Miloš Simić. (2021) Testing for normality with neural networks. Neural Computing and Applications 33:23, pages 16279-16313.
Crossref
Dalal Lala Bouali, Fatah Benatia, Brahim Brahimi & Christophe Chesneau. (2021) Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution. Journal of Statistical Theory and Practice 15:1.
Crossref
Namhyun Kim. (2020) Omnibus tests for multivariate normality based on Mardia’s skewness and kurtosis using normalizing transformation. Communications for Statistical Applications and Methods 27:5, pages 501-510.
Crossref
M. Stehlík, L. Střelec, G. Holzknecht & J. Kise̞ák. Analysis of ECB consolidated banking data and Covid19-outbreaks: Perspectives for negative interest rates. Analysis of ECB consolidated banking data and Covid19-outbreaks: Perspectives for negative interest rates.
Ludy Núñez Soza, Pavlina Jordanova, Orietta Nicolis, Luboš Střelec & Milan Stehlík. (2019) Small sample robust approach to outliers and correlation of atmospheric pollution and health effects in Santiago de Chile. Chemometrics and Intelligent Laboratory Systems 185, pages 73-84.
Crossref
P. K. Jordanova & M. Stehlík. Logarithm of ratios of two order statistics and regularly varying tails. Logarithm of ratios of two order statistics and regularly varying tails.
Veronika Blašková & Luboš Střelec. Firm marketing strategy based on analysis of advertising campaigns. Firm marketing strategy based on analysis of advertising campaigns.
Luboš Střelec. Notes on robustness of RT class tests for normality. Notes on robustness of RT class tests for normality.
Christian Quast, Luboš Střelec, Rastislav Potocký, Jozef KiseǏák & Milan Stehlík. 2018. Statistics and Simulation. Statistics and Simulation
187
205
.
Luboš Střelec & Milan Stehlík. Robust testing for normality of error terms with presence of autocorrelation and conditional heteroscedasticity. Robust testing for normality of error terms with presence of autocorrelation and conditional heteroscedasticity.
Pavlina Jordanova, Zdeněk Fabián, Philipp Hermann, Luboš Střelec, Andrés Rivera, Stéphane Girard, Sebastián Torres & Milan Stehlík. (2016) Weak properties and robustness of t-Hill estimators. Extremes 19:4, pages 591-626.
Crossref
Namhyun Kim. (2016) A robustified Jarque–Bera test for multivariate normality. Economics Letters 140, pages 48-52.
Crossref
Milan Stehlík, Silvia Stehlíková & Sebastián Torres. Understanding water extremes with caution. Understanding water extremes with caution.
Philipp Hermann, Sarah Piza, Sandra Ruderstorfer, Sabine Spreitzer & Milan Stehlík. 2015. Theory and Practice of Risk Assessment. Theory and Practice of Risk Assessment
21
35
.
Måns Thulin. (2014) Tests for multivariate normality based on canonical correlations. Statistical Methods & Applications 23:2, pages 189-208.
Crossref
Jan Beran, Dieter Schell & Milan Stehlík. (2013) The harmonic moment tail index estimator: asymptotic distribution and robustness. Annals of the Institute of Statistical Mathematics 66:1, pages 193-220.
Crossref
M. Stehlík, L. Střelec & M. Thulin. (2014) On robust testing for normality in chemometrics. Chemometrics and Intelligent Laboratory Systems 130, pages 98-108.
Crossref
M. Ivette Gomes & Milan Stehlík. 2014. Topics in Nonparametric Statistics. Topics in Nonparametric Statistics
323
333
.
Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir & Djabrane Yahia. (2013) A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment. Journal of Statistical Planning and Inference 143:6, pages 1064-1081.
Crossref
P. Jordanova, J. Dušek & M. Stehlík. (2013) Modeling methane emission via the infinite moving average process. Chemometrics and Intelligent Laboratory Systems 122, pages 40-49.
Crossref
Natalia M. Markovich & Milan Stehlík. (2013) On relationship between score functions and extremal index. IFAC Proceedings Volumes 46:9, pages 933-938.
Crossref