The following pages link to Marie Hušková (Q169459):
Displaying 50 items.
- Multivariate statistical analysis. A high-dimensional approach (Q1347365) (← links)
- Limit theorems for rank statistics (Q1359763) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- Nonparametric smoothing and lack-of-fit tests (Q1367963) (← links)
- (Q1382488) (redirect page) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Statistical analysis of mixtures and the empirical probability measure (Q1383778) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- Limit theorems for a class of tests of gradual changes (Q1582359) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
- On sequential estimation for branching processes with immigration. (Q1766024) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Asymptotic stability of the bootstrap sample mean. (Q1766048) (← links)
- Moderate and large deviations for \(U\)-processes (Q1805756) (← links)
- On the almost sure asymptotic behaviour of stochastic algorithm (Q1807280) (← links)
- Limiting spectral distribution for a class of random matrices (Q1819859) (← links)
- Nonparametric goodness-of-fit testing under Gaussian models (Q1852968) (← links)
- Urn schemes and reinforced random walks. (Q1877504) (← links)
- Change point analysis for censored data (Q1888861) (← links)
- Monitoring changes in linear models (Q1888862) (← links)
- Estimation of a change in linear models (Q1914277) (← links)
- Bootstrapping sequential change-point tests for linear regression (Q1936671) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Robust monitoring of CAPM portfolio betas (Q1941452) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- On the recursive parameter estimation in the general discrete time statistical model (Q1965907) (← links)
- On functional data analysis and related topics (Q2078520) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Special issue on functional data analysis and related fields (Q2078570) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Doubly paired change-point analysis (Q2179556) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (Q2574572) (← links)
- Regression function estimation from dependent observations (Q2638688) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Multivariate permutation tests (Q2723293) (← links)
- Practical Considerations in Computer-Based Testing (Q2761247) (← links)
- Approximation theorems of mathematical statistics (Q2772105) (← links)
- Handbook of modern item response theory (Q2785803) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- Detection of Changes in INAR Models (Q2833353) (← links)
- Sequentiel testing for the stability of high-frequency portfolio betas (Q2909249) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
