3 Hypothesis of symmetry. - Marie Husková (Nonparametric Methods, 1984)

16 Adaptive methods. - Marie Husková (Nonparametric Methods, 1984)

Some asymptotic results for robust procedures for testing the constancy of regression models over time. - Marie Husková (Kybernetika, 1990)

Rank statistics approach in generalized bootstrap. - Marie Husková (Kybernetika, 1995)

On estimating the yield and volatility curves. - Jitka Dupacová; Jozsef Abaffy; Marida Bertocchi; Marie Husková (Kybernetika, 1997)

Some invariant test procedures for detection of structural changes. - Marie Husková (Kybernetika, 2000)

Some invariant test procedures for detection of structural changes; behavior under alternatives. - Marie Husková (Kybernetika, 2001)

Permutation tests for multiple changes. - Marie Husková; Ales Slabý (Kybernetika, 2001)

Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions. - Marie Husková; Simos G. Meintanis (Kybernetika, 2009)

Extreme value theory for stochastic integrals of Legendre polynomials. - Alexander Aue; Lajos Horváth; Marie Husková (J. Multivar. Anal., 2009)

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. - Marie Husková; Claudia Kirch; Simos G. Meintanis (COMPSTAT, 2010)

A note on studentized confidence intervals for the change-point. - Marie Husková; Claudia Kirch (Comput. Stat., 2010)

Testing the stability of the functional autoregressive process. - Lajos Horváth; Marie Husková; Piotr Kokoszka (J. Multivar. Anal., 2010)

Tests for independence in non-parametric heteroscedastic regression models. - Zdenek Hlávka; Marie Husková; Simos G. Meintanis (J. Multivar. Anal., 2011)

Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models. - Marie Husková; Simos G. Meintanis (Commun. Stat. Simul. Comput., 2012)

M-Procedures for Detection of Changes for Dependent Observations. - Marie Husková; Miriam Marusiaková (Commun. Stat. Simul. Comput., 2012)

Robust monitoring of CAPM portfolio betas. - Ondrej Chochola; Marie Husková; Zuzana Prásková; Josef G. Steinebach (J. Multivar. Anal., 2013)

Test of independence for functional data. - Lajos Horváth; Marie Husková; Gregory Rice (J. Multivar. Anal., 2013)

Robust monitoring of CAPM portfolio betas II. - Ondrej Chochola; Marie Husková; Zuzana Prásková; Josef G. Steinebach (J. Multivar. Anal., 2014)

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models. - Zdenek Hlávka; Marie Husková; Claudia Kirch; Simos G. Meintanis (Commun. Stat. Simul. Comput., 2016)

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)

Tests for validity of the semiparametric heteroskedastic transformation model. - Marie Husková; Simos G. Meintanis; Charl Pretorius (Comput. Stat. Data Anal., 2020)

On functional data analysis and related topics. - Germán Aneiros; Ivana Horová; Marie Husková; Philippe Vieu (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)

Fourier-type tests of mutual independence between functional time series. - Simos G. Meintanis; Marie Husková; Zdenek Hlávka (J. Multivar. Anal., 2022)