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Multivariate hill estimators
Dominicy, Yves; Ilmonen, Pauliina; Veredas, David - 2014
Persistent link: https://www.econbiz.de/10011289450
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Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc; Shi, Hongjian; Drton, Mathias; Han, Fang - 2021
Persistent link: https://www.econbiz.de/10012694896
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On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc; Mordant, Gilles - 2021
Persistent link: https://www.econbiz.de/10012698528
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Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs
Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang - 2020
Persistent link: https://www.econbiz.de/10012242873
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Multivariate extremes based on a notion of radius
Heikilä, Matias; Dominicy, Yves; Ilmonen, Pauliina - 2015
Persistent link: https://www.econbiz.de/10011673022
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A note on the regularity of center-outward distribution and quantile functions
Barrio, Eustasio del; Gonzalez-Sanz, Alberto; Hallin, Marc - 2019
Persistent link: https://www.econbiz.de/10012179643
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Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan; Buitendag, Sven; Barrio, Eustasio del; … - 2019
Persistent link: https://www.econbiz.de/10012179678
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Multivariate goodness-of-fit tests based on Wasserstein distance
Hallin, Marc; Mordant, Gilles; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012179699
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On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc - 2017
Persistent link: https://www.econbiz.de/10011760373
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Efficient fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Hallin, Marc; Hlubinka, Daniel; Hudecova, Sarka - 2021
Persistent link: https://www.econbiz.de/10012596675