4 Information and communication theory, circuits (94-XX) 3 History and biography (01-XX) 3 Special functions (33-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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