Martina Chvosteková

Martina Chvosteková
Slovak Academy of Sciences | SAV · Institute of Measurement Science

About

21
Publications
4,075
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146
Citations
Citations since 2017
14 Research Items
135 Citations
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2017201820192020202120222023010203040
2017201820192020202120222023010203040
2017201820192020202120222023010203040

Publications

Publications (21)
Article
In this article we deal with simultaneous two-sided tolerance intervals for a univariate linear regression model with independent normally distributed errors. We present a method for determining the intervals derived by the general confidence-set approach (GCSA), i.e. the intervals are constructed based on a specified confidence set for unknown par...
Article
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Recent work has paid close attention to the first principle of Granger causality about the cause preceding the effect. In this context, the question may arise as to whether the detected direction of causality will also be reversed after the time-reversal of unidirectionally coupled data. It has been shown recently that in the case of unidirectional...
Article
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In this study, the information flow time arrow is investigated for stochastic data defined by vector autoregressive models. The time series are analyzed forward and backward by different Granger causality detection methods. Besides the normal distribution, which is usually required for the validity of Granger causality analysis, several other distr...
Article
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The statistical calibration problem treated here consists of constructing the interval estimates for future unobserved values of a univariate explanatory variable corresponding to an unlimited number of future observations of a univariate response variable. An interval estimate is to be computed for a value x of an explanatory variable after observ...
Chapter
Although Granger causality is a widely used technique to detect the causal relationship between time series, its direct application for nonlinearly modeled data is not appropriate. There have been proposed several extensions to nonlinear cases, but there is no method appropriate for detecting relations between time series in general. We present a n...
Article
Full-text available
Using several methods for detection of causality in time series, we show in a numerical study that coupled chaotic dynamical systems violate the first principle of Granger causality that the cause precedes the effect. While such a violation can be observed in formal applications of time series analysis methods, it cannot occur in nature, due to the...
Article
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In this comparative study, six causality detection methods were compared, namely, the Granger vector autoregressive test, the extended Granger test, the kernel version of the Granger test, the conditional mutual information (transfer entropy), the evaluation of cross mappings between state spaces, and an assessment of predictability improvement due...
Article
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Human body movement has been under continuous research for many years due to its potential application as a novel biometric system to identify individuals. It is possible to utilize various techniques, not only to obtain requested movement data, but also to analyse movement data. This paper uses functional data analysis on data obtained from 12 vol...
Article
Full-text available
Objective . The aim of this study was to validate a survival analysis assessing the effect of type of rotary system, canal curvature, and instrument size on cyclic resistance. Materials and Methods . Cyclic fatigue testing was carried out in stainless steel artificial canals with radii of curvature of 3 or 5 mm and the angle of curvature of 60 degr...
Article
We deal with the problem of estimating constructing a confidence band for the 100γth percentile line in the multiple linear regression model with independent identically normally distributed errors. A method for computing the exact Scheffé type confidence band over a limited space of the particular covariates region is suggested. A confidence band...
Article
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Numerical results for a simple linear regression indicate that the non-simultaneous two-sided tolerance intervals nearly satisfy the condition of multiple-use confidence intervals, see Lee and Mathew (2002), but the numerical computation of the limits of the multiple-use confidence intervals is needed. We modified the Lieberman-Miller method (1963)...
Article
The simultaneous tolerance intervals are important for many measurement pro-cedures. The most common application for simultaneous tolerance intervals is a multiple-use calibration problem; see e.g. Mee et. al. (Technometrics 1991). In this paper we present a brief overview of the methods for constructing simultaneous tolerance intervals in a linear...
Article
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In this paper we present an exact likelihood ratio test (LRT) for testing the simple null hypothesis on all parameters of the linear regression model with normally distributed errors. In particular, we consider the simultaneous test for the regression parameters, β, and the error standard deviation, σ. The critical values of the LRT are presented f...

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