**Supplementary material (R codes and data sets) for selected publications**

Hlávka, Hušková, Kirch, and Meintanis
(2017): **Fourier-type tests involving martingale difference
processes**, Econometric Reviews, 36(4), 468-492, DOI: 10.1080/07474938.2014.977074.

→ Download
from publisher, computer
code for the S&P example in R and C.

Hlávka, and Hušková (2017): **Two-sample gradual
change analysis**,
REVSTAT 15 (3).

→ R code for the jumping speeds example.

Härdle, Hlávka (2015): Multivariate Statistics: Exercises and
Solutions, 2nd edition, Springer, contains solved exercises from multivariate
statistics.

→ Data sets and computer codes in R are
available on-line, see
also www.quantlet.de.

Henze, Hlávka, and Meintanis (2014): **Testing for spherical symmetry via the empirical characteristic function**,
Statistics: A Journal of Theoretical and Applied Statistics
48(6), 1282-1296.

→ Computer code for the AIS example in R and C.

Hlávka (2012): **Optimal designs for nonparametric estimation of
zeros of regression functions**,
Tatra Mountains Mathematical Publications 51: 55-65.

→ PDF file available at journal webpage.

Hlávka (2011): **On nonparametric estimators of location of
maximum**,
Acta Universitatis Carolinae - Mathematica et Physica 52(1): 5-13.

→ Preprint (PDF)

Hlávka, Hušková, and Meintanis (2011): **Tests for independence in
non-parametric heteroscedastic regression models**,
Journal of Multivariate Analysis 102: 816-827.

→ Computer code for the proposed test statistics in R and C.

Meintanis and Hlávka (2010): **Goodness-of-fit tests for bivariate and
multivariate skew-normal distributions**, Scandinavian Journal of
Statistics 37(4): 701-714.

→ Computer code for the MGF goodness-of-fit test statistic in R and C.

Härdle, Hlávka (2007): Multivariate Statistics: Exercises and
Solutions, Springer, contains solved exercises from multivariate
statistics.

→ Errata, data sets, and computer codes in R and XploRe are
available on-line.

The code for **nonparametric SPD estimation using R** was developed in the framework of the
1K04018 programme sponsored by the Czech Ministry of Education:

• The computer code is available as R library SPDest.
The first example estimates the
SPD using only call options.
The second example estimates the
SPD using both call and put options.

• The methods are described in the papers Härdle,
Hlávka (2009): Dynamics of State Price Densities, Journal of
Econometrics 150, pp. 1-15 and Hlávka (2006): Fast Algorithm for Nonparametric
Arbitrage-free SPD Estimation, Computational Statistics and Data Analysis 51(4), 2339-2349.

Free HTML
version of Härdle, Hlávka, Klinke (2000): **XploRe
Application Guide**, Springer, Berlin.

Habilitation thesis (2011): **Some Extensions of Nonparametric Regression Models**
(pdf, slides),
Charles University in Prague.

Ph.D. thesis (2000): **Robust Sequential Methods** (pdf), Charles University in Prague.

MSc. project (1996): **Mixed Models for Primary Education in Rural Areas of Madagascar**
(pdf), LUC Diepenbeek.

Diploma thesis (1995): **Analysis of Hydrometeorological Time Series [in Czech]**
(pdf), Charles University in Prague.