Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence
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- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/3qnaslliat8, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/64itsev5509, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/3qnaslliat8, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/64itsev5509, Sciences Po.
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- repec:hal:spmain:info:hdl:2441/64itsev5509q8aa5mrbhi0g0b6 is not listed on IDEAS
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/3qnaslliat8, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/64itsev5509, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/64itsev5509, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/3qnaslliat8, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2020. "Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova," Working Papers ECARES 2020-32, ULB -- Universite Libre de Bruxelles.
- Taskinen, Sara & Oja, Hannu & Randles, Ronald H., 2005. "Multivariate Nonparametric Tests of Independence," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 916-925, September.
- Marc Hallin, 2017. "On Distribution and Quantile Functions, Ranks and Signs in R_d," Working Papers ECARES ECARES 2017-34, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/3qnaslliat8, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/64itsev5509, Sciences Po.
- Marc Hallin & Davide La Vecchia & Hang Liu, 2020. "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach," Working Papers ECARES 2020-47, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Gilles Mordant, 2021. "On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests," Working Papers ECARES 2021-24, ULB -- Universite Libre de Bruxelles.
- del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc, 2020. "A note on the regularity of optimal-transport-based center-outward distribution and quantile functions," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
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More about this item
Keywords
distribution-freeness; vector independence; rank tests; multivariate ranks;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-01-10 (Econometrics)
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