ORCID: 0000-0003-1389-2653, WoS Researcher ID: P-5853-2016, Scopus: 57193275245, Google Scholar: ZH

Supplementary material (R codes and data sets) for selected publications

Hlávka, Hlubinka, Hudecová (2024): Multivariate quantile-based permutation tests with application to functional data. JCGS (under review), arXiv preprint arXiv:2311.04017.
→R code for the phoneme example and examples of calculations in Sections 5.1 (Tables 1, 2) and 5.2 (Tables 3, 4).
→ Online illustration of the proposed algorithm for a simulated three-sample problem (using two- and three-dimensional test statistics).

Čoupek, Dolník, Hlávka, Hlubinka (2024): Fourier approach to goodness-of-fit tests for Gaussian random~processes. Statistical Papers 65, 2937–2972, https://doi.org/10.1007/s00362-023-01510-4.
→ R code for the pigweights example in R, using C code that can be compiled by executing command `R CMD SHLIB t1cf.c' (syntax may depend on the operating system).

Hlávka, Z., Hlubinka, D., & Koňasová, K. (2022): Functional ANOVA based on empirical characteristic functionals. Journal of Multivariate Analysis, 189, 104878.
→ Download from publisher, codes for the phoneme example in R.

Hlávka, Hušková, Meintanis (2017): Change Point Detection with Multivariate Observations Based on Characteristic Functions, In `From Statistics to Mathematical Finance', Ferger, D., González Manteiga, W., Schmidt, T., Wang, J.-L. (Eds.), pp 273-290, Springer 2017, ISBN 978-3-319-50986-0.
→ Download from publisher, computer codes for a simulation and the IBM S&P example in R and C.

Hlávka, Hušková, Kirch, and Meintanis (2017): Fourier-type tests involving martingale difference processes, Econometric Reviews, 36(4), 468-492, DOI: 10.1080/07474938.2014.977074.
→ Download from publisher, computer code for the S&P example in R and C.

Hlávka, and Hušková (2017): Two-sample gradual change analysis, REVSTAT 15 (3).
→ R code for the jumping speeds example.

Härdle, Hlávka (2015): Multivariate Statistics: Exercises and Solutions, 2nd edition, Springer, contains solved exercises from multivariate statistics.
→ Data sets and computer codes in R are available on-line, see also www.quantlet.de.

Henze, Hlávka, and Meintanis (2014): Testing for spherical symmetry via the empirical characteristic function, Statistics: A Journal of Theoretical and Applied Statistics 48(6), 1282-1296.
→ Computer code for the AIS example in R and C.

Hlávka (2012): Optimal designs for nonparametric estimation of zeros of regression functions, Tatra Mountains Mathematical Publications 51: 55-65.
→ PDF file available at journal webpage.

Hlávka (2011): On nonparametric estimators of location of maximum, Acta Universitatis Carolinae - Mathematica et Physica 52(1): 5-13.
→ Preprint (PDF)

Hlávka, Hušková, and Meintanis (2011): Tests for independence in non-parametric heteroscedastic regression models, Journal of Multivariate Analysis 102: 816-827.
→ Computer code for the proposed test statistics in R and C.

Meintanis and Hlávka (2010): Goodness-of-fit tests for bivariate and multivariate skew-normal distributions, Scandinavian Journal of Statistics 37(4): 701-714.
→ Computer code for the MGF goodness-of-fit test statistic in R and C.

Härdle, Hlávka (2007): Multivariate Statistics: Exercises and Solutions, Springer, contains solved exercises from multivariate statistics.
→ Errata, data sets, and computer codes in R and XploRe are available on-line.

The code for nonparametric SPD estimation using R was developed in the framework of the 1K04018 programme sponsored by the Czech Ministry of Education:
• The computer code is available as R library SPDest. The first example estimates the SPD using only call options. The second example estimates the SPD using both call and put options.
• The methods are described in the papers Härdle, Hlávka (2009): Dynamics of State Price Densities, Journal of Econometrics 150, pp. 1-15 and Hlávka (2006): Fast Algorithm for Nonparametric Arbitrage-free SPD Estimation, Computational Statistics and Data Analysis 51(4), 2339-2349.

Free HTML version of Härdle, Hlávka, Klinke (2000): XploRe Application Guide, Springer, Berlin.

Habilitation thesis (2011): Some Extensions of Nonparametric Regression Models (pdf, slides), Charles University in Prague.

Ph.D. thesis (2000): Robust Sequential Methods (pdf), Charles University in Prague.

MSc. project (1996): Mixed Models for Primary Education in Rural Areas of Madagascar (pdf), LUC Diepenbeek.

Diploma thesis (1995): Analysis of Hydrometeorological Time Series [in Czech] (pdf), Charles University in Prague.