||Nonparametric and Robust Statistics
Marc Hallin holds a PhD in Sciences & Mathematics from the Université libre de Bruxelles (1976). He is co-Editor-in-Chief of Statistical Inference for Stochastic Processes and the International Statistical Review, and an Associate Editor of the Journal of the American Statistical Association, the Journal of Econometrics, the Annals of Computational and Financial Econometrics, the Journal of the Japan Statistical Society, and the Annales de l¹Institut de Statistique de l¹Université de Paris. A Fellow of the Institute of Mathematical Statistics (I.M.S.), of the American Statistical Association (A.S.A.), and a Membre titulaire of the International Statistical Institute (I.S.I.), he is member of the Classe des Sciences of the Royal Academy of Belgium.
One-step R-estimation in linear models with stable errors. Journal of Econometrics 172, 195-204 (coauthors: Y. Swan, T. Verdebout, and D. Veredas).
Optimal rank-based tests for common principal components. Bernoulli 19, 2524–2556 (coauthors: D. Paindaveine and Th. Verdebout).
Discussion of “Local quantile regression”, by V. Spokoiny, W. Wang, and W. Härdle, Journal of Statistical Planning and Inference 143, 1130-1133 (coauthor: Z. Lu).
Asymptotic power of sphericity tests for high-dimensional data. Annals of Statistics 41, 1204-1231 (coauthors: A. Onatski and M. Moreira).
Discussion of “Large covariance estimation by thresholding principal orthogonal complements”, by J. Fan, Y. Liao, and M. Mincheva. Journal of the Royal Statistical Society Series B 75, 647-648.
Factor models in high-dimensional time series: a time-domain approach. Stochastic Processes and their Applications 123, 2678-2695 (coauthor: M. Lippi).
On Hodges and Lehmann’s “6/pi result”, in S.N. Lahiri, A. Schick, A. Sengupta, and T.N. Sriram, Eds: Contemporary Developments in Statistical Theory, a Festschrift for Hira Lal Koul, Springer, pp. 137-153 (coauthors: Y. Swan and T. Verdebout).
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Bernoulli, to appear (coauthor: Chr. Ley).
Signal detection in high dimension: the multispiked case. Annals of Statistics, to appear (coauthors: A. Onatski and M. Moreira).
Dynamic factor models with infinite-dimensional factor space: one-sided representations. Journal of Econometrics, to appear (coauthors: M. Forni, M. Lippi, and P. Zaffaroni).
Of quantiles, ranks, and spectra: an L1 approach to spectral analysis. Bernoulli, to appear (coauthors: H. Dette, T. Kley, and S. Volgushev).
Efficient R-estimation of principal and common principal components, Journal of the American Statistical Association, to appear (coauthors: D. Paindaveine and T. Verdebout).
Local bilinear multiple-output quantile regression. Bernoulli, to appear (coauthors: Z. Lu, D. Paindaveine, and M. Siman).