Classes
Study programmes
- Probability, Mathematical Statistics and Econometrics🇨🇿 NMgr. | Faculty of Mathematics and Physics
- Probability, Mathematical Statistics and Econometrics with specialisation in Econometrics🇨🇿 NMgr. | Faculty of Mathematics and Physics
- Probability, Mathematical Statistics and Econometrics with specialisation in Theory of Probability🇨🇿 NMgr. | Faculty of Mathematics and Physics
- Probability, Mathematical Statistics and Econometrics with specialisation in Mathematical Statistics🇨🇿 NMgr. | Faculty of Mathematics and Physics
Publications
- Omnibus test for covariate effects in conditional copula models2021 | Faculty of Mathematics and Physics
- Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models2021 | Faculty of Mathematics and Physics
- A copula approach for dependence modeling in multivariate nonparametric time series2019 | Faculty of Mathematics and Physics
- Rank-based inference tools for copula regression, with property and casualty insurance applications2019 | Faculty of Mathematics and Physics
- Nonparametric testing for no covariate effects in conditional copulas2017 | Faculty of Mathematics and Physics
- Score tests for covariate effects in conditional copulas2017 | Faculty of Mathematics and Physics
- Estimation of a Copula when a Covariate Affects only Marginal Distributions2015 | Faculty of Mathematics and Physics
- Bootstrapping the conditional copula2013 | Faculty of Mathematics and Physics
- A comparison of the Mantel test with a generalised distance covariance test2013 | Faculty of Mathematics and Physics
- Multivariate and functional covariates and conditional copulas2012 | Faculty of Mathematics and Physics
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