Recent Advances in Econometrics and Statistics : Festschrift in Honour of Marc Hallin
Language: English
Published by Springer, 2024
- Hardcover
- New
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- Title
- Recent Advances in Econometrics and Statistics : Festschrift in Honour of Marc Hallin
- Author
- Barigozzi, Matteo (EDT); Hörmann, Siegfried (EDT); Paindaveine, Davy (EDT)
- Publisher
- Springer
- Publication year
- 2024
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3031618521
- ISBN 13
- 9783031618529
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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About the Author
Matteo Barigozzi is Professor at the Department of Economics, University of Bologna, Italy. His work is published in a variety of journals, including the Journal of the American Statistical Association, The Review of Economics and Statistics, the Journal of Econometrics, the Journal of Business & Economic Statistics, and the Journal of the Royal Statistical Society: Series C. His research focuses on high-dimensional factor models for time series, macroeconometrics, and financial econometrics.
Siegfried Hörmann is Professor at the Institute of Statistics, Graz University of Technology, Austria. His work is published in a variety of journals, including Bernoulli, The Annals of Probability, The Annals of Statistics, the Journal of the American Statistical Association, and the Journal of the Royal Statistical Society: Series B. His research focuses on functional data analysis and time series.
Davy Paindaveine is Professor at ECARES and at the Department of Mathematics, Université libre de Bruxelles, Belgium. Most of his work is published in statistics and probability journals, such as Bernoulli, The Annals of Statistics, the Journal of the American Statistical Association, Probability Theory and Related Fields and Biometrika. His research interests are mainly related to asymptotic statistics and semiparametric/nonparametric inference.
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