Search results
- 1.0573246 - ÚI 2024 RIV US eng J - Journal Article
Fabián, Zdeněk
Score correlation.
Research in Statisics. Roč. 1, č. 1 (2023), č. článku 2216686. E-ISSN 2768-4520
Institutional support: RVO:67985807
Keywords : correlation * skewed distributions * heavy-tailed distributions * scalar-valued scores
OECD category: Statistics and probability
Method of publishing: Open access
https://dx.doi.org/10.1080/27684520.2023.2216686
Permanent Link: https://hdl.handle.net/11104/0343716File Download Size Commentary Version Access 0573246-aoa.pdf 1 1.5 MB OA cely casopis Publisher’s postprint open-access - 2.0502907 - ÚTIA 2019 RIV CZ eng J - Journal Article
Kaňková, Vlasta - Omelchenko, Vadym
Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric.
Kybernetika. Roč. 54, č. 6 (2018), s. 1231-1246. ISSN 0023-5954.
[19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI). Jindřichův Hradec, 04.06.2018-06.06.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Stochastic programming problems * Second order stochastic dominance constraints * Wasserstein metric * Stability * Relaxation * Scenario generation * Empirical estimates * Light-and heavy tailed distributions * Crossing
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
http://library.utia.cas.cz/separaty/2019/E/kankova-0502907.pdf
Permanent Link: http://hdl.handle.net/11104/0295272 - 3.0454495 - ÚTIA 2016 RIV SK eng J - Journal Article
Omelchenko, Vadym - Kaňková, Vlasta
Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints.
Acta Mathematica Universitas Comenianae. Roč. 84, č. 2 (2015), s. 267-281. ISSN 0862-9544
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf
Permanent Link: http://hdl.handle.net/11104/0255277 - 4.0431046 - ÚI 2015 CH eng A - Abstract
Fabián, Zdeněk
Score function of distribution and heavy tails.
COMPSTAT 2014. Book of Abstracts. ISI, 2014. s. 49-49.
[COMPSTAT 2014. International Conference on Computational Statistics /21./. 19.08.2014-22.08.2014, Geneva]
Institutional support: RVO:67985807
Keywords : score function * point estimation * correlation * heavy-tailed distributions
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0235688 - 5.0431044 - ÚI 2015 RIV CH eng C - Conference Paper (international conference)
Fabián, Zdeněk
Score Function of Distribution and Heavy-Tails.
Proceedings of COMPSTAT 2014. Geneva: Centre International de Conferences, 2014 - (Gilli, M.; Nieto-Reyes, A.; González-Rodríguez, G.), s. 657-664. ISBN 978-2-8399-1347-8.
[COMPSTAT 2014. International Conference on Computational Statistics /21./. Geneva (CH), 19.08.2014-22.08.2014]
R&D Projects: GA MŠMT(CZ) LG12020
Institutional support: RVO:67985807
Keywords : score function * point estimation * correlation * heavy-tailed distributions
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0235686File Download Size Commentary Version Access a0431044.pdf 2 534 KB Publisher’s postprint require - 6.0380774 - ÚTIA 2013 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Empirical Estimates in Economic and Financial Problems via Heavy Tails.
Proceedings of 30th International Conference Mathematical Methods in Economics 2012. Karviná: Silesian University in Opava, School of Busines Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 396-401. ISBN 978-80-7248-779-0.
[30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
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 problems * empirical estimates * thin and heavy tailed distributions * stable distribution * Pareto distribution * Lipschitz property
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/Kankova-empirical estimates in economic and financial problems via heavy tails.pdf
Permanent Link: http://hdl.handle.net/11104/0211398 - 7.0350698 - ÚFA 2011 RIV AT eng J - Journal Article
Kyselý, Jan
Coverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data.
Theoretical and Applied Climatology. Roč. 101, 3-4 (2010), s. 345-361. ISSN 0177-798X. E-ISSN 1434-4483
R&D Projects: GA AV ČR KJB300420801
Institutional research plan: CEZ:AV0Z30420517
Keywords : bootstrap * extreme value analysis * confidence intervals * heavy-tailed distributions * precipitation amounts
Subject RIV: DG - Athmosphere Sciences, Meteorology
Impact factor: 1.684, year: 2010
Permanent Link: http://hdl.handle.net/11104/0190631 - 8.0338486 - ÚI 2010 CZ cze A - Abstract
Fabián, Zdeněk
Míry a váhy.
ROBUST 2010. Kniha abstraktů. Praha: JČMF, 2010. s. 9-9.
[ROBUST 2010. Zimní škola JČMF /16./. 31.01.2010-05.02.2010, Králíky]
Institutional research plan: CEZ:AV0Z10300504
Keywords : point estimation * heavy-tailed distributions
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0182247 - 9.0322077 - 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