Recent Advances in Econometrics and Statistics Festschrift in Honour of Marc Hallin /
This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models. Published in honour of Marc Hallin on the o...
সংরক্ষণ করুন:
| সংস্থা লেখক: | |
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| অন্যান্য লেখক: | , , |
| বিন্যাস: | বৈদ্যুতিক বৈদ্যুতিন গ্রন্থ |
| ভাষা: | ইংরেজি |
| প্রকাশিত: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
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| সংস্করন: | 1st ed. 2024. |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | https://doi.org/10.1007/978-3-031-61853-6 |
| ট্যাগগুলো: |
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সূচিপত্রের সারণি:
- - Marc Hallin — A commented bibliography (from 1972 to 2023)
- Part 1: Rank- and depth-based methods
- Daniel Hlubinka, Šárka Hudecová: One-sample location tests based on center-outward signs and ranks
- Jyrki Möttönen, Klaus Nordhausen, Hannu Oja, Una Radojicic: The asymptotic properties of the one-sample spatial rank methods
- Gaspard Bernard, Thomas Verdebout: Power enhancement for testing the equality of shape matrices eigenvalues under ellipticity
- Germain Van Bever, Gaëtan Louvet: The influence function of scatter halfspace depth
- Ramon van den Akker, Bas J.M. Werker, Bo Zhou: Hybrid rank-based panel unit root tests
- Jean-Jacques Droesbeke, Catherine Vermandele: About the relationship between mean and median
- Part 2: Asymptotic statistics
- Christophe Ley, Andreas Anastasiou: How to build optimal tests for normality under possibly singular Fisher information?
- Jean-Marie Dufour, Masaya Takano: Generalized C(alpha) tests with nonstandard convergence rates
- Stéphane Lhaut, Johan Segers: An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
- Paul Deheuvels: Uniform in bandwidth nonparametric kernel estimators of lifetime functionals under random censorship
- Part 3: Quantile regression
- Jana Jureckova: The process induced by slope component of alpha-regression quantile
- Miroslav Šiman: Testing axial symmetry by means of directional quantile regression coefficients
- Manon Felix, Davide La Vecchia, Hang Liu, Yiming Ma: Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation
- Richard K. Crump, Miro Everaert, Domenico Giannone, C. Sean Hundtofte: Changing risk-return profiles
- Part 4: Econometrics
- Marie Hušková, Charl Pretorius: Detection of changes in panel data models with stationary regressors
- Mario Forni, Marco Lippi: Approximating singular by means of non-singular structural VARs
- Pilar Poncela, Esther Ruiz: Common factors and common shocks: A tale of three (close) signal extraction procedures
- Pedro Galeano, Daniel Peña: Detecting outliers in high dimensional time series by dynamic factor models
- Alexei Onatski: The Hallin-Liska criterion through the lens of the random matrix theory
- Alice Brogniaux, Catherine Dehon, Philippe Emplit, Claudia Toma: Gender bias in closed-ended questions with negative points
- Part 5: Statistical Modelling and related topics
- Guy Mélard: Time-dependent time series models: comments on Marc Hallin's early contributions and a pragmatic view on estimation
- Rong Peng, Zudi Lu, Fangsheng Ge: On a location-wide semiparametric analysis of spatio-temporal dynamics of the COVID-19 daily new cases in the UK
- F. Thomas Bruss: Models for studying interactions between human populations and related problems of optimal transport
- Christine De Mol: Multiplicative algorithms for density combination and deconvolution
- Bruno Ebner, Yvik Swan: Independent additive weighted bias distributions and associated goodness-of-fit tests
- Part 6: High-dimensional and Non-Euclidean data
- Jianqing Fan, Zheng Tracy Ke, Koshiki Bose: Higher moment estimation for elliptically-distributed Data: Is it necessary to use a sledgehammer to crack an egg?
- Holger Dette, Jiajun Tang: Pivotal inference for function-on-function linear regression via self-normalization
- Adeline Fermanian, Jiawei Chang, Terry Lyons, Gérard Biau: The insertion method to invert the signature of a path
- Yan Liu, Lan U, Masanobu Taniguchi: Semiparametric empirical likelihood for circular distributions.