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Published or in press

69. Preliminary test estimation for multi-sample principal components (with J. Rasoafaraniaina and Th. Verdebout). Econometrics & Statistics, to appear.

68. Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives (with Chr. Cutting and Th. Verdebout). Annals of Statistics, to appear.

67. Inference on the mode of weak directional signals: a Le Cam perspective on hypothesis testing near singularities (with Th. Verdebout). Annals of Statistics, to appear.

66. Tests of concentration for low-dimensional and high-dimensional directional data (with Chr. Cutting and Th. Verdebout). In S. Ejaz Ahmed Ed., Big and Complex Data Analysis: Methodology and Applications, Springer, Cham Heidelberg New York, to appear (2017).

65. Probit transformation for nonparametric kernel estimation of the copula density (with G. Geenens and A. Charpentier). Bernoulli 23, 1848-1873.

64. Affine-invariant rank tests for multivariate independence in independent component models (with H. Oja and S. Taskinen). Electronic Journal of Statistics 10, 2372-2419 (2016).

63. On high-dimensional sign tests (with Th. Verdebout). Bernoulli 22, 1745-1769 (2016). A peer-reviewed supplement is available here.

62. QuantifQuantile: an R package for performing quantile regression through optimal quantization (with I. Charlier and J. Saracco). The R Journal 7, 65-80 (2015).

61. Depth-based runs tests for bivariate central symmetry (with R. Dyckerhoff and Chr. Ley). Annals of the Institute of Statistical Mathematics 67, 917-941 (2015).

60. Optimal rank tests for symmetry against Edgeworth-type alternatives (with D. Cassart and M. Hallin). In K. Nordhausen and S. Taskinen Eds, Modern Nonparametric, Robust and Multivariate Methods, Festschrift in Honor of Hannu Oja, Springer, 109-132 (2015).

59. Discussion of “On families of distributions with shape parameters”, by M.C. Jones (with Chr. Ley). International Statistical Review 83, 202-207 (2015).

58. Discussion of “Multivariate Functional Outlier Detection”, by Mia Hubert, Peter Rousseeuw and Pieter Segaert (with G. Van Bever). Statistical Methods and Applications 24, 223-231 (2015).

57. Conditional quantile estimation based on optimal quantization: from theory to practice (with I. Charlier and J. Saracco). Computational Statistics and Data Analysis 91, 20-39 (2015).

56. Local constant and local bilinear multiple-output quantile regression (with M. Hallin, Z. Lu, and M. Siman). Bernoulli 21, 1435-1466 (2015).

55. High-dimensional tests for spherical location and spiked covariance (with Chr. Ley and Th. Verdebout). Journal of Multivariate Analysis 139, 79-91 (2015).

54. Nonparametrically consistent depth-based classifiers (with G. Van Bever). Bernoulli 21, 62-82 (2015).

53. Optimal rank-based tests for the location parameter of a rotationally symmetric distribution on the hypersphere (with Th. Verdebout). In M. Hallin, D. Mason, D. Pfeifer, and J. Steinebach Eds, Mathematical Statistics and Limit Theorems: Festschrift in Honor of Paul Deheuvels. Springer, pp. 249-270 (2015).

52. Conditional quantile estimation through optimal quantization (with I. Charlier and J. Saracco). Journal of Statistical Planning and Inference 156, 14-30 (2015).

51. Efficient R-estimation of principal and common principal components (with M. Hallin and Th. Verdebout). Journal of the American Statistical Association 109, 1071-1083 (2014).

50. Inference on the shape of elliptical distributions based on the MCD (with G. Van Bever). Journal of Multivariate Analysis 129, 125-144 (2014).

49. Optimal rank-based tests for common principal components (with M. Hallin and Th. Verdebout). Bernoulli 19, 2524-2556 (2013).

48. From depth to local depth : a focus on centrality (with G. Van Bever). Journal of the American Statistical Association 105, 1105-1119 (2013). A peer-reviewed supplement is available here.

47. Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels (with N. Bennala and M. Hallin). Journal of Econometrics 170, 50-67 (2012).

46. Rank tests for elliptical graphical modeling (with Th. Verdebout). Journal de la Société Française de Statistique 153, 82-100 (2012).

45. Elliptical symmetry. In Encyclopedia of Environmetrics, 2nd edition, A. H. El-Shaarawi and W. Piegorsch (eds). John Wiley & Sons Ltd, Chichester, UK, 802-807 (2012).

44. Runs tests (with Chr. Ley). In Encyclopedia of Environmetrics, 2nd edition, A. H. El-Shaarawi and W. Piegorsch (eds). John Wiley & Sons Ltd, Chichester, UK, 2474-2481 (2012).

43. Computing multiple-output regression quantile regions from projection quantiles (with M. Siman). Computational Statistics 27, 29-49 (2012).

42. Computing multiple-output regression quantile regions (with M. Siman). Computational Statistics and Data Analysis 56, 840-853 (2012).

41. Semiparametrically efficient inference based on signed ranks in symmetric independent component models (with P. Ilmonen). Annals of Statistics 39, 2448-2476 (2011). A peer-reviewed supplement is available here.

40. Local asymptotic normality property for lacunar wavelet series multifractal model (with Jean-Michel Loubes). ESAIM: Probability and Statistics 15, 69-82 (2011).

39. A stochastic analysis of some two-person sports (with Y. Swan). Studies in Applied Mathematics 127, 221-249 (2011).

38. A class of optimal tests for symmetry based on local Edgeworth approximations (with D. Cassart and M. Hallin). Bernoulli 17, 1063-1094 (2011).

37. On directional multiple-output quantile regression (with M. Siman). Journal of Multivariate Analysis 102, 193-212 (2011).

36. On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models (with Chr. Ley). METRON International Journal of Statistics 68, 235-250 (2010).

35. Testing for common principal components under heterokurticity (with M. Hallin and T. Verdebout). Journal of Nonparametric Statistics 22, 879-895 (2010).

34. Multivariate skewing mechanisms: a unified perspective based on the transformation approach (with Chr. Ley). Statistics and Probability Letters 80, 1685-1694 (2010).

33. On the estimation of cross-information quantities in R-estimation (with D. Cassart et M. Hallin). In J. Antoch, M. Huskova and P.K. Sen, Editors: Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in Honor of Professor Jana Jurečkova, I.M.S. Monographs-Lecture Notes, 35-45 (2010).

32. Optimal rank-based testing for principal components (with M. Hallin and T. Verdebout). Annals of Statistics 38, 3245-3299 (2010).

31. On the singularity of multivariate skew-symmetric models (with Chr. Ley). Journal of Multivariate Analysis 101, 1434-1444 (2010).

30. Rejoinder: Multivariate quantiles and multiple-output regression quantiles (with M. Hallin and M. Siman). Annals of Statistics 38, 694-703 (2010).

29. Multivariate quantiles and multiple-output regression quantiles: From L_1 optimization to halfspace depth (with M. Hallin and M. Siman). Annals of Statistics 38, 635-669 (2010).

28. On multivariate runs tests for randomness. Journal of the American Statistical Association 104, 1525-1538 (2009).

27. Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions (with Chr. Ley). Journal of Nonparametric Statistics 21, 943-967 (2009).

26. Discussion of "Invariant co-ordinate selection", by D.E. Tyler, F. Critchley, L. Dümbgen, and H. Oja. Journal of the Royal Statistical Society, series B 71, 577-578 (2009).

25. Signed-rank tests for location in the symmetric independent component model (with K. Nordhausen and H. Oja). Journal of Multivariate Analysis 100, 821-834 (2009).

24. Optimal tests for homogeneity of covariance, scale, and shape (with M. Hallin). Journal of Multivariate Analysis 100, 422-444 (2009).

23. A canonical definition of shape. Statistics and Probability Letters 78, 2240-2247 (2008).

22. Pseudo-Gaussian inference in heterokurtic elliptical common principal components models (with M. Hallin and T. Verdebout). Annales de l'ISUP, LII, 9-24 (2008).

21. A general method for constructing pseudo-Gaussian tests (with M. Hallin). Journal of the Japan Statistical Society 38, 27-40 (2008).

20. Optimal detection of Fechner-asymmetry (with M. Hallin and D. Cassart). Journal of Statistical Planning and Inference 138, 2499-2525 (2008).

19. Optimal rank-based tests for homogeneity of scatter (with M. Hallin). Annals of Statistics 36, 1261-1298 (2008).

18. Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence (with M. Hallin). In M. Sylvapulle, Ed., Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen, I.M.S. Lecture Notes-Monograph Series, 184-196 (2008).

17. Parametric and semiparametric inference for shape: the role of the scale functional (with M. Hallin). Statistics & Decisions 24, 327-350 (2006).

16. Semiparametrically efficient rank-based inference for shape. II. Optimal R-estimation of shape (with M. Hallin and H. Oja). Annals of Statistics 34, 2757-2789 (2006).

15. Semiparametrically efficient rank-based inference for shape. I. Optimal rank-based tests for sphericity (with M. Hallin). Annals of Statistics 34, 2707-2756 (2006).

14. A Chernoff-Savage result for shape. On the non-admissibility of pseudo-Gaussian methods. Journal of Multivariate Analysis 97, 2206-2220 (2006).

13. Asymptotic linearity of serial and nonserial multivariate signed rank statistics (with M. Hallin). Journal of Statistical Planning and Inference 136, 1-32 (2006).

12. Optimal signed-rank tests based on hyperplanes (with H. Oja). Journal of Statistical Planning and Inference 135, 300-323 (2005).

11. Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (with M. Hallin), Journal of Multivariate Analysis 93, 122-163 (2005).

10. Multivariate signed rank tests in vector autoregressive order identification (with M. Hallin), Statistical Science 19, 697-711 (2004).

9. A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff-Savage results, Statistical Methodology 1, 81-91 (2004).

8. Rank-based optimal tests of the adequacy of an elliptic VARMA model (with M. Hallin), Annals of Statistics 32, 2642-2678 (2004).

7. Procédures optimales fondées sur les rangs multivariés, Journal de la Société Française de Statistique 144, 25-66 (2003).

6. Affine invariant linear hypotheses for the multivariate general linear model with ARMA error terms (with M. Hallin). In M. Moore, S. Froda, and Chr. Léger, Eds, Mathematical Statistics and Applications: Festschrift for Constance van Eeden, I.M.S. Lecture Notes-Monograph Series, I.M.S., Hayward, California, 417-434 (2003).

5. Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (with M. Hallin), Bernoulli 8, 787-815 (2002).

4. Multivariate signed ranks : Randles' interdirections or Tyler's angles? (with M. Hallin). In Y. Dodge, Ed., Statistical data analysis based on the L1-norm and related methods, Birkhäuser, Basel, 271-282 (2002).

3. Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks (with M. Hallin), Annals of Statistics 30, 1103-1133 (2002).

2. R-estimation for ARMA models (with J. Allal and A. Kaaouachi), Journal of Nonparametric Statistics 13, 815-831 (2001).

1. Selecting a sequence of last successes in independent trials (with F. T. Bruss), Journal of Applied Probability 37, 389-399 (2000).

Submitted

2. Halfspace depths for scatter, concentration and shape matrices (with G. Van Bever).

1. Multiple-output quantile regression through optimal quantization (with I. Charlier and J. Saracco).