Recent Advances in Econometrics and Statistics Festschrift in Honour of Marc Hallin

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Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin by Matteo Barigozzi, Siegfried Hörmann, Davy Paindaveine
English | October 29, 2024 | ISBN: 3031618521 | 634 pages | MOBI | 83 Mb
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 occasion of his 75th birthday, it puts emphasis on the fundamental and applied topics he has significantly contributed to. The volume starts with an annotated bibliography that mainly catalogues his contributions to distribution-free rank-based and quantile-oriented inference and to time series analysis. The main part of the book collects 29 authoritative contributions by some of Marc Hallin's main collaborators, organized into six parts: rank- and depth-based methods, asymptotic statistics, quantile regression, econometrics, statistical modelling and related topics, and high-dimensional and non-Euclidean data.

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