| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0364654 |
| utime |
20240111140800.7 |
| mtime |
20111101235959.9 |
| WOS |
000309074600055 |
| title
(primary) (eng) |
Dependent Data in Economic and Financial Problems |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0364653 |
| ISBN |
978-80-7431-058-4 |
| title
|
Proceedings of the 29th International Conference Mathematical Methods in Economics 2011 |
| part_num |
1 |
| part_title |
Part I |
| page_num |
327-332 |
| publisher |
| place |
Praha |
| name |
Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic |
| year |
2011 |
|
| editor |
| name1 |
Dlouhý |
| name2 |
Martin |
|
| editor |
| name1 |
Skočdopolová |
| name2 |
Veronika |
|
|
| keyword |
Stochastic programming |
| keyword |
Wasserstein metric |
| keyword |
L_1norm |
| keyword |
Empirical estimates |
| keyword |
One-stage problems |
| keyword |
Multistage problems |
| keyword |
Independent samples |
| keyword |
m-dependent samples |
| keyword |
Markov dependence |
| keyword |
Phi-mixing random samples |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| name1 |
Kaňková |
| name2 |
Vlasta |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/10/1610 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263483 |
|
| project |
| project_id |
GAP402/11/0150 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0273629 |
|
| project |
| project_id |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Optimization problems depending on a probability measure correspond to many economic and financial applications. The paper deals with the case when an empirical measure substitutes the theoretical one. Especially the paper deals with a convergence rate of the corresponding estimates. ``Classical" results for independent samples are recalled, situations in which the case of dependent sample can be (from the mathematical point of view) reduced to independent case are mentioned. A great attention is paid to weak dependent samples fulfilling the Phi-mixing condition. |
| action |
| ARLID |
cav_un_auth*0274594 |
| name |
29th International Conference Mathematical Methods in Economics 2011 |
| place |
Janská Dolina |
| dates |
06.09.2011-09.09.2011 |
| country |
SK |
|
| reportyear |
2012 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0006558 |
| arlyear |
2011 |
| mrcbU34 |
000309074600055 WOS |
| mrcbU56 |
pdf 23 MByte |
| mrcbU63 |
cav_un_epca*0364653 Proceedings of the 29th International Conference Mathematical Methods in Economics 2011 Part I 1 978-80-7431-058-4 327 332 Proceedings of the 29th International Conference Mathematical Methods in Economics 2011 Praha Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic 2011 |
| mrcbU67 |
Dlouhý Martin 340 |
| mrcbU67 |
Skočdopolová Veronika 340 |
|