8 citations · 10 across the 8 of their papers we have counts for
8 papers
R-estimation in a Linear Model with Autoregressive Errors
Jana Jurečková, Hira Koul, Jan Picek
In the linear regression model, we construct a nonparametric estimate of the regression parameter vector $\boldgreekβ$ that is insensitive to a possible nuisance autoregression in…
Estimation of the Risk Measure under a Nuisance Autoregression
Jana Jurečková, Jan Picek
The goal of an experiment is to evaluate the profit, loss, or the amount of a physical entity over a period. The measurements can be influenced by the values measured in the…
Estimation of Quantile Functionals in Linear Model
Jana Jurečková, Jan Picek, Jan Kalina
Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a…
Nonparametric Tests in Linear Model with Autoregressive Errors
Olcay Arslan, Yesim Güney, Jana Jureckova +1
In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the e…
Empirical regression quantile process with possible application to risk analysis
Jana Jurečková, Martin Schindler, Jan Picek
The processes of the averaged regression quantiles and of their modifications provide useful tools in the regression models when the covariates are not fully under our control. As…
Affine equivariant rank-weighted L-estimation of multivariate location
Pranab Kumar Sen, Jana Jureckova, Jan Picek
In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of M…
Rank tests for corrupted linear models
Pranab K. Sen, Jana Jureckova, Jan Picek
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the class…
Behavior of R-estimators under measurement errors
Jana Jurečková, Hira L. Koul, Radim Navrátil +1
As was shown recently, the measurement errors in regressors affect only the power of the rank test, but not its critical region. Noting that, we study the effect of measurement err…