26 citations · 66 across the 5 of their papers we have counts for
5 papers · 1 filter
Optimal Transport-Based Multivariate Goodness-of-Fit Tests
Zdeněk Hlávka, Šárka Hudecová, Simos G. Meintanis
Characteristic function-based goodness-of-fit tests are suggested for multivariate distributions. The test statistics, which are straightforward to compute, are defined as two-samp…
Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
Marc Hallin, Daniel Hlubinka, Šárka Hudecová
Extending rank-based inference to a multivariate setting such as multiple-output regression or MANOVA with unspecified d-dimensional error density has remained an open problem for…
Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models
Marek Omelka, Šárka Hudecová, Natalie Neumeyer
This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assu…
A copula approach for dependence modeling in multivariate nonparametric time series
Natalie Neumeyer, Marek Omelka, Sarka Hudecova
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of…
Tests for Time Series of Counts Based on the Probability Generating Function
Šárka Hudecová, Marie Hušková, Simos G. Meintanis
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law.…