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 - 2.0460584 - 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 - 3.0394197 - 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 - 4.0376157 - 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