Edit Profile (opens in new tab) Hallin, Marc Compute Distance To: Compute Author ID: hallin.marc Published as: Hallin, Marc; Hallin, M. Homepage: http://ecares.ulb.ac.be/index.php?option=com_comprofiler&task=userProfile&user=1... External Links: MGP · Wikidata · Google Scholar · ResearchGate · dblp · GND · IdRef · theses.fr Documents Indexed: 175 Publications since 1972, including 1 Book 11 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 96 Co-Authors with 164 Joint Publications 1,798 Co-Co-Authors all top 5 Co-Authors 23 single-authored 22 Paindaveine, Davy 21 Puri, Madan Lal 13 Lippi, Marco 12 Ingenbleek, Jean-François 10 Forni, Mario 9 Werker, Bas J. M. 8 Barigozzi, Matteo 7 Verdebout, Thomas 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 del Barrio, Eustasio 3 Garel, Bernard Bertrand 3 Hall, Peter Gavin 3 Jurečková, Jana 3 Lefèvre, Claude 3 Ley, Christophe 3 Mellouk, Amal 3 Mizera, Ivan 3 Onatski, Alexei 3 Roussas, George Gregory 3 Swan, Yvik C. 3 van den Akker, Ramon 3 Vermandele, Catherine 2 Bentarzi, Mohamed 2 Birr, Stefan 2 Cassart, Delphine 2 Fihri, Mohamed 2 Florens, Jean-Pierre 2 Hörmann, Siegfried 2 La Vecchia, Davide 2 Mathias, Charles 2 Milhaud, Xavier 2 Moreira, Marcelo J. 2 Mouchart, Michel 2 Pirotte, Hugues 2 Raoult, Jean-Pierre 2 Saidi, Abdessamad 2 Seoh, Munsup 2 Serroukh, Abdeslam 2 Simar, Léopold 2 Yu, Keming 1 Ahmad, Amir A. 1 Allal, Jelloul 1 Babić, Slađana 1 Bailey, Natalia 1 Beirlant, Jan 1 Bennala, Nezar 1 Boswijk, H. Peter 1 Bouveyron, Charles 1 Buitendag, Sven 1 Carbon, Michel 1 Chernozhukov, Victor 1 Choy, Kokyo 1 Coad, D. Stephen 1 Critchley, Frank 1 Cuesta-Albertos, Juan Antonio 1 Dang, Wei 1 de Vries, Karino 1 Droesbeke, Fernand 1 Fan, Jianqing 1 Fan, Yingying 1 Farhat, Abdeljelil 1 Farné, Matteo 1 Ferguson, Thomas S. 1 Ferreira, Marco A. R. 1 Fine, Jason Peter 1 Francq, Christian 1 Frommlet, Florian 1 Fryzlewicz, Piotr 1 Galichon, Alfred 1 Gelbgras, Laetitia 1 Genest, Christian 1 Gijbels, Irène 1 Gilks, Wally 1 González-Sanz, Alberto 1 Halawani, Sami M. 1 Hashmi, Sarosh 1 Henry, Marc 1 Herrmann, Klaus 1 Holzmann, Hajo 1 Hu, Charlie 1 Huang, Hanwen 1 Huang, Jian 1 Huang, Na 1 Jang, Woncheol 1 Jung, Sungkyu ...and 53 more Co-Authors all top 5 Serials 21 The Annals of Statistics 15 Cahiers du Centre d’Études de Recherche Opérationnelle 15 Journal of Econometrics 14 Journal of Statistical Planning and Inference 13 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 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Annals of the Institute of Statistical Mathematics 3 Statistical Inference for Stochastic Processes 2 Journal of Applied Probability 2 Journal of the Royal Statistical Society. Series B 2 Electronic Journal of Statistics 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 The Econometrics Journal all top 5 Fields 176 Statistics (62-XX) 29 Probability theory and stochastic processes (60-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 7 Operations research, mathematical programming (90-XX) 6 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 3 Difference and functional equations (39-XX) 2 Sequences, series, summability (40-XX) 2 Approximations and expansions (41-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-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 Open 128 Publications have been cited 1,784 times in 885 Documents Cited by ▼ Year ▼ Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina 114 2013 The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 103 2005 Determining the number of factors in the general dynamic factor model. Zbl 1172.62339Hallin, Marc; Liška, Roman 85 2007 Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav 68 2010 Local linear spatial regression. Zbl 1069.62075Hallin, Marc; Lu, Zudi; Tran, Lanh T. 65 2004 Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 52 2013 Linear serial rank tests for randomness against ARMA alternatives. Zbl 0584.62064Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L. 49 1985 The generalized dynamic factor model consistency and rates. Zbl 1282.91267Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 47 2004 Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050Hallin, Marc; Puri, Madan L. 43 1994 Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066Hallin, Marc; Paindaveine, Davy 43 2006 Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348Hallin, Marc; Paindaveine, Davy 42 2002 Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc 39 2017 Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models. Zbl 0659.62111Hallin, Marc; Puri, Madan L. 35 1988 Density estimation for spatial linear processes. Zbl 1005.62034Hallin, Marc; Lu, Zudi; Tran, Lanh Tat 35 2001 Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042Hallin, Marc; Werker, Bas J. M. 35 2003 Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033Hallin, Marc; Lu, Zudi; Tran, Lanh T. 34 2004 Local linear spatial quantile regression. Zbl 1452.62283Hallin, Marc; Lu, Zudi; Yu, Keming 33 2009 Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040Carbon, Michel; Hallin, Marc; Lanh Tat Tran 32 1996 Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059Hallin, Marc; Oja, Hannu; Paindaveine, Davy 29 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 functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc 21 2015 Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 21 2015 Non-stationary q-dependent processes and time-varying moving-average models: Invertibility properties and the forecasting problem. Zbl 0597.62096Hallin, Marc 20 1986 On the invertibility of periodic moving-average models. Zbl 0795.62074Bentarzi, Mohamed; Hallin, Marc 20 1994 Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068Hallin, Marc; Ley, Christophe 19 2012 Signal detection in high dimension: the multispiked case. Zbl 1296.62123Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 18 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 18 2002 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098Hallin, Marc; Paindaveine, Davy 18 2005 Optimal rank-based testing for principal components. Zbl 1373.62295Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 18 2010 Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041Hallin, Marc; Puri, Madan L. 17 1991 Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav 17 2015 Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106Hallin, Marc; Lippi, Marco 16 2013 Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044Hallin, Marc; Paindaveine, Davy 16 2004 Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081Akharif, Abdelhadi; Hallin, Marc 16 2003 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042Hallin, Marc; Lanh Tat Tran 15 1996 Linear and quadratic serial rank tests for randomness against serial dependence. Zbl 0661.62091Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L. 14 1987 On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068Hallin, Marc 14 1994 Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo 13 1999 Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076Garel, Bernard; Hallin, Marc 13 1995 Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc 12 2016 Dynamic factors in the presence of blocks. Zbl 1441.62716Hallin, Marc; Liška, Roman 12 2011 Quantile spectral analysis for locally stationary time series. Zbl 06840449Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc 11 2017 Rank tests for time series analysis. A survey. Zbl 0768.62075Hallin, Marc; Puri, Madan L. 11 1992 Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099Benghabrit, Youssef; Hallin, Marc 11 1998 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. 11 1999 \(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145Hallin, Marc; Mehta, Chintan 11 2015 Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 11 2017 Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach. Zbl 1468.62282Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos 10 2021 Optimal detection of Fechner-asymmetry. Zbl 1173.62034Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 10 2008 Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045Benghabrit, Youssef; Hallin, Marc 10 1996 Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339Hallin, Marc; Paindaveine, Davy 10 2002 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy 10 2006 Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036Benghabrit, Youssef; Hallin, Marc 9 1992 Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030Hallin, Marc; Ley, Christophe 9 2014 Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav 9 2015 Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084Hallin, Marc; Jurečková, Jana 9 1999 Generalized runs tests for heteroscedastic time series. Zbl 0899.62058Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan 9 1998 Efficient R-estimation of principal and common principal components. Zbl 1368.62160Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 9 2014 Spectral factorization of nonstationary moving average processes. Zbl 0538.62076Hallin, Marc 8 1984 Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577Hallin, Marc; Paindaveine, Davy 8 2004 Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288Hallin, Marc; Paindaveine, Davy 8 2008 The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036Hallin, Marc; Tribel, Olivier 8 2000 Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085Hallin, Marc; Saidi, Abdessamad 8 2005 A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 8 2011 Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049Hallin, Marc; Paindaveine, Davy 8 2006 Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054Benghabrit, Youssef; Hallin, Marc 8 1996 Rank-based autoregressive order identification. Zbl 0994.62089Garel, Bernard; Hallin, Marc 7 1999 Testing for common principal components under heterokurticity. Zbl 1332.62193Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 7 2010 Optimal rank-based tests for common principal components. Zbl 1457.62182Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 7 2013 Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216Hallin, Marc; Paindaveine, Davy 7 2009 Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194Barigozzi, Matteo; Hallin, Marc 6 2017 Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L. 6 1989 One-step R-estimation in linear models with stable errors. Zbl 1443.62058Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 6 2013 Rank-based testing in linear models with stable errors. Zbl 1359.62142Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 5 2011 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 The generalized dynamic factor model: identification and estimation. Zbl 1476.62123Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 5 2020 Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041Dufour, Jean-Marie; Hallin, Marc 5 1993 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 Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033Hallin, Marc; Vermandele, Catherine; Werker, Bas 4 2006 \(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051El Bantli, Faouzi; Hallin, Marc 4 1999 Band strategies: The random walk of reserves. Zbl 0418.62086Hallin, Marc 4 1979 Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M. 4 2008 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 4 2012 Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Zbl 0746.62050Hallin, Marc; Mélard, Guy; Milhaud, Xavier 3 1992 A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. Zbl 1450.62047del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc 3 2020 Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379Hallin, Marc; Mordant, Gilles; Segers, Johan 3 2021 Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067Hallin, Marc; Koell, Christophe; Werker, Bas J. M. 3 2000 Nonstationary Yule-Walker equations. Zbl 0526.62086Hallin, Marc; Ingenbleek, Jean-Francois 3 1983 The Swedish automobile portfolio in 1977. A statistical study. Zbl 0537.62088Hallin, Marc; Ingenbleek, Jean-François 3 1983 Indeterminabilite pure et inversibilite des processus autoregressifs- moyenne mobile à coefficients dependant du temps. Zbl 0377.62048Hallin, Marc; Melard, Guy 3 1977 Optimal tests of noncorrelation between multivariate time series. Zbl 1469.62328Hallin, Marc; Saidi, Abdessamad 3 2007 A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022Hallin, Marc; Puri, Madan L. 3 1995 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 Rejoinder. Zbl 1373.62226Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav 3 2010 R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274Hallin, Marc; La Vecchia, Davide 3 2017 When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008Seoh, Munsup; Hallin, Marc 3 1997 Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017Hallin, Marc; Mizera, Ivan 3 1997 Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc 3 2006 Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach. Zbl 1468.62282Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos 10 2021 Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379Hallin, Marc; Mordant, Gilles; Segers, Johan 3 2021 Time-varying general dynamic factor models and the measurement of financial connectedness. Zbl 1471.62455Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer 1 2021 The generalized dynamic factor model: identification and estimation. Zbl 1476.62123Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 5 2020 A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. Zbl 1450.62047del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc 3 2020 Efficient pseudo-Gaussian and rank-based detection of random regression coefficients. Zbl 1451.62043Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; Hallin, Marc 2 2020 Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois 1 2020 Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc 39 2017 Quantile spectral analysis for locally stationary time series. Zbl 06840449Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc 11 2017 Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 11 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 3 2017 Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc 12 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 functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc 21 2015 Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo 21 2015 Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav 17 2015 \(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145Hallin, Marc; Mehta, Chintan 11 2015 Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav 9 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. 2 2015 Signal detection in high dimension: the multispiked case. Zbl 1296.62123Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 18 2014 Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030Hallin, Marc; Ley, Christophe 9 2014 Efficient R-estimation of principal and common principal components. Zbl 1368.62160Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 9 2014 On Hodges and Lehmann’s “\(6/\pi\) result”. Zbl 06312422Hallin, Marc; Swan, Yvik; Verdebout, Thomas 1 2014 Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina 114 2013 Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc 52 2013 Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106Hallin, Marc; Lippi, Marco 16 2013 Optimal rank-based tests for common principal components. Zbl 1457.62182Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 7 2013 One-step R-estimation in linear models with stable errors. Zbl 1443.62058Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 6 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 19 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 4 2012 Dynamic factors in the presence of blocks. Zbl 1441.62716Hallin, Marc; Liška, Roman 12 2011 A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 8 2011 Rank-based testing in linear models with stable errors. Zbl 1359.62142Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David 5 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 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 68 2010 Optimal rank-based testing for principal components. Zbl 1373.62295Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 18 2010 Testing for common principal components under heterokurticity. Zbl 1332.62193Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas 7 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 33 2009 Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216Hallin, Marc; Paindaveine, Davy 7 2009 Optimal detection of Fechner-asymmetry. Zbl 1173.62034Cassart, Delphine; Hallin, Marc; Paindaveine, Davy 10 2008 Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288Hallin, Marc; Paindaveine, Davy 8 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 85 2007 Optimal tests of noncorrelation between multivariate time series. Zbl 1469.62328Hallin, Marc; Saidi, Abdessamad 3 2007 Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066Hallin, Marc; Paindaveine, Davy 43 2006 Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059Hallin, Marc; Oja, Hannu; Paindaveine, Davy 29 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 103 2005 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098Hallin, Marc; Paindaveine, Davy 18 2005 Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085Hallin, Marc; Saidi, Abdessamad 8 2005 Local linear spatial regression. Zbl 1069.62075Hallin, Marc; Lu, Zudi; Tran, Lanh T. 65 2004 The generalized dynamic factor model consistency and rates. Zbl 1282.91267Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia 47 2004 Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033Hallin, Marc; Lu, Zudi; Tran, Lanh T. 34 2004 Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044Hallin, Marc; Paindaveine, Davy 16 2004 Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577Hallin, Marc; Paindaveine, Davy 8 2004 Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042Hallin, Marc; Werker, Bas J. M. 35 2003 Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081Akharif, Abdelhadi; Hallin, Marc 16 2003 Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348Hallin, Marc; Paindaveine, Davy 42 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 18 2002 Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339Hallin, Marc; Paindaveine, Davy 10 2002 Density estimation for spatial linear processes. Zbl 1005.62034Hallin, Marc; Lu, Zudi; Tran, Lanh Tat 35 2001 Sample heterogeneity and M-estimation. Zbl 0965.62020Hallin, Marc; Mizera, Ivan 2 2001 Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089El Bantli, Faouzi; Hallin, Marc 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. 3 2000 Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo 13 1999 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. 11 1999 Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084Hallin, Marc; Jurečková, Jana 9 1999 Rank-based autoregressive order identification. Zbl 0994.62089Garel, Bernard; Hallin, Marc 7 1999 \(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051El Bantli, Faouzi; Hallin, Marc 4 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 11 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 1 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 When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008Seoh, Munsup; Hallin, Marc 3 1997 Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017Hallin, Marc; Mizera, Ivan 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 32 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 10 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 13 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. 43 1994 On the invertibility of periodic moving-average models. Zbl 0795.62074Bentarzi, Mohamed; Hallin, Marc 20 1994 On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068Hallin, Marc 14 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 ...and 28 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,240 Authors 78 Hallin, Marc 44 Paindaveine, Davy 19 Verdebout, Thomas 17 Šiman, Miroslav 15 Bentarzi, Mohamed 13 Dabo-Niang, Sophie 13 Lu, Zudi 12 Oja, Hannu 10 Fan, Jianqing 10 Laksaci, Ali 9 Tjøstheim, Dag B. 9 Tran, Lanh Tat 8 Bai, Jushan 8 Barigozzi, Matteo 8 Dette, Holger 8 Dufour, Jean-Marie 8 Ley, Christophe 8 Taniguchi, Masanobu 8 Werker, Bas J. M. 8 Yao, Qiwei 7 Ando, Tomohiro 7 El Machkouri, Mohamed 7 Lippi, Marco 7 Onatski, Alexei 6 Aknouche, Abdelhakim 6 del Barrio, Eustasio 6 Liu, Xiaohui 6 Mélard, Guy 6 Ngatchou Wandji, Joseph 6 Peña, Daniel 6 Puri, Madan Lal 6 Taskinen, Sara 6 Tsay, Ruey S. 6 von Sachs, Rainer 6 Zuo, Yijun 5 Akharif, Abdelhadi 5 Allal, Jelloul 5 Chen, Rong 5 Eichler, Michael 5 Genest, Christian 5 Jurečková, Jana 5 Li, Jiexiang 5 Liao, Yuan 5 Linton, Oliver Bruce 5 Merzougui, M. 5 Pesaran, M. Hashem 5 Robinson, Peter Michael 5 Schick, Anton 5 Shang, Han Lin 5 Van Bever, Germain 5 Veredas, David 5 Wefelmeyer, Wolfgang 4 Carbon, Michel 4 Cho, Haeran 4 Chudik, Alexander 4 Diop, Aliou 4 Forni, Mario 4 Francq, Christian 4 Harel, Michel 4 Hudecová, Šárka 4 Kaid, Zoulikha 4 Kapetanios, George 4 Krebs, Johannes T. N. 4 Li, Weiming 4 Liu, Han 4 Mellouk, Amal 4 Peiris, M. Shelton 4 Randles, Ronald Herman 4 Swan, Yvik C. 4 Trapani, Lorenzo 4 van Delft, Anne 4 van den Akker, Ramon 4 Volgushev, Stanislav 4 Wang, Jinde 4 Xiu, Dacheng 4 Yao, Jianfeng 3 Abdi, Ahmedoune Ould 3 Abdi, Sidi Ali Ould 3 Aue, Alexander 3 Benghabrit, Youssef 3 Cai, Tony Tony 3 Chen, Hui 3 Cincotti, Silvano 3 Cuesta-Albertos, Juan Antonio 3 El Melhaoui, Saïd 3 Feng, Long 3 Fihri, Mohamed 3 Fraiman, Ricardo 3 Fryzlewicz, Piotr 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 Kley, Tobias 3 Kneip, Alois Richard ...and 1,140 more Authors all top 5 Cited in 140 Serials 105 Journal of Econometrics 72 Journal of Multivariate Analysis 62 The Annals of Statistics 49 Journal of Statistical Planning and Inference 37 Communications in Statistics. 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Series A 1 Annals of Operations Research ...and 40 more Serials all top 5 Cited in 31 Fields 829 Statistics (62-XX) 150 Probability theory and stochastic processes (60-XX) 91 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 77 Numerical analysis (65-XX) 21 Operations research, mathematical programming (90-XX) 19 Linear and multilinear algebra; matrix theory (15-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Computer science (68-XX) 8 Systems theory; control (93-XX) 7 Information and communication theory, circuits (94-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Approximations and expansions (41-XX) 5 Geophysics (86-XX) 4 Partial differential equations (35-XX) 4 Functional analysis (46-XX) 3 History and biography (01-XX) 3 Special functions (33-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Quantum theory (81-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Algebraic topology (55-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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