Jana Jurečková | Academic Influence

Jana Jurečková's AcademicInfluence.com Rankings

Jana Jurečková

Mathematics

#7007

World Rank

#9608

Historical Rank

Probability Theory

#147

World Rank

#176

Historical Rank

Group Theory

#180

World Rank

#213

Historical Rank

Algebra

#442

World Rank

#603

Historical Rank

mathematics Degrees

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Mathematics

Jana Jurečková's Degrees

PhD Mathematics Charles University
Masters Statistics Charles University

Why Is Jana Jurečková Influential?

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According to Wikipedia, Jana Jurečková is a Czech statistician, known for her work on rankings, robust statistics, outliers and tails, asymptotic theory, and the behavior of statistical estimates for finite sample sizes.

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Jana Jurečková's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Nonparametric Estimate of Regression Coefficients (1971) (321)
Regression Rank Scores and Regression Quantiles (1992) (259)
Tests of linear hypotheses based on regression rank scores (1993) (195)
Robust Statistical Procedures: Asymptotics and Interrelations (1996) (190)
Asymptotic Linearity of a Rank Statistic in Regression Parameter (1969) (178)
Asymptotic Relations of $M$-Estimates and $R$-Estimates in Linear Regression Model (1977) (118)
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point (1987) (53)
Regression quantiles and trimmed least squares estimator under a general design (1984) (49)
Optimal tests for autoregressive models based on autoregression rank scores (1999) (45)
Robust Statistical Procedures, Asymptotics and Interrelations. (1997) (45)
Robust Statistical Methods with R (2005) (42)
Rate of Convergence of One- and Two-Step $M$-Estimators with Applications to Maximum Likelihood and Pitman Estimators (1985) (41)
On adaptive scale-equivariant m-estimators in linear models (1982) (38)
Moderate and Cramer-type large deviation theorems for M-estimators (1988) (34)
Tail-Behavior of Location Estimators (1981) (32)
Methodology in Robust and Nonparametric Statistics (2012) (31)
Sequential procedures based on M-estimators with discontinuous score functions (1981) (28)
A Class of Tests on the Tail Index (2001) (27)
Shapiro-Wilk-type test of normality under nuisance regression and scale (2007) (26)
A Second-Order Asymptotic Distributional Representation of $M$-Estimators with Discontinuous Score Functions (1987) (24)
Order of Normal Approximation for Rank Test Statistics Distribution (1975) (24)
Effect of the initial estimator on the asymptotic behavior of one-step M-estimator (1990) (23)
Rank tests and regression rank score tests in measurement error models (2010) (22)
Invariance principles for some stochastic processes relating to M-estimators and their role in sequential statistical inference (1979) (21)
Robust Estimators of Location anD Regression Parameters and their Second Order Asymptotic Relations (1983) (21)
UNIFORM SECOND ORDER ASYMPTOTIC LINEARITY OF M-STATISTICS IN LINEAR MODELS (1989) (21)
Regression Rank Scores Scale Statistics and Studentization in Linear Models (1994) (20)
Central Limit Theorem for Wilcoxon Rank Statistics Process (1973) (20)
M-estimators and L-estimators of location: Uniform intergrability and asymptotic risk-efficient sequential versions (1982) (18)
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (1999) (18)
Test of tails based on extreme regression quantiles (2000) (18)
Estimation of quantile density function based on regression quantiles (1995) (17)
Adaptive choice of trimming proportion in trimmed least-squares estimation (1997) (17)
Goodness-of-Fit Test of Shapiro-Wilk Type with Nuisance Regression and Scale (2003) (16)
Goodness-of-fit test with nuisance regression and scale (2003) (16)
Adaptive choice of trimming proportions (1994) (14)
Computational aspects of adaptive combination of least squares and least absolute deviations estimators (1991) (12)
Robust Estimators of Location and Their Second-Order Asymptotic Relations (1985) (12)
Asymptotic relations betweenL- andM-estimators in the linear model (1990) (12)
Statistical tests on tail index of a probability distribution (2003) (12)
An extension of Billingsley's uniform boundedness theorem to higher-dimensional M-processes (1987) (11)
Testing the tail index in autoregressive models (2009) (10)
Tissue-specific expression of telomerase reverse transcriptase gene variants in Nicotiana tabacum (2017) (10)
Estimates of the Tail Index Based on Nonparametric Tests (2004) (10)
Non‐parametric tests in AR models with applications to climatic data (1997) (10)
ON LOCAL INACCURACY RATES AND ASYMPTOTIC VARIANCES (1987) (10)
Regression rank-scores tests against heavy- tailed alternatives (1999) (10)
Flexible L-estimation in the linear model (1991) (10)
Second order asymptotic relations of M-estimators and R-estimators in two-sample location model (1981) (10)
Heavy tailed durations of regional rainfall (2008) (9)
Finite-sample comparison of $L$-estimators of location (1979) (9)
Averaged Regression Quantiles (2014) (9)
Tail-behavior of estimators and of their one-step versions (2012) (8)
Tail behavior of the least-squares estimator (2001) (8)
Averaged extreme regression quantile (2015) (8)
Asymptotic representation of L-estimators and their relations to M-estimators (1986) (8)
The asymptotics for studentized K-Step M-Estimators of location (1995) (7)
Contributions to Statistics: Jaroslav Hájek Memorial Volume (1979) (7)
Asymptotic equivalence of regression rank scores estimators and r-estimators in linear models (1992) (7)
Trimmed, Bayesian and admissible estimators (1999) (7)
Tail-behaviour of location estimators in non-regular cases (1981) (7)
REPRESENTATION OF M-ESTIMATORS WITH THE SECOND-ORDER ASYMPTOTIC DISTRIBUTION (1985) (6)
Regression rank scores in nonlinear models (2008) (6)
Nuissance Medians in Rank Testing Scale (1979) (5)
Trimmed polynomial regression (1983) (5)
Finite-sample distribution of regression quantiles (2010) (5)
Derivative in the mean of a density and statistical applications (2003) (5)
Inadmissibility of robust estimators with respect to $L\sb 1$ norm (1997) (5)
Likelihood Ratio Testing under Measurement Errors (2018) (5)
Characterization of distributions in invariant models (1999) (5)
Simultaneous M-estimator of the common location and the scale-ratio in the two-sample problem (1982) (5)
Asymptotic and Finite-Sample Properties in Statistical Estimation (2015) (4)
Rank tests for corrupted linear models (2015) (4)
Shrinkage of Maximum Likelihood Estimator of Multivariate Location (1994) (4)
Adaptive LAD + LS Regression (2000) (4)
Goodness-of-fit tests and second-order asymptotic relations (2000) (4)
Finite-sample density and its small sample asymptotic approximation (2011) (4)
CONSISTENCY OF M -ESTIMATORS IN A LINEAR MODEL, GENERATED BY NON-MONOTONE AND DISCONTINUOUS ψ-FUNCTIONS (2008) (3)
Composite Tests under Corrupted Data (2019) (3)
Estimator of the Pareto Index Based on Nonparametric Test (2010) (3)
Rank Tests under Uncertainty: Regression and Local Heteroscedasticity (2012) (3)
Regression quantiles and their two-step modifications (2012) (3)
Robustified version of Stein's multivariate location estimation (1990) (3)
Serial autoregression and regression rank score statistics (2007) (3)
17 Asymptotic representations and interrelations of robust estimators and their applications (1997) (3)
Sequential confidence intervals based on robust estimators (1985) (3)
Regression Quantile and Averaged Regression Quantile Processes (2015) (3)
Comments to the paper “nonparametrics: retrospectives and perspectives” (1991) (2)
Rate of consistency of one sample tests of location (1980) (2)
Empirical Regression Quantile Processes (2020) (2)
L1-Derivatives, Score Functions and Tests (2002) (2)
Robust multivariate location estimation, admissibility, and shrinkage phenomenon (2006) (2)
A goodness-of-fit test with nuisance parameters: numerical performance (2002) (2)
Robust Quantile Regression (2006) (2)
Adaptive Choice of Trimming (2000) (2)
Some Asymptotic Results (2000) (2)
Second-order asymptotic relations and goodness-of-fit tests (1998) (2)
Rates of Consistency of Classical One-Side Tests (1984) (2)
ASYMPTOTIC BEHAVIOR OF M-ESTIMATORS OF LOCATION IN NONREGULAR CASES (1983) (1)
Nonparametric estimation and testing linear hypotheses in the linear regression model (1975) (1)
21 M-, L- and R-estimators (1984) (1)
Jaroslav Hájek and asymptotic theory of rank tests (1995) (1)
Characterization of error distributions in time-series regression models (1998) (1)
Linear Statistical Inference Based on L-Estimators (1985) (1)
Regression Rank Scores: Asymptotic Linearity and RR-Estimators (1995) (1)
Nonparametric Regression Based on Ranks (2011) (1)
Robust estimation in a linear regression model (1980) (1)
Rank tests in heteroscedastic linear model with nuisance parameters (2014) (1)
Estimation of location and criterion of tails : (preprint) (1979) (1)
Adaptive Combination of Tests (2002) (1)
Averaged Autoregression Quantiles in Autoregressive Model (2019) (1)
Robust estimators and their relations (1983) (1)
Regression quantiles and improved l-estimation in linear models (1987) (1)
Quantile Regression. Roger Koenker (2006) (1)
Applications of Mathematics (2020) (0)
Multivariate model (2019) (0)
Regression Quantiles and Hajek's Rank Scores (1972) (0)
A Shx::nirorder Asymp'idtic Distriburiaw. Represenration M-estlmators with Disconi'inlous Score Functlffis a Second-order Asymptotic Distributional Representation of M-esti~~tors with Discontinuous Score Functions I (2008) (0)
Adaptive LS + TLS Regression (2000) (0)
Linear model (2019) (0)
Perspectives in Modern Statistical Inference II (2002) (0)
Chapter 12 Averaged Regression Quantiles (2016) (0)
Rank tests in heteroscedastic linear model with nuisance parameters (2013) (0)
Nonparametric tests in linear model with autoregressive errors (2020) (0)
Effects of correlated hopping on electronic ferroelectricity in the extended Falicov-Kimball model in two dimensions (2015) (0)
Robust and nonparametric inference (2007) (0)
Nonparametric AR order identification with application to climatic data (1997) (0)
Second-order Asymptotic Relanons and Goodness-of-fit Tests Second-order Asymptotic Relations and Goodness-of-fit Tests*t (1998) (0)
Estimation of location and criterion of tails*) (2006) (0)
Robust and nonparametric procedures in measurement error models (2019) (0)
Affine Equivariant Rank-Weighted L-Estimation of Multivariate Location (2015) (0)
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores (1999) (0)
Averaged extreme regression quantile (2015) (0)
Non-Standard Rank Tests (A. Janssen and D. M. Mason) (1995) (0)
Editor zvláštního čísla Applications of Mathematics (2008) (0)
PR / 0000000 Behavior of R-Estimators under Measurement Errors (2014) (0)
Analytical Methods in Statistics (2020) (0)
Equivariant Estimation: Theory† (2014) (0)
UNIFORM MINIMUM RISK EQUIVARIANT ESTIMATES FOR MOMENT CONDITION MODELS (2019) (0)
Mathematical tools of robustness (2019) (0)
Second order asymptotic distributional representations of m-estimators of general parameters (1987) (0)
Analytical Methods in Statistics : AMISTAT, Prague, November 2015 (2017) (0)
Estimation of real parameter (2019) (0)
Empirical Regression Quantile Processes (2020) (0)
Perspectives in Modern Statistical Inference III, Workshop 2005 (2005) (0)
Asymptotics for Extreme Regression Quantiles (2005) (0)
To the 60th birthday of Zbyněk Šidák (1994) (0)
Adaptive Linear Regression (2011) (0)
Tissue-specific expression of telomerase reverse transcriptase gene variants in Nicotiana tabacum (2016) (0)
Quantile Regression (2006) (0)
Special issue: Minisymposium in honour of Jaroslav Hájek (1995) (0)
Pranab Kumar Sen: SEQUENTIAL NONPARAMETRICS: INVARIANCE PRINCIPLES AND STATISTICAL INFERENCE (1984) (0)
Large sample and finite sample behavior of robust estimators (2019) (0)
M-estimators and L-estimators of Location: Uniform Integrability and Asymptotic Risk-efficient Sequential Versions by M-estimators and L-estimators of Location; Uniform Integrability and Asymptotic Risk-efficient Sequential Versions -2 (2008) (0)
[Enalapril in the treatment of nephrogenic hypertension]. (1992) (0)
Ranks and quantiles in regression and autoregressive models (0)
Characteristics of robustness (2019) (0)

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What Schools Are Affiliated With Jana Jurečková?

Jana Jurečková is affiliated with the following schools:

Charles University