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Your query: Author Sysno/Doc.kind = "^cav_un_auth 0247852 zv^"

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1.
0351852 - ÚI 2011 AT eng V - Research Report
Stehlík, M. - Fabián, Zdeněk - Střelec, L.
Small Sample Robust Testing for Normality against Pareto Tails.
Linz: Johannes Kepler University, 2010. 27 s. IFAS Research Paper Series, 2010-51.
Grant - others:Aktion(CZ-AT) 51p7, 54p21, 50p14, 54p13
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources
Keywords : Hill estimator * t-Hill estimator * testing for normality * robust tests for normality * returns * power comparison * Pareto tail * consistency * location functional
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2010-51.pdf
Permanent Link: http://hdl.handle.net/11104/0191507
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2.
0323556 - ÚI 2009 AT eng V - Research Report
Fabián, Zdeněk - Stehlík, M.
On Robust and Distribution Sensitive Hill Like Method.
Linz: Johannes Kepler University, 2009. 9 s. IFAS Research Paper Series, 2009-43.
Grant - others:Aktion(CZ-AT) 50p14
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources
Keywords : consistency * Hill estimator * insurance * Pareto tail * t-Hill estimator * robustness
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2009-43.pdf
Permanent Link: http://hdl.handle.net/11104/0171476
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3.
0321561 - ÚI 2009 AT eng V - Research Report
Stehlík, M. - Potocký, R. - Waldl, H. - Fabián, Zdeněk
Some notes on the favorable estimation for fitting heavy tailed data.
Linz: Johannes Kepler University, 2008. 31 s. IFAS Research Paper Series, 2008-32.
Grant - others:ASO(AT) SK-0607-BA-018; VEGA(SK) 1/3016/06; Aktion(CZ-AT) 50p14
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources ; V - Other public resources ; V - Other public resources
Keywords : heavy-tailed distribution * claims * robust approach * Johnson estimator * insurance * Basel II
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2008-32.pdf
Permanent Link: http://hdl.handle.net/11104/0170053