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Marie Hušková - MaRDI portal

Marie Hušková

From MaRDI portal
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Person:169459

Available identifiers

zbMath Open huskova.marieWikidataQ15119872 ScholiaQ15119872MaRDI QIDQ169459

List of research outcomes





PublicationDate of PublicationType
Estimating a gradual parameter change in an AR(1)-process2022-08-25Paper
Tests for heteroskedasticity in transformation models2022-08-23Paper
Fourier–type tests involving martingale difference processes2022-06-07Paper
Structural breaks in panel data: Large number of panels and short length time series2022-03-04Paper
On functional data analysis and related topics2022-03-01Paper
Fourier-type tests of mutual independence between functional time series2022-03-01Paper
Special issue on functional data analysis and related fields2022-03-01Paper
Testing serial independence with functional data2021-11-22Paper
Change-point methods for multivariate time-series: paired vectorial observations2020-11-02Paper
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models2020-07-14Paper
Doubly paired change-point analysis2020-05-13Paper
https://portal.mardi4nfdi.de/entity/Q52163882020-02-17Paper
Tests for validity of the semiparametric heteroskedastic transformation model2020-01-30Paper
Specification testing in nonparametric AR‐ARCH models2019-03-21Paper
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data2019-03-21Paper
https://portal.mardi4nfdi.de/entity/Q46869632018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46871342018-10-10Paper
Change Point Detection with Multivariate Observations Based on Characteristic Functions2018-03-29Paper
Tests for Structural Changes in Time Series of Counts2018-01-04Paper
A note on estimators of gradual changes2017-10-09Paper
https://portal.mardi4nfdi.de/entity/Q53642852017-10-04Paper
Change Detection in INARCH Time Series of Counts2017-07-20Paper
Discontinuities in robust nonparametric regression with α-mixing dependence2017-06-16Paper
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS2017-05-16Paper
Segmenting mean-nonstationary time series via trending regressions2017-05-12Paper
Detection of Changes in INAR Models2016-11-18Paper
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models2016-09-16Paper
Book review of: B. E. Brodsky and B. S. Darkhovsky, Non-parametric statistical diagnosis. Problems and methods.2015-10-14Paper
Data driven rank test for the change point problem2015-10-14Paper
Tests for time series of counts based on the probability-generating function2015-07-20Paper
Dependent functional linear models with applications to monitoring structural change2015-04-28Paper
Estimation of the time of change in panel data2015-03-15Paper
Comments on: ``Extensions of some classical methods in change point analysis2015-01-29Paper
Robust monitoring of CAPM portfolio betas. II2014-10-08Paper
Change‐point detection in panel data2014-02-25Paper
Test of independence for functional data2014-01-10Paper
Delay time in monitoring jump changes in linear models2013-06-25Paper
Monitoring changes in the error distribution of autoregressive models based on Fourier methods2013-04-10Paper
Robust monitoring of CAPM portfolio betas2013-03-12Paper
Darling-Erdős limit results for change-point detection in panel data2013-02-28Paper
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models2013-02-21Paper
M-Procedures for Detection of Changes for Dependent Observations2013-02-21Paper
Bootstrapping sequential change-point tests for linear regression2013-02-06Paper
https://portal.mardi4nfdi.de/entity/Q31658922012-10-19Paper
https://portal.mardi4nfdi.de/entity/Q31665192012-10-12Paper
https://portal.mardi4nfdi.de/entity/Q31665232012-10-12Paper
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS2012-08-30Paper
https://portal.mardi4nfdi.de/entity/Q53896562012-04-23Paper
A note on Studentized confidence intervals for the change-point2011-04-06Paper
Tests for independence in non-parametric heteroscedastic regression models2011-03-25Paper
Tests for the error distribution in nonparametric possibly heteroscedastic regression models2011-01-22Paper
https://portal.mardi4nfdi.de/entity/Q35805382010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35524662010-04-22Paper
Bootstrapping confidence intervals for the change-point of time series2010-04-22Paper
Testing the stability of the functional autoregressive process2010-01-12Paper
Data driven rank statistics in change point analysis2009-11-18Paper
https://portal.mardi4nfdi.de/entity/Q53210672009-07-22Paper
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES2009-06-11Paper
Extreme value theory for stochastic integrals of Legendre polynomials2009-03-25Paper
Testing for changes in polynomial regression2009-03-02Paper
A nonparametric model for analysis of the EURO bond market2008-10-24Paper
https://portal.mardi4nfdi.de/entity/Q35243382008-09-09Paper
https://portal.mardi4nfdi.de/entity/Q35243612008-09-09Paper
Tests for the multivariatek-sample problem based on the empirical characteristic function2008-07-02Paper
Ratio tests for change point detection2008-05-16Paper
On the detection of changes in autoregressive time series. II: Resampling procedures2008-03-28Paper
Omnibus tests for the error distribution in the linear regression model2008-01-14Paper
https://portal.mardi4nfdi.de/entity/Q53105422007-10-11Paper
Some sequential procedures based on regression rank scores2007-04-16Paper
On the detection of changes in autoregressive time series. I: Asymptotics.2007-03-27Paper
Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich2007-03-21Paper
Tests for continuity of regression functions2007-02-14Paper
Change-Point Analysis Based on Empirical Characteristic Functions of Ranks2007-02-14Paper
Change‐point monitoring in linear models2007-02-13Paper
Change point analysis based on empirical characteristic functions2006-08-14Paper
https://portal.mardi4nfdi.de/entity/Q53173552005-09-16Paper
https://portal.mardi4nfdi.de/entity/Q46802822005-06-07Paper
https://portal.mardi4nfdi.de/entity/Q46638122005-04-04Paper
Testing for changes using permutations of U-statistics2005-02-09Paper
Weak Invariance Principles for Regression Rank Statistics2005-01-18Paper
Change point analysis for censored data2004-11-29Paper
Monitoring changes in linear models2004-11-29Paper
Applications of permutations to the simulations of critical values2004-09-27Paper
Serial rank statistics for detection of changes.2004-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44513412004-02-24Paper
https://portal.mardi4nfdi.de/entity/Q44168722003-08-05Paper
https://portal.mardi4nfdi.de/entity/Q47795722003-02-02Paper
Effect of dependence on statistics for determination of change2003-01-15Paper
Limit theorems for a class of tests of gradual changes2002-11-27Paper
https://portal.mardi4nfdi.de/entity/Q31487622002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q45510542002-09-04Paper
Permutation tests in change point analysis2002-03-06Paper
Bayesian like R- and M- estimators of change points2001-10-04Paper
Bayesian-type estimators of change points2001-07-31Paper
On a crossroad of resampling plans: bootstrapping elementary symmetric polynomials2001-06-19Paper
Limit theorems for kernel-type estimators for the time of change2000-12-06Paper
https://portal.mardi4nfdi.de/entity/Q49559402000-05-22Paper
https://portal.mardi4nfdi.de/entity/Q43786442000-05-08Paper
https://portal.mardi4nfdi.de/entity/Q43531822000-04-05Paper
Rank based estimators of the change-point2000-03-14Paper
Limit theorems for rank statistics2000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q42469211999-06-16Paper
https://portal.mardi4nfdi.de/entity/Q42449291999-05-31Paper
Sequential tests based on rank regression scores1999-03-04Paper
Gradual changes versus abrupt changes.1999-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42129701998-12-15Paper
Estimators for the Time of Change in Linear Models1997-12-14Paper
https://portal.mardi4nfdi.de/entity/Q43438351997-11-04Paper
https://portal.mardi4nfdi.de/entity/Q48927971997-06-26Paper
https://portal.mardi4nfdi.de/entity/Q48927991997-06-22Paper
Change-point problem and bootstrap1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48645881996-10-28Paper
https://portal.mardi4nfdi.de/entity/Q48718561996-06-23Paper
Estimation of a change in linear models1996-06-05Paper
https://portal.mardi4nfdi.de/entity/Q48525551996-02-06Paper
Bootstrapping multivariate \(U\)-quantiles and related statistics1994-06-08Paper
Consistency of the generalized bootstrap for degenerate \(U\)-statistics1994-04-18Paper
https://portal.mardi4nfdi.de/entity/Q52856431993-06-29Paper
Generalized bootstrap for studentized U-statistics: A rank statistic approach1993-05-16Paper
Stochastic approximation type estimators in linear models1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q52035181990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32100031990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34857381989-01-01Paper
Adaptive parameter estimation for generalized tukey's λ-family1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38145641988-01-01Paper
Recursive m–test for detection of change1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38303551987-01-01Paper
Some remarks on experimental design1986-01-01Paper
On sequentially adaptive signed-rank statistics1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37071261985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37253441985-01-01Paper
On sequentially adaptive asymptotically efficient rank statistics1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37450641985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38090311985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36900111984-01-01Paper
A simple algorithm for the adaptation of scores and power behavior of the corresponding rank test1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37298231984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327411984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327421984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30384051983-01-01Paper
Adaptive procedures for the two-sample location model1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47421431982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36660891982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39546481982-01-01Paper
Second order asymptotic relations of M-estimators and R-estimators in two-sample location model1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38669551980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39142391980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32060281979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38514441979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41746641978-01-01Paper
Rates of convergence of quadratic rank statistics1977-01-01Paper
The rate of convergence of simple linear rank statistics under hypothesis and alternatives1977-01-01Paper
Multivariate rank statistics for testing randomness concerning some marginal distributions1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40821551975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56230921971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56347321971-01-01Paper
Asymptotic distribution of simple linear rank statistics for testing symmetry1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55464411968-01-01Paper

Research outcomes over time

This page was built for person: Marie Hušková