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"

8 / 8 papers shown

Title
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements Bernard Bercu Jérémie Bigot Gauthier Thurin 32 0 0 04 Jul 2023
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 30 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 35 33 0 30 Jul 2020
Center-Outward R-Estimation for Semiparametric VARMA Models Marc Hallin Davide La Vecchia Han Liu 24 37 0 18 Oct 2019
Multivariate Rank-based Distribution-free Nonparametric Testing using Measure Transportation Nabarun Deb B. Sen 45 129 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