The following pages link to Marie Hušková (Q169459):
Displaying 50 items.
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
- (Q4353182) (← links)
- (Q4378644) (← links)
- Sequential tests based on rank regression scores (Q4384958) (← links)
- (Q4416872) (← links)
- (Q4451341) (← links)
- On a crossroad of resampling plans: bootstrapping elementary symmetric polynomials (Q4493440) (← links)
- Bayesian like R- and M- estimators of change points (Q4526138) (← links)
- (Q4551054) (← links)
- Tests for Structural Changes in Time Series of Counts (Q4599638) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- (Q4663812) (← links)
- (Q4680282) (← links)
- (Q4686963) (← links)
- (Q4687134) (← links)
- Stochastic approximation type estimators in linear models (Q4713797) (← links)
- (Q4742143) (← links)
- (Q4779572) (← links)
- Applications of permutations to the simulations of critical values (Q4819560) (← links)
- (Q4852555) (← links)
- (Q4864588) (← links)
- (Q4871856) (← links)
- (Q4892797) (← links)
- (Q4892799) (← links)
- Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models (Q4905885) (← links)
- M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
- (Q4955940) (← links)
- (Q5203518) (← links)
- (Q5216388) (← links)
- Dependent functional linear models with applications to monitoring structural change (Q5248901) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- (Q5285643) (← links)
- Delay time in monitoring jump changes in linear models (Q5299460) (← links)
- (Q5310542) (← links)
- (Q5317355) (← links)
- (Q5321067) (← links)
- (Q5364285) (← links)
- A note on estimators of gradual changes (Q5365683) (← links)
- (Q5389656) (← links)
- Change‐point detection in panel data (Q5397939) (← links)
- Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)
- (Q5546441) (← links)
- Asymptotic distribution of simple linear rank statistics for testing symmetry (Q5621853) (← links)
- (Q5623092) (← links)
- (Q5634732) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
