Davy Paindaveine : Citation Profile


Are you Davy Paindaveine?

Université Libre de Bruxelles

8

H index

6

i10 index

236

Citations

RESEARCH PRODUCTION:

10

Articles

38

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 12
   Journals where Davy Paindaveine has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 27 (10.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa563
   Updated: 2021-03-07    RAS profile: 2012-01-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Davy Paindaveine.

Is cited by:

Hallin, Marc (57)

Chernozhukov, Victor (15)

Galichon, Alfred (12)

Werker, Bas (6)

Einmahl, John (5)

Henry, Marc (5)

Mosler, Karl (5)

van den Akker, Ramon (3)

Dehon, Catherine (3)

Francq, Christian (2)

Sarno, Lucio (2)

Cites to:

Hallin, Marc (63)

Dufour, Jean-Marie (5)

Chen, Song (4)

Rousseeuw, Peter (3)

Onatski, Alexei (3)

Loperfido, Nicola (3)

Bassett, Gilbert (3)

Moreira, Marcelo (3)

Hillier, Grant (2)

Forchini, Giovanni (2)

Steel, Mark (2)

Main data


Where Davy Paindaveine has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis6
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles35
MPRA Paper / University Library of Munich, Germany2

Recent works citing Davy Paindaveine (2021 and 2020)


YearTitle of citing document
2020Implications of U.S. Crop Insurance -- A Perspective from Copulas. (2020). Goodwin, Barry K ; Zhang, Yifei. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304343.

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2020Modeling Joint Lives within Families. (2020). Gallic, Ewen ; Charpentier, Arthur ; Cabrignac, Olivier. In: AMSE Working Papers. RePEc:aim:wpaimx:2021.

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2020Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346.

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2020Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578.

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2020Modeling Joint Lives within Families. (2020). Gallic, Ewen ; Charpentier, Arthur ; Cabrignac, Olivier. In: Papers. RePEc:arx:papers:2006.08446.

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2020Semiparametric Testing with Highly Persistent Predictors. (2020). Zhou, BO ; Werker, Bas. In: Papers. RePEc:arx:papers:2009.08291.

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2020One‐class classification with application to forensic analysis. (2020). Anderlucci, Laura ; Fortunato, Francesca ; Montanari, Angela. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1227-1249.

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2020Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach. (2020). Hallin, Marc ; Liu, Hang ; la Vecchia, Davide. In: Working Papers ECARES. RePEc:eca:wpaper:2013/314257.

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2020A Simple R-estimation method for semiparametric duration models. (2020). la Vecchia, Davide ; Hallin, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:736-749.

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2020M-estimation with incomplete and dependent multivariate data. (2020). Frahm, Gabriel ; Oja, Hannu ; Nordhausen, Klaus. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:176:y:2020:i:c:s0047259x19300077.

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2020Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions. (2020). Breheny, Patrick ; Zimmerman, Dale L ; Wang, Sheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302207.

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2020A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. (2020). del Barrio, Eustasio ; delBarrio, Eustasio ; Hallin, Marc ; Gonzalez-Sanz, Alberto. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:180:y:2020:i:c:s0047259x20302529.

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2021Sampling properties of color Independent Component Analysis. (2021). Shen, Haipeng ; Lee, Seonjoo ; Truong, Young. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302736.

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2020Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Leatham, David J ; Sukcharoen, Kunlapath ; Arunanondchai, Panit. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777.

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2020Adaptiveness of the empirical distribution of residuals in semi- parametric conditional location scale models. (2020). Zakoian, Jean-Michel ; Francq, Christian. In: Working Papers. RePEc:hal:wpaper:hal-02898909.

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2020Modeling Joint Lives within Families. (2020). Gallic, Ewen ; Cabrignac, Olivier ; Charpentier, Arthur. In: Working Papers. RePEc:hal:wpaper:halshs-02871927.

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2020Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274.

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2020More good news on the HKM test for multivariate reflected symmetry about an unknown centre. (2020). Henze, Norbert ; Mayer, Celeste. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:3:d:10.1007_s10463-019-00707-5.

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2020Directional bivariate quantiles: a robust approach based on the cumulative distribution function. (2020). Kneib, Thomas ; Klein, Nadja. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:2:d:10.1007_s10182-019-00355-3.

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2020Robust mean-variance portfolio through the weighted $$L^{p}$$ L p depth function. (2020). Pandolfo, Giuseppe ; Dambrosio, Antonio ; Siciliano, Roberta ; Iorio, Carmela. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-019-03474-x.

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2021A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data. (2021). Das, Kiranmoy ; Biswas, Jayabrata. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:1:d:10.1007_s00180-020-01002-1.

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2020Some results on the computing of Tukey’s halfspace median. (2020). Zuo, Yijun ; Luo, Shihua ; Liu, Xiaohui. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0941-5.

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2020kNN estimation in functional partial linear modeling. (2020). Vieu, Philippe ; Aneiros, German ; Ling, Nengxiang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0946-0.

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2020Non-Normal Identification for Price Discovery in High-Frequency Financial Markets. (2020). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2020/28.

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Works by Davy Paindaveine:


YearTitleTypeCited
2009On Multivariate Runs Tests for Randomness In: Journal of the American Statistical Association.
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article2
2009On multivariate runs tests for randomness.(2009) In: Working Papers ECARES.
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paper
2008Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth In: Working Papers ECARES.
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paper68
2010Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth.(2010) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 68
paper
2009On directional multiple-output quantile regression In: Working Papers ECARES.
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paper15
2011On directional multiple-output quantile regression.(2011) In: Journal of Multivariate Analysis.
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This paper has another version. Agregated cites: 15
article
2009Optimal rank-based testing for principal component In: Working Papers ECARES.
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paper12
2009Parametric and nonparametric test for multivariate independence in IC models In: Working Papers ECARES.
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paper1
2009A stochastic analysis of some two-person sports In: Working Papers ECARES.
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paper1
2010On the estimation of cross-information quantities in rank-based inference In: Working Papers ECARES.
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paper7
2011Optimal Rank-Based Tests for Common Principal Components In: Working Papers ECARES.
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paper9
2011Rank Tests for Elliptical Graphical Modeling In: Working Papers ECARES.
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paper0
2012Local Constant and Local Bilinear Multiple-Output Quantile Regression In: Working Papers ECARES.
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paper2
2012Nonparametrically Consistent Depth-Based Classifiers In: Working Papers ECARES.
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paper7
2013Efficient R-Estimation of Principal and Common Principal Components In: Working Papers ECARES.
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paper4
2013Inference on the Shape of Elliptical Distribution Based on the MCD In: Working Papers ECARES.
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paper1
2013Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere In: Working Papers ECARES.
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paper3
2013Universal Asymptotics for High-Dimensional Sign Tests In: Working Papers ECARES.
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paper1
2014Probit Transformation for Nonparametric Kernel Estimation of the Copula Density In: Working Papers ECARES.
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paper11
2014Conditional Quantile Estimation through Optimal Quantization In: Working Papers ECARES.
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paper1
2014Conditional Quantile Estimation Based on Optimal Quantization: from Theory to Practice In: Working Papers ECARES.
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paper0
2014QuantifQuantile; an R Package for Performing Quantile Regression through Optimal Quantization In: Working Papers ECARES.
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paper0
2014Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives In: Working Papers ECARES.
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paper0
2015Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives In: Working Papers ECARES.
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paper1
2015Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data In: Working Papers ECARES.
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paper0
2016Multiple-Output Quantile Regression through Optimal Quantization In: Working Papers ECARES.
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paper0
2009On the Singularity of Multivariate Skew-Symmetric Models In: Working Papers ECARES.
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paper8
2010On the singularity of multivariate skew-symmetric models.(2010) In: Journal of Multivariate Analysis.
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This paper has another version. Agregated cites: 8
article
2016Preliminary Test Estimation for Multi-Sample Principal Components In: Working Papers ECARES.
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paper1
2017Halfspace Depths for Scatter, Concentration and Shape Matrices In: Working Papers ECARES.
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paper2
2017Tyler Shape Depth In: Working Papers ECARES.
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paper1
2017Distance-based Depths for Directional Data In: Working Papers ECARES.
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paper3
2017Testing for Principal Component Directions under Weak Identifiability In: Working Papers ECARES.
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paper0
2017Detecting the Direction of a Signal on High-dimensional Spheres: Non-null and Le Cam Optimality Results In: Working Papers ECARES.
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paper0
2019Sign Tests for Weak Principal Directions In: Working Papers ECARES.
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2019Inference for Spherical Location under High Concentration In: Working Papers ECARES.
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2010Rank?based Optimal Tests for Random Effects in Panel Data In: Working Papers ECARES.
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paper1
2011Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models In: Working Papers ECARES.
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paper8
2014Depth-Based Runs Tests for bivariate Central Symmetry In: Working Papers ECARES.
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paper7
2009Optimal tests for homogeneity of covariance, scale, and shape In: Journal of Multivariate Analysis.
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article5
2009Signed-rank tests for location in the symmetric independent component model In: Journal of Multivariate Analysis.
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article2
2005Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors In: Journal of Multivariate Analysis.
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article16
2006A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods In: Journal of Multivariate Analysis.
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2008A canonical definition of shape In: Statistics & Probability Letters.
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article18
2010Multivariate skewing mechanisms: A unified perspective based on the transformation approach In: Statistics & Probability Letters.
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article7
2010On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models In: Metron - International Journal of Statistics.
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article7
2000Selecting a sequence of last successes in independent trials In: MPRA Paper.
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paper2
2001R-estimation for ARMA models In: MPRA Paper.
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paper2

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