- Ann Inst Stat Math (2009) 61:579598 DOI 10.1007/s10463-007-0155-z
- Finite-sample distribution of regression quantiles Statistics and Probability Letters 80 (2010) 1940-1946
- Syllabus pednsky STP049: Neparametrick metody Skoln rok 2006/2007
- ARTICLE IN PRESS Computational Statistics and Data Analysis ( )
- List of Publications 1 JANA JURECKOVA,
- Communications in Statistics--Theory and Methods, 39: 15361551, 2010 Copyright Taylor & Francis Group, LLC
- Statistics & Decisions 27, 10011019 (2009) / DOI 10.1524/stnd.2009.1018 c R. Oldenbourg Verlag, Munchen 2009
- The Conference ICORS 2010 will be hosted jointly by the University of Economics, Prague, Charles University in Prague, Technical University of Liberec,
- Acknowledgements and introduction Score function of a statistic. Expansion of the test power
- ROBUST 2004 Sbornk prac 13. letn skoly J#MF ROBUST 2004
- ROBUST 2004 7. --11. #ervna 2004
- 5th Day. May 25, 2011 ( 3+2=5 hours) [Some Statistical Data Analysis]
- INTERNATIONAL The Conference ICORS 2010 will be
- ROBUST 2008 Poster Section 2008 c JCMF Estimation of the scale parameter in Burr distribution
- vod Instrumental weighted variables (IWV) Algoritmy a simulace pro IWV Zvr Robustifikovan instrumentln promnn
- ROBUST 2004 Sbornk prac 13. letn skoly JCMF ROBUST 2004
- A New Approach to R-Estimation Marc Hallin and Davy Paindaveine
- Robust 2008 Poster Section 2008 c JCMF TESTS OF ADDITIVITY IN TWO-WAY ANOVA MODELS WITH
- Empirical Likelihood marian.grendar@savba.sk1
- ROBUST 2008 Poster Section 2008 c JCMF EXPONENCIALNI VYROVNAVANI
- May 17. 2011. Liberec. Technical University
- Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators Marek Omelka
- ESTIMATION OF PARAMETERS OF A CLIPPED MA(1) PROCESS
- Pribylina 2008, 8 -12 September ROBUST 2008 Rank score test for independence with nuisance nonlinear regression
- Hotellingov test pre zavisle data Peter Bubeliny
- TIME SERIES WITH NON-POSITIVE AUTOCORRELATIONS SARKA DOSLA
- O neparametrickem odhadu polohy maxima Zdenek Hlavka
- Sequential Monitoring Procedure for Change in Distribution
- vod Model Doba trvn systmu SET model Vetvc se model vod Model Doba trvn systmu SET model Vetvc se model
- 3rd Day. May 4, 2011 (3+2 =5hours) [Financial Engineering]
- APPLICATIONS OF THE NORMAL VARIANCE-MEAN MIXTURE DISTRIBUTIONS IN ROBUST STATISTICAL ANALYSIS
- Centrum Jaroslava Hjka pro teoretickou a aplikovanou statistiku
- "Some Ideas and Results in Probability and Statistics for
- May 16. 2011. Liberec. Technical University
- ROBUST 2008 Rackova dolina
- Consistent and equivariant estimation in
- Autoregressive Marek Dvorak
- Copyright 2006, SAS Institute Inc. All rights reserved. Program SAS
- Approximation regions, regularization and non-parametric regression
- ROBUST 2010 February 1-5,
- Isotonic Regression in Sobolev Spaces Michal Pesta
- ROBUST 2008 Poster Section 2008 c JCMF INSENSITIVITY REGION FOR THE VARIANCE
- Generalized Lehmann's Alternative model and skew symmetry: Supplement to the lecture
- 4th Day. May 11, 2011 (= 3hours) [Non-parametric Statistics]
- Local Empircal and U-Statistic Processes: Methods and Applications David M. Mason
- 2nd. Day. April 27. (3+2 =5hours) [Exotic Options.]European Type)
- Linear Mixed Model for Doubly-Interval-Censored Data
- ROBUST 2008 Poster Section 2008 c J CMF KLASIFIKCIA ZASUMENCH DT
- Introduction Regression models
- Design of measurement and statistical processing of magnetization analysis
- Robust regression and econometric applications Jaroslav Hajek Center for Theoretical and Applied Statistics
- ROBUST 2008 Poster Section 2008 c JCMF BAYESIAN NONPARAMETRIC ESTIMATION OF POISSON
- Locating Landmarks Using Templates Dissertation
- MODELS FOR PROGRESSION OF RECORDS Petr VOLF,UTIA AV CR
- How heavy are probability tails of wet and dry durations in regionally averaged rain fields ?
- Signed-rank Optimal Tests For random Effects in Panel Data
- Recalling basic framework Robustifying identification of regression model
- Change point in trending
- RATIO STATISTICSRATIO STATISTICS Frantisek VVRA, Toms PAVELKA, Blanka SEDIV, Kateina VOKCOV, Patrice MAREK, Martina NEUMANOV
- Kvantilova regrese a odhad Paretova indexu
- NONPARAMETRIC COMPARISON OF REGRESSION FUNCTIONS Ramidha Srihera and Winfried Stute
- REGIONAL ANALYSIS OF EXTREME PRECIPITATION
- Testy dobr shody pro model zrychlenho casu v analze prezit
- Abstrakty Robust'2010 c Robust 2010 ROBUST 2010
- Processes and and Modelling
- NA KLASIFIKCIU DO DVOCH TRIED ROBUST 2010
- ROBUST 2006 Poster Section Lhota nad Rohanovem, 23.27.1.2006 APPROXIMATION
- ROBUST 2006 Poster Section Lhota nad Rohanovem, 23. 27. 1. 2006 A NOTE ON PARAMETER ESTIMATION
- KLASIFIKA N STROMY Vezmeme-li sti programu (moduly), kter jsme jiz v minulosti testovali, m zeme z jejich vlastnost
- ROBUST '08 Poster Section Jakub Pecanka, MSc. Change Detection in Autoregressive Time Series
- ROBUST 2008 Poster Section 2008 c JCMF Detecting atoms in deconvolution
- ROBUST 2010 Miry a vahy
- Application of permutation principle in multiple structural change test
- Quantile tomography (Kdyby ty kvantily nebyly)
- Second-Order Inference for Gaussian Random With Application to DNA Minicircles
- Neparametricka kalibracia January 30, 2010
- Optimal Rank-Based Tests for Homogeneity of Scatter
- APPLICATION OF EXTREMAL THEORY TO THE PRECIPITATION SERIES IN NORTHERN MORAVIA
- Maximization of Information Divergence from Multinomial Distributions Jozef Juricek supervised by Frantisek Matus Maximization of Information Divergence from Multinomial Distributions
- O testovani shody ROC krivek J. Antoch, M. Betinec, L. Prchal a P. Sarda
- Bouligand Derivatives and Robustness of Support Vector By Arnout Van Messem 1
- ROBUST 2006 Poster Section 2006 c JLMF ZMNY PARAMETR WEIBULLOVA ROZDLEN
- Ratio Type Statistics for Detection of Changes in Mean and the Bootstrap Method
- Aproximativni reseni a hodnota ucelove funkce Petr Lachout
- The Prospector -Beyond Classification Pavel Vancek
- Logistic, multinomial, and ordinal regression Faculty of Science
- Fixed vs. Random Censoring: Is Ignorance Bliss?
- May 19 2011 Liberec Rating of Firms
- Jan Hannig (Colorade State University) On Fiducial Inference
- ROBUST 2006 Poster Section 2006 c JCMF Gene Expression Data Analysis for
- Robust Generalized Method of Moments Estimation. (Robust Instruments.)
- Abstrakty Robust'2006 c Robust 2006 Antoch Jaromr
- Odhady a testy v modelu s chybami mereni Technick univerzita v Liberci
- Joseph Louis Franois Bertrand Anna Kalousov
- Minimum Distance Inference in Unilateral Autoregressive Lattice Processes
- Some diagnostic tools for regression quantiles Jaroslav Hajek Center for Theoretical and Applied Statistics
- ROBUST 2008 2008 c JMF ZONE CONTROL CHART
- Statistical Model for Tracking with Applications Colorado State University
- Efficient robust estimation of regression models by Pavel Cizek
- CONVEX HULL PROBABILITY DEPTH Giovanni C. Porzio1 and Giancarlo Ragozini2
- ON ESTIMATING THE PROPORTION OF FALSE HYPOTHESES IN MULTIPLE
- ROBUST 2008 Poster Section 2008 c JCMF REFORMULATION OF CHANCE
- Stochasticke programovani Influencni funkce (Influence function)
- ROBUST 2004 7. 11. cervna 2004
- POISSONIZATION METHODS AND APPLICATIONS
- Multivariate data analysis based on two location vectors and two scatter matrices
- Odhady a testy pro parametry linerne unsenho Wienerova procesu
- ROBUST 2006 Poster Section 2006 c JCMF VPOCETN ASPEKTY METDY BOOTSTRAP
- Translation invariant and positive homogeneous risk measures and portfolio management.
- Signal and Variability Extraction from Online Monitoring Data
- Robustni metody pro kompozicni data Katedra matematicke analyzy a aplikaci matematiky
- Dvoustupnov nhodn vbery ve vberovch Michaela Sedov
- A brief motivation Question of interest Bootstrapping of M-smoothers Bootstrapping of M-smoothers
- ROBUST 2008 ROBUST 2008
- ROBUST 2008 Poster Section 2008 c JCMF Spline models with change-points
- Robust 2010, Krlky 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Go Back Go Forward Full Screen Close Quit
- The Weighted Approximation Method of Proving Limit Theorems for Functionals of the Uniform Empirical Process
- Ratio Type Statistics for Detection of Changes in Linear Regression Models
- Local Empirical and UStatistic Processes and Applications Lectures Notes
- Stochastick konvoluce rzen martingalem Katedra pravdepodobnosti a matematick statistiky
- 1. INTRODUCTION1. INTRODUCTION AND AIMAND AIM The factors that are significant for an enterprise to be able to
- Statistical Disclosure Control: Methods and Software Development in
- May 18. 2011. Liberec Financial Market (Theory and Practice)
- Center of Jaroslav Hajek for Theoretical and Applied Statistics Seminar November 21, 2007
- Multiple changes in coefficients of autoregressive models
- ROBUST 2006 Poster Section 2006 c JCMF Priblizn konfidencn intervaly pre variancn komponent vo vseobecnom
- TAIL MODELLING IN LINEAR MODELS BY QUANTILE REGRESSION1
- Kendall's Tau in High-Dimension Parsimony Pranab Kumar Sen
- ON BERNSTEIN -VON MISES THEOREM AND SURVIVAL ANALYSIS
- ROBUST 2006 ROBUST 2006
- Blakerova konfidencnho intervalu Jan Klaschka
- Center of Jaroslav Hajek for Theoretical and Applied Statistics
- ROBUST 2006 Poster Section 2006 c JCMF BAYESOVSKE MONTE CARLO PR I FILTROVA NI BODOVY CH PROCESU
- Orthogonal decompositions in the growth curve Daniel Klein
