Jana Jureckova

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Person:1159927

Available identifiers

zbMath Open jureckova.janaWikidataQ15119834 ScholiaQ15119834MaRDI QIDQ1159927

List of research outcomes

PublicationDate of PublicationType
Nonparametric tests in linear model with autoregressive errors2023-05-08Paper
Rank tests for corrupted linear models2021-06-02Paper
Averaged Autoregression Quantiles in Autoregressive Model2020-12-18Paper
Editorial.2020-07-02Paper
Empirical regression quantile processes.2020-07-02Paper
Statistical tests on tail index of a probability distribution. (With comments and rejoinder)2019-07-12Paper
Robust Statistical Methods with R2019-04-29Paper
Uniform minimum risk equivariant estimates for moment condition models2019-04-25Paper
Empirical regression quantile process with possible application to risk analysis2017-10-18Paper
Regression Quantile and Averaged Regression Quantile Processes2017-07-18Paper
Asymptotic and Finite-Sample Properties in Statistical Estimation2017-07-05Paper
Rank Tests under Uncertainty: Regression and Local Heteroscedasticity2016-05-13Paper
Behavior of R-estimators under measurement errors2016-04-01Paper
Averaged extreme regression quantile2016-03-30Paper
https://portal.mardi4nfdi.de/entity/Q52620652015-07-13Paper
Affine equivariant rank-weighted L-estimation of multivariate location2015-03-18Paper
Rank tests in heteroscedastic linear model with nuisance parameters2014-10-17Paper
Averaged Regression Quantiles2014-07-02Paper
Rank tests and regression rank score tests in measurement error models2014-04-14Paper
Regression quantiles and their two-step modifications2012-06-11Paper
Nonparametric multivariate rank tests and their unbiasedness2012-03-29Paper
Methodology in Robust and Nonparametric Statistics2011-11-30Paper
Finite-sample density and its small sample asymptotic approximation2011-07-26Paper
Finite-sample distribution of regression quantiles2010-12-20Paper
Estimator of the Pareto Index Based on Nonparametric Test2010-08-19Paper
https://portal.mardi4nfdi.de/entity/Q35809112010-08-14Paper
https://portal.mardi4nfdi.de/entity/Q35805392010-08-13Paper
Minimum risk equivariant estimator in linear regression model2010-01-06Paper
Testing the tail index in autoregressive models2009-09-14Paper
Heavy tailed durations of regional rainfall.2009-08-17Paper
Shapiro-Wilk-type test of normality under nuisance regression and scale2009-05-29Paper
Regression rank scores in nonlinear models2008-05-15Paper
Robust multivariate location estimation, admissibility, and shrinkage phenomenon2008-05-14Paper
https://portal.mardi4nfdi.de/entity/Q54388982008-02-08Paper
https://portal.mardi4nfdi.de/entity/Q53105392007-10-11Paper
https://portal.mardi4nfdi.de/entity/Q34332672007-04-27Paper
Preface2007-04-16Paper
Estimation in a linear model based on regression rank scores2007-04-16Paper
Tests of linear hypotheses based on regression rank scores2007-04-16Paper
https://portal.mardi4nfdi.de/entity/Q52902952006-04-28Paper
https://portal.mardi4nfdi.de/entity/Q52006272006-04-07Paper
Goodness-of-fit test with nuisance regression and scale2004-07-07Paper
A class of tests on the tail index2002-11-21Paper
Tail behavior of the least-squares estimator2002-09-05Paper
https://portal.mardi4nfdi.de/entity/Q45312412002-05-29Paper
A goodness-of-fit test with nuisance parameters: Numerical performance2002-05-28Paper
Goodness-of-fit tests and second-order asymptotic relations2001-10-03Paper
Optimal tests for autoregressive models based on autoregression rank scores2001-06-19Paper
On extreme regression quantiles2001-03-01Paper
https://portal.mardi4nfdi.de/entity/Q44929392000-07-30Paper
https://portal.mardi4nfdi.de/entity/Q43786452000-04-02Paper
Trimmed, Bayesian and admissible estimators2000-03-30Paper
Characterization of distributions in invariant models2000-02-10Paper
Regression rank-scores tests against heavy-tailed alternatives2000-01-31Paper
Test of tails based on extreme regression quantiles2000-01-01Paper
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores1999-11-23Paper
https://portal.mardi4nfdi.de/entity/Q42140591998-10-15Paper
Characterizion of error distributions in time-series regression models1998-09-27Paper
Flexible \(L\)-estimation in the linear model1997-09-23Paper
Adaptive choice of trimming proportion in trimmed least-squares estimation.1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48715311996-10-08Paper
https://portal.mardi4nfdi.de/entity/Q48846201996-10-08Paper
https://portal.mardi4nfdi.de/entity/Q48645851996-06-23Paper
https://portal.mardi4nfdi.de/entity/Q48795391996-05-29Paper
The asymptotics for studentized K-Step M-Estimators of location1996-02-13Paper
Adaptive choice of trimming proportions1995-10-18Paper
Computational aspects of adaptive combination of least squares and least absolute deviations estimators1995-08-17Paper
Estimation of quantile density function based on regression quantiles1995-06-08Paper
https://portal.mardi4nfdi.de/entity/Q40351781993-05-18Paper
Regression rank scores and regression quantiles1992-09-27Paper
Tail Behavior of Regression Estimators and their Breakdown Points1992-06-25Paper
Effect of the initial estimator on the asymptotic behavior of one-step M- estimator1990-01-01Paper
Asymptotic relations between L- and M-estimators in the linear model1990-01-01Paper
Robustified version of Stein's multivariate location estimation1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47291631989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32004001989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38318841989-01-01Paper
Moderate and Cramér-type large deviation theorems for M-estimators1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739601988-01-01Paper
A second-order asymptotic distributional representation of M-estimators with discontinuous score functions1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37532751987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37713041987-01-01Paper
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point1987-01-01Paper
Asymptotic representation of L-estimators and their relations to M-estimators1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47205601985-01-01Paper
Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37047361985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37063211985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114701985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37253441985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37271641985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38130971985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51865571984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114711984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37161371984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37298151984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37298221984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327411984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33088751983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131291983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33163881983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33338901983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33399421983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275031982-01-01Paper
M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions1982-01-01Paper
SimultaneousM-estimator of the common location and the scale-ratio in the two-sample problem1982-01-01Paper
Tail-behavior of location estimators1981-01-01Paper
Second order asymptotic relations of M-estimators and R-estimators in two-sample location model1981-01-01Paper
Sequential procedures based on M-estimators with discontinuous score functions1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36624701981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39188981981-01-01Paper
Rate of consistency of one sample tests of location1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38733221980-01-01Paper
Asymptotic representation ofM-estimators of location1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39234131980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30496781979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38529801979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38576051979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41978861979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38622461978-01-01Paper
Asymptotic relations of M-estimates and R-estimates in linear regression model1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41379211977-01-01Paper
Order of normal approximation for rank test statistics distribution1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40550141975-01-01Paper
Nonparametric estimation and testing linear hypotheses in the linear regression model1975-01-01Paper
Nonparametric estimation and testing linear hypotheses in the linear regression model1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40574251974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41314421974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47725581973-01-01Paper
Central limit theorem for Wilcoxon rank statistics process1973-01-01Paper
Nonparametric Estimate of Regression Coefficients1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56334711971-01-01Paper
Asymptotic Linearity of a Rank Statistic in Regression Parameter1969-01-01Paper

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