Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach

11 November 2020

Papers citing "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach"

11 / 11 papers shown

Title
Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA Marc Hallin D. Hlubinka Š. Hudecová 52 35 0 30 Jul 2020
Center-Outward R-Estimation for Semiparametric VARMA Models Marc Hallin Davide La Vecchia Han Liu 64 37 0 18 Oct 2019
Distribution-free consistent independence tests via center-outward ranks and signs Hongjian Shi Mathias Drton Fang Han 34 14 0 22 Sep 2019
Multivariate Rank-based Distribution-free Nonparametric Testing using Measure Transportation Nabarun Deb B. Sen 54 132 0 18 Sep 2019
On the Continuity of Center-Outward Distribution and Quantile Functions Alessio Figalli 28 53 0 13 May 2018
Computational Optimal Transport Gabriel Peyré Marco Cuturi OT 108 2,133 0 01 Mar 2018
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs Victor Chernozhukov Alfred Galichon Marc Hallin Marc Henry 72 241 0 29 Dec 2014
Optimal rank-based testing for principal components Marc Hallin D. Paindaveine Thomas Verdebout 75 68 0 09 Nov 2012
Optimal rank-based tests for homogeneity of scatter Marc Hallin D. Paindaveine 88 41 0 18 Jun 2008
Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape Marc Hallin H. Oja D. Paindaveine 125 99 0 01 Aug 2007
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity Marc Hallin D. Paindaveine 146 137 0 31 Jul 2007