Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape

1 August 2007

Papers citing "Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape"

8 / 8 papers shown

Title
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach Marc Hallin Davide La Vecchia Han Liu 84 25 0 11 Nov 2020
Center-Outward R-Estimation for Semiparametric VARMA Models Marc Hallin Davide La Vecchia Han Liu 105 37 0 18 Oct 2019
Halfspace depths for scatter, concentration and shape matrices D. Paindaveine Germain Van Bever 175 21 0 20 Apr 2017
Online estimation of the asymptotic variance for averaged stochastic gradient algorithms Antoine Godichon-Baggioni 81 15 0 03 Feb 2017
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs Victor Chernozhukov Alfred Galichon Marc Hallin Marc Henry 224 244 0 29 Dec 2014
Semiparametrically efficient inference based on signed ranks in symmetric independent component models Pauliina Ilmonen D. Paindaveine 109 59 0 23 Feb 2012
Optimal rank-based tests for homogeneity of scatter Marc Hallin D. Paindaveine 144 41 0 18 Jun 2008
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity Marc Hallin D. Paindaveine 206 137 0 31 Jul 2007