Detail grantu

201/94/0322 Empiricky optimalizovaný výběr procedury pro identifikaci regresního modelu (1994-1996)

Řešitel: prof. RNDr. Jan Ámos Víšek CSc.
Spolupracovníci:
Popis:
Spolupráce:
Práce v rámci grantu:
WWW odkaz:
Finance: Czech Science Foundation (GA ČR)
Konec: 12/1996
Publikace:

Quintana, F., Rubio, A., Víšek.: Test for differences between M-estimates of nonlinear regression model.

Rubio, A., J.A. Víšek: Asymptotic Representation of Constrained M-estimators.

Rubio, A., J.A. Víšek.: A Note on Asymptotic Linearity of M- Statistics in Nonlinear Models,

Rubio, A., J.A. Víšek.: Diagnostics of Regression Model: Test of Goodness of Fit.

Rubio,A., J.A.Víšek : Estimating contamination level of data in the framework of linear regression analysis.

Víšek, J,Á.: Diagnostics of Regression Subsample Stability.

Víšek, J,Á.: Robust specification test.

Víšek, J,Á.: What is characterized by Gross Error Sensitivity?

Víšek, J.A.: A Cautionary Note on the Method of Least Median of Squares Reconsidered.

Víšek, J.Á.: Contamination level and sensitivity of robust tests.

Víšek, J.A.: High Robustness and Illusion of Truth,

Víšek, J.A.: Ještě jednou o koeficientu determinace (Once again on Coefficient of Determination).

Víšek, J.A.: On High Breakdown Point Estimation.

Víšek, J.A.: On the Coefficient of Determination: Simple but ...

Víšek, J.A.: On the Heuristics of Statistical Results.

Víšek, J.A.: Sensitivity Analysis of M-Estimates.

Víšek, J.A.: Significance of Differences of Estimates.

Konference:

Prague Stochastics'98

Partneři

Deloitte
McKinsey & Company
Moneta Money Bank

Sponzoři

CRIF
ČSOB