Charles UniversityMU
                  BrnoTU Liberec

Jaroslav Hájek Center for Theoretical and Applied Statistics

|CZECH| Centrum Jaroslava Hájka pro teoretickou a aplikovanou statistiku |CZECH|

was founded by the Ministry of Education, Youth and Sports of the Czech Republic on March 1, 2006,  in the year of the 80th anniversary of late Jaroslav Hájek,  who once originated the modern Czech Statistical School. It was established for the period
2006-2010,  with the following  partnerss:

Masaryk  University in Brno
Faculty of Science, Department of Applied Mathematics
Director and Coordinating Investigator: Prof. RNDr Ivana Horová, CSc

Charles University in Prague
Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics
Investigators: Prof. RNDr Jana Jurecková, DrSc
                    Prof. RNDr Jaromír Antoch, CSc
                    Prof. RNDr Marie Husková, DrSc
                    Ing. Marek Omelka, PhD 
                    Dr. rer. nat. Jan Kalina
                    Bobosharif K. Shokirov  (November 5, 2007-October 31, 2008)

Technical University in Liberec
Pedagogic Fakulty, Department of Applied Mathematics
Investigator: Doc. RNDr Jan Picek, CSc

While our group already had a high international reputation  before founding the Center,  in its frame of the Center, we can formally join the network of the prestige  European research institutes, improve the conditions for the international cooperation of young researchers in mathematical statistics,  and to help them to start their scientific development.



You are invited to

International Conference on Robust Statistics, Prague, June 28 – July 2, 2010
ICORS 2010

Keynote Speakers:

Rudolf Beran, Distinguished Professor of Statistics, University of California, Davis,

Stephen M. Stigler, Ernest DeWitt Burton Distinguished Service Professor, University of Chicago,

Grace Wahba, IJ Schoenberg-Hilldale Professor of Statistics, University of Wisconsin-Madison,

October 7, 2009, 9 a.m.:
Tapio NUMMI,
University of Tampere, Finland:
Modelling Measurement Errors for Dependent Data

October 14, 2009, 9 a.m.:

St. Petersburg State Polytechnic University, Russia:
B- and V-robust estimation of a correlation coefficient

April 15, 2009, 9 a.m.:
Hannu Oja, University of Tampere, Finland:
Invariant coordinate selection (ICS) and multivariate models

April 15, 2009, 2 p.m.:
Olcay ARSLAN, Cukurova University, Turkey:
Multivariate skew distributions generated from the  normal variance-mean mixture approach:
properties, estimation  and applications

April 22, 2009, 9 a.m.:
Hannu Oja, University of Tampere, Finland:
Multivariate nonparametric methods based on spatial signs and ranks


April 16, 2008:
Michael Woodroofe, University of Michigan, Ann Arbor:
The Conditional Central Limit Question for Sums
of a Stationary Process
with Applications to Time Series

April 30, 2008:
Zinoviy Landsman, University of Haifa, Israel:
Translation invariant and positive homogeneous risk
measures and portfolio management

May 7,  2008:
Ivan Mizera, University of Alberta, Edmonton, Canada:
If there were no Multivariate Quantiles

September 25–27, 2008:
Meeting of the Center in Telč
of talks: (mostly in Czech)

May 23,  2007: 
Keith Knight, University of Toronto, Canada:
Cointegration with Infinite Variance Noise

May 30. května 2007:
Alena Bartoňová, Center for Ecological Economics
Norwegian Institute for Air Research (NILU):
Exposure assessment research at the Norwegian Institute for Air Research -
an example of interdisciplinary research area based in natural sciences

October 10, 2007:
9:00  :  David Mason, University of Delaware, Newark, USA:
Poissonization Methods and Applications

October 24,  2007:
9:00  :  Silvelyn Zwanzig, University of Uppsala, Sweden:
R-estimation in nonlinear regression

October 31, 2007:  ! The visit of W. Kendall is postponed due to problems in the family
9:00  :  Wilfried S. Kendall,  University of Warwick Coventry, UK:
Perfect simulation: a survey

November 21, 2007:

9:00  : 
Keith Knight, University of Toronto, Kanada:
Robustifying the Hill estimator




  Hejnice, Czech Republic,
September 1 - 6, 2007
Registration is open

Invited speakers:

Jan Beirlant, Katholieke Universiteit Leuven, Belgium
Christophe Croux,   Katholieke Universiteit Leuven, Belgium
Laurie Davies,  Universität Essen, Germany
Ursula Gather, 
Universität Dortmund, Germany
Irene Gijbels, Katholieke Universiteit Leuven, Belgium
Marc Hallin
, Université Libre de Bruxelles, Belgium
Abram Kagan
, University of Maryland, USA
Keith Knight,  University of Toronto, Canada
Hira L. Koul, Michigan State University, East Lansing, USA
Hannu Oja, University of Tampere, Finland
Davy Pandaveine,  Université Libre de Bruxelles, Belgium
Haralabos Pavlopoulos, Athens University of Economics and Business, Greece
Stephen Portnoy,  University of Illinois at Urbana-Champaign, USA
Pranab Kumar Sen,  University of North Carolina at Chapel Hill, USA
Winfried Stute,  Universität Giessen, Germany
Noel Veraverbekeke, Universiteit Hasselt, Belgium

List of talks:

           Invited talks:

         Jan Beirlant :   "Unbiased Tail Estimation: a Review and New Results"

         Christophe Croux*, Sarah Gelper and Roland Fried:
                                    ”Robust Forecasting with Exponential and Holt-Winters Smoothing

Laurie P. Davies:   "Approximation regions, regularization and non-parametric regression"

Ursula Gather :   "Signal and Variability Extraction from Online Monitoring Data"

Irene Gijbels :    "Local Linear Curve Fitting: Smoothing and Jump and Peak Preservation"
         Marc Hallin* and Davy Pandaveine :
                                     Optimal Rank-Based Tests for Homogeneity of Scatter

Marc Hallin and Davy Pandaveine* :  "A New Approach to R-Estimation"

         Abram Kagan:  "Fine Properties of the Pitman Estimators in Small Samples"

         Keith Knight :  Local Influence in Quantile Regression

Hira L. Koul* and M. Genton: 
                       "Minimum Distance Inference in Unilateral Autoregressive Lattice Processes"


Hannu Oja :  
Multivariate Data Analysis Based on Two Location Vectors and Two Scatter Matrices

         Haralabos Pavlopoulos* and Jan Picek :
                                             How Heavy are Probability Tails of Wet and Dry Durations
                                              in Regionally Averaged Rain Fields ?”

         Stephen Portnoy : 
”Fixed vs. Random Censoring: Ignorance is Bliss”

            Pranab Kumar Sen :  "Kendall's Tau in High-Dimension Parsimony"

         Winfried Stute* and Kai Kopperschmidt :
               Statistical Modeling and Analysis in Marketing Research: A Functional Data Approach

Noël Veraverbeke :   Distribution Function Estimation

Contributed talks:

             Ateq A. Al-Ghamedi    (King Abdulaziz University, Jeddah 21589, Saudi Arabia):     
                                                      "A Robust Estimation of Spline Function"

Mohammed   Alsaleh  (College of Business Studies, PAAET, Kuwait):
                                                      "Multivariate Model for Bankruptcy Prediction

Jaromír Antoch  (Charles University, Prague, Czech Republic):
                                                              "Using MCMC for changepoint detection"

Olcay Arslan 
(Cukurova University, Turkey):
"Applications of the normal variance-mean  mixture distributions 
                                                       in robust statistical analysis

Ayman Baklizi  (Qatar University, Doha-Qatar):
                    "Empirical Likelihood Intervals for Pr(X<Y) with Bivariate Data"

Nezar Bennala*,  Marc Hallin and Davy Paindaveine  (Université Libre de Bruxelles):
"Signed-rank Optimal Tests For random  Effects in Panel Data"

          Darya Caliskan (Hacettepe University, Turkey): 
                    Robust  Confidence Intervals in Linear Regression Analysis with M-Estimates

          Pavel Cízek (University of Tilburg, The Netherlands):
Efficient Robust Estimation of Regression Models

Cathérine Dehon*, Marjorie Gassner and Vincenco Verardi (Université Libre de Bruxelles):
"The Good, the Bad, and the Ugly ... Outlier"
          Walter Oberhofer and Harry Haupt*  (University of Regensburg, Germany):
             "Quantile Estimation of the Censored Nonlinear Regression Model for Dependent Data"

Marie Huąková     (Charles University, Prague, Czech Republic):
                                  "Data Driven Rank Test for the Change Point Problem"

           Jana Jurečková*, Jan Picek and A.K.Md. E. Saleh   
(Center of J. Hájek, Charles University
                 in Prague, Technical University in Liberec, and Carleton University, Ottawa):  
"Rank Tests and Regression Rank scores Tests in Measurement Error Models"  

           Jan Kalina (Center of J. Hájek and Charles University in Prague): 
"Some Diagnostic Tools for Regression Quantiles"

Roman Liąka  (Université Libre de Bruxelles):
                    "The General Dynamic Factor Model in the Presence of Block Specific Factors

Miriam Maruąiaková (Charles University, Prague):
                           "Tests for multiple changes in trending regression"  

Arnout Van Messem* and Andreas Christmann  ( Vrije Universiteit Brussel):
                              "Bouligand Derivatives and Robustness of Support Vector Machines"          

Simos Meintanis (National and Kapodistrian University of Athens):                
Tests for the error distribution distribution in non-parametric possibly
                          heteroscedastic regression  models

Arfi Mounir  (University of Bahrain, Kingdom of Bahrain):     
                                               "Nonparametric Estimation for the Drift Coefficient"

Marek Omelka  (Center of J. Hájek and Charles University in Prague):
                                         "Comparison of Two Types of Confidence Intervals
                                           Based on Wilcoxon-Type R-Estimators"

Giovanni C. Porzio* and Giancarlo Ragozini  (University of Cassino and
                 Federico II University of Naples, Italy):
  "Convex Hull Probability Depth"             

Ewa Strzalkowska-Kominiak  (University of Giessen, Germany):
                "The Statistical Analysis of Truncated And Censored Data Under Serial Dependence"

Anna Szczepańska  (Agricultural University of Poznań, Poland):
                                                         "Design optimality in growth curve models"

M. Hallin, D. Paindaveine, T. Verdebout*  (Université Libre de Bruxelles):
                              "Pseudo-Gaussian test for Common Principal Components"

J. Á. Víąek  (Charles University, Prague, Czech Republic):
                            "Kolmogorov-Smirnov Statistic under Heteroscedasticity"

Kristi Kuljus and Silvelyn Zwanzig*  (Uppsala University, Sweden):          
                              "R-regression in Heteroscedastic or Nonlinear Models"


Hejnice 2007- list of publications 

Special issue of Applications of Mathematics 

Vol. 53, No 3,  May 27, 2008 

Invited papers: 

                   Christophe Croux (Leuven), Sarah Gelper (Leuven), Roland Fried (Dortmund):  
                  „Computational  Aspects  of  Robust  Holt-Winters Smoothing Based on M-estimation“

                   Irene Gijbels (Leuven):
                   "Smoothing and Preservation of Irregularities Using Local Linear Fitting" 

                   Abram Kagan and Tinghui Yu (Maryland):
                   „Some Inequalities Related to the Stam Inequality“

                    Keith Knight (Toronto): 
„Asymptotics of the Regression Quantile Basic Solution under Misspecification“
                    Hira L. Koul (East Lansing)  and Donatas Surgailis (Vilnius):
„Testing of a Sub-Hypothesis in Linear Regression Models with Long Memory Designs and  Errors“
                    Harry Pavlopoulos (Athens), Jan Picek (Liberec) and Jana Jurečková (Prague):
„Heavy Tailed Durations of Regional Rainfall“
                    Pranab K. Sen and Moonsu Kang  (Chapel Hill): 
„Kendall’s Tau-Type Rank Statistics In Genome Data“


Contributed papers: 

                       Jaromír Antoch and David Legát  (Prague):
                      Application of MCMC to change point detection“

                   Pavel Číľek (Tilburg):
                     Efficient robust estimation of time-series regression models” 

                   Martin Schindler  (Prague and Liberec):
„Kolmogorov-Smirnov Two-sample Test Based on Regression Rank Scores“



Seminars, abstracts and texts:

April 12, 2006: 
Keith Knight, University of Toronto, Canada: 
Regression quantile spacings

May 24, 2006: 
Boris Levit, Queen's University, Kingston, Canada:
Regular, non-regular and quasi-regular nonparametric problems

May 31, 2006:
Jan Hannig, Colorado State University, Fort Collins, USA:
Fiducial Inference

June 14, 2006:  
Miniworkshop on Quantile Regression:
M. Hallin (Brusel), R. Koenker (Urbana-Champaign, IL, USA),
Pin Ng (Flagstaff, AZ, USA), 
J. Henstridge  (Data  Analysis Australia)

October 4, 2006:
Mathias Templ, Vienna University of Technology, Austria:
Statistical disclosure control: Methods and software development in R

October 11, 2006:
9:00 a.m. :  David Mason, University of Delaware, Newark, USA:
        Local empirical and U-statistics processes: Methods and Applications
        Text 1  Text 2

October 18, 2006:
9:00 a.m.:   Keith Knight, University of Toronto, Canada:
                  Estimating conditional extremes

November 15, 2006:
9:00 a.m.:  Jan Hannig, Colorado State University, Fort Collins, USA:
                Statistical model for tracking with applications

November 22, 2006:
9:00 a.m.:  Winfried Stute, Universität Giessen, Germany:
Nonparametric comparison of regression functions