Search results
- 1.0578518 - ÚI 2025 DE eng J - Journal Article
Bodík, Juraj - Paluš, Milan - Pawlas, Z.
Causality in extremes of time series.
Extremes. Roč. 27, č. 1 (2024), s. 67-121. ISSN 1386-1999. E-ISSN 1572-915X
R&D Projects: GA ČR(CZ) GA19-16066S
Grant - others:AV ČR(CZ) AP1901
Program: Akademická prémie - Praemium Academiae
Institutional support: RVO:67985807
Keywords : Granger causality * Causal inference * Nonlinear time series * Causality-in-tail * Extreme value theory * Heavy tails
Impact factor: 1.3, year: 2022
Method of publishing: Open access
https://doi.org/10.1007/s10687-023-00479-5
Permanent Link: https://hdl.handle.net/11104/0347507 - 2.0472030 - ÚTIA 2017 RIV NL eng J - Journal Article
Krištoufek, Ladislav
Power-law cross-correlations estimation under heavy tails.
Communications in Nonlinear Science and Numerical Simulation. Roč. 40, č. 1 (2016), s. 163-172. ISSN 1007-5704. E-ISSN 1878-7274
R&D Projects: GA ČR(CZ) GP14-11402P
Institutional support: RVO:67985556
Keywords : Power-law cross-correlations * Heavy tails * Monte Carlo study
Subject RIV: AH - Economics
Impact factor: 2.784, year: 2016
http://library.utia.cas.cz/separaty/2016/E/kristoufek-0472030.pdf
Permanent Link: http://hdl.handle.net/11104/0269402 - 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 - 4.0392905 - ÚI 2014 CZ eng V - Research Report
Fabián, Zdeněk
Correlation and heavy-tails.
Prague: ICS AS CR, 2013. 14 s. Technical Report, V-1182.
Institutional support: RVO:67985807
Keywords : score function of distribution * score correlation * heavy tails
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0221657File Download Size Commentary Version Access v1182-13.pdf 16 1.3 MB Other open-access - 5.0386933 - ÚTIA 2013 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Data.
Bulletin of the Czech Econometric Society. Roč. 19, č. 30 (2012), s. 92-111. ISSN 1212-074X
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : Stochastic optimization * empirical estimates * thin and heavy tails * independent and weak dependent random samples
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/kankova-empirical estimates in optimization problems survey with special regard to heavy tails and dependent data.pdf
Permanent Link: http://hdl.handle.net/11104/0220215 - 6.0359099 - ÚTIA 2012 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Empirical Estimates in Stochastic Optimization: Special cases.
Výpočtová ekonomie, sborník 4.semináře. Plzeň: Západočeská univerzita v Plzni, 2010 - (Lukáš, L.), s. 9-19. ISBN 978-80-7043-773-5.
[Výpočtová ekonomie, 4. seminář. Plzeň (CZ), 18.12.2008]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic programming problems * L_1 norm * Lipschitz property * empirical estimates * convergence rate * exponential tails * heavy tails * Pareto distribution * risk functional
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/kankova-empirical estimates in stochastic optimization special cases.pdf
Permanent Link: http://hdl.handle.net/11104/0196952 - 7.0358510 - ÚI 2012 RIV US eng J - Journal Article
Fabián, Zdeněk
A New Statistical Tool: Scalar Score Function.
Computer Technology and Application. Roč. 2, - (2011), s. 109-116. ISSN 1934-7332
R&D Projects: GA ČR GA205/09/1079
Institutional research plan: CEZ:AV0Z10300504
Keywords : statistics * inference function * data characteristics * point estimates * heavy tails
Subject RIV: BB - Applied Statistics, Operational Research
http://www.davidpublisher.com/index.php/Home/Article/index?id=14511.html
Permanent Link: http://hdl.handle.net/11104/0196532 - 8.0352922 - ÚI 2011 RIV CZ eng J - Journal Article
Fabián, Zdeněk
Score Correlation.
Neural Network World. Roč. 20, č. 6 (2010), s. 793-798. ISSN 1210-0552
R&D Projects: GA ČR GA205/09/1079
Institutional research plan: CEZ:AV0Z10300504
Keywords : score function * correlation * rank correlation coefficient * heavy tails
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.511, year: 2010
Permanent Link: http://hdl.handle.net/11104/0006209File Download Size Commentary Version Access 0352922.pdf 2 269.9 KB Publisher’s postprint open-access - 9.0346938 - ÚI 2011 CZ eng V - Research Report
Fabián, Zdeněk
Scalar Score Function and Score Correlation.
Prague: ICS AS CR, 2010. 9 s. Technical Report, V-1077.
R&D Projects: GA ČR GA205/09/1079
Institutional research plan: CEZ:AV0Z10300504
Keywords : score function * correlation * rank correlation coefficient * heavy tails
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0187835File Download Size Commentary Version Access v1077-10.pdf 23 251.3 KB Other open-access - 10.0346165 - ÚTIA 2011 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Empirical Estimates in Stochastic Optimization via Distribution Tails.
Kybernetika. Roč. 46, č. 3 (2010), s. 459-471. ISSN 0023-5954.
[International Conference on Mathematical Methods in Economy and Industry. České Budějovice, 15.06.2009-18.06.2009]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA MŠMT(CZ) LC06075
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming problems * Stability * Wasserstein metric * L_1 norm * Lipschitz property * Empirical estimates * Convergence rate * Exponential tails * Heavy tails * Pareto distribution * Risk functional * Empirical quantiles
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.461, year: 2010
Permanent Link: http://hdl.handle.net/11104/0187260File Download Size Commentary Version Access 0346165.pdf 1 171.9 KB Publisher’s postprint open-access