Search results
- 1.0567128 - ÚI 2023 RIV CH eng J - Journal Article
Hrba, M. - Maciak, M. - Peštová, Barbora - Pešta, M.
Bootstrapping Not Independent and Not Identically Distributed Data.
Mathematics. Roč. 10, č. 24 (2022), č. článku 4671. ISSN 2227-7390. E-ISSN 2227-7390
R&D Projects: GA ČR(CZ) GA21-03658S
Institutional support: RVO:67985807
Keywords : bootstrap * statistical inference * asymptotic normality * weakly dependent data * not identically distributed data * moving block bootstrap * law of large numbers * central limit theorem * psychometric evaluation * non-life insurance
OECD category: Statistics and probability
Impact factor: 2.4, year: 2022
Method of publishing: Open access
https://dx.doi.org/10.3390/math10244671
Permanent Link: https://hdl.handle.net/11104/0338390File Download Size Commentary Version Access 0567128-aoa.pdf 3 426.8 KB OA CC BY 4.0 Publisher’s postprint open-access - 2.0524837 - ÚI 2021 RIV US eng J - Journal Article
Stehlík, M. - Kiselák, J. - Vaičiulis, M. - Jordanova, P. - Núñez Soza, L. - Fabián, Zdeněk - Hermann, P. - Střelec, L. - Rivera, A. - Girard, S. - Torres, S.
Priority statement and some properties of t-lgHill estimator.
Extremes. Roč. 23, č. 3 (2020), s. 493-499. ISSN 1386-1999. E-ISSN 1572-915X
Institutional support: RVO:67985807
Keywords : T-lgHill estimator * Hill estimator * T-score estimation * Asymptotic normality * Levels of arsenic in drinking water
OECD category: Statistics and probability
Impact factor: 1.407, year: 2020
Method of publishing: Open access
Permanent Link: http://hdl.handle.net/11104/0309099File Download Size Commentary Version Access 0524837-aonl.pdf 5 299.5 KB OpenAccess Publisher’s postprint open-access - 3.0411055 - UTIA-B 20030042 RIV DE eng J - Journal Article
Liese, F. - Vajda, Igor
On square root of n-consistency and asymptotic normality of consistent estimators in models with independent observations.
Rostocker Mathematisches Kolloquium. Roč. 57, č. 3 (2003), s. 3-51. ISSN 0138-3248
R&D Projects: GA AV ČR IAA1075101
Institutional research plan: CEZ:AV0Z1075907
Keywords : general M-estimators for independent observations * rate of consistency * asymptotic normality
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131142 - 4.0410955 - UTIA-B 20020169 RIV CZ eng J - Journal Article
Víšek, Jan Ámos
The least weighted squares II. Consistency and asymptotic normality.
Bulletin of the Czech Econometric Society. Roč. 9, č. 16 (2002), s. 1-28. ISSN 1212-074X
R&D Projects: GA AV ČR KSK1019101
Grant - others:GA UK(CR) 255/2000/A EK /FSV
Institutional research plan: CEZ:AV0Z1075907
Keywords : robust regression * consistency * asymptotic normality
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131042 - 5.0410954 - UTIA-B 20020168 RIV CZ eng J - Journal Article
Víšek, Jan Ámos
The least weighted squares I. The asymptotic linearity of normal equations.
Bulletin of the Czech Econometric Society. Roč. 9, č. 15 (2002), s. 31-58. ISSN 1212-074X
R&D Projects: GA AV ČR KSK1019101
Grant - others:GA UK(CZ) 255/2002/A EK /FSV
Institutional research plan: CEZ:AV0Z1075907
Keywords : the least weighted squares * robust regression * asymptotic normality and representation
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131041 - 6.0410647 - UTIA-B 20010116 RIV JP eng J - Journal Article
Menéndez, M. L. - Morales, D. - Pardo, L. - Vajda, Igor
Minimum divergence estimators based on grouped data.
Annals of the Institute of Statistical Mathematics. Roč. 53, č. 2 (2001), s. 277-288. ISSN 0020-3157. E-ISSN 1572-9052
R&D Projects: GA ČR GA102/99/1137
Institutional research plan: AV0Z1075907
Keywords : minimum divergence estimators * random quantization * asymptotic normality
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.214, year: 2001
Permanent Link: http://hdl.handle.net/11104/0130735 - 7.0351906 - ÚTIA 2011 CZ eng V - Research Report
Boček, Pavel - Vajda, Igor - van der Meulen, E.
Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations.
Praha, 2010. 53 s. Research Report, 2292.
R&D Projects: GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : power divergences * goodness-of-fit * asymptotic normality,
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2010/SI/bocek-goodness-of-fit disparity statistics obtained by hypothetical and empirical quantizations.pdf
Permanent Link: http://hdl.handle.net/11104/0191543File Download Size Commentary Version Access 0351906.pdf 1 1.3 MB Other open-access - 8.0351256 - ÚTIA 2011 RIV US eng M - Monography Chapter
Vajda, Igor - van der Meulen, E.
Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles.
Handbook of Fitting Statistical Distributions with R. Boca Raton: CRC Press, 2010 - (Karian, Z.; Dudewicz, E.), s. 1-56. ISBN 978-1-58488-711-9
R&D Projects: GA ČR GAP202/10/0618
Institutional research plan: CEZ:AV0Z10750506
Keywords : Disparities * Power divergences * Empirical quantization * Asymptotic normality
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2010/SI/vajda-goodness-of-fit criteria based on observations quantized by hypothetical and empirical percentiles.pdf
Permanent Link: http://hdl.handle.net/11104/0191047 - 9.0337287 - ÚTIA 2010 CZ eng V - Research Report
Vajda, Igor - van der Meulen, Edward
Divergences between models and data under hypothetical and empirical quantizations.
[Divergence mezi modely a daty pri hypotetickém a empirickém kvantování.]
Praha: ÚTIA AV ČR, v.v.i, 2010. 40 s. Research Report, 2275.
R&D Projects: GA MŠMT(CZ) 1M0572; GA ČR GA102/07/1131
Institutional research plan: CEZ:AV0Z10750506
Keywords : Disparities * Hypothetical quantization * Asymptotic normality * Power divergences * Empirical quantization * Divergences * Asymptotic optimality * Consistency
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/SI/vajda-divergences between models and data under hypothetical and empirical quantizations.pdf
Permanent Link: http://hdl.handle.net/11104/0181315File Download Size Commentary Version Access 0337287.pdf 1 317.5 KB Other open-access - 10.0312780 - ÚTIA 2009 RIV NL eng J - Journal Article
Hobza, T. - Pardo, L. - Vajda, Igor
Robust median estimator in logisitc regression.
[Robustní mediánový odhad vlogisické regresi.]
Journal of Statistical Planning and Inference. Roč. 138, č. 12 (2008), s. 3822-3840. ISSN 0378-3758. E-ISSN 1873-1171
R&D Projects: GA MŠMT 1M0572
Grant - others:Instituto Nacional de Estadistica(ES) MPO FI - IM3/136; GA MŠk(CZ) MTM 2006-06872
Institutional research plan: CEZ:AV0Z10750506
Keywords : Logistic regression * Median * Robustness * Consistency and asymptotic normality * Morgenthaler * Bianco and Yohai * Croux and Hasellbroeck
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.679, year: 2008
http://library.utia.cas.cz/separaty/2008/SI/vajda-robust%20median%20estimator%20in%20logistic%20regression.pdf
Permanent Link: http://hdl.handle.net/11104/0163754