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62J99 None of the above, but in this section (19 articles)

• Boček, Pavel; Šiman, Miroslav: Directional quantile regression in R. (English). Kybernetika, vol. 53 (2017), issue 3, pp. 480-492
• Boček, Pavel; Šiman, Miroslav: Directional quantile regression in Octave (and MATLAB). (English). Kybernetika, vol. 52 (2016), issue 1, pp. 28-51
• Pešta, Michal: Asymptotics for weakly dependent errors-in-variables. (English). Kybernetika, vol. 49 (2013), issue 5, pp. 692-704
• Cang, Shi-Jian; Chen, Zeng-Qiang; Yuan, Zhu-Zhi: Analysis of an on-off intermittency system with adjustable state levels. (English). Kybernetika, vol. 44 (2008), issue 4, pp. 455-468
• Varga, Štefan: Robust estimations in classical regression models versus robust estimations in fuzzy regression models. (English). Kybernetika, vol. 43 (2007), issue 4, pp. 503-508
• Kubáček, Lubomír; Kubáčková, Ludmila; Ševčík, Jan: Linear conform transformation: Errors in both coordinate systems. (English). Applications of Mathematics, vol. 47 (2002), issue 4, pp. 361-380
• Jarušková, Daniela: Change-point estimator in continuous quadratic regression. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 42 (2001), issue 4, pp. 741-752
• Kubáček, Lubomír; Kubáčková, Ludmila: One of the calibration problems. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 36 (1997), issue 1, pp. 117-130
• Oktaba, Wiktor: Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model. (English). Applications of Mathematics, vol. 40 (1995), issue 1, pp. 55-59
• Oktaba, Wiktor: Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model. (English). Applications of Mathematics, vol. 40 (1995), issue 1, pp. 47-54
• Wimmer, Gejza: Linear-quadratic estimators in a special structure of the linear model. (English). Applications of Mathematics, vol. 40 (1995), issue 2, pp. 81-105
• Varga, Štefan: Quadratic estimations in mixed linear models. (English). Applications of Mathematics, vol. 36 (1991), issue 2, pp. 134-144
• Stuchlý, Jaroslav: Bayes unbiased estimation in a model with three variance components. (English). Aplikace matematiky, vol. 34 (1989), issue 5, pp. 375-386
• Stuchlý, Jaroslav: Bayes unbiased estimation in a model with two variance components. (English). Aplikace matematiky, vol. 32 (1987), issue 2, pp. 120-130
• Volaufová, Júlia: Estimation of parameters of mean and variance in two-stage linear models. (English). Aplikace matematiky, vol. 32 (1987), issue 1, pp. 1-8
• Kubáček, Lubomír: Elimination of nuisance parameters in a regression model. (English). Mathematica Slovaca, vol. 36 (1986), issue 2, pp. 137-144
• Jahn, Walter; Riedel, M.: Reduction of the dimension in the linear model with stochastic regressors. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 25 (1984), issue 4, pp. 747-761
• Kovanic, Pavel: Minimum penalty estimate. (English). Kybernetika, vol. 8 (1972), issue 5, pp. (367)-383
• Kubáček, Lubomír: On the General Problem of Adjustment of Measured Values. (English). Matematický časopis, vol. 19 (1969), issue 4, pp. 270-275