221 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Charles UniversityCZ11 papers
- Sewanee: The University of the SouthUS9 papers
- University of California, Los AngelesUS9 papers
- South Bohemia research center of aquaculture and biodiversity of hydrocenosesCZ8 papers
- Indian Institute of Technology BHUIN7 papers
- Banaras Hindu UniversityIN6 papers
- Czech Academy of Sciences, Institute of Information Theory and AutomationCZ6 papers
- Czech Academy of SciencesCZ5 papers
- Czech Technical University in PragueCZ5 papers
- Natural Resources Institute FinlandFI5 papers
- Czech Academy of Sciences, Biology CentreCZ4 papers
- Czech Academy of Sciences, Astronomical InstituteCZ3 papers
9 papers · 1 filter
The power of visualizing distributional differences: Formal graphical -sample tests
Konstantinos Konstantinou, Tomáš Mrkvička, Mari Myllymäki
Classical tests are available for the two-sample test of correspondence of distribution functions. From these, the Kolmogorov-Smirnov test provides also the graphical interpretatio…
Global quantile regression
Tomáš Mrkvička, Konstantinos Konstantinou, Mikko Kuronen +1
Quantile regression is used to study effects of covariates on a particular quantile of the data distribution. Here we are interested in the question whether a covariate has any eff…
Graphical tests of independence for general distributions
Jiří Dvořák, Tomáš Mrkvička
We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuo…
False discovery rate envelopes
Tomáš Mrkvička, Mari Myllymäki
False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However,…
Nonparametric testing of the dependence structure among points-marks-covariates in spatial point patterns
Jiří Dvořák, Tomáš Mrkvička, Jorge Mateu +1
We investigate testing of the hypothesis of independence between a covariate and the marks in a marked point process. It would be rather straightforward if the (unmarked) point pro…
Revisiting the random shift approach for testing in spatial statistics
Tomas Mrkvicka, Jiri Dvorak, Jonatan A. Gonzalez +1
We consider the problem of non-parametric testing of independence of two components of a stationary bivariate spatial process. In particular, we revisit the random shift approach t…
New methods for multiple testing in permutation inference for the general linear model
Tomas Mrkvicka, Mari Myllymaki, Mikko Kuronen +1
Permutation methods are commonly used to test significance of regressors of interest in general linear models (GLMs) for functional (image) data sets, in particular for neuroimagin…
Functional Outlier Detection and Taxonomy by Sequential Transformations
Wenlin Dai, Tomas Mrkvicka, Ying Sun +1
Functional data analysis can be seriously impaired by abnormal observations, which can be classified as either magnitude or shape outliers based on their way of deviating from the…
Global envelope tests for spatial processes
Mari Myllymäki, Tomás Mrkvicka, Pavel Grabarnik +2
Envelope tests are a popular tool in spatial statistics, where they are used in goodness-of-fit testing. These tests graphically compare an empirical function with its simul…