Marie Hušková | Academic Influence

Marie Hušková's AcademicInfluence.com Rankings

Marie Hušková

Mathematics

#5460

World Rank

#7680

Historical Rank

Probability Theory

#152

World Rank

#181

Historical Rank

Statistics

#938

World Rank

#1032

Historical Rank

Measure Theory

#3211

World Rank

#3799

Historical Rank

mathematics Degrees

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Mathematics

Marie Hušková's Degrees

PhD Mathematics Charles University
Masters Mathematics Charles University

Why Is Marie Hušková Influential?

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According to Wikipedia, Marie Hušková is a Czech mathematician who worked in theoretical statistics and change-point problem. She was a doctoral student of Jaroslav Hájek. In 2012 she was awarded by title Officer of the Order of Orange-Nassau for long term cooperation with Dutch mathematical statisticians. She is also a Fellow of the Institute of Mathematical Statistics, and an Elected Member of the International Statistical Institute.

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Marie Hušková'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

Monitoring changes in linear models (2004) (181)
Change‐point detection in panel data (2012) (154)
Effect of dependence on statistics for determination of change (1997) (91)
On the detection of changes in autoregressive time series I. Asymptotics (2007) (86)
Testing the stability of the functional autoregressive process (2010) (79)
On the detection of changes in autoregressive time series, II. Resampling procedures (2008) (78)
Change-point problem and bootstrap (1995) (76)
Permutation tests in change point analysis (2001) (76)
Bootstrapping sequential change-point tests for linear regression (2012) (62)
Consistency of the Generalized Bootstrap for Degenerate $U$-Statistics (1993) (57)
Bootstrapping confidence intervals for the change‐point of time series (2007) (57)
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011) (54)
ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES (1996) (53)
Permutation tests for multiple changes (2001) (48)
Asymptotic distribution of simple linear rank statistics for testing symmetry (1970) (45)
Test of independence for functional data (2013) (41)
The Berry-Esseen bound for $U$-statistics (1982) (38)
Monitoring changes in the error distribution of autoregressive models based on Fourier methods (2012) (37)
Limit theorems for rank statistics (1997) (37)
Tests for the multivariate k-sample problem based on the empirical characteristic function (2008) (37)
Change Point Analysis based on Empirical Characteristic Functions (2006) (37)
Darling–Erdős limit results for change-point detection in panel data (2013) (33)
Delay time in monitoring jump changes in linear models (2013) (32)
DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE (2014) (32)
Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point (1989) (32)
Omnibus tests for the error distribution in the linear regression model (2007) (31)
Testing for changes using permutations of U-statistics (2005) (30)
Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in honor of Professor Jana Jurečková (2010) (30)
Gradual changes versus abrupt changes (1999) (30)
The Rate of Convergence of Simple Linear Rank Statistics Under Hypothesis and Alternatives (1977) (30)
Tests for the error distribution in nonparametric possibly heteroscedastic regression models (2010) (28)
Structural breaks in panel data: Large number of panels and short length time series (2017) (26)
Change-Point Analysis Based on Empirical Characteristic Functions of Ranks (2006) (25)
Data driven rank test for the change point problem (2008) (25)
Estimators for the Time of Change in Linear Models (1997) (25)
Rank based estimators of the change-point (1998) (25)
Off-Line Statistical Process Control (2002) (24)
Change Point Problem (1993) (23)
A note on studentized confidence intervals for the change-point (2010) (23)
Tests for independence in non-parametric heteroscedastic regression models (2011) (22)
M-Procedures for Detection of Changes for Dependent Observations (2012) (21)
Tests for time series of counts based on the probability-generating function (2014) (21)
Extreme value theory for stochastic integrals of Legendre polynomials (2009) (20)
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (2016) (19)
Robust monitoring of CAPM portfolio betas (2013) (19)
Limit theorems for a class of tests of gradual changes (2000) (18)
Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions (2009) (18)
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models (2012) (17)
Tests for continuity of regression functions (2007) (17)
Robust Change Point Analysis (2013) (17)
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (2009) (17)
Procedures for the Detection of Multiple Changes in Series of Independent Observations (1994) (16)
Generalized bootstrat for studentized U-statistics: A rank statistic approach (1993) (15)
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (2016) (15)
Fourier–type tests involving martingale difference processes (2017) (15)
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (2019) (15)
Estimation of a change in linear models (1996) (14)
ASYMPTOTIC TESTS FOR GRADUAL CHANGES (2002) (14)
Segmenting mean-nonstationary time series via trending regressions (2012) (14)
3 Hypothesis of symmetry (1984) (14)
Bayesian-type estimators of change points (2000) (12)
Detection of Changes in INAR Models (2015) (12)
On estimating the yield and volatility curves (1997) (12)
Separation and identification of alcohols as n,n-dimethyl-p-aminobenzeneazobenzoates by paper and thin-layer chromatography (1970) (12)
Detection of Structural Changes in Regression (2007) (11)
Asymptotic distribution of rank statistics used for multivariate testing symmetry (1971) (11)
Simple sequential procedures for change in distribution (2010) (11)
Recursive m–test for detection of change (1988) (11)
M-tests for Detection of Structural Changes in Regression (2002) (10)
Change-point methods for multivariate time-series: paired vectorial observations (2020) (10)
Second order asymptotic relations of M-estimators and R-estimators in two-sample location model (1981) (10)
Asymptotics for robust MOSUM (1990) (10)
On functional data analysis and related topics (2021) (9)
Testing the adequacy of semiparametric transformation models (2018) (9)
Tests for Structural Changes in Time Series of Counts (2017) (9)
The Rate of Convergence of Simple Linear Rank Statistics Under Alternatives (1979) (9)
Nonparametric Sequential Monitoring (2012) (8)
On sequentially adaptive signed-rank statistics (1986) (8)
Some asymptotic results for robust procedures for testing the constancy of regression models over time (1990) (7)
Some invariant test procedures for detection of structural changes (2000) (7)
Some sequential procedures based on regression rank scores (1994) (7)
Limit Theorems for M-Processes Via Rank Statistics Processes (1997) (7)
A Berry-Esseen bound for $L$-statistics with unbounded weight functions (1984) (7)
Recursive M-Tests for the Change-Point Problem (1991) (6)
Discontinuities in robust nonparametric regression with α-mixing dependence (2017) (6)
Change Detection in INARCH Time Series of Counts (2016) (6)
Partial review of adaptive procedures (1985) (6)
Some remarks on permutation type tests in linear models (2023) (6)
Independence tests in semiparametric transformation models (2018) (6)
Change point analysis for censored data (2004) (5)
Estimators for epidemic alternatives (2010) (5)
$L\sb 1$-test procedures for detection of change (1997) (5)
Bayesian like R- and M- estimators of change points (2000) (5)
Testing serial independence with functional data (2020) (5)
Adaptive procedures for the two-sample location model (1983) (5)
Limit theorems for kernel-type estimators for the time of change (2000) (5)
Multivariate rank statistics for testing randomness concerning some marginal distributions (1975) (4)
Collected works of Jaroslav Hájek : with commentary (1998) (4)
Stochastic approximation type estimators in linear models (1991) (4)
Miscellaneous Procedures Connected with the Change Point Problem (1994) (4)
Serial rank statistics for detection of changes (2003) (4)
Asymptotic Statistics 2. (1986) (4)
A note on estimators of gradual changes (2001) (4)
Remarks on test procedures for gradual changes (1998) (4)
Comments on: Extensions of some classical methods in change point analysis (2014) (4)
A nonparametric model for analysis of the EURO bond market (2003) (3)
Fourier-type tests of mutual independence between functional time series (2021) (3)
Rates of convergence of quadratic rank statistics (1977) (3)
Change – point monitoring in linear models 1 (2006) (3)
Robust monitoring of CAPM portfolio betas II (2014) (3)
On a crossroad of resampling plans: bootstrapping elementary symmetric polynomials (1997) (3)
PERFORMANCE OF CONTROL CHARTS FOR SPECIFIC ALTERNATIVE HYPOTHE- SES (2004) (2)
Goodness–of–Fit Tests for Bivariate Time Series of Counts (2021) (2)
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (2010) (2)
Adaptive parameter estimation for generalized tukey's λ-family (1988) (2)
Tests for validity of the semiparametric heteroskedastic transformation model (2019) (2)
Asymptotic statistics : proceedings of the fifth Prague Symposium, held from September 4-9, 1993 (1994) (2)
TWO-SAMPLE GRADUAL CHANGE ANALYSIS (2017) (2)
RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE (1985) (2)
Bootstrapping Multivariate U-Quantiles and Related Statistics (1994) (2)
Change Point Detection with Multivariate Observations Based on Characteristic Functions (2017) (2)
Special Issue on Functional Data Analysis and related fields (2021) (2)
Asymptotic properties of augmented GARCH (1,1) sequences (2006) (1)
Estimating a gradual parameter change in an AR(1)-process (2021) (1)
ADAPTIVE PROCEDURES FOR DETECTION OF CHANCE (1988) (1)
16 Adaptive methods (1984) (1)
Weak Invariance Principles for Regression Rank Statistics (2004) (1)
SOME SIMPLE UNCONDITIONAL AND CONDITIONAL TESTS FOR TESTING TUMOUR ONSET TIMES (2002) (1)
Comments : a review of testing procedures based on the empirical characteristic function (2016) (1)
An introduction to the (postponed) 5th edition of the International Workshop on Functional and Operatorial Statistics (2020) (1)
Bootstrapping sequential change-point tests for linear regression (2011) (1)
Rank statistics approach in generalized bootstrap (1995) (1)
A sequential procedure to detect changes in the beta for the functional CAPM model (2012) (1)
TESTS AND ESTIMATORS FOR THE CHANGE POINT PROBLEM BASED ON M - STATISTICS (1996) (1)
[Luteinization and folliculostimulation hormones in the blood serum and seminal plasma of men from barren marriages (author's transl)]. (1980) (0)
[Significance of lung scintigraphy in the preoperative examination of patients with bronchogenic carcinoma]. (1975) (0)
SECOND ORDER ASYMPTOTIC REPRESENTATION OF STOCHASTIC APPROXIMATION TYPE ESTIMATORS (1993) (0)
Simple estimators of the parameters of generalized Tukey’s $\lambda $-family (1985) (0)
[Our experience with radioimmunological determination of FSH and LH the diagnostic or anovulatory cycles]. (1975) (0)
Contiguity in Some Nonregular Cases and its Applications (1982) (0)
[Experiences with placenta localization in pregnancy]. (1971) (0)
Monitoring changes in the error distribution of autoregressive models based on Fourier methods (2011) (0)
[Serum digoxin concentration and overdosage in infants and small children]. (1978) (0)
[Gonadotropins in the blood of men]. (1973) (0)
Detection of Changes in Panel Data: Change in Fama-French Model Parameters for Selected European Stocks During the Financial Crisis (2019) (0)
[Effect of surface convexity of target fields on dosage distribution in irradiation plans for telecobalt therapy]. (1968) (0)
Life and Work of Jana Jurečková: An Appreciation (2010) (0)
[Endocrinological aspect of artificial climacterium (author's transl)]. (1974) (0)
Proceedings of the Second Prague Symposium on Asymptotic Statistics, 21-25, August, 1978 (1980) (0)
Change-point methods for multivariate time-series: paired vectorial observations (2020) (0)
Sequential tests based on rank regression scores (1998) (0)
Maurice René Fréchet (1978) (0)
Data driven rank statistics in change point analysis (2009) (0)
[Problem of oestrogenic effect of digitalis-glycosides in women in menopause (author's transl)]. (1974) (0)
Asymptotic statistics 2 : proceedings of the Third Prague Symposium on Asymptotic Statistics, 29 August-2 September 1983 (1984) (0)
Testing the adequacy of semiparametric transformation models (2017) (0)
CUMULATIVE INDEX TO VOLUME 25, 2009 (2009) (0)
Procedures for epidemic alternatives (1995) (0)
A comparison of two methods for measuring regional pulmonary blood flow in patients with pulmonary diseases. (1975) (0)
[Significance of lung gammagraphy in the diagnosis and surgical treatment of central forms of lung cancer]. (1978) (0)
[Dynamic observation of the blood supply distribution to the uterus and its relationship to fetoplacental function using the gamma camera]. (1976) (0)
[Use of the gamma-camera in the differential diagnosis of hemorrhage during late pregnancy]. (1973) (0)
[Value of assessment of plasma FSH, LH, and HCG in the prognosis of patients with malignant tumors of the testis]. (1979) (0)
[Chromatoelectrophoresis of hormones labeled with radioisotopes]. (1976) (0)
[Gonadotrophins in women in menopause (author's transl)]. (1974) (0)
Thanks to the Referees (2017) (0)
Chapter 2 Detection of Changes in INAR Models (2018) (0)
Inference for parameter instability in time series via trending regression (2011) (0)
[Hypovolemia and problems of fluid supplementation after surgery using extracorporeal circulation]. (1984) (0)
Sequential Stability Procedures for Functional Data Setups (2011) (0)
Simultaneous rank test procedures (1980) (0)
Some Adaptive Procedures for Regression Models (1985) (0)
[Serum immunoglobulin E level in asthmatic patients (author's transl)]. (1976) (0)
[Experience with radioimmunoassay of parathormone in serum using Calbiochem kits and CNRC kits (author's transl)]. (1978) (0)
Some remarks on experimental design (1986) (0)
Gonadotropic activity of the pituitary gland in normal and pathological function of the ovaries. (1976) (0)
The fourth moment of a general linear statistic (1968) (0)
[Levels of FSH and LH in the blood serum of fertile and infertile men]. (1973) (0)
6. Asymptotic Statistics Ii (1985) (0)
ABSTRACT - Procedures for Epidemic Alternatives. (1995) (0)
Doubly Paired Change-Point Analysis (2019) (0)
The rate of convergence of simple linear rank statistics under the hypothesis (1975) (0)
Thanks to the Referees (2005) (0)
[Minute volume and blood circulation volume following reconstructive coronary surgery]. (1978) (0)
Thanks to the Referees (2018) (0)
Specification testing in nonparametric AR‐ARCH models (2016) (0)
Tests for heteroskedasticity in transformation models (2021) (0)
Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich (2007) (0)
Comments on: Extensions of some classical methods in change point analysis (2014) (0)
Thanks to the Referees (2006) (0)
Radioimmunoassay of growth hormone and ACTH in extracts from pituitary tissue obtained at surgery. (1975) (0)
The investigation of plasma renin activity in infants the determination of normal values (1978) (0)
Editorial. Special issue on goodness of fit (GOF) (2018) (0)
[Determination of plasma renin activity in children--determination of normal values]. (1978) (0)

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What Schools Are Affiliated With Marie Hušková?

Marie Hušková is affiliated with the following schools:

Charles University