| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0395723 |
| utime |
20240111140834.2 |
| mtime |
20130919235959.9 |
| title
(primary) (eng) |
On quantile optimization problem with censored data |
| specification |
| page_count |
6 s. |
| media_type |
C |
|
| serial |
| ARLID |
cav_un_epca*0395722 |
| ISBN |
978-80-87035-76-4 |
| title
|
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 |
| page_num |
1004-1009 |
| publisher |
| place |
Jihlava |
| name |
College of Polytechnics Jihlava |
| year |
2013 |
|
| editor |
| name1 |
Vojáčková |
| name2 |
Hana |
|
|
| keyword |
stochastic optimization |
| keyword |
quantile |
| keyword |
censored data |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA13-14445S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0292652 |
|
| abstract
(eng) |
In the framework of stochastic optimization the criterion based on selected quantiles is considered. Further, stochastic characteristics are estimated from censored data. Therefore, certain theoretical results concerning estimators of distribution function and quantiles under censoring are recalled and utilized to prove consistency of solution based on estimates. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example. |
| action |
| ARLID |
cav_un_auth*0292039 |
| name |
MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./ |
| place |
Jihlava |
| dates |
11.09.2013-13.09.2013 |
| country |
CZ |
|
| reportyear |
2014 |
| RIV |
BB |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0223790 |
| arlyear |
2013 |
| mrcbU56 |
CD |
| mrcbU63 |
cav_un_epca*0395722 Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 978-80-87035-76-4 1004 1009 Jihlava College of Polytechnics Jihlava 2013 |
| mrcbU67 |
Vojáčková Hana 340 |
|