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Author ID: hallin.marc Recent zbMATH articles by "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

Publications by Year

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 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
114
2013
The generalized dynamic factor model: One-sided estimation and forecasting. Zbl 1117.62334
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
103
2005
Determining the number of factors in the general dynamic factor model. Zbl 1172.62339
Hallin, Marc; Liška, Roman
85
2007
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth. Zbl 1183.62088
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
68
2010
Local linear spatial regression. Zbl 1069.62075
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
65
2004
Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
52
2013
Linear serial rank tests for randomness against ARMA alternatives. Zbl 0584.62064
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
49
1985
The generalized dynamic factor model consistency and rates. Zbl 1282.91267
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
47
2004
Aligned rank tests for linear models with autocorrelated error terms. Zbl 0805.62050
Hallin, Marc; Puri, Madan L.
43
1994
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066
Hallin, Marc; Paindaveine, Davy
43
2006
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348
Hallin, Marc; Paindaveine, Davy
42
2002
Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163
Chernozhukov, 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 0659.62111
Hallin, Marc; Puri, Madan L.
35
1988
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
35
2001
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042
Hallin, Marc; Werker, Bas J. M.
35
2003
Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
34
2004
Local linear spatial quantile regression. Zbl 1452.62283
Hallin, Marc; Lu, Zudi; Yu, Keming
33
2009
Kernel density estimation for random fields: The \(L_ 1\) theory. Zbl 0872.62040
Carbon, Michel; Hallin, Marc; Lanh Tat Tran
32
1996
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059
Hallin, Marc; Oja, Hannu; Paindaveine, Davy
29
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 functional principal components. Zbl 1414.62133
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
21
2015
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466
Forni, 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 0597.62096
Hallin, Marc
20
1986
On the invertibility of periodic moving-average models. Zbl 0795.62074
Bentarzi, Mohamed; Hallin, Marc
20
1994
Skew-symmetric distributions and Fisher information – a tale of two densities. Zbl 1243.62068
Hallin, Marc; Ley, Christophe
19
2012
Signal detection in high dimension: the multispiked case. Zbl 1296.62123
Onatski, 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 1018.62046
Hallin, Marc; Paindaveine, Davy
18
2002
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098
Hallin, Marc; Paindaveine, Davy
18
2005
Optimal rank-based testing for principal components. Zbl 1373.62295
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
18
2010
Time series analysis via rank order theory: Signed-rank tests for ARMA models. Zbl 0751.62041
Hallin, Marc; Puri, Madan L.
17
1991
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav
17
2015
Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106
Hallin, Marc; Lippi, Marco
16
2013
Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044
Hallin, Marc; Paindaveine, Davy
16
2004
Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081
Akharif, Abdelhadi; Hallin, Marc
16
2003
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation. Zbl 0886.62042
Hallin, Marc; Lanh Tat Tran
15
1996
Linear and quadratic serial rank tests for randomness against serial dependence. Zbl 0661.62091
Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L.
14
1987
On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068
Hallin, Marc
14
1994
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
13
1999
Local asymptotic normality of multivariate ARMA processes with a linear trend. Zbl 0841.62076
Garel, Bernard; Hallin, Marc
13
1995
Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc
12
2016
Dynamic factors in the presence of blocks. Zbl 1441.62716
Hallin, Marc; Liška, Roman
12
2011
Quantile spectral analysis for locally stationary time series. Zbl 06840449
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
11
2017
Rank tests for time series analysis. A survey. Zbl 0768.62075
Hallin, Marc; Puri, Madan L.
11
1992
Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. Zbl 0942.62099
Benghabrit, Youssef; Hallin, Marc
11
1998
Optimal testing for semi-parametric AR models – from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Zbl 1069.62541
Hallin, Marc; Werker, Bas J. M.
11
1999
\(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145
Hallin, Marc; Mehta, Chintan
11
2015
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
11
2017
Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach. Zbl 1468.62282
Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
10
2021
Optimal detection of Fechner-asymmetry. Zbl 1173.62034
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
10
2008
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Zbl 0848.62045
Benghabrit, Youssef; Hallin, Marc
10
1996
Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339
Hallin, Marc; Paindaveine, Davy
10
2002
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002
Hallin, Marc; Paindaveine, Davy
10
2006
Optimal rank-based tests against first-order superdiagonal bilinear dependence. Zbl 0752.62036
Benghabrit, Youssef; Hallin, Marc
9
1992
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030
Hallin, Marc; Ley, Christophe
9
2014
Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109
Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
9
2015
Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084
Hallin, Marc; Jurečková, Jana
9
1999
Generalized runs tests for heteroscedastic time series. Zbl 0899.62058
Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan
9
1998
Efficient R-estimation of principal and common principal components. Zbl 1368.62160
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
9
2014
Spectral factorization of nonstationary moving average processes. Zbl 0538.62076
Hallin, Marc
8
1984
Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577
Hallin, Marc; Paindaveine, Davy
8
2004
Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288
Hallin, Marc; Paindaveine, Davy
8
2008
The efficiency of some nonparametric rank-based competitors to correlogram methods. Zbl 0980.62036
Hallin, Marc; Tribel, Olivier
8
2000
Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085
Hallin, Marc; Saidi, Abdessamad
8
2005
A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
8
2011
Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Zbl 1082.62049
Hallin, Marc; Paindaveine, Davy
8
2006
Rank-based tests for autoregressive against bilinear serial dependence. Zbl 0885.62054
Benghabrit, Youssef; Hallin, Marc
8
1996
Rank-based autoregressive order identification. Zbl 0994.62089
Garel, Bernard; Hallin, Marc
7
1999
Testing for common principal components under heterokurticity. Zbl 1332.62193
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
7
2010
Optimal rank-based tests for common principal components. Zbl 1457.62182
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
7
2013
Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216
Hallin, Marc; Paindaveine, Davy
7
2009
Generalized dynamic factor models and volatilities: estimation and forecasting. Zbl 1377.62194
Barigozzi, Matteo; Hallin, Marc
6
2017
Asymptotically most powerful rank tests for multivariate randomness against serial dependence. Zbl 0685.62047
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L.
6
1989
One-step R-estimation in linear models with stable errors. Zbl 1443.62058
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
6
2013
Rank-based testing in linear models with stable errors. Zbl 1359.62142
Hallin, 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 0644.62089
Hallin, Marc; Lefevre, Claude; Puri, Madan L.
5
1988
The generalized dynamic factor model: identification and estimation. Zbl 1476.62123
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
5
2020
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. Zbl 0792.62041
Dufour, Jean-Marie; Hallin, Marc
5
1993
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
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. Zbl 1091.62033
Hallin, Marc; Vermandele, Catherine; Werker, Bas
4
2006
\(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051
El Bantli, Faouzi; Hallin, Marc
4
1999
Band strategies: The random walk of reserves. Zbl 0418.62086
Hallin, Marc
4
1979
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
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
4
2012
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Zbl 0746.62050
Hallin, Marc; Mélard, Guy; Milhaud, Xavier
3
1992
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. Zbl 1450.62047
del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc
3
2020
Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379
Hallin, Marc; Mordant, Gilles; Segers, Johan
3
2021
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes. Zbl 0965.62067
Hallin, Marc; Koell, Christophe; Werker, Bas J. M.
3
2000
Nonstationary Yule-Walker equations. Zbl 0526.62086
Hallin, Marc; Ingenbleek, Jean-Francois
3
1983
The Swedish automobile portfolio in 1977. A statistical study. Zbl 0537.62088
Hallin, Marc; Ingenbleek, Jean-François
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
Optimal tests of noncorrelation between multivariate time series. Zbl 1469.62328
Hallin, Marc; Saidi, Abdessamad
3
2007
A multivariate Wald-Wolfowitz rank test against serial dependence. Zbl 0821.62022
Hallin, Marc; Puri, Madan L.
3
1995
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
Rejoinder. Zbl 1373.62226
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav
3
2010
R-estimation in semiparametric dynamic location-scale models. Zbl 1403.91274
Hallin, Marc; La Vecchia, Davide
3
2017
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008
Seoh, Munsup; Hallin, Marc
3
1997
Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017
Hallin, Marc; Mizera, Ivan
3
1997
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Zbl 1337.62257
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc
3
2006
Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach. Zbl 1468.62282
Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
10
2021
Multivariate goodness-of-fit tests based on Wasserstein distance. Zbl 1471.62379
Hallin, Marc; Mordant, Gilles; Segers, Johan
3
2021
Time-varying general dynamic factor models and the measurement of financial connectedness. Zbl 1471.62455
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer
1
2021
The generalized dynamic factor model: identification and estimation. Zbl 1476.62123
Forni, 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 1450.62047
del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc
3
2020
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients. Zbl 1451.62043
Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; Hallin, Marc
2
2020
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
1
2020
Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163
Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc
39
2017
Quantile spectral analysis for locally stationary time series. Zbl 06840449
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc
11
2017
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis. Zbl 1452.62633
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
11
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
3
2017
Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245
Kley, 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 1419.62230
Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.
2
2016
Dynamic functional principal components. Zbl 1414.62133
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
21
2015
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations. Zbl 1331.62466
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo
21
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
17
2015
\(R\)-estimation for asymmetric independent component analysis. Zbl 1381.62145
Hallin, Marc; Mehta, Chintan
11
2015
Local bilinear multiple-output quantile/depth regression. Zbl 1388.62109
Hallin, Marc; Lu, Zudi; Paindaveine, Davy; Šiman, Miroslav
9
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.
2
2015
Signal detection in high dimension: the multispiked case. Zbl 1296.62123
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
18
2014
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Zbl 1302.60030
Hallin, Marc; Ley, Christophe
9
2014
Efficient R-estimation of principal and common principal components. Zbl 1368.62160
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
9
2014
On Hodges and Lehmann’s “\(6/\pi\) result”. Zbl 06312422
Hallin, Marc; Swan, Yvik; Verdebout, Thomas
1
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
114
2013
Asymptotic power of sphericity tests for high-dimensional data. Zbl 1293.62125
Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
52
2013
Factor models in high-dimensional time series: A time-domain approach. Zbl 1285.62106
Hallin, Marc; Lippi, Marco
16
2013
Optimal rank-based tests for common principal components. Zbl 1457.62182
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
7
2013
One-step R-estimation in linear models with stable errors. Zbl 1443.62058
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
6
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
19
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
4
2012
Dynamic factors in the presence of blocks. Zbl 1441.62716
Hallin, Marc; Liška, Roman
12
2011
A class of optimal tests for symmetry based on local Edgeworth approximations. Zbl 1221.62068
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
8
2011
Rank-based testing in linear models with stable errors. Zbl 1359.62142
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David
5
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
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
68
2010
Optimal rank-based testing for principal components. Zbl 1373.62295
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
18
2010
Testing for common principal components under heterokurticity. Zbl 1332.62193
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
7
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
33
2009
Optimal tests for homogeneity of covariance, scale, and shape. Zbl 1294.62216
Hallin, Marc; Paindaveine, Davy
7
2009
Optimal detection of Fechner-asymmetry. Zbl 1173.62034
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy
10
2008
Optimal rank-based tests for homogeneity of scatter. Zbl 1360.62288
Hallin, Marc; Paindaveine, Davy
8
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
85
2007
Optimal tests of noncorrelation between multivariate time series. Zbl 1469.62328
Hallin, Marc; Saidi, Abdessamad
3
2007
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity. Zbl 1114.62066
Hallin, Marc; Paindaveine, Davy
43
2006
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. Zbl 1115.62059
Hallin, Marc; Oja, Hannu; Paindaveine, Davy
29
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
103
2005
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. Zbl 1087.62098
Hallin, Marc; Paindaveine, Davy
18
2005
Testing non-correlation and non-causality between multivariate ARMA time series. Zbl 1092.62085
Hallin, Marc; Saidi, Abdessamad
8
2005
Local linear spatial regression. Zbl 1069.62075
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
65
2004
The generalized dynamic factor model consistency and rates. Zbl 1282.91267
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
47
2004
Kernel density estimation for spatial processes: The \(L_{1}\) theory. Zbl 1032.62033
Hallin, Marc; Lu, Zudi; Tran, Lanh T.
34
2004
Rank-based optimal tests of the adequacy of an elliptic VARMA model. Zbl 1076.62044
Hallin, Marc; Paindaveine, Davy
16
2004
Multivariate signed-rank tests in vector autoregressive order identification. Zbl 1100.62577
Hallin, Marc; Paindaveine, Davy
8
2004
Semi-parametric efficiency, distribution-freeness and invariance. Zbl 1020.62042
Hallin, Marc; Werker, Bas J. M.
35
2003
Efficient detection of random coefficients in autoregressive models. Zbl 1039.62081
Akharif, Abdelhadi; Hallin, Marc
16
2003
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Zbl 1101.62348
Hallin, Marc; Paindaveine, Davy
42
2002
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Zbl 1018.62046
Hallin, Marc; Paindaveine, Davy
18
2002
Multivariate signed ranks: Randles’ interdirections or Tyler’s angles? Zbl 1145.62339
Hallin, Marc; Paindaveine, Davy
10
2002
Density estimation for spatial linear processes. Zbl 1005.62034
Hallin, Marc; Lu, Zudi; Tran, Lanh Tat
35
2001
Sample heterogeneity and M-estimation. Zbl 0965.62020
Hallin, Marc; Mizera, Ivan
2
2001
Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions. Zbl 1013.62089
El Bantli, Faouzi; Hallin, Marc
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.
3
2000
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, 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 1069.62541
Hallin, Marc; Werker, Bas J. M.
11
1999
Optimal tests for autoregressive models based on autoregression rank scores. Zbl 0962.62084
Hallin, Marc; Jurečková, Jana
9
1999
Rank-based autoregressive order identification. Zbl 0994.62089
Garel, Bernard; Hallin, Marc
7
1999
\(L_1\)-estimation in linear models with heterogeneous white noise. Zbl 0951.62051
El Bantli, Faouzi; Hallin, Marc
4
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
11
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
1
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
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions. Zbl 0948.62008
Seoh, Munsup; Hallin, Marc
3
1997
Unimodality and the asymptotics of \(M\)-estimators. Zbl 0933.62017
Hallin, Marc; Mizera, Ivan
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
32
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
10
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
13
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.
43
1994
On the invertibility of periodic moving-average models. Zbl 0795.62074
Bentarzi, Mohamed; Hallin, Marc
20
1994
On the Pitman non-admissibility of correlogram-based methods. Zbl 0807.62068
Hallin, Marc
14
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
...and 28 more Documents
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. Theory and Methods
37 Computational Statistics and Data Analysis
33 Statistics & Probability Letters
30 Journal of Time Series Analysis
29 Journal of Nonparametric Statistics
26 Bernoulli
22 Electronic Journal of Statistics
17 Journal of the American Statistical Association
16 Communications in Statistics. Simulation and Computation
14 Econometric Reviews
14 Econometric Theory
13 Statistical Inference for Stochastic Processes
12 Computational Statistics
11 Test
10 Annals of the Institute of Statistical Mathematics
10 Journal of Statistical Computation and Simulation
10 Stochastic Processes and their Applications
10 Statistical Methods and Applications
8 Metrika
8 Statistics
8 Statistical Science
7 Economics Letters
7 Statistical Papers
7 Statistics and Computing
6 The Canadian Journal of Statistics
6 Journal of Applied Statistics
5 Probability Theory and Related Fields
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Journal of the Korean Statistical Society
4 Metron
4 Insurance Mathematics & Economics
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Open Economies Review
4 Mathematical Methods of Statistics
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 Acta Mathematica Sinica. English Series
4 Journal of Forecasting
4 Advances in Data Analysis and Classification. ADAC
4 Journal of Statistical Theory and Practice
3 The Annals of Applied Probability
3 Methodology and Computing in Applied Probability
3 AStA. Advances in Statistical Analysis
3 Science China. Mathematics
3 Journal of Computational and Graphical Statistics
3 SIAM Journal on Mathematics of Data Science
2 Lithuanian Mathematical Journal
2 Physica A
2 Psychometrika
2 Scandinavian Journal of Statistics
2 International Journal of Game Theory
2 Journal of Economic Dynamics & Control
2 European Journal of Operational Research
2 The Econometrics Journal
2 Extremes
2 Scandinavian Actuarial Journal
2 Quantitative Finance
2 Journal of Systems Science and Complexity
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Statistical Methodology
2 Advances in Decision Sciences
2 Sankhyā. Series A
2 Random Matrices: Theory and Applications
2 Journal of Time Series Econometrics
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 Physics Letters. A
1 Theory of Probability and its Applications
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 Computational and Applied Mathematics
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Scandinavian Actuarial Journal
1 Revista Colombiana de Estadística
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
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 Journal of Scientific Computing
1 Science in China. Series A
1 Annals of Operations Research
...and 40 more Serials

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