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Additional Info

Main Field: Nonparametric and Robust Statistics

Marc Hallin holds a PhD in Sciences & Mathematics from the Université libre de Bruxelles (1976). He is co-Editor-in-Chief of Statistical Inference for Stochastic Processes and an Associate Editor of the Journal of the American Statistical Association, the Journal of Econometrics, the Annals of Computational and Financial Econometrics, the Journal of the Japan Statistical Society, and the Annales de lšInstitut de Statistique de l’Université de Paris. A Fellow of the Institute of Mathematical Statistics (I.M.S.), of the American Statistical Association (A.S.A.), and of the International Statistical Institute (I.S.I.), he is member of the Classe des Sciences of the Royal Academy of Belgium.

Selected Works:


Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. Bernoulli 20, 1432-1453 (coauthor: Chr. Ley).
Signal detection in high dimension: the multispiked case. Annals of Statistics 42, 225-254 (coauthors: A. Onatski and M. Moreira).

Efficient R-estimation of principal and common principal components, Journal of the American Statistical Association 109, 1071-1083 (coauthors: D. Paindaveine and Th. Verdebout).


Of quantiles, ranks, and spectra: anL1 approach to spectral analysis. Bernoulli 21, 781-831 (coauthors: H. Dette, T. Kley, and S. Volgushev).

Local bilinear multiple-output quantile regression. Bernoulli 21, 1435–1466 (coauthors: Z. Lu, D. Paindaveine, and M. Siman).

On quadratic expansions of log-likelihoods and a general asymptotic linearity result. In M. Hallin, D. Mason, D. Pfeifer, and J. Steinebach Eds, Mathematical Statistics and Limit Theorems, Festschrift in Honor of Paul Deheuvels, Springer, 147-166 (coauthors: R. van den Akker and B. Werker).

R-estimation for asymmetric Independent Component Analysis. Journal of the American Statistical Association 110, 218–232 (coauthor: Ch. Mehta).

Dynamic functional principal components. Journal of the Royal Statistical Society Series B 77, 319-348 (coauthors: S. H¨ormann and L. Kidzi´nski).

Dynamic factor models with infinite-dimensional factor space: one-sided representations. Journal of Econometrics 185, 359-371 (coauthors: M. Forni, M. Lippi, and P. Zaffaroni).

Optimal rank tests for symmetry against Edgeworth-type alternatives. In K. Nordhausen and S. Taskinen Eds, Modern Nonparametric, Robust and Multivariate Methods, Festschrift in Honor of Hannu Oja, Springer, 109-132 (coauthors: D. Cassart and D. Paindaveine).

Quantile spectral processes: asymptotic analysis and inference. Bernoulli, to appear (coauthors: H. Dette, T. Kley, and S. Volgushev).

Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Econometrics Journal, to appear (coauthor: M. Barigozzi).

Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank, Journal of Econometrics, to appear (coauthors: R. van den Akker and B. Werker).


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