Search results
- 1.0460584 - 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 - 2.0391341 - ÚVGZ 2014 NL eng J - Journal Article
Jordanova, D. - Dušek, Jiří - Stehlík, M.
Modeling methane emission via the infinite moving average process.
Chemometrics and Intelligent Laboratory Systems. Roč. 122, - (2013), s. 40-49. ISSN 0169-7439. E-ISSN 1873-3239
R&D Projects: GA MŠMT(CZ) ED1.1.00/02.0073; GA ČR(CZ) GAP504/11/1151
Institutional support: RVO:67179843
Keywords : Environmental chemistry * Pareto tails * t-Hill estimator * Weak consistency * Moving average process * Methane emission model
Subject RIV: EH - Ecology, Behaviour
Impact factor: 2.381, year: 2013
Permanent Link: http://hdl.handle.net/11104/0220421 - 3.0376157 - 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 - 4.0351852 - ÚI 2011 AT eng V - Research Report
Stehlík, M. - Fabián, Zdeněk - Střelec, L.
Small Sample Robust Testing for Normality against Pareto Tails.
Linz: Johannes Kepler University, 2010. 27 s. IFAS Research Paper Series, 2010-51.
Grant - others:Aktion(CZ-AT) 51p7, 54p21, 50p14, 54p13
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources
Keywords : Hill estimator * t-Hill estimator * testing for normality * robust tests for normality * returns * power comparison * Pareto tail * consistency * location functional
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2010-51.pdf
Permanent Link: http://hdl.handle.net/11104/0191507 - 5.0323556 - ÚI 2009 AT eng V - Research Report
Fabián, Zdeněk - Stehlík, M.
On Robust and Distribution Sensitive Hill Like Method.
Linz: Johannes Kepler University, 2009. 9 s. IFAS Research Paper Series, 2009-43.
Grant - others:Aktion(CZ-AT) 50p14
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources
Keywords : consistency * Hill estimator * insurance * Pareto tail * t-Hill estimator * robustness
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2009-43.pdf
Permanent Link: http://hdl.handle.net/11104/0171476