Marc HALLIN

Professor
Department of Management
European Center for Advanced Research in Economics and Statistics
Belgium

Professor Mathematics
Biography

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 l'Institut 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.

Research Intrest

Mathematics, Nonparametric and Robust Statistics

List of Publications
R-estimation for asymmetric Independent Component Analysis. Journal of the American Statistical Association 110, 218–232 (coauthor: Ch. Mehta).
Local bilinear multiple-output quantile regression. Bernoulli 21, 1435–1466 (coauthors: Z. Lu, D. Paindaveine, and M. Siman).
Of quantiles, ranks, and spectra: anL1 approach to spectral analysis. Bernoulli 21, 781-831 (coauthors: H. Dette, T. Kley, and S. Volgushev).