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Center-Outward R-Estimation for Semiparametric VARMA Models

  • Published:2020-12-07 Issue: Volume: Page:1-14
  • ISSN:0162-1459
  • Container-title:Journal of the American Statistical Association
  • language:en
  • Short-container-title:Journal of the American Statistical Association

Author:

Hallin M.1,La Vecchia D.2,Liu H.3

Affiliation:

1. ECARES, Université libre de Bruxelles, Bruxelles, Belgium

2. GSEM, Research Center for Statistics, University of Geneva, Geneva, Switzerland

3. International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Regularity of center-outward distribution functions in non-convex domains;Advanced Nonlinear Studies;2024-06-27

2. On propensity score matching with a diverging number of matches;Biometrika;2024-06-14

3. Nonparametric Multiple-Output Center-Outward Quantile Regression;Journal of the American Statistical Association;2024-06-11

4. Nonparametric measure-transportation-based methods for directional data;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-05-02

5. Three Applications of Measure Transportation in Statistical Inference;Optimal Transport Statistics for Economics and Related Topics;2023-10-31
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