Marie Husková

According to our database, Marie Husková authored at least 25 papers between 1984 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Fourier-type tests of mutual independence between functional time series.

Simos G. Meintanis, Marie Husková, Zdenek Hlávka

J. Multivar. Anal., 2022

Special Issue on Functional Data Analysis and related fields.

Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu

J. Multivar. Anal., 2022

On functional data analysis and related topics.

Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu

J. Multivar. Anal., 2022

2020

Tests for validity of the semiparametric heteroskedastic transformation model.

Marie Husková, Simos G. Meintanis, Charl Pretorius

Comput. Stat. Data Anal., 2020

2019

Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data.

Qing Jiang, Marie Husková, Simos G. Meintanis, Lixing Zhu

J. Multivar. Anal., 2019

2016

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models.

Zdenek Hlávka, Marie Husková, Claudia Kirch, Simos G. Meintanis

Commun. Stat. Simul. Comput., 2016

2014

Robust monitoring of CAPM portfolio betas II.

Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach

J. Multivar. Anal., 2014

2013

Test of independence for functional data.

Lajos Horváth, Marie Husková, Gregory Rice

J. Multivar. Anal., 2013

Robust monitoring of CAPM portfolio betas.

Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach

J. Multivar. Anal., 2013

2012

M-Procedures for Detection of Changes for Dependent Observations.

Marie Husková, Miriam Marusiaková

Commun. Stat. Simul. Comput., 2012

Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models.

Marie Husková, Simos G. Meintanis

Commun. Stat. Simul. Comput., 2012

2011

Tests for independence in non-parametric heteroscedastic regression models.

Zdenek Hlávka, Marie Husková, Simos G. Meintanis

J. Multivar. Anal., 2011

2010

Testing the stability of the functional autoregressive process.

Lajos Horváth, Marie Husková, Piotr Kokoszka

J. Multivar. Anal., 2010

A note on studentized confidence intervals for the change-point.

Marie Husková, Claudia Kirch

Comput. Stat., 2010

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models.

Marie Husková, Claudia Kirch, Simos G. Meintanis

Proceedings of the 19th International Conference on Computational Statistics, 2010

2009

Extreme value theory for stochastic integrals of Legendre polynomials.

Alexander Aue, Lajos Horváth, Marie Husková

J. Multivar. Anal., 2009

Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions.

Marie Husková, Simos G. Meintanis

Kybernetika, 2009

2001

Permutation tests for multiple changes.

Marie Husková, Ales Slabý

Kybernetika, 2001

Some invariant test procedures for detection of structural changes; behavior under alternatives.

Marie Husková

Kybernetika, 2001

2000

Some invariant test procedures for detection of structural changes.

Marie Husková

Kybernetika, 2000

1997

On estimating the yield and volatility curves.

Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková

Kybernetika, 1997

1995

Rank statistics approach in generalized bootstrap.

Marie Husková

Kybernetika, 1995

1990

Some asymptotic results for robust procedures for testing the constancy of regression models over time.

Marie Husková

Kybernetika, 1990

1984

16 Adaptive methods.

Marie Husková

Proceedings of the Nonparametric Methods, 1984

3 Hypothesis of symmetry.

Marie Husková

Proceedings of the Nonparametric Methods, 1984