Marie Hušková - Citegraph

Author Info

Name	Affiliation	Papers
MARIE HUŠKOVÁ	Department of Statistics, Charles University, Sokolovská 83, CZ-18600 Praha, Czech Republic	19
Collaborators	Citations	PageRank
20	23	9.73
Referers	Referees	References
47	49	26

Publications (19 rows)

Collaborators (20 rows)

Referers (47 rows)

Referees (49 rows)

Title	Citations	PageRank	Year
Tests for validity of the semiparametric heteroskedastic transformation model.	0	0.34	2020
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data.	4	0.53	2019
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models.	1	0.48	2016
Robust monitoring of CAPM portfolio betas II.	0	0.34	2014
Test of independence for functional data	2	0.51	2013
Robust monitoring of CAPM portfolio betas	0	0.34	2013
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models.	2	0.46	2012
M-Procedures for Detection of Changes for Dependent Observations.	1	0.63	2012
Tests for independence in non-parametric heteroscedastic regression models	1	0.37	2011
Fourier Methods For Sequential Change Point Analysis In Autoregressive Models	0	0.34	2010
Testing the stability of the functional autoregressive process	4	1.79	2010
Extreme value theory for stochastic integrals of Legendre polynomials	0	0.34	2009
Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions.	2	0.54	2009
Permutation tests for multiple changes.	1	0.40	2001
Some invariant test procedures for detection of structural changes; behavior under alternatives.	0	0.34	2001
Some invariant test procedures for detection of structural changes.	2	0.67	2000
On estimating the yield and volatility curves.	3	0.65	1997
Rank statistics approach in generalized bootstrap.	0	0.34	1995
Some asymptotic results for robust procedures for testing the constancy of regression models over time.	0	0.34	1990

1