Sequential confidence intervals based on robust estimators
Robust estimation in a linear regression model
Locally optimal estimates of location
Trimmed polynomial regression
Finite-sample comparison of -estimators of location
Regression quantiles and trimmed least squares estimator under a general design
Special issue: Minisymposium in honour of Jaroslav Hájek
Jaroslav Hájek and asymptotic theory of rank tests
Poznámka k volbě rozsahu prvního výběru při Steinově dvouvýběrové metodě
Asymptotic comparison of maximum likelihood and a rank estimate in simple linear regression model
Tail-behaviour of location estimators in non-regular cases
To the 60th birthday of Zbyněk Šidák
An extension of Billingsley’s uniform boundedness theorem to higher-dimensional -processes
Heavy tailed durations of regional rainfall
Durations of rain events and drought events over a given region provide important information about the water resources of the region. Of particular interest is the shape of upper tails of the probability distributions of such durations. Recent research suggests that the underlying probability distributions of such durations have heavy tails of hyperbolic type, across a wide range of spatial scales from 2 km to 120 km. These findings are based on radar measurements of spatially averaged rain rate...
Empirical regression quantile processes
We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not under our control. As a suitable tool we propose the empirical process of the average regression quantiles. It partially masks the effect of covariates and has other properties convenient for applications, e.g. for coherent risk measures of various types in the situations with covariates.
Preface [International Workshop “Robust and Nonparametric Inference”, Hejnice 2007]
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