| bibtype |
J -
Journal Article
|
| ARLID |
0040529 |
| utime |
20240903203903.8 |
| mtime |
20060821235959.9 |
| title
(primary) (eng) |
Depandent samples in empirical estimation of stochastic programming problems |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0039283 |
| ISSN |
1026-597X |
| title
|
Austrian Journal of Statistics |
| volume_id |
35 |
| page_num |
271-279 |
|
| title
(cze) |
Závislé výběry a empirické odhady v úlohách stochastického programování |
| keyword |
stochastic programming |
| keyword |
stability |
| keyword |
probability metrics |
| keyword |
Wasserstein metric |
| keyword |
Kolmogorov metric |
| keyword |
simulations |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| name1 |
Kaňková |
| name2 |
Vlasta |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0108104 |
| name1 |
Houda |
| name2 |
Michal |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| project |
| project_id |
GD402/03/H057 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0010985 |
|
| project |
| project_id |
GA402/05/0115 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001811 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The paper deals with stability and empirical estimates in stochastic programming. To this end the Kolmogorov and the Wasserstein metrics are employed. Moreover a relationship between the Wasserstein metric and so-called integrated empirical process is recalled. The stability results are applied to empirical estimates. A great attention has been paid to numerical simulations in the case of independent and some types of weak dependent random samples. |
| abstract
(cze) |
Práce se zabývá problematikou stability a empirických odhadů v úlohách stochastického programování. Kolmogorova a Wassersteinva metrika jsou použity pro studium stability. Na základě výsledků o stabilitě a vztahu Wassersteinvy metriky a integrovaného empirického procesu jsou uvedeny některé výsledky o empirických odhadech. Numerické simulace jsou provedeny pro nezávislé a jednoduché typy závislých výběrů. |
| reportyear |
2007 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0134235 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0039283 Austrian Journal of Statistics 1026-597X 1026-597X Roč. 35 2/3 2006 271 279 |
|