0380774 - ÚTIA 2013 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, VlastaEmpirical Estimates in Economic and Financial Problems via Heavy Tails.
Proceedings of 30th International Conference Mathematical Methods in Economics 2012. Karviná: Silesian University in Opava, School of Busines Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 396-401. ISBN 978-80-7248-779-0.
[30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : stochastic optimization problems * empirical estimates * thin and heavy tailed distributions * stable distribution * Pareto distribution * Lipschitz property
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/Kankova-empirical estimates in economic and financial problems via heavy tails.pdf
Permanent Link: http://hdl.handle.net/11104/0211398
