Recent Advances in Econometrics and Statistics

Barigozzi, Matteo; Hörmann, Siegfried; Paindaveine, Davy

Recent Advances in Econometrics and Statistics

Edited by Matteo Barigozzi, Siegfried Hörmann () and Davy Paindaveine ()

in Springer Books from Springer

Date: 2024
ISBN: 978-3-031-61853-6
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Chapters in this book:

Marc Hallin: A Commented Bibliography (from 1972 to 2023): Matteo Barigozzi, Siegfried Hörmann and Davy Paindaveine
One-Sample Location Tests Based on Center-Outward Signs and Ranks: Daniel Hlubinka and Šárka Hudecová
The Asymptotic Properties of the One-Sample Spatial Rank Methods: Jyrki Möttönen, Klaus Nordhausen, Hannu Oja and Una Radojicic
Power Enhancement for Testing the Equality of Shape Matrix Eigenvalues Under Ellipticity: Gaspard Bernard and Thomas Verdebout
The Influence Function of Scatter Halfspace Depth: Gaëtan Louvet and Germain Van Bever
Hybrid Rank-Based Panel Unit Root Tests: Ramon van den Akker, Bas J. M. Werker and Bo Zhou
About the Relationship Between Mean and Median: Jean-Jacques Droesbeke and Catherine Vermandele
How to Build Optimal Tests for Normality Under Possibly Singular Fisher Information: Andreas Anastasiou and Christophe Ley
Generalized C α $$\left ( \alpha \right )$$ Tests with Nonstandard Convergence Rates: Jean-Marie Dufour and Masaya Takano
An Asymptotic Expansion of the Empirical Angular Measure for Bivariate Extremal Dependence: Stéphane Lhaut and Johan Segers
Uniform in Bandwidth Nonparametric Kernel Estimators of Lifetime Functionals Under Random Censorship: Paul Deheuvels
The Process Induced by Slope Components of α $$\alpha $$ -Regression Quantile: Jana Jurečková
Testing Axial Symmetry by Means of Directional Quantile Regression Coefficients: Miroslav Šiman
Some Novel Aspects of Quantile Regression: Local Stationarity, Random Forests, and Optimal Transportation: Manon Felix, Davide La Vecchia, Hang Liu and Yiming Ma
Changing Risk-Return Profiles: Richard K. Crump, Miro Everaert, Domenico Giannone and C. Sean Hundtofte
Detection of Changes in Panel Data Models with Stationary Regressors: Marie Hušková and Charl Pretorius
Approximating Singular by Means of Non-singular Structural VARs: Mario Forni and Marco Lippi
Common Factors and Common Shocks: A Tale of Three (Close) Signal Extraction Procedures: Pilar Poncela and Esther Ruiz
Detecting Outliers in High-Dimensional Time Series by Dynamic Factor Models: Pedro Galeano and Daniel Peña
The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory: Alexei Onatski
Gender Bias in Closed-Ended Questions with Negative Points: Alice Brogniaux, Catherine Dehon, Philippe Emplit and Claudia Toma
Time-Dependent Time Series Models: Comments on Marc Hallin’s Early Contributions and a Pragmatic View on Estimation: Guy Mélard
On a Location-Wide Semiparametric Analysis of Spatiotemporal Dynamics of the COVID-19 Daily New Cases in the UK: Rong Peng, Zudi Lu and Fangsheng Ge
Interactions between Human Populations and Related Problems of Optimal Transport: F. T. Bruss
Multiplicative Algorithms for Density Combination and Deconvolution: Christine De Mol
Independent Additive Weighted Bias Distributions and Associated Goodness-of-Fit Tests: Bruno Ebner and Yvik Swan
Higher Moment Estimation for Elliptically Distributed Data: Is It Necessary to Use a Sledgehammer to Crack an Egg?: Jianqing Fan, Zheng Tracy Ke and Koushiki Bose
Pivotal Inference for Function-on-Function Linear Regression via Self-Normalization: Holger Dette and Jiajun Tang
The Insertion Method to Invert the Signature of a Path: Adeline Fermanian, Jiawei Chang, Terry Lyons and Gérard Biau
Semiparametric Empirical Likelihood for Circular Distributions: Yan Liu, Lan Wu and Masanobu Taniguchi

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DOI: 10.1007/978-3-031-61853-6

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