Analytical Methods in Statistics: Amistat, Liberec, Czech Republic, September 2019 (Paperback, 2020)

Preface.- Y. Guney, J. Jure?kova and O. Arslan, Averaged Autoregression Quantiles in Autoregressive Model.- J. Kalina and P. Vidnerova, Regression Neural Networks with a Highly Robust Loss Function.- H. L. Koul and P. Geng, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models.- M. Maciak, M. Pe?ta and S. Vitali, Implied Volatility Surface Estimation via Quantile Regularization.- I. Mizera, A remark on the Grenander estimator.- U. Radoji?i? and K. Nordhausen, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace.- P. Vidnerova, J. Kalina and Y. Guney, A Comparison of Robust Model Choice Criteria within a Metalearning Study.- S. Zwanzig and R. Ahmad, On Parameter Estimation for High Dimensional Errors-in-Variables Models.