Search results

  1. 1.
    0466157 - ÚTIA 2017 RIV US eng J - Journal Article
    Volf, Petr
    On Statistical Analysis of Competing Risks with Application to the Time of First Goal.
    Journal of Mathematics and Statistical Science. Roč. 2, č. 10 (2016), s. 606-623, č. článku 2. ISSN 2411-2518
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : survival analysis * competing risks * sports statistics
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2016/SI/volf-0466157.pdf
    Permanent Link: http://hdl.handle.net/11104/0265687
     
     
  2. 2.
    0456860 - ÚTIA 2017 RIV AT eng J - Journal Article
    Volf, Petr
    Measuring Information Loss in Managerial Decision.
    Academic Journal of Management Science Research. Roč. 1, č. 1 (2016), s. 26-32. ISSN 2414-6498
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : stochastic optimization * Gini index * newsvendor problem * information loss
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2016/SI/volf-0456860.pdf
    Permanent Link: http://hdl.handle.net/11104/0258404
     
     
  3. 3.
    0454495 - ÚTIA 2016 RIV SK eng J - Journal Article
    Omelchenko, Vadym - Kaňková, Vlasta
    Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints.
    Acta Mathematica Universitas Comenianae. Roč. 84, č. 2 (2015), s. 267-281. ISSN 0862-9544
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf
    Permanent Link: http://hdl.handle.net/11104/0255277
     
     
  4. 4.
    0450553 - ÚTIA 2017 RIV DE eng J - Journal Article
    Kaňková, Vlasta
    A remark on multiobjective stochastic optimization via strongly convex functions.
    Central European Journal of Operations Research. Roč. 24, č. 2 (2016), s. 309-333. ISSN 1435-246X. E-ISSN 1613-9178
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : Stochasticmultiobjective optimization problem * Efficient solution * Wasserstein metric and L_1 norm * Stability and empirical estimates
    Subject RIV: BB - Applied Statistics, Operational Research
    Impact factor: 0.659, year: 2016
    http://library.utia.cas.cz/separaty/2015/E/kankova-0450553.pdf
    Permanent Link: http://hdl.handle.net/11104/0252048
     
     
  5. 5.
    0447994 - ÚTIA 2016 RIV CZ eng J - Journal Article
    Kaňková, Vlasta - Houda, Michal
    Thin and heavy tails in stochastic programming.
    Kybernetika. Roč. 51, č. 3 (2015), s. 433-456. ISSN 0023-5954
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance
    Subject RIV: BB - Applied Statistics, Operational Research
    Impact factor: 0.628, year: 2015
    http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf
    Permanent Link: http://hdl.handle.net/11104/0250230
     
     
  6. 6.
    0444645 - ÚTIA 2016 RIV CZ eng J - Journal Article
    Volf, Petr
    On problem of competing risks and their identification.
    Informační bulletin České statistické společnosti. Roč. 2015, 1-2 (2015), s. 85-92. ISSN 1210-8022
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : Survival analysis * competing risks * copula
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2015/SI/volf-0444645.pdf
    Permanent Link: http://hdl.handle.net/11104/0247503
     
     
  7. 7.
    0439707 - ÚTIA 2015 RIV CZ eng J - Journal Article
    Omelchenko, Vadym
    Parameter estimation of sub-Gaussian stable distributions.
    Kybernetika. Roč. 50, č. 6 (2014), s. 929-949. ISSN 0023-5954
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : stable distribution * sub-Gaussian distribution * maximum likelihood
    Subject RIV: AH - Economics
    Impact factor: 0.541, year: 2014
    http://library.utia.cas.cz/separaty/2014/E/omelchenko-0439707.pdf
    Permanent Link: http://hdl.handle.net/11104/0242974
     
     
  8. 8.
    0429210 - ÚTIA 2015 RIV CZ eng J - Journal Article
    Volf, Petr
    On precision of stochastic optimization based on estimates from censored data.
    Kybernetika. Roč. 50, č. 3 (2014), s. 297-309. ISSN 0023-5954
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : optimization * consistency * censored data
    Subject RIV: BB - Applied Statistics, Operational Research
    Impact factor: 0.541, year: 2014
    http://library.utia.cas.cz/separaty/2014/SI/volf-0429210.pdf
    Permanent Link: http://hdl.handle.net/11104/0235489
    FileDownloadSizeCommentaryVersionAccess
    0429210.pdf0338.6 KBOtheropen-access
     
     


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