Search results
- 1.0546694 - ÚTIA 2023 RIV DE eng J - Journal Article
Kalina, Jan - Tichavský, J.
The minimum weighted covariance determinant estimator for high-dimensional data.
Advances in Data Analysis and Classification. Roč. 16, č. 4 (2022), s. 977-999. ISSN 1862-5347. E-ISSN 1862-5355
R&D Projects: GA ČR GA21-05325S; GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985556
Keywords : High-dimensional data * Regularization * Robust estimation * Implicit weighting * Scatter matrix
OECD category: Pure mathematics
Impact factor: 1.6, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2021/SI/kalina-0546694.pdf https://link.springer.com/article/10.1007/s11634-021-00471-6
Permanent Link: http://hdl.handle.net/11104/0323102 - 2.0546601 - ÚI 2023 RIV DE eng J - Journal Article
Kalina, Jan - Tichavský, Jan
The minimum weighted covariance determinant estimator for high-dimensional data.
Advances in Data Analysis and Classification. Roč. 16, č. 4 (2022), s. 977-999. ISSN 1862-5347. E-ISSN 1862-5355
R&D Projects: GA ČR GA21-05325S; GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : High-dimensional data * Regularization * Robust estimation * Implicit weighting * Scatter matrix
OECD category: Statistics and probability
Impact factor: 1.6, year: 2022
Method of publishing: Limited access
https://dx.doi.org/10.1007/s11634-021-00471-6
Permanent Link: http://hdl.handle.net/11104/0323054 - 3.0535711 - ÚI 2021 RIV CZ eng C - Conference Paper (international conference)
Vidnerová, Petra - Kalina, Jan
Least Weighted Absolute Value Estimator with an Application to Investment Data.
The 14th International Days of Statistics and Economics Conference Proceedings. Slaný: Melandrium, 2020 - (Löster, T.; Pavelka, T.), s. 1357-1366. ISBN 978-80-87990-22-3.
[International Days of Statistics and Economics /14./. Prague (CZ), 10.09.2020-12.09.2020]
R&D Projects: GA ČR(CZ) GA18-23827S; GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : robust regression * regression median * implicit weighting * computational aspects * nonparametric bootstrap
OECD category: Statistics and probability
https://msed.vse.cz/msed_2020/article/351-Vidnerova-Petra-paper.pdf
Permanent Link: http://hdl.handle.net/11104/0313658File Download Size Commentary Version Access 0535711-aw.pdf 0 315.6 KB Volně online Publisher’s postprint open-access - 4.0522579 - ÚI 2023 RIV US eng J - Journal Article
Kalina, Jan
The minimum weighted covariance determinant estimator revisited.
Communications in Statistics - Simulation and Computation. Roč. 51, č. 7 (2022), s. 3888-3900. ISSN 0361-0918. E-ISSN 1532-4141
Grant - others:GA ČR(CZ) GA18-01137S
Institutional support: RVO:67985807
Keywords : Consistency factor * Implicit weighting * Multivariate data * Robustness * Simulations
OECD category: Statistics and probability
Impact factor: 0.9, year: 2022
Method of publishing: Limited access
https://dx.doi.org/10.1080/03610918.2020.1725818
Permanent Link: http://hdl.handle.net/11104/0307053 - 5.0039238 - ÚTIA 2007 CZ eng K - Conference Paper (Czech conference)
Víšek, Jan Ámos
Philosophy of mathematical modelling and the least weighted squares.
Data Analysis 2003/II. Progressive Methods of Statistical Data Analysis and modelling for Research and Technical Practice. Pardubice: TriloByte, 2004 - (Kupka, K.), s. 101-118. ISBN 80-239-2590-3.
[Data Analysis. Pardubice (CZ), 24.11.2003-27.11.2003]
R&D Projects: GA ČR(CZ) GA402/03/0084
Institutional research plan: CEZ:AV0Z10750506
Keywords : regression * robustness * implicit weighting
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0133390