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Marie Husková
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2020 – today
- 2022
- [j22]Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu:
On functional data analysis and related topics. J. Multivar. Anal. 189: 104861 (2022) - [j21]Simos G. Meintanis, Marie Husková, Zdenek Hlávka:
Fourier-type tests of mutual independence between functional time series. J. Multivar. Anal. 189: 104873 (2022) - [j20]Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu:
Special Issue on Functional Data Analysis and related fields. J. Multivar. Anal. 189: 104908 (2022) - 2020
- [j19]Marie Husková, Simos G. Meintanis, Charl Pretorius:
Tests for validity of the semiparametric heteroskedastic transformation model. Comput. Stat. Data Anal. 144: 106895 (2020)
2010 – 2019
- 2019
- [j18]Qing Jiang, Marie Husková, Simos G. Meintanis, Lixing Zhu:
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data. J. Multivar. Anal. 170: 202-220 (2019) - 2016
- [j17]Zdenek Hlávka, Marie Husková, Claudia Kirch, Simos G. Meintanis:
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models. Commun. Stat. Simul. Comput. 45(7): 2471-2490 (2016) - 2014
- [j16]Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach:
Robust monitoring of CAPM portfolio betas II. J. Multivar. Anal. 132: 58-81 (2014) - 2013
- [j15]Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach:
Robust monitoring of CAPM portfolio betas. J. Multivar. Anal. 115: 374-395 (2013) - [j14]Lajos Horváth, Marie Husková, Gregory Rice:
Test of independence for functional data. J. Multivar. Anal. 117: 100-119 (2013) - 2012
- [j13]Marie Husková, Simos G. Meintanis:
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models. Commun. Stat. Simul. Comput. 41(6): 833-851 (2012) - [j12]Marie Husková, Miriam Marusiaková:
M-Procedures for Detection of Changes for Dependent Observations. Commun. Stat. Simul. Comput. 41(7): 1032-1050 (2012) - 2011
- [j11]Zdenek Hlávka, Marie Husková, Simos G. Meintanis:
Tests for independence in non-parametric heteroscedastic regression models. J. Multivar. Anal. 102(4): 816-827 (2011) - 2010
- [j10]Marie Husková, Claudia Kirch:
A note on studentized confidence intervals for the change-point. Comput. Stat. 25(2): 269-289 (2010) - [j9]Lajos Horváth, Marie Husková, Piotr Kokoszka:
Testing the stability of the functional autoregressive process. J. Multivar. Anal. 101(2): 352-367 (2010) - [c1]Marie Husková, Claudia Kirch, Simos G. Meintanis:
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. COMPSTAT 2010: 501-508
2000 – 2009
- 2009
- [j8]Marie Husková, Simos G. Meintanis:
Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions. Kybernetika 45(6): 960-971 (2009) - [j7]Alexander Aue, Lajos Horváth, Marie Husková:
Extreme value theory for stochastic integrals of Legendre polynomials. J. Multivar. Anal. 100(5): 1029-1043 (2009) - 2001
- [j6]Marie Husková, Ales Slabý:
Permutation tests for multiple changes. Kybernetika 37(5): 605-622 (2001) - [j5]Marie Husková:
Some invariant test procedures for detection of structural changes; behavior under alternatives. Kybernetika 37(6): 669-684 (2001) - 2000
- [j4]Marie Husková:
Some invariant test procedures for detection of structural changes. Kybernetika 36(4): 401-414 (2000)
1990 – 1999
- 1997
- [j3]Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková:
On estimating the yield and volatility curves. Kybernetika 33(6): 659-673 (1997) - 1995
- [j2]Marie Husková:
Rank statistics approach in generalized bootstrap. Kybernetika 31(3): 293-296 (1995) - 1990
- [j1]Marie Husková:
Some asymptotic results for robust procedures for testing the constancy of regression models over time. Kybernetika 26(5): 392-403 (1990)
1980 – 1989
- 1984
- [p2]Marie Husková:
3 Hypothesis of symmetry. Nonparametric Methods 1984: 63-78 - [p1]Marie Husková:
16 Adaptive methods. Nonparametric Methods 1984: 347-358
Coauthor Index
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