Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Šárka Hudecová"'
Publikováno v:
Econometrics, Vol 9, Iss 1, p 10 (2021)
This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one b
Externí odkaz:
https://doaj.org/article/a92d329060704e97af6f88737a661030
Autor:
Šárka Hudecová, Miroslav Šiman
Publikováno v:
Journal of Nonparametric Statistics. :1-17
Publikováno v:
ECARES Working Papers; 2021-13
Extending rank-based inference to a multivariate setting such as multiple-output regression or MANOVA with unspecified d-dimensional error density has remained an open problem for more than half a century. None of the many solutions proposed so far i
Publikováno v:
Scandinavian Journal of Statistics. 48:1433-1473
This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assumed that the covariate affects only the marginal distributions through
Publikováno v:
Statistical Analysis and Data Mining: The ASA Data Science Journal. 13:548-564
Publikováno v:
Journal of Nonparametric Statistics. 32:93-108
The article presents, discusses, and explores incomplete variants of interdirections, lift-interdirections, and symmetrised lift-interdirections (with a few incomplete designs). Although they are e...
Autor:
Miroslav Siman, Šárka Hudecová
Publikováno v:
Computational Statistics & Data Analysis. 172:107480
Autor:
Šárka Hudecová, Miroslav Šiman
Publikováno v:
Electronic Journal of Statistics. 15
The article describes how directional quantiles can be useful for testing the null hypothesis that a multivariate distribution is symmetric around a line in a given direction. It also generalizes the proposed tests to residual distributions in a line
Publikováno v:
Hydrological Sciences Journal. 62:1796-1808
This study offers a detailed analysis of the extreme precipitation and long-term precipitation changes in a sedge-grass marsh in the “Wet Meadows” area in the Czech Republic (Central Europe) in the context of flood occurrence. Namely, trends in a
Publikováno v:
Scandinavian Journal of Statistics. 44:843-865
We propose methods for detecting structural changes in time series with discrete-valued observations. The detector statistics come in familiar L2-type formulations incorporating the empirical probability generating function. Special emphasis is given