| bibtype |
J -
Journal Article
|
| ARLID |
0386933 |
| utime |
20240103201923.9 |
| mtime |
20130111235959.9 |
| title
(primary) (eng) |
Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Data |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0293025 |
| ISSN |
1212-074X |
| title
|
Bulletin of the Czech Econometric Society |
| volume_id |
19 |
| volume |
30 (2012) |
| page_num |
92-111 |
|
| keyword |
Stochastic optimization |
| keyword |
empirical estimates |
| keyword |
thin and heavy tails |
| keyword |
independent and weak dependent 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 |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| project |
| project_id |
GAP402/11/0150 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0273629 |
|
| project |
| project_id |
GAP402/10/1610 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263483 |
|
| abstract
(eng) |
Optimization problems depending on a probability measure correspond to many economic and finacial situations. In applications mostly the theoretical measure has to be replaced by empirical one. The paper deals with the case when distribution function with heavy tails corresponds to the theorerical measure and when empirical measure is determined by weak dependent random sample |
| reportyear |
2013 |
| RIV |
BB |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0220215 |
| arlyear |
2012 |
| mrcbU63 |
cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 19 č. 30 2012 92 111 |
|