Search results
- 1.0524837 - 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 - 2.0504430 - ÚI 2020 RIV US eng J - Journal Article
Stehlík, M. - Núñez Soza, L. - Fabián, Zdeněk - Jiřina, Marcel - Jordanova, P. - Arancibia, S. C. - Kiselák, J.
On Ecological Aspects of Dynamics for Zero Slope Regression for Water Pollution in Chile.
Stochastic Analysis and Applications. Roč. 37, č. 4 (2019), s. 574-601. ISSN 0736-2994. E-ISSN 1532-9356
R&D Projects: GA MŠMT(CZ) EF16_013/0001787
Institutional support: RVO:67985807
Keywords : robust regression * score regression * non-normal distribution of residuals * boron * arsenic
OECD category: Statistics and probability
Impact factor: 1.035, year: 2019
Method of publishing: Limited access
http://dx.doi.org/10.1080/07362994.2019.1592692
Permanent Link: http://hdl.handle.net/11104/0296064 - 3.0460584 - ÚI 2017 RIV US eng J - Journal Article
Jordanova, P. - Fabián, Zdeněk - Hermann, P. - Střelec, L. - Rivera, A. - Girard, S. - Torres, S. - Stehlík, M.
Weak Properties and Robustness of t-Hill Estimators.
Extremes. Roč. 19, č. 4 (2016), s. 591-626. ISSN 1386-1999. E-ISSN 1572-915X
Institutional support: RVO:67985807
Keywords : asymptotic properties of estimators * point estimation * t-Hill estimator * t-lgHill estimator
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 1.679, year: 2016
Permanent Link: http://hdl.handle.net/11104/0260616File Download Size Commentary Version Access a0460584.pdf 8 2.1 MB Publisher’s postprint require - 4.0438651 - ÚTIA 2016 RIV NL eng J - Journal Article
Sabolová, R. - Sečkárová, Vladimíra - Dušek, Jiří - Stehlík, M.
Entropy based statistical inference for methane emissions released from wetland.
Chemometrics and Intelligent Laboratory Systems. Roč. 141, č. 1 (2015), s. 125-133. ISSN 0169-7439. E-ISSN 1873-3239
R&D Projects: GA ČR GA13-13502S; GA ČR(CZ) GAP504/11/1151; GA MŠMT(CZ) ED1.1.00/02.0073
Grant - others:GA ČR(CZ) GA201/12/0083; GA UK(CZ) SVV 2014-260105
Institutional support: RVO:67985556 ; RVO:67179843
Keywords : chaos * entropy * Kullback-Leibler divergence * Pareto distribution * saddlepoint approaximation * wetland ecosystem
Subject RIV: BB - Applied Statistics, Operational Research; EH - Ecology, Behaviour (UEK-B)
Impact factor: 2.217, year: 2015
http://library.utia.cas.cz/separaty/2014/AS/seckarova-0438651.pdf
Permanent Link: http://hdl.handle.net/11104/0242967 - 5.0398502 - ÚVGZ 2014 RIV NL eng J - Journal Article
Jordanova, P. - Dušek, Jiří - Stehlík, M.
Microergodicity effects on ebullition of methane modelled by Mixed Poisson process with Pareto mixing variable.
Chemometrics and Intelligent Laboratory Systems. Roč. 128, OCT 15 (2013), s. 124-134. ISSN 0169-7439. E-ISSN 1873-3239
R&D Projects: GA ČR(CZ) GAP504/11/1151; GA MŠMT(CZ) ED1.1.00/02.0073
Institutional support: RVO:67179843
Keywords : environmental chemistry * ebullition of methane * mixed poisson processes * renewal process * pareto distribution * moving average process * robust statistics * sedge–grass marsh
Subject RIV: EH - Ecology, Behaviour
Impact factor: 2.381, year: 2013
Permanent Link: http://hdl.handle.net/11104/0226039 - 6.0394197 - ÚI 2014 RIV BG eng J - Journal Article
Jordanova, P. - Stehlík, M. - Fabián, Zdeněk - Střelec, L.
On Estimation and Testing for Pareto Tails.
Pliska Studia Mathematica Bulgarica. Roč. 22, č. 1 (2013), s. 89-108. ISSN 0204-9805
Institutional support: RVO:67985807
Keywords : testing against heavy tails * asymptotic properties of estimators * point estimation
Subject RIV: BB - Applied Statistics, Operational Research
http://www.math.bas.bg/~pliska/Pliska-22/Pliska-22-2013-089-108.pdf
Permanent Link: http://hdl.handle.net/11104/0222487 - 7.0391341 - ÚVGZ 2014 NL eng J - Journal Article
Jordanova, D. - Dušek, Jiří - Stehlík, M.
Modeling methane emission via the infinite moving average process.
Chemometrics and Intelligent Laboratory Systems. Roč. 122, - (2013), s. 40-49. ISSN 0169-7439. E-ISSN 1873-3239
R&D Projects: GA MŠMT(CZ) ED1.1.00/02.0073; GA ČR(CZ) GAP504/11/1151
Institutional support: RVO:67179843
Keywords : Environmental chemistry * Pareto tails * t-Hill estimator * Weak consistency * Moving average process * Methane emission model
Subject RIV: EH - Ecology, Behaviour
Impact factor: 2.381, year: 2013
Permanent Link: http://hdl.handle.net/11104/0220421 - 8.0376157 - ÚI 2013 RIV US eng J - Journal Article
Stehlík, M. - Fabián, Zdeněk - Střelec, L.
Small Sample Robust Testing for Normality against Pareto Tails.
Communications in Statistics - Simulation and Computation. Roč. 41, č. 7 (2012), s. 1167-1194. ISSN 0361-0918. E-ISSN 1532-4141
Grant - others:Aktion(CZ-AT) 51p7, 54p21, 50p14, 54p13
Institutional research plan: CEZ:AV0Z10300504
Keywords : consistency * Hill estimator * t-Hill estimator * location functional * Pareto tail * power comparison * returns * robust tests for normality
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.295, year: 2012
Permanent Link: http://hdl.handle.net/11104/0208638 - 9.0342150 - ÚI 2011 RIV DE eng J - Journal Article
Stehlík, M. - Potocký, R. - Waldl, H. - Fabián, Zdeněk
On the Favorable Estimation for Fitting Heavy Tailed Data.
Computational Statistics. Roč. 25, č. 3 (2010), s. 485-503. ISSN 0943-4062. E-ISSN 1613-9658
Grant - others:ASO(SK) SK-0607-BA-018; VEGA(SK) 1/0077/09; 50p14(CZ-AT) AKTION; AKTION(CZ-AT) 54p13
Institutional research plan: CEZ:AV0Z10300504
Keywords : heavy-tailed distribution * exact likelihood ratio test * T-score moment estimator * insurance * Basel II
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.500, year: 2010
Permanent Link: http://hdl.handle.net/11104/0184964 - 10.0322077 - ÚI 2009 RIV CS eng J - Journal Article
Fabián, Zdeněk - Stehlík, M.
A Note on Favorable Estimation when Data is Contaminated.
[Poznámka k odhadům vhodným pro kontaminovaná data.]
Communications in Dependability and Quality Management. Roč. 11, č. 4 (2008), s. 36-43. ISSN 1450-7196
Grant - others:AKTION(CZ-AT) 50p14
Institutional research plan: CEZ:AV0Z10300504
Keywords : t-score * contamination * heavy-tailed distributions
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0170434