Search results
- 1.0583572 - ÚTIA 2024 RIV CZ eng C - Conference Paper (international conference)
Kalina, Jan - Janáček, Patrik
A Bootstrap Comparison of Robust Regression Estimators.
Mathematical Methods in Economics 2022: Proceedings. Jihlava: College of Polytechnics Jihlava, 2022 - (Vojáčková, H.), s. 161-167. ISBN 978-80-88064-62-6.
[MME 2022: International Conference on Mathematical Methods in Economics /40./. Jihlava (CZ), 07.09.2022-09.09.2022]
R&D Projects: GA ČR GA21-05325S
Institutional support: RVO:67985556
Keywords : linear regression * robust estimation * nonparametric bootstrap * bootstrap hypothesis testing
OECD category: Statistics and probability
http://library.utia.cz/separaty/2023/SI/kalina-0583572.pdf
Permanent Link: https://hdl.handle.net/11104/0351580 - 2.0567128 - ÚI 2023 RIV CH eng J - Journal Article
Hrba, M. - Maciak, M. - Peštová, Barbora - Pešta, M.
Bootstrapping Not Independent and Not Identically Distributed Data.
Mathematics. Roč. 10, č. 24 (2022), č. článku 4671. E-ISSN 2227-7390
R&D Projects: GA ČR(CZ) GA21-03658S
Institutional support: RVO:67985807
Keywords : bootstrap * statistical inference * asymptotic normality * weakly dependent data * not identically distributed data * moving block bootstrap * law of large numbers * central limit theorem * psychometric evaluation * non-life insurance
OECD category: Statistics and probability
Impact factor: 2.4, year: 2022
Method of publishing: Open access
https://dx.doi.org/10.3390/math10244671
Permanent Link: https://hdl.handle.net/11104/0338390File Download Size Commentary Version Access 0567128-aoa.pdf 3 426.8 KB OA CC BY 4.0 Publisher’s postprint open-access - 3.0564520 - ÚI 2023 CZ eng A - Abstract
Kalina, Jan - Janáček, P.
A Bootstrap Comparison of Robust Regression Estimators.
Mathematical Methods in Economics 2022: Book of Abstracts. Jihlava, 2022 - (Vojáčková, H.). s. 39-39. ISBN 978-80-88064-61-9.
[MME 2022: International Conference on Mathematical Methods in Economics /40./. 07.09.2022-09.09.2022, Jihlava]
R&D Projects: GA ČR GA21-05325S
Institutional support: RVO:67985807
Keywords : linear regression * robust estimation * nonparametric bootstrap * bootstrap hypothesis testing
https://mme2022.vspj.cz/download/book-of-abstracts-3.pdf
Permanent Link: https://hdl.handle.net/11104/0336183File Download Size Commentary Version Access 0564520-aw.pdf 2 125.1 KB volně online Publisher’s postprint open-access - 4.0564518 - ÚI 2023 RIV CZ eng C - Conference Paper (international conference)
Kalina, Jan - Janáček, Patrik
A Bootstrap Comparison of Robust Regression Estimators.
Mathematical Methods in Economics 2022: Proceedings. Jihlava: College of Polytechnics Jihlava, 2022 - (Vojáčková, H.), s. 161-167. ISBN 978-80-88064-62-6.
[MME 2022: International Conference on Mathematical Methods in Economics /40./. Jihlava (CZ), 07.09.2022-09.09.2022]
R&D Projects: GA ČR GA21-05325S
Institutional support: RVO:67985807 ; RVO:67985556
Keywords : linear regression * robust estimation * nonparametric bootstrap * bootstrap hypothesis testing
OECD category: Statistics and probability; Statistics and probability (UTIA-B)
https://mme2022.vspj.cz/download/proceedings-4.pdf
Permanent Link: https://hdl.handle.net/11104/0336179File Download Size Commentary Version Access 0564518-aonl.pdf 3 1.5 MB Volně online Publisher’s postprint open-access - 5.0556326 - ÚTIA 2023 CZ eng V - Research Report
Greenwood-Nimmo, M. - Kočenda, Evžen - Nguyen, V. H.
Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis.
Praha: Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, 2021. 43 s. IES Working Papers, 29/2021.
Institutional support: RVO:67985556
Keywords : Spillover index * systemic events * bootstrap-after-bootstrap procedure
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2022/E/kocenda-0556326.pdf
Permanent Link: http://hdl.handle.net/11104/0330839 - 6.0545458 - ÚI 2022 US eng J - Journal Article
Holmgren, C. - Juškevičius, Tomas - Kettle, N.
Majority Bootstrap Percolation on G(n, p).
Electronic Journal of Combinatorics. Roč. 24, č. 1 (2017), č. článku P1.1. ISSN 1077-8926. E-ISSN 1077-8926
Keywords : graph * bootstrap percolation * Erdos-Renyi random graph * threshold
Impact factor: 0.762, year: 2017
Permanent Link: http://hdl.handle.net/11104/0322141 - 7.0545433 - ÚI 2022 US eng J - Journal Article
Šefčáková, A. - Thurzo, M. - Katina, Stanislav - Velemínská, J. - Brůžek, J. - Velemínský, P.
Phenotypic diversity of skulls in the Merovingian population (Norroy-le-Veneur cemetery, 7th century AD, Moselle, France) in the context of Early Medieval Europe.
International Journal of Osteoarchaeology. Roč. 30, č. 5 (2020), s. 679-690. ISSN 1047-482X. E-ISSN 1099-1212
Keywords : yvelines * sex * bootstrap two-choice tests * Central Europe * Early Middle Ages * human skulls * Migration Period cemeteries * traditional craniometrics * West Europe * winsorization
Impact factor: 1.311, year: 2020
Permanent Link: http://hdl.handle.net/11104/0322119 - 8.0535711 - ÚI 2021 RIV CZ eng C - Conference Paper (international conference)
Vidnerová, Petra - Kalina, Jan
Least Weighted Absolute Value Estimator with an Application to Investment Data.
The 14th International Days of Statistics and Economics Conference Proceedings. Slaný: Melandrium, 2020 - (Löster, T.; Pavelka, T.), s. 1357-1366. ISBN 978-80-87990-22-3.
[International Days of Statistics and Economics /14./. Prague (CZ), 10.09.2020-12.09.2020]
R&D Projects: GA ČR(CZ) GA18-23827S; GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : robust regression * regression median * implicit weighting * computational aspects * nonparametric bootstrap
OECD category: Statistics and probability
https://msed.vse.cz/msed_2020/article/351-Vidnerova-Petra-paper.pdf
Permanent Link: http://hdl.handle.net/11104/0313658File Download Size Commentary Version Access 0535711-aw.pdf 0 315.6 KB Volně online Publisher’s postprint open-access - 9.0524844 - ÚI 2021 RIV US eng J - Journal Article
Maciak, M. - Pešta, M. - Peštová, Barbora
Changepoint in Dependent and Non-Stationary Panels.
Statistical Papers. Roč. 61, č. 4 (2020), s. 1385-1407. ISSN 0932-5026. E-ISSN 1613-9798
Institutional support: RVO:67985807
Keywords : Panel data * Changepoint * Dependence * Non-stationatity * Bootstrap * Call options * Insurance
OECD category: Statistics and probability
Impact factor: 2.234, year: 2020
Method of publishing: Limited access
http://dx.doi.org/10.1007/s00362-020-01180-6
Permanent Link: http://hdl.handle.net/11104/0309101 - 10.0517255 - ÚI 2020 RIV CZ eng L4 - Software
Kalina, Jan - Tichavský, Jan - Tobišková, Nicole
Nonparametric bootstrap for estimating variability of robust regression estimators.
Internal code: Nonparametric Bootstrap 1.0 ; 2019
Technical parameters: Kód v programovacím jazyce R spustitelný samostatně podle dokumentace, která je součástí jednotlivých souborů. Spuštění vyžaduje knihovnu robustbase. Dostupné pod licencí MIT.
Economic parameters: Software umožňuje uživateli odhadnout varianční matici robustních regresních odhadů pomocí neparametrického bootstrapu. Pro některé z odhadů by jiný způsob výpočtu byl značně složitý a vyžadoval by využít komerční software, pro LWS odhad není jiný způsob výpočtu ani známý. Software tak výrazně usnadňuje práci s robustními regresními odhady.
R&D Projects: GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : robust regression * nonparametric bootstrap * outliers * covariance matrix
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
https://github.com/jankalinaUI/Bootstrap-LWS
Permanent Link: http://hdl.handle.net/11104/0302552
Research data: Github.com