Zbyněk Pawlas
Univerzita Karlova
Matematicko-fyzikální fakulta
Katedra pravděpodobnosti a matematické statistiky
Sokolovská 83
186 75 Praha 8
70 R. Sabolová:
Small sample inference for regression quantiles
69 O. Šedivý, J. Staněk, B. Kratochvílová, V. Beneš:
Dimension reduction - slicing in stochastic geometry
68 M. Prokešová, E. B. Vedel Jensen:
Asymptotic Palm likelihood theory for stationary point processes
67 J. Jurečková, J. Picek: Finite-sample behavior of robust
estimators
66 J. Jurečková, J. Kalina, J. Picek, A. K. Md. E. Saleh:
Rank tests of linear hypothesis with measurement errors both in regressors
and responses
65 Z. Pawlas: Empirical distributions in marked point
processes
64 J. Jurečková, J. Picek: Minimum risk estimator in linear
regression model
63 O. Honzl, Z. Pawlas: Estimator variance in Poisson segment
processes
62 P. Dostál: Futures trading with proportional transaction
costs
61 J. Kalina: Diagnostics for instrumental weighted variables
60 J. Witzany: Construction of equivalent martingale measures
with infinitesimals
(pdf)
59 A. Babiaková: The asymptotic behaviour of the cardinality
of intersections of independent random samples from a finite population
58 B. Frcalová, V. Beneš: Spatio-temporal modeling of a Cox point
process on curve, filtering and inference
57 S. Hekimoglu, R. C. Erenoglu, J. Kalina: Outlier detection by
means of robust regression estimators
56 P. Dostál: Almost optimal trading strategies for small
transaction costs in model with random and stochastic coefficients
55 Z. Hlávka, M. Pešta: Constrained general regression in
pseudo-Sobolev spaces with application to option pricing
(pdf)
54 J. Jurečková, A. K. Md. E. Saleh: Rank tests and regression
rank scores tests in measurement error models
(pdf)
53 R. Lechnerová, K. Helisová, V. Beneš: Cox point processes
driven by Ornstein-Uhlenbeck type processes
52 M. Kopa: Stochastic dominance and efficient portfolios
51 J. Lhotský: Density of cross-correlation measure and
stationarity (pdf)
50 J. Jurečková: Regression rank scores in nonlinear models
49 Z. Hlávka: Fast algorithm for nonparametric arbitrage-free
SPD estimation
48 P. Klášterecký, M. Kulich: Note on parameter estimation in
regression models for case-cohort data
47 P. Dostál: Optimal trading strategies with transaction costs
paid only for the first stock
46 W. Härdle, Z. Hlávka: Dynamics of state price densities
45 M. Schindler: Tests based on regression rank scores in ANOVA
models
44 P. Lachout: Hra kámen-nůžky-papír při více hráčích
43 M. Prokešová, V. Beneš: Non-linear filtering in space-time
doubly stochastic point processes driven by OU processes
42 J. Jurečková, P.K. Sen: Robust estimation, admissibility and
shrinkage phenomenon
41 M. Omelka: Second-order asymptotic relations of M-estimtors
and R-estimators in the simple linear regression
40 M. Omelka: Second-order linearity of Wilcoxon rank
statistics
39 P. Dostál: Optimal trading strategies with transaction costs
and HARA utility function
38 P. Dostál: Log-optimal trading strategies with transaction
costs
37 M. Prokešová, U. Hahn, E. Vedel-Jensen:
Statistics for locally scaled point processes
36 L. Heinrich, Z. Pawlas: Asymptotic properties of
Horvitz-Thompson type empirical distribution functions in
germ-grain models and their applications
(pdf)
35 L. Klebanov, A. Yakovlev: A new approach to testing for
sufficient follow-up in cure-rate analysis
34 J. Antoch, G. Gregoire, D. Jarušková: Detection of structural
changes in generalized linear models
33 M. Prokešová: Bayesian MCMC estimation of the rose directions
32 J. Štěpán, P. Dostál: The dX(t) = Xb(X) dt + Xσ(X) dW
equation and financial mathematics II
31 Z. Prášková: Logaritmicko-lineární a logitové modely v analýze
kategoriálních dat
30 J. Štěpán, P. Dostál: The dX(t) = Xb(X) dt + Xσ(X) dW
equation and financial mathematics I
29 J. Dupačová: Reflections on output analysis for multistage
stochastic linear programs
28 A. Fialová, J. Jurečková, J. Picek: New type of estimator of
Pareto tail index
27 L. Fajfrová, D. Hlubinka: "Moment problem" solution
of local martingale problem
26 D. Hlubinka: Shape factor extremes for spheroidal particles
in FGM distributions
25 L. Mašíček: Konzistence odhadu LWS pro parametr polohy
24 L. Horváth, M. Hušková: Permutations of U-statistics
23 M. Hlawiczková, P. Ponížil: Anisotropy of 3D Voronoi
tessellation cell edges
22 J. Jurečková, R. Koenker, S. Portnoy: Estimation of Pareto
index based on extreme regression quantiles
21 M. Hušková, G. Neuhaus: Change point analysis for censored data
20 V. Beneš, K. Bodlák, J. Moeller, R. Waagepetersen: Bayesian
analysis of log Gaussian Cox processes
19 J. Jurečková, X. Milhaud: Derivatives in the mean and their
applications
18 H. Janečková: Some generalizations in a heteroscedastic RCA(1)
model
17 T. Cipra: Exponential smoothing for data observed at irregular
time intervals
16 D. Hlubinka: Implicit Markov kernels
15 V. Dupač: Monte Carlo podle Markova
14 M. Hušková, A. Slabý: Permutation tests for multiple changes
13 H. Janečková: RCA(1) model with heteroscedasticity
12 J. Jurečková, R. Koenker, S. Portnoy: Tail behavior of the
least squares estimator
11 J. Štěpán: Stochastic analysis, 1. Martingales
10 J. Štěpán: Lusin measurability in measure spaces
09 T. Cipra: Prediction intervals in linear credibility models
08 M. Jiruše, J. Machek, V. Beneš, P. Zeman: A Bayesian estimate
of the risk of tick-borne diseases
07 Z. Prášková, T. Cipra, J. Dupačová, P. Lachout: Současná
ekonometrie jako součást matematiky
06 Autorský kolektiv: Diskuse k výuce statistiky, Seminář TPA'2000
05 T. Víšek: L1-procedures for detection of change
in location and scale
04 J. Dupačová: Output analysis for approximated stochastic
programs
03 P. Lachout: Delta theorem in Hausdorff topological vector
spaces
02 D. Hlubinka: Spheroid parameter: domain of attraction
01 V. Beneš, A.M. Gokhale: Planar anisotropy revisited