Martin Schindler

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All published works

Action	Title	Year	Authors
+ PDF Chat	Nonparametric tests in linear model with autoregressive errors	2022	Jana Jurečková Olçay Arslan Yeşim Güney Jan Picek Martin Schindler Yetkin Tuaç
+ PDF Chat	Empirical regression quantile processes	2020	Jana Jurečková Jan Picek Martin Schindler
+	Large sample and finite sample behavior of robust estimators	2019	Jana Jureĉková Jan Picek Martin Schindler
+	Robust and nonparametric procedures in measurement error models	2019	Jana Jureĉková Jan Picek Martin Schindler
+	Robust Statistical Methods with R	2019	Jana Jureĉková Jan Picek Martin Schindler
+	Robust Statistical Methods with R, Second Edition	2019	Jana Jureĉková Jan Picek Martin Schindler
+	Empirical regression quantile process with possible application to risk analysis	2017	Jana Jureĉková Martin Schindler Jan Picek
+	Empirical regression quantile process with possible application to risk analysis	2017	Jana Jurečková Martin Schindler Jan Picek
+	Inference Based on Regression Rank Scores	2008	Martin Schindler
+ PDF Chat	Kolmogorov-Smirnov two-sample test based on regression rank scores	2008	Martin Schindler
+	Tests Based on Regression Rank Scores in Nonlinear Models and Their Computation	2006	Martin Schindler

Common Coauthors

Coauthor	Papers Together
Jana Jureĉková	8
Jan Picek	8
Olçay Arslan	1
Yeşim Güney	1
Yetkin Tuaç	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Regression Rank Scores and Regression Quantiles	1992	Christoph Gutenbrünner Jana Jurečková	4
+ PDF Chat	Tests of linear hypotheses based on regression rank scores	1993	Christoph Gutenbrünner Jana Jurečková Roger Koenker Stephen Portnoy	3
+	Extension of the Kolmogorov-Smirnov Test to Regression Alternatives	1965	Jaroslav Hájek	2
+	An Empirical Quantile Function for Linear Models with iid Errors	1982	Gilbert W. Bassett Roger Koenker	2
+	An Algorithm for $l_1 $-Norm Minimization with Application to Nonlinear $l_1 $-Approximation	1979	R. El-Attar M. Vidyasagar Susanta Dutta	1
+ PDF Chat	An interior point algorithm for nonlinear quantile regression	1996	Roger Koenker Beum J. Park	1
+	Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series	1999	K. Mukherjee	1
+	On the efficiency of regression analysis with AR(<i>p</i>) errors	2008	Teresa Alpuim A El-Shaarawi	1
+ PDF Chat	Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals	1972	Louis A. Jaeckel	1
+	A property of the observations fit by the extreme regression quantiles	1988	Gilbert W. Bassett	1
+ PDF Chat	Trimmed Least Squares Estimation in the Linear Model	1980	David Ruppert Raymond J. Carroll	1
+	Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores	1999	Marc Hallin Jana Jurečková Jan Picek Toufik Zahaf	1
+ PDF Chat	Optimal tests for autoregressive models based on autoregression rank scores	1999	Marc Hallin Jana Jurevcková	1
+	Asymptotic Behavior of the Number of Regression Quantile Breakpoints	1991	Stephen Portnoy	1
+	Quantile Regression	2005	Roger Koenker	1
+ PDF Chat	Expected Shortfall: A Natural Coherent Alternative to Value at Risk	2002	Carlo Acerbi Dirk Tasche	1
+ PDF Chat	Averaged extreme regression quantile	2015	Jana Jurečková	1
+	Estimation in Survey Sampling: Robustness and Optimality: Rejoinder	1982	V. P. Godambe	1
+	An Empirical Quantile Function for Linear Models with \| operatornameiid Errors	1982	Gilbert W. Bassett Roger Koenker	1
+ PDF Chat	Rfit: Rank-based Estimation for Linear Models	2012	Deen John W. McKean Joseph	1
+	Robust Statistical Methods with R	2005	Jana Jureĉková Jan Picek	1
+	Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm	2019	Yetkin Tuaç Yeşim Güney Olçay Arslan	1
+	Non-Parametric Methods in General Linear Models.	1986	Anthony C. Atkinson M. L. Puri P. K. Sen	1
+ PDF Chat	Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms	2020	Yeşim Güney Yetkin Tuaç Şenay Özdemir Olçay Arslan	1
+ PDF Chat	Robust parameter estimation of regression model with AR(p) error terms	2017	Yetkin Tuaç Yeşim Güney Birdal Şenoǧlu Olçay Arslan	1
+ PDF Chat	Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure	2006	Joshua D. Angrist Victor Chernozhukov Iván Fernández‐Val	1
+ PDF Chat	Trimmed Least Squares Estimation in the Linear Model	1980	David Ruppert Raymond J. Carroll	1
+	Extension of the Kolmogorov-Smirnov Test to Regression Alternatives	1965	Jaroslav Hájek	1
+ PDF Chat	Quantile Autoregression	2006	Roger Koenker Zhijie Xiao	1
+	Robust Statistical Methods with R	2019	Jana Jureĉková Jan Picek Martin Schindler	1
+	Averaged Regression Quantiles	2013	Jana Jurečková Jan Picek	1
+	Tightness of the Sequence of Empiric C.D.F. Processes Defined from Regression Fractiles	1984	Stephen Portnoy	1
+	Methodology in Robust and Nonparametric Statistics	2012	Jana Jurečková Pranab K. Sen Jan Picek	1
+ PDF Chat	Autoregression Quantiles and Related Rank-Scores Processes	1995	Hira L. Koul A. K. Md. Ehsanes Saleh	1
+	A double bootstrap method to analyze linear models with autoregressive error terms.	2000	Scott D. McKnight Joseph W. McKean Bradley E. Huitema	1