RNDr. Miroslav Šiman, Ph.D.
vědecký pracovník
Oddělení:
Oddělení stochastické informatiky
Vědecké zájmy:
Multivariate symmetries, signs, ranks, quantiles and quantile regression
Životopis
Seznam publikací
M. Šiman studoval jako doktorand v letech 2002–2006 obor Ekonometrie a operační výzkum na Karlově univerzitě. V letech 2006–2009 byl postdoktorand v European Centre for Advanced Research in Economics and Statistics (ECARES/ULB) v Belgii (spolupracovníci: Davy Paindaveine a Marc Hallin). Od roku 2010 pracuje v ÚTIA. Byl hlavním řešitelem grantů GA14-07234S, GA17-07384S, GA21-05325S a GA24-10078S AV ČR v letech 2014–2016, 2017–2019, 2021–2023 a 2024–.
Knihy a kapitoly
- : Testing Axial Symmetry by Means of Directional Quantile Regression Coefficients, Recent Advances in Econometrics and Statistics, p. 241-259, Eds: Barigozzi Matteo, Hörmann Siegfried, Paindaveine Davy Stáhnout Stáhnout DOI: 10.1007/978-3-031-61853-6_13 [2024]
- : Multiple-output quantile regression, Handbook of Quantile Regression, p. 185-208, Eds: Koenker Roger, Chernozhukov Victor, He Xuming, Peng Limin Stáhnout DOI: 10.1201/9781315120256 [2017]
Články v časopisech
- : Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests, Journal of Multivariate Analysis 204 Stáhnout Stáhnout DOI: 10.1016/j.jmva.2024.105344 [2024]
- : Testing axial symmetry by means of integrated rank scores, Journal of Nonparametric Statistics 35 3 (2023), p. 474-490 Stáhnout Stáhnout DOI: 10.1080/10485252.2022.2159399 [2023]
- : Multivariate ranks based on randomized lift-interdirections, Computational Statistics and Data Analysis 172 Stáhnout Stáhnout DOI: 10.1016/j.csda.2022.107480 [2022]
- : Multivariate quantiles with both overall and directional probability interpretation, Scandinavian Journal of Statistics 49 4 (2022), p. 1586-1604 Stáhnout Stáhnout DOI: 10.1111/sjos.12603 [2022]
- : Testing symmetry around a subspace, Statistical Papers 62 5 (2021), p. 2491-2508 Stáhnout Stáhnout DOI: 10.1007/s00362-020-01201-4 [2021]
- : Testing axial symmetry by means of directional regression quantiles, Electronic Journal of Statistics 15 1 (2021), p. 2690-2715 Stáhnout Stáhnout DOI: 10.1214/21-EJS1850 [2021]
- : Incomplete interdirections and lift-interdirections, Journal of Nonparametric Statistics 32 1 (2020), p. 93-108 Stáhnout Stáhnout DOI: 10.1080/10485252.2019.1700255 [2020]
- : Parametric Elliptical Regression Quantiles, Revstat Statistical Journal 18 3 (2020), p. 257-280 Stáhnout Stáhnout [2020]
- : Directional quantile regression in R, Kybernetika 53 3 (2017), p. 480-492 Stáhnout DOI: 10.14736/kyb-2017-3-0480 [2017]
- : On weighted and locally polynomial directional quantile regression, Computational Statistics 32 3 (2017), p. 929-946 Stáhnout DOI: 10.1007/s00180-016-0708-9 [2017]
- : Directional quantile regression in Octave (and MATLAB), Kybernetika 52 1 (2016), p. 28-51 Stáhnout DOI: 10.14736/kyb-2016-1-0028 [2016]
- : Elliptical multiple-output quantile regression and convex optimization, Statistics & Probability Letters 109 1 (2016), p. 232-237 Stáhnout DOI: 10.1016/j.spl.2015.11.021 [2016]
- : Local bilinear multiple-output quantile/depth regression, Bernoulli 21 3 (2015), p. 1435-1466 Stáhnout DOI: 10.3150/14-BEJ610 [2015]
- : On generalized elliptical quantiles in the nonlinear quantile regression setup, Test 24 2 (2015), p. 249-264 Stáhnout DOI: 10.1007/s11749-014-0405-3 [2015]
- : Multivariate Process Capability Indices: A Directional Approach, Communications in Statistics - Theory and Methods 43 9 (2014), p. 1949-1955 Stáhnout DOI: 10.1080/03610926.2012.677926 [2014]
- : Precision Index in the Multivariate Context, Communications in Statistics - Theory and Methods 43 2 (2014), p. 377-387 Stáhnout DOI: 10.1080/03610926.2012.661509 [2014]
- : On elliptical quantiles in the quantile regression setup, Journal of Multivariate Analysis 116 1 (2013), p. 163-171 Stáhnout DOI: 10.1016/j.jmva.2012.11.016 [2013]
- : On Kendall's Autocorrelations, Communications in Statistics - Theory and Methods 41 10 (2012), p. 1733-1738 Stáhnout DOI: 10.1080/03610926.2010.549991 [2012]
- : Computing multiple-output regression quantile regions from projection quantiles, Computational Statistics 27 1 (2012), p. 29-49 Stáhnout DOI: 10.1007/s00180-011-0231-y [2012]
- : Computing multiple-output regression quantile regions, Computational Statistics and Data Analysis 56 4 (2012), p. 840-853 Stáhnout DOI: 10.1016/j.csda.2010.11.014 [2012]
- : Analyzing growth trajectories, Journal of Developmental Origins of Health and Disease 2 6 (2011), p. 322-329 Stáhnout DOI: 10.1017/S2040174411000572 [2011]
- : On exact computation of some statistics based on projection pursuit in a general regression context, Communications in Statistics - Simulation and Computation 40 6 (2011), p. 948-956 Stáhnout DOI: 10.1080/03610918.2011.560730 [2011]
- : On directional multiple-output quantile regression, Journal of Multivariate Analysis 102 2 (2011), p. 193-212 Stáhnout DOI: 10.1016/j.jmva.2010.08.004 [2011]
Ostatní publikace
- : Nonparametric tests of symmetry for non-elliptical distributions, ICORS 2018. Book of Abstracts, p. 122-122 Stáhnout [2018]
- : Multiple-Output Directional Regression Quantile Computation Toolbox (2015) Stáhnout [2015]
- : Multiple-Output Directional Regression Quantile Computation (2015) Stáhnout [2015]
- : Vyhodnocení markovských řetězců pomocí funkce MR,M v Matlabu, ÚTIA AV ČR (Praha, 2010) Stáhnout [2010]