Recent Advances in Econometrics and Statistics
Festschrift in Honour of Marc Hallin
Buch in deiner Nähe kaufen
Beschreibung
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.
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.
Presents modern topics in high-dimensional, nonparametric and robust statistics, time series analysis and factor models Brings together contributions by statistics and econometrics experts in active areas of research Pays tribute to Marc Hallin’s scientific career
Autor*in
Matteo Barigozzi
Themen in »Recent Advances in Econometrics and Statistics«
High-dimensional Statistics Nonparametric Statistics Factor Models Robust Statistics Rank- and Depth-based Methods Asymptotic Statistics Quantile Regression Statistical Modelling Non-Euclidean Data