← All authors Marc Hallin Université Libre de Bruxelles (from arXiv:2407.10653, 2024) · ORCID · OpenAlex
177 papers in scope · 176 published · 3 on the econ.EM arXiv · 8,670 citations · h-index 43 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Matteo Barigozzi Jean-Michel Zakoïan Christian Francq Philipp Gersing Y. Li Lyudmila Grigoryeva Christoph Alexander Rüst Manfred Deistler Ovidijus Stauskas Haruki Kono Giovanni Ballarin Matteo Luciani Luca Margaritella Jianqing Fan Susanne M. Schennach Rui Wang Jonas Krampe Yuheng Zheng Yagan Hazard Vincent Starck Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 177)
THE ECONOMETRIC THEORY INTERVIEW: PROFESSOR MARCO LIPPI
published 2026 · Econometric Theory
Cuantiles multivariantes, rangos y transporte de medidas
published 2026 · Boletín de Estadística e Investigación Operativa
with Eustasio del Barrio, Juan Antonio Cuesta-Albertos, Carlos Matrán
published 2025 · Journal of Time Series Analysis · 5 citations · first circulated 2024
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach
published 2025 · Journal of Business and Economic Statistics · 1 citations
with Gilles Mordant
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
published 2024 · Bernoulli · 4 citations · first circulated 2021
Nonparametric Multiple-Output Center-Outward Quantile Regression
published 2024 · Journal of the American Statistical Association · 8 citations · first circulated 2022
with Eustasio del Barrio, Alberto González-Sanz
Nonparametric measure-transportation-based methods for directional data
published 2024 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 6 citations · first circulated 2022
with H Liu, Thomas Verdebout, Hang Liu
Factor models and high-dimensional time series A tribute to Marco Lippi on the occasion of his 80th birthday
published 2024 · Econometrics and Statistics
working paper 2024 · arXiv · 3 citations · first circulated 2023
On Bounded Completeness and The $$L_1$$-Denseness of Likelihood Ratios
published 2023 · Sankhya A
Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi
published 2023 · Journal of Time Series Analysis
with Yoshihide Kakizawa, Hira L. Koul
Inferential theory for generalized dynamic factor models
published 2023 · Journal of Econometrics · 12 citations
Center-outward Rank-and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li–McLeod revisited
published 2023 · Econometrics and Statistics · 8 citations · first circulated 2022
with Hang Liu
Un entretien avec Marc Hallin
published 2023 · Statistique et société · 1 citations
with Jean-Jacques Droesbeke
Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series
published 2022 · Econometrics · 2 citations
The integrated copula spectrum
published 2022 · The Annals of Statistics
Rank-based testing for semiparametric VAR models: A measure transportation approach
published 2022 · Bernoulli · 18 citations · first circulated 2020
On universally consistent and fully distribution-free rank tests of vector independence
published 2022 · The Annals of Statistics · 36 citations · first circulated 2020
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
published 2022 · Journal of the American Statistical Association · 25 citations · first circulated 2020
with Daniel Hlubinka, Šárka Hudecová
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
published 2021 · Journal of Business and Economic Statistics · 19 citations · first circulated 2019
with Carlos Trucíos, João Henrique Gonçalves Mazzeu, Luiz Koodi Hotta, Pedro L. Valls Pereira, Mauricio Zevallos, Carlos César Trucíos Maza, Luis K. Hotta, Carlos Cesar Trucios-Maza
Measure Transportation and Statistical Decision Theory
published 2021 · Annual Review of Statistics and Its Application · 28 citations
Optimal tests for elliptical symmetry: Specified and unspecified location
published 2021 · Bernoulli · 2 citations · first circulated 2019
with Slađana Babić, Laetitia Gelbgras, Christophe Ley
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach
published 2021 · Econometrics and Statistics · 15 citations · first circulated 2020
with Carlos Trucíos, Carlos César Trucíos Maza
Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach
published 2021 · The Annals of Statistics · 111 citations · first circulated 2017
with Eustasio del Barrio, Juan A. Cuesta-Albertos, Carlos Matrán
Multivariate goodness-of-fit tests based on Wasserstein distance
published 2021 · Electronic Journal of Statistics · 6 citations
with Gilles Mordant, Johan Segers
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting
published 2020 · International Journal of Forecasting · 17 citations · first circulated 2019
with Carlos Trucíos, João Henrique Gonçalves Mazzeu, Luiz Koodi Hotta, Pedro L. Valls Pereira, Carlos César Trucíos Maza, Carlos Cesar Trucios-Maza, Luis K. Hotta
Center-Outward R-Estimation for Semiparametric VARMA Models
published 2020 · Journal of the American Statistical Association · 6 citations
Center-outward quantiles and the measurement of multivariate risk
published 2020 · Insurance Mathematics and Economics · 5 citations · first circulated 2019
with Jan Beirlant, Sven Buitendag, E. del Barrio, F. Kamper, Jan Bierlant, Eustasio del Barrio
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
published 2020 · Journal of Multivariate Analysis · 31 citations · first circulated 2019
with Eustasio del Barrio, Alberto González-Sanz
Time-varying general dynamic factor models and the measurement of financial connectedness
published 2020 · Journal of Econometrics · 71 citations · first circulated 2019
A Simple R-estimation method for semiparametric duration models
published 2020 · Journal of Econometrics · 9 citations · first circulated 2017
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
published 2020 · Journal of nonparametric statistics · 9 citations
with Mohamed Fihri, Abdelhadi Akharif, Amal Mellouk
published 2020 · Journal of Econometrics · 41 citations · first circulated 2018
Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
published 2020 · Electronic Journal of Statistics · 7 citations · first circulated 2018
with Abdelhadi Akharif, Mohamed Fihri, Amal Mellouk
From Mahalanobis to Bregman via Monge and Kantorovich
published 2018 · Sankhya B · 1 citations
Foreword from the editors…
published 2018 · Statistical Inference for Stochastic Processes
with Yury A. Kutoyants
Optimal dimension reduction for high-dimensional and functional time series
published 2018 · Statistical Inference for Stochastic Processes · 7 citations
with Siegfried Hörmann, Marco Lippi
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models*
published 2018 · Journal of Financial Econometrics · 19 citations · first circulated 2017
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
published 2017 · Journal of Time Series Analysis · 3 citations
Foreword from the Editors
published 2017 · Statistical Inference for Stochastic Processes
with Yury A. Kutoyants
Generalized dynamic factor models and volatilities: estimation and forecasting
published 2017 · Journal of Econometrics · 57 citations · first circulated 2015
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
published 2017 · Journal of Econometrics · 106 citations · first circulated 2015
Quantile Spectral Analysis for Locally Stationary Time Series
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 43 citations · first circulated 2014
published 2017 · The Annals of Statistics · 154 citations
R-estimation in semiparametric dynamic location-scale models
published 2016 · Journal of Econometrics · 12 citations
Special issue on Time Series Econometrics
published 2016 · Computational Statistics & Data Analysis
Elliptical multiple-output quantile regression and convex optimization
published 2015 · Statistics & Probability Letters · 5 citations
with Miroslav Šiman
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
published 2015 · Journal of Econometrics · 12 citations · first circulated 2013
Local bilinear multiple-output quantile/depth regression
published 2015 · Bernoulli · 20 citations
with Zudi Lu, Davy Paindaveine, Miroslav Šiman
Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis
published 2015 · Bernoulli · 78 citations · first circulated 2011
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
published 2015 · Econometrics Journal · 84 citations · first circulated 2014
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
published 2014 · Journal of Econometrics · 128 citations · first circulated 2012
Gauss–Markov Theorem in Statistics
published 2014 · Wiley StatsRef: Statistics Reference Online · 22 citations
Equivariant Estimation: Theory
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations
with Jana Jurečková
Ranks
published 2014 · Wiley StatsRef: Statistics Reference Online · 1 citations
A symptotic Relative Efficiency: Theory
published 2014 · Wiley StatsRef: Statistics Reference Online
Multinomial Distribution, Inferences for
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2012
Neyman‐ Pearson Lemma
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2012
Normal and Multinormal Distribution
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2012
Permutation Tests
published 2014 · Wiley StatsRef: Statistics Reference Online
with Christophe Ley
Dynamic Functional Principal Components
published 2014 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 194 citations · first circulated 2012
with Siegfried Hörmann, Łukasz Kidziński
Skew-symmetric distributions and Fisher information: The double sin of the skew-normal
published 2014 · Bernoulli · 32 citations
with Christophe Ley
CFEnetwork: The Annals of Computational and Financial Econometrics
published 2014 · Computational Statistics & Data Analysis
R -Estimation for Asymmetric Independent Component Analysis
published 2014 · Journal of the American Statistical Association · 29 citations · first circulated 2013
with Chintan Mehta
Signal detection in high dimension: The multispiked case
published 2014 · The Annals of Statistics · 71 citations · first circulated 2012
Efficient R-Estimation of Principal and Common Principal Components
published 2014 · Journal of the American Statistical Association · 42 citations · first circulated 2013
with Davy Paindaveine, Thomas Verdebout
On Hodges and Lehmann’s “6/π Result”
published 2013 · Springer proceedings in mathematics & statistics · 1 citations
with Yvik Swan, Thomas Verdebout
Optimal rank-based tests for Common Principal Components
published 2013 · Bernoulli · 18 citations
with Davy Paindaveine, Thomas Verdebout, Marie Curie Paris
New Book Review Editor for the International Statistical Review
published 2013 · International Statistical Review
with Vijay Nair
Asymptotic power of sphericity tests for high-dimensional data
published 2013 · The Annals of Statistics · 136 citations
Factor models for high‐dimensional functional time series II: Estimation and forecasting
published 2013 · Stochastic Processes and their Applications · 68 citations
with Marco Lippi, Gilles Nisol, Shahin Tavakoli
Editors’ Note
published 2013 · International Statistical Review · 4 citations
with Vijay Nair
Discussion of “local quantile regression” by Spokoiny, Wang, and Härdle
published 2013 · Journal of Statistical Planning and Inference · 1 citations
with Zudi Lu
R-estimation in linear models with stable errors
published 2013 · Journal of Econometrics · 1 citations
with Yves-Caoimhin Swan, Thomas Verdebout, David Veredas
no link
One-step R-estimation in linear models with stable errors
published 2012 · Journal of Econometrics · 25 citations · first circulated 2010
with Yvik Swan, Thomas Verdebout, David Veredas
Skew-symmetric distributions and Fisher information – a tale of two densities
published 2012 · Bernoulli · 51 citations
with Christophe Ley
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
published 2012 · Journal of Econometrics · 9 citations
with Nezar Bennala, Davy Paindaveine
Editors’ Note
published 2012 · International Statistical Review
with Vijay Nair
Rank-based testing in linear models with stable errors
published 2011 · Journal of nonparametric statistics · 10 citations · first circulated 2010
with Yvik Swan, Thomas Verdebout, David Veredas, Yves-Caoimhin Swan
A class of simple distribution-free rank-based unit root tests
published 2011 · Journal of Econometrics · 22 citations · first circulated 2010
Market liquidity as dynamic factors
published 2010 · Journal of Econometrics · 29 citations · first circulated 2009
with Charles Mathias, Hugues Pirotte, David Veredas
Dynamic factors in the presence of blocks
published 2010 · Journal of Econometrics · 100 citations · first circulated 2008
with Roman Liška
WITHDRAWN: Market liquidity as dynamic factors
published 2010 · Journal of Econometrics
with Charles Mathias, Hugues Pirotte, David Veredas
Optimal rank-based testing for principal components
published 2010 · The Annals of Statistics · 69 citations · first circulated 2009
with Davy Paindaveine, Thomas Verdebout
Testing for Common Principal Components under Heterokurticity
published 2010 · Journal of nonparametric statistics · 12 citations
with Davy Paindaveine, Thomas Verdebout
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth
published 2010 · The Annals of Statistics · 252 citations · first circulated 2009
with Davy Paindaveine, Miroslav Šiman
Rejoinder
published 2010 · The Annals of Statistics · 6 citations
with Davy Paindaveine, Miroslav Šiman
Rank-based Inference for Multivariate Nonlinear and Long-memory Time Series Models
published 2010 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 1 citations
with Junichi Hirukawa, Hiroyuki Taniai, Masanobu Taniguchi
Local linear spatial quantile regression
published 2009 · Bernoulli · 116 citations · first circulated 2005
with Zudi Lu, Keming Yu, Lanh Tat Tran
Optimal tests for homogeneity of covariance, scale, and shape
published 2008 · Journal of Multivariate Analysis · 31 citations
with Davy Paindaveine
Semiparametrically efficient inference based on signs and ranks for median-restricted models Series B Statistical methodology
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 8 citations · first circulated 2004
A General Method for Constructing Pseudo-Gaussian Tests
published 2008 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 12 citations
with Davy Paindaveine
Chernoff-Savage and Hodges-Lehmann results for Wilks’ test of multivariate independence
published 2008 · Collections · 9 citations
with Davy Paindaveine
Optimal detection of Fechner-asymmetry
published 2007 · Journal of Statistical Planning and Inference · 31 citations
with Delphine Cassart, Davy Paindaveine
Optimal Tests of Noncorrelation Between Multivariate Time Series
published 2007 · Journal of the American Statistical Association · 5 citations
with Abdessamad Saidi
Determining the Number of Factors in the General Dynamic Factor Model
published 2007 · Journal of the American Statistical Association · 588 citations
with Roman Liška
Semiparametrically efficient rank-based inference for shape. I. optimal rank-based tests for sphericity
published 2006 · The Annals of Statistics · 113 citations
with Davy Paindaveine
Semiparametrically efficient rank-based inference for shape. II. Optimal R-estimation of shape
published 2006 · The Annals of Statistics · 75 citations
with Hannu Oja, Davy Paindaveine
Parametric and semiparametric inference for shape: the role of the scale functional
published 2006 · Statistics & Decisions · 33 citations
with Davy Paindaveine
Comment
published 2006 · Journal of the American Statistical Association
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality
published 2006 · The Annals of Statistics · 15 citations
Dynamic Portfolio Optimization Using Generalized Dynamic Conditional Heteroskedastic Factor Models
published 2005 · Journal of the American Statistical Association · 859 citations
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
published 2005 · Journal of Econometrics · 7 citations · first circulated 2004
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
published 2005 · Journal of Time Series Analysis · 22 citations
with Abdessamad Saidi
Multivariate Signed-Rank Tests in Vector Autoregressive Order Identification
published 2004 · Statistical Science · 22 citations
with Davy Paindaveine
Asymptotic linearity of serial and nonserial multivariate signed rank statistics
published 2004 · Journal of Statistical Planning and Inference · 18 citations
with Davy Paindaveine
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
published 2004 · Journal of Multivariate Analysis · 49 citations
with Davy Paindaveine
Do financial variables help forecasting inflation and real activity in the euro area?
published 2003 · Journal of Monetary Economics · 58 citations
The generalized dynamic factor model consistency and rates
published 2003 · Journal of Econometrics · 311 citations
Kernel density estimation for spatial processes: the L1 theory
published 2003 · Journal of Multivariate Analysis · 91 citations
with Zudi Lu, Lanh Tat Tran
Efficient detection of random coefficients in autoregressive models
published 2003 · The Annals of Statistics · 43 citations
with Abdelhadi Akharif
Semi-parametric efficiency, distribution-freeness and invariance
published 2003 · Bernoulli · 110 citations
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
published 2002 · Bernoulli · 43 citations
with Davy Paindaveine
no link
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks
published 2002 · The Annals of Statistics · 130 citations
with Davy Paindaveine
Estimation of the innovation quantile density function of an AR(p) process based on autoregression quantiles
published 2002 · Bernoulli · 1 citations
with Faouzi El Bantli
no link
Density Estimation for Spatial Linear Processes
published 2001 · Bernoulli · 67 citations
with Zudi Lu, Lanh Tat Tran
Coincident and Leading Indicators for the Euro Area
published 2001 · The Economic Journal · 205 citations
Asymptotic behaviour of M‐estimators in AR(p) models under nonstandard conditions
published 2001 · Canadian Journal of Statistics · 7 citations
with Faouzi El Bantli
Projection de hájek et polynômes de bernstein
published 2001 · Canadian Journal of Statistics · 1 citations
with Amal Mellouk, Khalid Rifi
Sample heterogeneity and M-estimation
published 2001 · Journal of Statistical Planning and Inference · 5 citations
with Ivan Mizera
Estimation in autoregressivemodels based on autoregressionrank scores
published 2001 · Journal of nonparametric statistics
with Faouzi El Bantli
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
published 2000 · Journal of Statistical Planning and Inference · 6 citations
The Generalized Dynamic-Factor Model: Identification and Estimation
published 2000 · The Review of Economics and Statistics · 1756 citations · first circulated 1999
Kendall's tau for serial dependence
published 2000 · Canadian Journal of Statistics · 95 citations
with Thomas S. Ferguson, Christian Genest
Rank-based partial autocorrelations are not asymptotically distribution-free
published 2000 · Statistics & Probability Letters · 1 citations
with Bernard Garel
Local asymptotic normality for regression models with long-memory disturbance
published 1999 · The Annals of Statistics · 33 citations
with Kokyo Choy, Abdeslam Serroukh, Masanobu Taniguchi
L1-estimation in linear models with heterogeneous white noise
published 1999 · Statistics & Probability Letters · 17 citations
with Faouzi El Bantli
Rank-Based Autoregressive Order Identification
published 1999 · Journal of the American Statistical Association · 18 citations
with Bernard Garel
Optimal tests for autoregressive models based on autoregression rank scores
published 1999 · The Annals of Statistics · 46 citations
with Jana Jurečková
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
published 1999 · Journal of Statistical Planning and Inference · 22 citations
with Jana Jurečková, Jan Picek, Toufik Zahaf
Characterization of error distributions in time-series regression models
published 1998 · Statistics & Probability Letters · 1 citations
with Jana Jurečková, Xavier Milhaud
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
published 1998 · Journal of Statistical Planning and Inference · 19 citations
with Youssef Benghabrit
Adaptive Estimation of the Lag of a Long–memory Process
published 1998 · Statistical Inference for Stochastic Processes · 6 citations
with Abdeslam Serroukh
Preface
published 1998 · Journal of Statistical Planning and Inference
Spectral Factorization of Periodically Correlated MA(1) Processes
published 1998 · Journal of Applied Probability · 8 citations
with Mohamed Bentarzi
Generalized runs tests for heteroscedastic time series
published 1998 · Journal of nonparametric statistics · 33 citations
A Berry-Esséen Theorem for Serial Rank Statistics
published 1997 · Annals of the Institute of Statistical Mathematics · 3 citations
with Khalid Rifi
Non-parametric tests in AR models with applications to climatic data
published 1997 · Environmetrics · 13 citations
with Toufik Zahaf, Jana Jurečková, Jarošlava Kalvová, Jan Picek
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
published 1997 · Journal of Statistical Planning and Inference · 6 citations
with Munsup Seoh
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
published 1996 · Annals of the Institute of Statistical Mathematics · 28 citations
with Lanh Tat Tran
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches
published 1996 · Econometric Theory · 39 citations
with Mohamed Bentarzi
Kernel density estimation for random fields: The L 1 Theory
published 1996 · Journal of nonparametric statistics · 61 citations
with Michel Carbon, Lanh Tat Tran
Rank-based tests for autoregressive against bilinear serial dependence
published 1996 · Journal of nonparametric statistics · 13 citations
with Youssef Benghabrit
Local asymptotic normality of multivariate ARMA processes with a linear trend
published 1995 · Annals of the Institute of Statistical Mathematics · 65 citations · first circulated 1992
with Bernard Garel
A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence
published 1995 · Canadian Journal of Statistics · 31 citations
with Madan L. Puri
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS
published 1994 · Journal of Time Series Analysis · 44 citations
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms
published 1994 · Journal of Multivariate Analysis · 101 citations
with Madan L. Puri
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS
published 1994 · Journal of Time Series Analysis · 64 citations
with Mohamed Bentarzi
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications
published 1993 · Journal of the American Statistical Association · 23 citations · first circulated 1992
Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications
published 1993 · Journal of the American Statistical Association · 16 citations
Some asymptotic results for a broad class of nonparametric statistics
published 1992 · Journal of Statistical Planning and Inference · 4 citations
with Madan L. Puri
Optimal rank-based tests against first-order superdiagonal bilinear dependence
published 1992 · Journal of Statistical Planning and Inference · 42 citations
with Youssef Benghabrit
Preface
published 1992 · Journal of Statistical Planning and Inference
with Jean-Pierre Raoult
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications
published 1992 · Econometric Theory · 4 citations · first circulated 1989
Simple exact bounds for distributions of linear signed rank statistics
published 1992 · Journal of Statistical Planning and Inference
Permutational Extreme Values of Autocorrelation Coefficients and a Pitman Test Against Serial Dependence
published 1992 · The Annals of Statistics
with Guy Mélard, Xavier Milhaud
Time series analysis via rank order theory: Signed-rank tests for ARMA models
published 1991 · Journal of Multivariate Analysis · 49 citations
with Madan L. Puri
Nonuniform Bounds for Nonparametric t -Tests
published 1991 · Econometric Theory · 13 citations
Distribution-free tests against serial dependence: signed or unsigned ranks?
published 1990 · Journal of Statistical Planning and Inference · 5 citations
with Annie Laforet, Guy Mélard
ASYMPTOTICALLY MOST POWERFUL RANK TESTS FOR MULTIVARIATE RANDOMNESS AGAINST SERIAL DEPENDENCE
published 1989 · Journal of Multivariate Analysis
with Jean-François Ingenbleek, Madan L. Puri
Rank-Based Tests for Randomness Against First-Order Serial Dependence
published 1988 · Journal of the American Statistical Association · 40 citations
with Guy Mélard
Locally asymptotically rank-based procedures for testing autoregressive moving average dependence
published 1988 · Proceedings of the National Academy of Sciences · 1 citations
with Madan L. Puri
Optimal Rank-Based Procedures for Time Series Analysis: Testing an ARMA Model Against Other ARMA Models
published 1988 · The Annals of Statistics · 78 citations
with Madan L. Puri
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
published 1988 · Biometrika · 40 citations
with Claude Lefevre, Madan L. Puri, Claude Lefèvre
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
published 1987 · Journal of Time Series Analysis · 32 citations
with Jean-François Ingenbleek, Madan L. Puri
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un
published 1987 · Annals of Economics and Statistics · 4 citations
no link
On fractional linear bounds for probability generating functions
published 1986 · Journal of Applied Probability · 3 citations
with Claude Lefèvre, Prakash Narayan
Non-stationary q -dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
published 1986 · Advances in Applied Probability · 45 citations
LINEAR SERIAL RANK TESTS FOR RANDOMNESS AGAINST ARMA ALTERNATIVES
published 1985 · The Annals of Statistics · 116 citations
with Jean-François Ingenbleek, Madan L. Puri
Spectral Factorization of Nonstationary Moving Average Processes
published 1984 · The Annals of Statistics
Nonstationary Yule-Walker equations
published 1983 · Statistics & Probability Letters
with Jean-François Ingenbleek
The Swedish automobile portfolio in 1977
published 1983 · Scandinavian Actuarial Journal · 26 citations
with Jean-François Ingenbleek
Addendum to “Invertibility and Generalized Invertibility of Time Series Models”
published 1981 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2 citations
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile
published 1981 · Astin Bulletin · 3 citations
with Jean-François Ingenbleek
Invertibility and Generalized Invertibility of Time Series Models
published 1980 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 13 citations
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
published 1978 · Journal of Multivariate Analysis · 53 citations
Subjectively mixed strategies
published 1976 · International Journal of Game Theory · 2 citations
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