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Hallin, Marc

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Author ID: hallin.marc Recent zbMATH articles by "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

Publications by Year

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 1117.62334
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
110
2005
Determining the number of factors in the general dynamic factor model. Zbl 1172.62339
Hallin, Marc; Liška, Roman
66
2007
Local linear spatial regression. Zbl 1069.62075
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
59
2004
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
52
2010
Linear serial rank tests for randomness against ARMA alternatives. Zbl 0584.62064
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
45
1985
Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
43
2013
The generalized dynamic factor model consistency and rates. Zbl 1282.91267
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
41
2004
Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050
Hallin, Marc; Puri, Madan L.
40
1994
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348
Hallin, Marc; Paindaveine, Davy
38
2002
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066
Hallin, Marc; Paindaveine, Davy
37
2006
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
33
2001
Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040
Carbon, 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 0659.62111
Hallin, Marc; Puri, Madan L.
33
1988
Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
32
2004
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042
Hallin, Marc; Werker, Bas J. M.
29
2003
Local linear spatial quantile regression. Zbl 1452.62283
Hallin, Marc; Lu, Zudi; Yu, Keming
26
2009
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059
Hallin, Marc; Oja, Hannu; Paindaveine, Davy
26
2006
Kendall’s tau for serial dependence. Zbl 0958.62083
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
21
2000
Mixed autoregressive-moving average multivariate processes with time- dependent coefficients. Zbl 0394.62067
Hallin, Marc
21
1978
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
20
2015
Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163
Chernozhukov, 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 0597.62096
Hallin, Marc
19
1986
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098
Hallin, Marc; Paindaveine, Davy
17
2005
On the invertibility of periodic moving-average models. Zbl 0795.62074
Bentarzi, Mohamed; Hallin, Marc
17
1994
Signal detection in high dimension: the multispiked case. Zbl 1296.62123
Onatski, 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 1018.62046
Hallin, Marc; Paindaveine, Davy
16
2002
Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041
Hallin, Marc; Puri, Madan L.
16
1991
Dynamic functional principal components. Zbl 1414.62133
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
15
2015
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042
Hallin, Marc; Lanh Tat Tran
15
1996
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
14
2015
Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068
Hallin, Marc; Ley, Christophe
14
2012
Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044
Hallin, Marc; Paindaveine, Davy
14
2004
Linear and quadratic serial rank tests for randomness against serial dependence. Zbl 0661.62091
Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L.
14
1987
Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106
Hallin, Marc; Lippi, Marco
13
2013
On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068
Hallin, Marc
13
1994
Optimal rank-based testing for principal components. Zbl 1373.62295
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
12
2010
Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081
Akharif, Abdelhadi; Hallin, Marc
11
2003
Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076
Garel, Bernard; Hallin, Marc
11
1995
Rank tests for time series analysis. A survey. Zbl 0768.62075
Hallin, Marc; Puri, Madan L.
11
1992
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002
Hallin, Marc; Paindaveine, Davy
10
2006
Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099
Benghabrit, Youssef; Hallin, Marc
10
1998
Quantile spectral analysis for locally stationary time series. Zbl 06840449
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
9
2017
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
9
2017
Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339
Hallin, Marc; Paindaveine, Davy
9
2002
Generalized runs tests for heteroscedastic time series. Zbl 0899.62058
Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan
9
1998
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045
Benghabrit, Youssef; Hallin, Marc
9
1996
Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
8
2016
\(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145
Hallin, Marc; Mehta, Chintan
8
2015
Dynamic factors in the presence of blocks. Zbl 1441.62716
Hallin, Marc; Liška, Roman
8
2011
Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049
Hallin, Marc; Paindaveine, Davy
8
2006
The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036
Hallin, Marc; Tribel, Olivier
8
2000
Optimal testing for semi-parametric AR models – from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Zbl 1069.62541
Hallin, Marc; Werker, Bas J. M.
8
1999
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
8
1999
Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084
Hallin, Marc; Jurečková, Jana
8
1999
Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054
Benghabrit, Youssef; Hallin, Marc
8
1996
Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036
Benghabrit, Youssef; Hallin, Marc
8
1992
Spectral factorization of nonstationary moving average processes. Zbl 0538.62076
Hallin, Marc
8
1984
Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109
Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
7
2015
Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085
Hallin, Marc; Saidi, Abdessamad
7
2005
Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194
Barigozzi, Matteo; Hallin, Marc
6
2017
A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
6
2011
Optimal detection of Fechner-asymmetry. Zbl 1173.62034
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
6
2008
Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288
Hallin, Marc; Paindaveine, Davy
6
2008
Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577
Hallin, Marc; Paindaveine, Davy
6
2004
Rank-based autoregressive order identification. Zbl 0994.62089
Garel, Bernard; Hallin, Marc
6
1999
Efficient R-estimation of principal and common principal components. Zbl 1368.62160
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
5
2014
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030
Hallin, Marc; Ley, Christophe
5
2014
One-step R-estimation in linear models with stable errors. Zbl 1443.62058
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
5
2013
Optimal rank-based tests for common principal components. Zbl 06254571
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
5
2013
A class of simple distribution-free rank-based unit root tests. Zbl 1441.62718
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
5
2011
Rank-based testing in linear models with stable errors. Zbl 1359.62142
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
5
2011
Testing for common principal components under heterokurticity. Zbl 1332.62193
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
5
2010
Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216
Hallin, Marc; Paindaveine, Davy
5
2009
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041
Dufour, Jean-Marie; Hallin, Marc
5
1993
Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047
Hallin, 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 0644.62089
Hallin, Marc; Lefevre, Claude; Puri, Madan L.
5
1988
Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134
Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M.
4
2008
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033
Hallin, Marc; Vermandele, Catherine; Werker, Bas
4
2006
Band strategies: The random walk of reserves. Zbl 0418.62086
Hallin, Marc
4
1979
Rejoinder. Zbl 1373.62226
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
3
2010
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc
3
2006
\(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051
El Bantli, Faouzi; Hallin, Marc
3
1999
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores. Zbl 0932.62057
Hallin, Marc; Jurečková, Jana; Picek, Jan; Zahaf, Toufik
3
1999
Adaptive estimation of the lag of a long-memory process. Zbl 1061.62555
Hallin, Marc; Serroukh, Abdeslam
3
1998
Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017
Hallin, Marc; Mizera, Ivan
3
1997
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008
Seoh, Munsup; Hallin, Marc
3
1997
A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022
Hallin, Marc; Puri, Madan L.
3
1995
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Zbl 0746.62050
Hallin, Marc; Mélard, Guy; Milhaud, Xavier
3
1992
The Swedish automobile portfolio in 1977. A statistical study. Zbl 0537.62088
Hallin, Marc; Ingenbleek, Jean-François
3
1983
Nonstationary Yule-Walker equations. Zbl 0526.62086
Hallin, Marc; Ingenbleek, Jean-Francois
3
1983
Indeterminabilite pure et inversibilite des processus autoregressifs- moyenne mobile à coefficients dependant du temps. Zbl 0377.62048
Hallin, Marc; Melard, Guy
3
1977
R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274
Hallin, 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 1419.62230
Hallin, 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 1443.62429
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy
2
2012
Market liquidity as dynamic factors. Zbl 1441.62717
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David
2
2011
Optimal tests of noncorrelation between multivariate time series. Zbl 05564422
Hallin, Marc; Saidi, Abdessamad
2
2007
Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089
El Bantli, Faouzi; Hallin, Marc
2
2001
Sample heterogeneity and M-estimation. Zbl 0965.62020
Hallin, Marc; Mizera, Ivan
2
2001
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067
Hallin, Marc; Koell, Christophe; Werker, Bas J. M.
2
2000
Spectral factorization of periodically correlated \(MA(1)\) processes. Zbl 0898.62114
Bentarzi, Mohamed; Hallin, Marc
2
1998
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients. Zbl 1451.62043
Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; Hallin, Marc
1
2020
Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163
Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc
19
2017
Quantile spectral analysis for locally stationary time series. Zbl 06840449
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
9
2017
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
9
2017
Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194
Barigozzi, Matteo; Hallin, Marc
6
2017
R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274
Hallin, Marc; La Vecchia, Davide
2
2017
Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245
Kley, 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 1419.62230
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2
2016
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
20
2015
Dynamic functional principal components. Zbl 1414.62133
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
15
2015
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
14
2015
\(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145
Hallin, Marc; Mehta, Chintan
8
2015
Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109
Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
7
2015
On quadratic expansions of log-likelihoods and a general asymptotic linearity result. Zbl 1320.62031
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
1
2015
Signal detection in high dimension: the multispiked case. Zbl 1296.62123
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
16
2014
Efficient R-estimation of principal and common principal components. Zbl 1368.62160
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
5
2014
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030
Hallin, Marc; Ley, Christophe
5
2014
On Hodges and Lehmann’s “\(6/\pi\) result”. Zbl 06312422
Hallin, Marc; Swan, Yvik; Verdebout, Thomas
1
2014
Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
43
2013
Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106
Hallin, Marc; Lippi, Marco
13
2013
One-step R-estimation in linear models with stable errors. Zbl 1443.62058
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
5
2013
Optimal rank-based tests for common principal components. Zbl 06254571
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
5
2013
Discussion of “Local quantile regression”. Zbl 1432.62095
Hallin, Marc; Lu, Zudi
1
2013
Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068
Hallin, Marc; Ley, Christophe
14
2012
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels. Zbl 1443.62429
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy
2
2012
Dynamic factors in the presence of blocks. Zbl 1441.62716
Hallin, Marc; Liška, Roman
8
2011
A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
6
2011
A class of simple distribution-free rank-based unit root tests. Zbl 1441.62718
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
5
2011
Rank-based testing in linear models with stable errors. Zbl 1359.62142
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
5
2011
Market liquidity as dynamic factors. Zbl 1441.62717
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David
2
2011
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
52
2010
Optimal rank-based testing for principal components. Zbl 1373.62295
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
12
2010
Testing for common principal components under heterokurticity. Zbl 1332.62193
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
5
2010
Rejoinder. Zbl 1373.62226
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
3
2010
Local linear spatial quantile regression. Zbl 1452.62283
Hallin, Marc; Lu, Zudi; Yu, Keming
26
2009
Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216
Hallin, Marc; Paindaveine, Davy
5
2009
Optimal detection of Fechner-asymmetry. Zbl 1173.62034
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
6
2008
Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288
Hallin, Marc; Paindaveine, Davy
6
2008
Semiparametrically efficient inference based on signs and ranks for median-restricted models. Zbl 1351.62134
Hallin, Marc; Vermandele, Catherine; Werker, Bas J. M.
4
2008
Determining the number of factors in the general dynamic factor model. Zbl 1172.62339
Hallin, Marc; Liška, Roman
66
2007
Optimal tests of noncorrelation between multivariate time series. Zbl 05564422
Hallin, Marc; Saidi, Abdessamad
2
2007
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066
Hallin, Marc; Paindaveine, Davy
37
2006
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059
Hallin, Marc; Oja, Hannu; Paindaveine, Davy
26
2006
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002
Hallin, Marc; Paindaveine, Davy
10
2006
Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049
Hallin, Marc; Paindaveine, Davy
8
2006
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033
Hallin, Marc; Vermandele, Catherine; Werker, Bas
4
2006
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc
3
2006
The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
110
2005
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098
Hallin, Marc; Paindaveine, Davy
17
2005
Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085
Hallin, Marc; Saidi, Abdessamad
7
2005
Local linear spatial regression. Zbl 1069.62075
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
59
2004
The generalized dynamic factor model consistency and rates. Zbl 1282.91267
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
41
2004
Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
32
2004
Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044
Hallin, Marc; Paindaveine, Davy
14
2004
Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577
Hallin, Marc; Paindaveine, Davy
6
2004
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042
Hallin, Marc; Werker, Bas J. M.
29
2003
Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081
Akharif, Abdelhadi; Hallin, Marc
11
2003
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348
Hallin, Marc; Paindaveine, Davy
38
2002
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Zbl 1018.62046
Hallin, Marc; Paindaveine, Davy
16
2002
Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339
Hallin, Marc; Paindaveine, Davy
9
2002
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
33
2001
Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089
El Bantli, Faouzi; Hallin, Marc
2
2001
Sample heterogeneity and M-estimation. Zbl 0965.62020
Hallin, Marc; Mizera, Ivan
2
2001
Kendall’s tau for serial dependence. Zbl 0958.62083
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
21
2000
The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036
Hallin, Marc; Tribel, Olivier
8
2000
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067
Hallin, 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 1069.62541
Hallin, Marc; Werker, Bas J. M.
8
1999
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
8
1999
Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084
Hallin, Marc; Jurečková, Jana
8
1999
Rank-based autoregressive order identification. Zbl 0994.62089
Garel, Bernard; Hallin, Marc
6
1999
\(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051
El Bantli, Faouzi; Hallin, Marc
3
1999
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores. Zbl 0932.62057
Hallin, Marc; Jurečková, Jana; Picek, Jan; Zahaf, Toufik
3
1999
Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099
Benghabrit, Youssef; Hallin, Marc
10
1998
Generalized runs tests for heteroscedastic time series. Zbl 0899.62058
Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan
9
1998
Adaptive estimation of the lag of a long-memory process. Zbl 1061.62555
Hallin, Marc; Serroukh, Abdeslam
3
1998
Spectral factorization of periodically correlated \(MA(1)\) processes. Zbl 0898.62114
Bentarzi, Mohamed; Hallin, Marc
2
1998
Optimal testing for semi-parametric \(AR\) models from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Zbl 0946.62049
Hallin, Marc; Werker, Bas J. M.
1
1998
Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017
Hallin, Marc; Mizera, Ivan
3
1997
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008
Seoh, Munsup; Hallin, Marc
3
1997
A Berry-Esséen theorem for serial rank statistics. Zbl 0899.62110
Hallin, Marc; Rifi, Khalid
1
1997
Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040
Carbon, Michel; Hallin, Marc; Lanh Tat Tran
33
1996
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042
Hallin, Marc; Lanh Tat Tran
15
1996
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045
Benghabrit, Youssef; Hallin, Marc
9
1996
Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054
Benghabrit, Youssef; Hallin, Marc
8
1996
Is 131,000 a large sample size? A study on the finite-sample behavior of Edgeworth expansions. Zbl 0874.62009
Hallin, Marc; Seoh, Munsup
2
1996
An elementary proof of asymptotic normality for serial rank statistics. Zbl 0874.62049
Hallin, Marc; Vermandele, Catherine
1
1996
Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076
Garel, Bernard; Hallin, Marc
11
1995
A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022
Hallin, Marc; Puri, Madan L.
3
1995
Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050
Hallin, Marc; Puri, Madan L.
40
1994
On the invertibility of periodic moving-average models. Zbl 0795.62074
Bentarzi, Mohamed; Hallin, Marc
17
1994
On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068
Hallin, Marc
13
1994
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041
Dufour, Jean-Marie; Hallin, Marc
5
1993
Rank tests for time series analysis. A survey. Zbl 0768.62075
Hallin, Marc; Puri, Madan L.
11
1992
Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036
Benghabrit, Youssef; Hallin, Marc
8
1992
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Zbl 0746.62050
Hallin, Marc; Mélard, Guy; Milhaud, Xavier
3
1992
Simple exact bounds for distributions of linear signed rank statistics. Zbl 0747.62042
Dufour, Jean-Marie; Hallin, Marc
2
1992
Some asymptotic results for a broad class of nonparametric statistics. Zbl 0752.62039
Hallin, Marc; Puri, Madan L.
1
1992
Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041
Hallin, Marc; Puri, Madan L.
16
1991
Distribution-free tests against serial dependence: Signed or unsigned ranks? Zbl 0721.62045
Hallin, Marc; Laforet, Annie; Melard, Guy
2
1990
Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
5
1989
...and 24 more Documents
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. Simulation and Computation
9 Stochastic Processes and their Applications
8 Statistics
8 Computational Statistics
8 Journal of Statistical Computation and Simulation
7 Metrika
7 Economics Letters
7 Statistics and Computing
6 The Canadian Journal of Statistics
5 Probability Theory and Related Fields
4 Statistical Science
4 Journal of Economic Dynamics & Control
4 Open Economies Review
4 Mathematical Methods of Statistics
4 Statistical Papers
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Journal of Forecasting
4 Advances in Data Analysis and Classification. ADAC
4 Journal of Statistical Theory and Practice
3 Metron
3 Insurance Mathematics & Economics
3 Journal of Applied Statistics
3 Acta Mathematica Sinica. English Series
3 Statistical Methodology
3 AStA. Advances in Statistical Analysis
3 Science China. Mathematics
2 Lithuanian Mathematical Journal
2 Psychometrika
2 Scandinavian Journal of Statistics
2 International Journal of Game Theory
2 Econometric Reviews
2 The Annals of Applied Probability
2 European Journal of Operational Research
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 The Econometrics Journal
2 Extremes
2 Methodology and Computing in Applied Probability
2 Scandinavian Actuarial Journal
2 Quantitative Finance
2 Journal of Systems Science and Complexity
2 Journal of the Korean Statistical Society
2 Advances in Decision Sciences
2 Random Matrices: Theory and Applications
2 Japanese Journal of Statistics and Data Science
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 International Journal of Systems Science
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Moscow University Mathematics Bulletin
1 Periodica Mathematica Hungarica
1 Automatica
1 Biometrical Journal
1 Biometrics
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Demonstratio Mathematica
1 International Economic Review
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Nonlinear Analysis. Theory, Methods & Applications. 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

Citations by Year

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