Detail grantu

GAČR 13-01930S Robustní procedury pro nestandardní situace, jejich diagnostika a implementace

Řešitel: prof. RNDr. Jan Ámos Víšek CSc.
Spolupracovníci:
Popis:
Spolupráce:
Práce v rámci grantu:
WWW odkaz:
Finance: GAČR 13-01930S
Konec: 2016
Publikace:

Víšek, J. Á. : Asymptotic representation of the instrumentl weighted variables - theory and pracrice. Part I - deriving the formula for the asymptotic representation

Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

S-weighted estimators

Víšek, J. Á. : Estimating regression model with a mixed structure - roots and theory.

Víšek, J. Á. : Instrumental weighted variables under heteroscedasticity. Part I. Consistency.

Víšek, J. Á. : The least weighted squares with constraints and under heteroscedasticity

Víšek, J. Á.: A few critical comments to the paper by Marek Loužek: The economic approach to science.

Víšek, J. Á.: Representation of SW-estimators

Víšek, J. Á.: Representation of the least weighted squares

Víšek, J. Á.: S-weighted estimators

Konference:

4TH SMTDA 2016

Applied Stochastic Models and Data Analysis 2013

Applied Stochastic Models and Data Analysis 2015

COMPSTAT 2014

COMPSTAT 2016

COMPUTATIONAL AND METHODOLOGICAL STATISTICS,

EIGHTH INTERNATIONAL WORKSHOP ON SIMULATION

EURO 2015

European Research Committee for Informatics and Mathematics 2016

International Conference on Robust Statistics 2014

International Conference on Robust Statistics 2016

ROBUST 2014

ROBUST 2016

Prosinec 2018
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Partneři

Deloitte
McKinsey & Company
Moneta Money Bank

Sponzoři

CRIF
ČSOB