Davy Paindaveine : Citation Profile

Are you Davy Paindaveine?

Université Libre de Bruxelles

7

H index

4

i10 index

197

Citations

RESEARCH PRODUCTION:

10

Articles

38

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 10
   Journals where Davy Paindaveine has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 27 (12.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa563
   Updated: 2020-08-01    RAS profile: 2012-01-07    
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Relations with other researchers

Works with:

Hallin, Marc (2)

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 (41)

Chernozhukov, Victor (13)

Galichon, Alfred (12)

Werker, Bas (6)

Henry, Marc (5)

Mosler, Karl (4)

van den Akker, Ramon (3)

Einmahl, John (2)

Schneider, Paul (2)

Wagner, Christian (2)

hoderlein, stefan (2)

Cites to:

Hallin, Marc (60)

Dufour, Jean-Marie (5)

Chen, Song (4)

Bassett, Gilbert (3)

Rousseeuw, Peter (3)

Loperfido, Nicola (3)

Einmahl, John (2)

Remillard, Bruno (2)

Steel, Mark (2)

Hillier, Grant (2)

Forchini, Giovanni (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 (2019 and 2018)

YearTitle of citing document
2017Data depth and rank-based tests for covariance and spectral density matrices. (2017). Ombao, Hernando ; Chau, Van Vinh ; von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017019.

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2018Multivariate Geometric Expectiles. (2018). Mailhot, Melina ; Hofert, Marius ; Herrmann, Klaus . In: Papers. RePEc:arx:papers:1704.01503.

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2019A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery. In: Papers. RePEc:arx:papers:1712.05527.

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2019Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs. (2019). Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04087.

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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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2017Multivariate Hill Estimators. (2017). Dominicy, Yves ; Veredas, David ; Ilmonen, Pauliina. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:1:p:108-142.

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2017ADMM for Penalized Quantile Regression in Big Data. (2017). Yu, Liqun ; Lin, Nan. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:3:p:494-518.

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2017Estimation of extreme depth-based quantile regions. (2017). He, YI ; John , . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:449-461.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2017Fast computation of Tukey trimmed regions and median in dimension p > 2. (2017). Mosler, Karl ; Mozharovskyi, Pavlo ; Liu, Xiaohui. In: Working Papers. RePEc:crs:wpaper:2017-71.

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2017Nonparametric imputation by data depth. (2017). Husson, Franois ; Josse, Julie ; Mozharovskyi, Pavlo. In: Working Papers. RePEc:crs:wpaper:2017-72.

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2017Mutual Point-winning Probabilities (MPW): a New Performance Measure for Table Tennis. (2017). Dominicy, Yves ; Ley, Christophe. In: Working Papers ECARES. RePEc:eca:wpaper:2013/250695.

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2017Power in High-dimensional testing Problems. (2017). Kock, Anders ; Preinerstorfer, David. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260442.

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2018Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression. (2018). Hallin, Marc ; Mellouk, Amal ; Fihri, Mohamed ; Akharif, Abdelhadi . In: Working Papers ECARES. RePEc:eca:wpaper:2013/279634.

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2019Optimal tests for elliptical symmetry: specified and unspecified location. (2019). Hallin, Marc ; Ley, Christophe ; Gelbgras, Laetitia ; Babic, Sladana. In: Working Papers ECARES. RePEc:eca:wpaper:2013/295909.

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2019A D-vine copula quantile regression approach for the prediction of residential heating energy consumption based on historical data. (2019). Niemierko, Rochus ; Trankler, Timm ; Toppel, Jannick. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:691-708.

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2017Robust and efficient estimation of multivariate scatter and location. (2017). Yohai, Victor J ; Maronna, Ricardo A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:64-75.

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2018Depth-weighted Bayes classification. (2018). Vencalek, Ondrej ; Pokotylo, Oleksii. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:1-12.

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2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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2019On finite-sample robustness of directional location estimators. (2019). Porzio, Giovanni C ; Pandolfo, Giuseppe ; Liebscher, Steffen ; Kirschstein, Thomas ; Ragozini, Giancarlo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:53-75.

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2017R-estimation in semiparametric dynamic location-scale models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:233-247.

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2017Preliminary test estimation for multi-sample principal components. (2017). Paindaveine, Davy ; Verdebout, Thomas ; Rasoafaraniaina, Rondrotiana Josea . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:106-116.

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2018Short selling in extreme events. (2018). Geraci, Marco Valerio ; Veredas, David ; Garbaraviius, Tomas. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:90-103.

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2017Bayesian regularized quantile structural equation models. (2017). Feng, Xiang-Nan ; Song, Xin-Yuan ; Lu, Bin ; Wang, Yifan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:234-248.

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2017A weighted localization of halfspace depth and its properties. (2017). Kotik, Luka ; Hlubinka, Daniel . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:157:y:2017:i:c:p:53-69.

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2017Reduced form vector directional quantiles. (2017). Montes-Rojas, Gabriel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:158:y:2017:i:c:p:20-30.

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2017Skew-rotationally-symmetric distributions and related efficient inferential procedures. (2017). Ley, Christophe ; Verdebout, Thomas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:67-81.

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2017Vector quantile regression beyond the specified case. (2017). Chernozhukov, Victor ; Carlier, Guillaume ; Galichon, Alfred. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:96-102.

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2018Cone distribution functions and quantiles for multivariate random variables. (2018). Hamel, Andreas H ; Kostner, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:97-113.

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2019Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (2019). Raponi, Valentina ; Petrella, Lea. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:70-84.

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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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2017On the maximal halfspace depth of permutation-invariant distributions on the simplex. (2017). Paindaveine, Davy ; van Bever, Germain . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:335-339.

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2017Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239.

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2019Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Sathye, Milind ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:48-:d:216804.

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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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2017Quantile regression 40 years on. (2017). Koenker, Roger. In: CeMMAP working papers. RePEc:ifs:cemmap:36/17.

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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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2017Multivariate and functional classification using depth and distance. (2017). Rousseeuw, Peter ; Segaert, Pieter ; Hubert, Mia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:11:y:2017:i:3:d:10.1007_s11634-016-0269-3.

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2017Efficient ANOVA for directional data. (2017). Verdebout, Thomas ; Swan, Yvik ; Ley, Christophe. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0533-x.

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2019A joint quantile regression model for multiple longitudinal outcomes. (2019). Das, Kiranmoy ; Biswas, Jayabrata ; Kulkarni, Hemant . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:4:d:10.1007_s10182-018-00339-9.

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2017On weighted and locally polynomial directional quantile regression. (2017). Boek, Pavel ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-016-0708-9.

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2017Fast implementation of the Tukey depth. (2017). Liu, Xiaohui. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0697-8.

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2019Detecting structural changes in large portfolios. (2019). Posch, Peter N ; Wied, Dominik ; Ullmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1392-5.

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2018Testing for sub-models of the skew t-distribution. (2018). Diciccio, Thomas J ; Monti, Anna Clara. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0387-x.

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2018On multivariate quantile regression analysis. (2018). Chavas, Jean-Paul. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:3:d:10.1007_s10260-017-0407-x.

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2019Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions. (2019). Najarzadeh, Dariush . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:4:d:10.1007_s10260-019-00456-y.

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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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2019From Halfspace M-Depth to Multiple-output Expectile Regression. (2019). Paindaveine, Davy ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:123159.

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Works by Davy Paindaveine:

YearTitleTypeCited
2009On Multivariate Runs Tests for Randomness In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2009On multivariate runs tests for randomness.(2009) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 2		paper
2008Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth In: Working Papers ECARES.
[Full Text][Citation analysis]		paper62
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: 62		paper
2009On directional multiple-output quantile regression In: Working Papers ECARES.
[Full Text][Citation analysis]		paper15
2011On directional multiple-output quantile regression.(2011) In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2009Optimal rank-based testing for principal component In: Working Papers ECARES.
[Full Text][Citation analysis]		paper7
2009Parametric and nonparametric test for multivariate independence in IC models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2009A stochastic analysis of some two-person sports In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2010On the estimation of cross-information quantities in rank-based inference In: Working Papers ECARES.
[Full Text][Citation analysis]		paper4
2011Optimal Rank-Based Tests for Common Principal Components In: Working Papers ECARES.
[Full Text][Citation analysis]		paper6
2011Rank Tests for Elliptical Graphical Modeling In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2012Local Constant and Local Bilinear Multiple-Output Quantile Regression In: Working Papers ECARES.
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2012Nonparametrically Consistent Depth-Based Classifiers In: Working Papers ECARES.
[Full Text][Citation analysis]		paper4
2013Efficient R-Estimation of Principal and Common Principal Components In: Working Papers ECARES.
[Full Text][Citation analysis]		paper4
2013Inference on the Shape of Elliptical Distribution Based on the MCD In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2013Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere In: Working Papers ECARES.
[Full Text][Citation analysis]		paper3
2013Universal Asymptotics for High-Dimensional Sign Tests In: Working Papers ECARES.
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2014Probit Transformation for Nonparametric Kernel Estimation of the Copula Density In: Working Papers ECARES.
[Full Text][Citation analysis]		paper6
2014Conditional Quantile Estimation through Optimal Quantization In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2014Conditional Quantile Estimation Based on Optimal Quantization: from Theory to Practice In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2014QuantifQuantile; an R Package for Performing Quantile Regression through Optimal Quantization In: Working Papers ECARES.
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2014Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives In: Working Papers ECARES.
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2015Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2015Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2016Multiple-Output Quantile Regression through Optimal Quantization In: Working Papers ECARES.
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2009On the Singularity of Multivariate Skew-Symmetric Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper9
2010On the singularity of multivariate skew-symmetric models.(2010) In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
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2016Preliminary Test Estimation for Multi-Sample Principal Components In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2017Halfspace Depths for Scatter, Concentration and Shape Matrices In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2017Tyler Shape Depth In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2017Distance-based Depths for Directional Data In: Working Papers ECARES.
[Full Text][Citation analysis]		paper2
2017Testing for Principal Component Directions under Weak Identifiability In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2017Detecting the Direction of a Signal on High-dimensional Spheres: Non-null and Le Cam Optimality Results In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2019Sign Tests for Weak Principal Directions In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2019Inference for Spherical Location under High Concentration In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2010Rank‐based Optimal Tests for Random Effects in Panel Data In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2011Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper6
2014Depth-Based Runs Tests for bivariate Central Symmetry In: Working Papers ECARES.
[Full Text][Citation analysis]		paper4
2009Optimal tests for homogeneity of covariance, scale, and shape In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article5
2009Signed-rank tests for location in the symmetric independent component model In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2005Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article12
2006A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
2008A canonical definition of shape In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article16
2010Multivariate skewing mechanisms: A unified perspective based on the transformation approach In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article7
2010On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models In: Metron - International Journal of Statistics.
[Full Text][Citation analysis]		article6
2000Selecting a sequence of last successes in independent trials In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2001R-estimation for ARMA models In: MPRA Paper.
[Full Text][Citation analysis]		paper2

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