251 citations · 746 across the 13 of their papers we have counts for
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stat.ME2015
Empirical eigenvalue based testing for structural breaks in linear panel data models
Lajos Horváth, Gregory Rice
Testing for stability in linear panel data models has become an important topic in both the statistics and econometrics research communities. The available methodologies address te…
stat.ME2011
Testing the Equality of Covariance Operators in Functional Samples
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka +1
We propose a robust test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of…