Search results
- 1.0583584 - ÚTIA 2024 RIV PL eng J - Journal Article
Kalina, Jan - Tichavský, J.
On Robust Estimation of Error Variance in (Highly) Robust Regression.
Measurement Science Review. Roč. 20, č. 1 (2020), s. 6-14. ISSN 1335-8871. E-ISSN 1335-8871
R&D Projects: GA ČR(CZ) GA19-05704S; GA ČR GA17-07384S
Institutional support: RVO:67985556
Keywords : high robustness * simulation * least weighted squares * variance of errors * outliers * robust regression
OECD category: Statistics and probability
Impact factor: 1.319, year: 2020
Method of publishing: Open access
https://sciendo.com/article/10.2478/msr-2020-0002
Permanent Link: https://hdl.handle.net/11104/0351590 - 2.0581616 - ÚI 2025 GB eng J - Journal Article
Kalina, Jan
Regularized least weighted squares estimator in linear regression.
Communications in Statistics - Simulation and Computation. Online 08 January 2024 (2024). ISSN 0361-0918. E-ISSN 1532-4141
R&D Projects: GA ČR(CZ) GA22-02067S
Institutional support: RVO:67985807
Keywords : Lasso estimator * Outliers * Regularization * Robust regression * Sparsity
Impact factor: 0.9, year: 2022
Method of publishing: Limited access
https://doi.org/10.1080/03610918.2023.2300356
Permanent Link: https://hdl.handle.net/11104/0349720 - 3.0559056 - ÚI 2023 RIV CZ eng J - Journal Article
Kalina, Jan - Vidnerová, Petra
Least Weighted Squares Quantiles Reveal How Competitiveness Contributes to Tourism Performance.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 72, č. 2 (2022), s. 150-171. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR(CZ) GA22-02067S
Grant - others:GA ČR(CZ) GA21-19311S
Institutional support: RVO:67985807
Keywords : quantile regression * travel and tourism * robust regression * least weighted squares
OECD category: Statistics and probability
Impact factor: 0.5, year: 2022
Method of publishing: Open access
https://doi.org/10.32065/CJEF.2022.02.03
Permanent Link: https://hdl.handle.net/11104/0332474File Download Size Commentary Version Access 0559056-aoa.pdf 4 1.8 MB volně online Publisher’s postprint open-access - 4.0546143 - ÚI 2022 RIV CZ eng C - Conference Paper (international conference)
Kalina, Jan
Multifractal approaches in econometrics and fractal-inspired robust regression.
MME 2021, 39th International Conference on Mathematical Methods in Economics. Conference Proceedings. Prague: Faculty of Economics and Management, Czech University of Life Sciences Prague, 2021 - (Hlavatý, R.), s. 238-243. ISBN 978-80-213-3126-6.
[MME 2021: International Conference on Mathematical Methods in Economics /39./. Prague (CZ), 08.09.2021-10.09.2021]
Institutional support: RVO:67985807
Keywords : chaos in economics * fractal market hypothesis * reciprocal weights * robust regression * prediction
OECD category: Applied Economics, Econometrics
https://mme2021.v2.czu.cz/dl/99363?lang=en
Permanent Link: http://hdl.handle.net/11104/0322694File Download Size Commentary Version Access 0546143-cely.pdf 3 36.8 MB OA (© Authors of papers), volně online Publisher’s postprint open-access - 5.0535711 - 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 - 6.0524790 - ÚI 2021 RIV CH eng C - Conference Paper (international conference)
Kalina, Jan - Vidnerová, Petra
Robust Multilayer Perceptrons: Robust Loss Functions and Their Derivatives.
Proceedings of the 21st EANN (Engineering Applications of Neural Networks) 2020 Conference. Cham: Springer, 2020 - (Iliadis, L.; Parvanov Angelov, P.; Jayne, C.; Pimenidis, E.), s. 546-557. Proceedings of the International Neural Networks Society. ISBN 978-3-030-48790-4. ISSN 2661-8141.
[EANN 2020: International Conference on Engineering Applications of Neural Networks /21./. Halkidiki (GR), 05.06.2020-07.06.2020]
R&D Projects: GA ČR(CZ) GA19-05704S; GA ČR(CZ) GA18-23827S
Institutional support: RVO:67985807
Keywords : Neural networks * Loss functions * Robust regression
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
https://link.springer.com/chapter/10.1007%2F978-3-030-48791-1_43
Permanent Link: http://hdl.handle.net/11104/0309079 - 7.0522581 - ÚI 2021 RIV SK eng J - Journal Article
Kalina, Jan - Tichavský, Jan
On Robust Estimation of Error Variance in (Highly) Robust Regression.
Measurement Science Review. Roč. 20, č. 1 (2020), s. 6-14. ISSN 1335-8871. E-ISSN 1335-8871
R&D Projects: GA ČR(CZ) GA19-05704S
Grant - others:GA ČR(CZ) GA17-07384S
Institutional support: RVO:67985807
Keywords : high robustness * robust regression * outliers * variance of errors * least weighted squares * simulation
OECD category: Statistics and probability
Impact factor: 1.319, year: 2020
Method of publishing: Open access
Permanent Link: http://hdl.handle.net/11104/0307056File Download Size Commentary Version Access 0522581-afin.pdf 2 1.5 MB volně online Publisher’s postprint open-access - 8.0517255 - 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 - 9.0517237 - ÚI 2020 RIV CZ eng L4 - Software
Tichavský, Jan - Kalina, Jan
Residual and nonparametric bootstrap for estimating variability of robust regression estimators.
Internal code: Bootstrap Residual 1.0 ; 2019
Technical parameters: Kód v Matlabu, spustitelný samostatně podle instrukcí v dokumentaci. Spuštění vyžaduje kód pro výpočet LTS a LWS odhadu. Dostupné pod licencí MIT.
Economic parameters: Software umožňuje uživateli odhadnout varianční matici pro LTS a LWS odhady pomocí reziduálního bootstrapu. Software usnadňuje práci s těmito odhady, protože jiná metoda pro odhad jejich variability není dosud nikde implementovaná.
R&D Projects: GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : robust regression * residual bootstrap * 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/Veragin/Bootstrap
Permanent Link: http://hdl.handle.net/11104/0302549
Research data: Github.com - 10.0509648 - ÚI 2020 RIV CZ eng C - Conference Paper (international conference)
Kalina, Jan - Vidnerová, Petra
Implicitly weighted robust estimation of quantiles in linear regression.
Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economics, 2019 - (Houda, M.; Remeš, R.), s. 25-30. ISBN 978-80-7394-760-6.
[MME 2019: International Conference on Mathematical Methods in Economics /37./. České Budějovice (CZ), 11.09.2019-13.09.2019]
R&D Projects: GA ČR(CZ) GA19-05704S; GA ČR(CZ) GA18-23827S
Institutional support: RVO:67985807
Keywords : regression quantiles * robust regression * outliers * leverage points
OECD category: Statistics and probability
https://mme2019.ef.jcu.cz/files/conference_proceedings.pdf
Permanent Link: http://hdl.handle.net/11104/0300322File Download Size Commentary Version Access 0509648-aw.pdf 5 2.2 MB volně online Publisher’s postprint open-access