Center-Outward R-Estimation for Semiparametric VARMA Models

18 October 2019

Papers citing "Center-Outward R-Estimation for Semiparametric VARMA Models"

7 / 7 papers shown

Title
Multivariate Conformal Prediction using Optimal Transport Michal Klein Louis Béthune Eugène Ndiaye Marco Cuturi OT 64 3 0 05 Feb 2025
Nonparametric Measure-Transportation-Based Methods for Directional Data Marc Hallin Han Liu Thomas Verdebout OT 26 10 0 20 Dec 2022
Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited Marc Hallin Han Liu 25 7 0 25 Aug 2022
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests Marc Hallin Gilles Mordant 31 11 0 08 Nov 2021
Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA Marc Hallin D. Hlubinka Š. Hudecová 32 33 0 30 Jul 2020
Multivariate Rank-based Distribution-free Nonparametric Testing using Measure Transportation Nabarun Deb B. Sen 39 129 0 18 Sep 2019
Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape Marc Hallin H. Oja D. Paindaveine 99 99 0 01 Aug 2007