RNDr. Miroslav Šiman, Ph.D.
research fellow

Department:
Department of Stochastic Informatics
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
- 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] :
- 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
- 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] :
- 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] :
- Multivariate ranks based on randomized lift-interdirections, Computational Statistics and Data Analysis 172 Download Download 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 Download Download DOI: 10.1111/sjos.12603 [2022] :
- Testing symmetry around a subspace, Statistical Papers 62 5 (2021), p. 2491-2508 Download Download 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 Download Download DOI: 10.1214/21-EJS1850 [2021] :
- Incomplete interdirections and lift-interdirections, Journal of Nonparametric Statistics 32 1 (2020), p. 93-108 Download Download DOI: 10.1080/10485252.2019.1700255 [2020] :
- Parametric Elliptical Regression Quantiles, Revstat Statistical Journal 18 3 (2020), p. 257-280 Download Download [2020] :
- Directional quantile regression in R, Kybernetika 53 3 (2017), p. 480-492 Download DOI: 10.14736/kyb-2017-3-0480 [2017] :
- 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] :
- Directional quantile regression in Octave (and MATLAB), Kybernetika 52 1 (2016), p. 28-51 Download 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 Download DOI: 10.1016/j.spl.2015.11.021 [2016] :
- Local bilinear multiple-output quantile/depth regression, Bernoulli 21 3 (2015), p. 1435-1466 Download DOI: 10.3150/14-BEJ610 [2015] :
- 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] :
- 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] :
- 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] :
- 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] :
- On Kendall's Autocorrelations, Communications in Statistics - Theory and Methods 41 10 (2012), p. 1733-1738 Download DOI: 10.1080/03610926.2010.549991 [2012] :
- 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] :
- 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] :
- Analyzing growth trajectories, Journal of Developmental Origins of Health and Disease 2 6 (2011), p. 322-329 Download 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 Download DOI: 10.1080/03610918.2011.560730 [2011] :
- 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
- Nonparametric tests of symmetry for non-elliptical distributions, ICORS 2018. Book of Abstracts, p. 122-122 Download [2018] :
- Multiple-Output Directional Regression Quantile Computation Toolbox (2015) Download [2015] :
- Multiple-Output Directional Regression Quantile Computation (2015) Download [2015] :
- Vyhodnocení markovských řetězců pomocí funkce MR,M v Matlabu, ÚTIA AV ČR (Praha, 2010) Download [2010] :