Search results
- 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 - 2.0456860 - 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 - 3.0454495 - 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 - 4.0450553 - 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 - 5.0447994 - 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 - 6.0444645 - 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 - 7.0439707 - 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 - 8.0429210 - 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/11104/0235489File Download Size Commentary Version Access 0429210.pdf 0 338.6 KB Other open-access