Marc Hallin

43 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6599-7409

Publications

• Nonparametric Multiple-Output Center-Outward Quantile Regression — Journal of the American Statistical Association 2025
• Nonparametric measure-transportation-based methods for directional data — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
• Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA — Journal of the American Statistical Association 2023
• The integrated copula spectrum — The Annals of Statistics 2022
• On universally consistent and fully distribution-free rank tests of vector independence — The Annals of Statistics 2022
• Center-Outward R-Estimation for Semiparametric VARMA Models — Journal of the American Statistical Association 2022
• Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach — The Annals of Statistics 2021
• Monge–Kantorovich depth, quantiles, ranks and signs — The Annals of Statistics 2017
• Quantile spectral analysis for locally stationary time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
• Dynamic functional principal components — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
• R-Estimation for Asymmetric Independent Component Analysis — Journal of the American Statistical Association 2015
• Efficient R-Estimation of Principal and Common Principal Components — Journal of the American Statistical Association 2014
• Signal detection in high dimension: The multispiked case — The Annals of Statistics 2014
• Asymptotic power of sphericity tests for high-dimensional data — The Annals of Statistics 2013
• Optimal rank-based testing for principal components — The Annals of Statistics 2010
• Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth — The Annals of Statistics 2010
• Rejoinder — The Annals of Statistics 2010
• Optimal rank-based tests for homogeneity of scatter — The Annals of Statistics 2008 (name-matched, not ORCID-linked)
• Semiparametrically efficient inference based on signs and ranks for median-restricted models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
• Optimal Tests of Noncorrelation Between Multivariate Time Series — Journal of the American Statistical Association 2007
• Determining the Number of Factors in the General Dynamic Factor Model — Journal of the American Statistical Association 2007
• Semiparametrically efficient rank-based inference for shape. I. optimal rank-based tests for sphericity — The Annals of Statistics 2006
• Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality — The Annals of Statistics 2006
• Semiparametrically efficient rank-based inference for shape. II. Optimal R-estimation of shape — The Annals of Statistics 2006
• Comment — Journal of the American Statistical Association 2006
• The Generalized Dynamic Factor Model — Journal of the American Statistical Association 2005
• Local linear spatial regression — The Annals of Statistics 2004 (name-matched, not ORCID-linked)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model — The Annals of Statistics 2004 (name-matched, not ORCID-linked)
• Efficient detection of random coefficients in autoregressive models — The Annals of Statistics 2003
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks — The Annals of Statistics 2002
• Local asymptotic normality for regression models with long-memory disturbance — The Annals of Statistics 1999
• Optimal tests for autoregressive models based on autoregression rank scores — The Annals of Statistics 1999
• Rank-Based Autoregressive Order Identification — Journal of the American Statistical Association 1999
• Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications — Journal of the American Statistical Association 1993
• Permutational Extreme Values of Autocorrelation Coefficients and a Pitman Test Against Serial Dependence — The Annals of Statistics 1992
• Rank-Based Tests for Randomness against First-Order Serial Dependence — Journal of the American Statistical Association 1988
• Optimal Rank-Based Procedures for Time Series Analysis: Testing an ARMA Model Against Other ARMA Models — The Annals of Statistics 1988
• On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series — Biometrika 1988
• Linear Serial Rank Tests for Randomness Against Arma Alternatives — The Annals of Statistics 1985
• Spectral Factorization of Nonstationary Moving Average Processes — The Annals of Statistics 1984
• Addendum to “Invertibility and Generalized Invertibility of Time Series Models” — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1981
• Invertibility and Generalized Invertibility of Time Series Models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1980
• Consistent Distribution-Free and Affine-Invariant Tests for the Validity of Independent Component Models — Journal of the American Statistical Association