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08/02/2023
On Bounded Completeness and the L_1-Denseness of Likelihood Ratios
The classical concept of bounded completeness and its relation to suffic...
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12/20/2022
Nonparametric Measure-Transportation-Based Methods for Directional Data
This paper proposes various nonparametric tools based on measure transpo...
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11/19/2022
Center-Outward Multiple-Output Lorenz Curves and Gini Indices a measure transportation approach
Based on measure transportation ideas and the related concepts of center...
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08/25/2022
Center-outward Rank- and Sign-based VARMA Portmanteau Tests
Revisiting the pseudo-Gaussian tests of Chitturi (1974), Hosking (1980),...
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04/25/2022
Nonparametric Multiple-Output Center-Outward Quantile Regression
Based on the novel concept of multivariate center-outward quantiles intr...
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12/14/2021
The integrated copula spectrum
Frequency domain methods form a ubiquitous part of the statistical toolb...
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11/30/2021
Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence
Defining multivariate generalizations of the classical univariate ranks ...
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11/08/2021
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests
Extending to dimension 2 and higher the dual univariate concepts of rank...
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11/11/2020
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
We develop a class of tests for semiparametric vector autoregressive (VA...
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07/30/2020
Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Extending rank-based inference to a multivariate setting such as multipl...
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07/04/2020
Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs
Rank correlations have found many innovative applications in the last de...
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03/14/2020
Multivariate goodness-of-Fit tests based on Wasserstein distance
Goodness-of-fit tests based on the empirical Wasserstein distance are pr...
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12/23/2019
A note on the Regularity of Center-Outward Distribution and Quantile Functions
We provide sufficient conditions under which the center-outward distribu...
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12/10/2019
Center-outward quantiles and the measurement of multivariate risk
All multivariate extensions of the univariate theory of risk measurement...
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11/19/2019
Optimal tests for elliptical symmetry: specified and unspecified location
Although the assumption of elliptical symmetry is quite common in multiv...
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10/18/2019
Center-Outward R-Estimation for Semiparametric VARMA Models
We propose a new class of estimators for semiparametric VARMA models wit...
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05/24/2019
High-Dimensional Functional Factor Models
In this paper, we set up theoretical foundations for high-dimensional fu...
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06/04/2018