| bibtype |
J -
Journal Article
|
| ARLID |
0532048 |
| utime |
20240103224404.7 |
| mtime |
20200908235959.9 |
| SCOPUS |
85087049309 |
| WOS |
000544260100004 |
| DOI |
10.21136/AM.2020.0295-19 |
| title
(primary) (eng) |
Empirical regression quantile process |
| specification |
| page_count |
13 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0290654 |
| ISSN |
0862-7940 |
| title
|
Applications of Mathematics |
| volume_id |
65 |
| volume |
3 (2020) |
| page_num |
257-269 |
| publisher |
|
|
| keyword |
averaged regression quantile |
| keyword |
R-estimator |
| keyword |
functionals of the quantile process |
| author
(primary) |
| ARLID |
cav_un_auth*0368969 |
| share |
33,35 |
| name1 |
Jurečková |
| name2 |
Jana |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| country |
CZ |
| garant |
S |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0019770 |
| name1 |
Picek |
| name2 |
J. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0293529 |
| name1 |
Schindler |
| name2 |
M. |
| country |
CZ |
|
| source |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0370462 |
| project_id |
GA18-01137S |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not under\nour control. As a suitable tool we propose the empirical process of the average regression quantiles. It partially masks the effect of covariates and has other properties convenient\nfor applications, e.g. for coherent risk measures of various types in the situations with covariates. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2021 |
| num_of_auth |
3 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0310669 |
| cooperation |
| ARLID |
cav_un_auth*0295064 |
| name |
Technická univerzita v Liberci |
| institution |
TUL |
|
| confidential |
S |
| mrcbC86 |
3+4 Article|Proceedings Paper Mathematics Applied |
| mrcbC91 |
A |
| mrcbT16-e |
MATHEMATICSAPPLIED |
| mrcbT16-i |
0.00049 |
| mrcbT16-j |
0.283 |
| mrcbT16-s |
0.237 |
| mrcbT16-B |
3.216 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2020 |
| mrcbU14 |
85087049309 SCOPUS |
| mrcbU34 |
000544260100004 WOS |
| mrcbU63 |
cav_un_epca*0290654 Applications of Mathematics 0862-7940 1572-9109 Roč. 65 č. 3 2020 257 269 Springer |
|