Marie Husková

Publication Activity (10 Years)

Years Active: 1990-2022
Publications (10 Years): 6

Top Topics

Transformation Model

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Simos G. Meintanis, Marie Husková, Zdenek Hlávka
Fourier-type tests of mutual independence between functional time series. J. Multivar. Anal. 189 (2022)
Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu
Special Issue on Functional Data Analysis and related fields. J. Multivar. Anal. 189 (2022)
Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu
On functional data analysis and related topics. J. Multivar. Anal. 189 (2022)
Marie Husková, Simos G. Meintanis, Charl Pretorius
Tests for validity of the semiparametric heteroskedastic transformation model. Comput. Stat. Data Anal. 144 (2020)
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 (2019)
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) (2016)
Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach
Robust monitoring of CAPM portfolio betas II. J. Multivar. Anal. 132 (2014)
Lajos Horváth, Marie Husková, Gregory Rice
Test of independence for functional data. J. Multivar. Anal. 117 (2013)
Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach
Robust monitoring of CAPM portfolio betas. J. Multivar. Anal. 115 (2013)
Marie Husková, Miriam Marusiaková
M-Procedures for Detection of Changes for Dependent Observations. Commun. Stat. Simul. Comput. 41 (7) (2012)
Marie Husková, Simos G. Meintanis
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models. Commun. Stat. Simul. Comput. 41 (6) (2012)
Zdenek Hlávka, Marie Husková, Simos G. Meintanis
Tests for independence in non-parametric heteroscedastic regression models. J. Multivar. Anal. 102 (4) (2011)
Marie Husková, Claudia Kirch
A note on studentized confidence intervals for the change-point. Comput. Stat. 25 (2) (2010)
Lajos Horváth, Marie Husková, Piotr Kokoszka
Testing the stability of the functional autoregressive process. J. Multivar. Anal. 101 (2) (2010)
Marie Husková, Claudia Kirch, Simos G. Meintanis
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. COMPSTAT (2010)
Alexander Aue, Lajos Horváth, Marie Husková
Extreme value theory for stochastic integrals of Legendre polynomials. J. Multivar. Anal. 100 (5) (2009)
Marie Husková, Simos G. Meintanis
Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions. Kybernetika 45 (6) (2009)
Marie Husková
Some invariant test procedures for detection of structural changes; behavior under alternatives. Kybernetika 37 (6) (2001)
Marie Husková, Ales Slabý
Permutation tests for multiple changes. Kybernetika 37 (5) (2001)
Marie Husková
Some invariant test procedures for detection of structural changes. Kybernetika 36 (4) (2000)
Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková
On estimating the yield and volatility curves. Kybernetika 33 (6) (1997)
Marie Husková
Rank statistics approach in generalized bootstrap. Kybernetika 31 (3) (1995)
Marie Husková
Some asymptotic results for robust procedures for testing the constancy of regression models over time. Kybernetika 26 (5) (1990)