On the estimation of cross-information quantities in rank-based inference
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- Omelka, Marek, 2008. "Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators," Statistics & Probability Letters, Elsevier, pages 3366-3372.
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- Marc Hallin & Chintan Mehta, 2015.
"R -Estimation for Asymmetric Independent Component Analysis,"
Journal of the American Statistical Association,
Taylor & Francis Journals, pages 218-232.
- Marc Hallin & Chintan Mehta, 2013. "R-Estimation for Asymmetric Independent Component Analysis," Working Papers ECARES 2013-19, ULB -- Universite Libre de Bruxelles.
- Delphine Cassart & Marc Hallin & Davy Paindaveine, 2014. "Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives," Working Papers ECARES ECARES 2014-48, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davide La Vecchia, 2014. "Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models," Working Papers ECARES ECARES 2014-45, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & La Vecchia, Davide, 2017. "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, vol. 196(2), pages 233-247.
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