3 papers
stat.ME2024
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…
stat.ME2023
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…
stat.ME2022
Nonparametric testing of the covariate significance for spatial point patterns under the presence of nuisance covariates
Jiří Dvořák, Tomáš Mrkvička
Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especiall…