Výsledky vyhledávání
- 1.0423826 - ÚTIA 2014 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Risk Measures in Optimization Problems via Empirical Estimates.
Acta Universitatis Carolinae. Oeconomica. Roč. 7, č. 3 (2013), s. 162-177. ISSN 0323-066X
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : static stochastic optimization problems * risk measures * empirical distribution function
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2013/E/kankova-0423826.pdf
Permanent Link: http://hdl.handle.net/11104/0229886 - 2.0388146 - ÚTIA 2013 RIV CZ eng J - Journal Article
Omelchenko, Vadym
Behavior and Convergence of Wasserstein Metric in the Framework of Stable Distributions.
Bulletin of the Czech Econometric Society. Roč. 2012, č. 30 (2012), s. 124-138. ISSN 1212-074X
R&D Projects: GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Institutional support: RVO:67985556
Keywords : Wasserstein Metric * Stable Distributions * Empirical Distribution Function
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/omelchenko-behavior and convergence of wasserstein metric in the framework of stable distributions.pdf
Permanent Link: http://hdl.handle.net/11104/0217170 - 3.0365534 - ÚTIA 2012 RIV US eng J - Journal Article
Víšek, Jan Ámos
Empirical distribution function under heteroscedasticity.
Statistics. Roč. 45, č. 5 (2011), s. 497-508. ISSN 0233-1888. E-ISSN 1029-4910
Grant - others:GA UK(CZ) GA402/09/0557
Institutional research plan: CEZ:AV0Z10750506
Keywords : Robustness * Convergence * Empirical distribution * Heteroscedasticity
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.724, year: 2011
http://library.utia.cas.cz/separaty/2011/SI/visek-0365534.pdf
Permanent Link: http://hdl.handle.net/11104/0200758