RNDr. Miroslav Šiman, Ph.D.

research fellow

Miroslav Šiman
Research interests: Multivariate symmetries, signs, ranks, quantiles and quantile regression

Biography

Publication list

M. Šiman did his PhD in the years 2002–2006 in Econometrics and Operational Research at Charles University, Prague. From 2006–2009 he was a postdoctoral researcher at the European Centre for Advanced Research in Economics and Statistics (ECARES/ULB) in Belgium where he worked with Davy Paindaveine and Marc Hallin. Since 2010 he is at ÚTIA. He was the Principal Investigator for grants GA14-07234S, GA17-07384S, GA21-05325S, and GA24-10078S of the Czech Science Foundation which ran from 2014–2016, 2017–2019, 2021–2023, and 2024–.

Books and chapters

  1. Šiman Miroslav: 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 Download Download DOI: 10.1007/978-3-031-61853-6_13 [2024]
  2. Hallin M., Šiman Miroslav: Multiple-output quantile regression, Handbook of Quantile Regression, p. 185-208, Eds: Koenker Roger, Chernozhukov Victor, He Xuming, Peng Limin Download DOI: 10.1201/9781315120256 [2017]

Journal articles

  1. Hudecová Š., Šiman Miroslav: Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests, Journal of Multivariate Analysis 204 Download Download DOI: 10.1016/j.jmva.2024.105344 [2024]
  2. Hudecová Š., Šiman Miroslav: Testing axial symmetry by means of integrated rank scores, Journal of Nonparametric Statistics 35 3 (2023), p. 474-490 Download Download DOI: 10.1080/10485252.2022.2159399 [2023]
  3. Hudecová Š., Šiman Miroslav: Multivariate ranks based on randomized lift-interdirections, Computational Statistics and Data Analysis 172 Download Download DOI: 10.1016/j.csda.2022.107480 [2022]
  4. Hlubinka D., Kotík L., Šiman Miroslav: Multivariate quantiles with both overall and directional probability interpretation, Scandinavian Journal of Statistics 49 4 (2022), p. 1586-1604 Download Download DOI: 10.1111/sjos.12603 [2022]
  5. Hudecová Š., Šiman Miroslav: Testing symmetry around a subspace, Statistical Papers 62 5 (2021), p. 2491-2508 Download Download DOI: 10.1007/s00362-020-01201-4 [2021]
  6. Hudecová Š., Šiman Miroslav: Testing axial symmetry by means of directional regression quantiles, Electronic Journal of Statistics 15 1 (2021), p. 2690-2715 Download Download DOI: 10.1214/21-EJS1850 [2021]
  7. Hudecová Š., Klicnarová Jana, Šiman Miroslav: Incomplete interdirections and lift-interdirections, Journal of Nonparametric Statistics 32 1 (2020), p. 93-108 Download Download DOI: 10.1080/10485252.2019.1700255 [2020]
  8. Hlubinka D., Šiman Miroslav: Parametric Elliptical Regression Quantiles, Revstat Statistical Journal 18 3 (2020), p. 257-280 Download Download [2020]
  9. Boček Pavel, Šiman Miroslav: Directional quantile regression in R, Kybernetika 53 3 (2017), p. 480-492 Download DOI: 10.14736/kyb-2017-3-0480 [2017]
  10. Boček Pavel, Šiman Miroslav: On weighted and locally polynomial directional quantile regression, Computational Statistics 32 3 (2017), p. 929-946 Download DOI: 10.1007/s00180-016-0708-9 [2017]
  11. Boček Pavel, Šiman Miroslav: Directional quantile regression in Octave (and MATLAB), Kybernetika 52 1 (2016), p. 28-51 Download DOI: 10.14736/kyb-2016-1-0028 [2016]
  12. Hallin M., Šiman Miroslav: Elliptical multiple-output quantile regression and convex optimization, Statistics & Probability Letters 109 1 (2016), p. 232-237 Download DOI: 10.1016/j.spl.2015.11.021 [2016]
  13. Hallin M., Lu Z., Paindaveine D., Šiman Miroslav: Local bilinear multiple-output quantile/depth regression, Bernoulli 21 3 (2015), p. 1435-1466 Download DOI: 10.3150/14-BEJ610 [2015]
  14. Hlubinka D., Šiman Miroslav: On generalized elliptical quantiles in the nonlinear quantile regression setup, Test 24 2 (2015), p. 249-264 Download DOI: 10.1007/s11749-014-0405-3 [2015]
  15. Šiman Miroslav: Multivariate Process Capability Indices: A Directional Approach, Communications in Statistics - Theory and Methods 43 9 (2014), p. 1949-1955 Download DOI: 10.1080/03610926.2012.677926 [2014]
  16. Šiman Miroslav: Precision Index in the Multivariate Context, Communications in Statistics - Theory and Methods 43 2 (2014), p. 377-387 Download DOI: 10.1080/03610926.2012.661509 [2014]
  17. Hlubinka D., Šiman Miroslav: On elliptical quantiles in the quantile regression setup, Journal of Multivariate Analysis 116 1 (2013), p. 163-171 Download DOI: 10.1016/j.jmva.2012.11.016 [2013]
  18. Šiman Miroslav: On Kendall's Autocorrelations, Communications in Statistics - Theory and Methods 41 10 (2012), p. 1733-1738 Download DOI: 10.1080/03610926.2010.549991 [2012]
  19. Paindaveine D., Šiman Miroslav: Computing multiple-output regression quantile regions from projection quantiles, Computational Statistics 27 1 (2012), p. 29-49 Download DOI: 10.1007/s00180-011-0231-y [2012]
  20. Paindaveine D., Šiman Miroslav: Computing multiple-output regression quantile regions, Computational Statistics and Data Analysis 56 4 (2012), p. 840-853 Download DOI: 10.1016/j.csda.2010.11.014 [2012]
  21. McKeague I. W., López-Pintado S., Hallin M., Šiman Miroslav: Analyzing growth trajectories, Journal of Developmental Origins of Health and Disease 2 6 (2011), p. 322-329 Download DOI: 10.1017/S2040174411000572 [2011]
  22. Šiman Miroslav: 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 Download DOI: 10.1080/03610918.2011.560730 [2011]
  23. Paindaveine D., Šiman Miroslav: On directional multiple-output quantile regression, Journal of Multivariate Analysis 102 2 (2011), p. 193-212 Download DOI: 10.1016/j.jmva.2010.08.004 [2011]

Other publications

  1. Kalina Jan, Šiman Miroslav: Nonparametric tests of symmetry for non-elliptical distributions, ICORS 2018. Book of Abstracts, p. 122-122 Download [2018]
  2. Boček Pavel, Šiman Miroslav: Multiple-Output Directional Regression Quantile Computation Toolbox (2015) Download [2015]
  3. Boček Pavel, Šiman Miroslav: Multiple-Output Directional Regression Quantile Computation (2015) Download [2015]
  4. Michálek Jiří, Šiman Miroslav: Vyhodnocení markovských řetězců pomocí funkce MR,M v Matlabu, ÚTIA AV ČR (Praha, 2010) Download [2010]