Grant detail

GAČR 13-01930S Robust methods for nonstandard situations, their diagnostics and implementations

Principal investigator: prof. RNDr. Jan Ámos Víšek CSc.
Collaborators:
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Finance: GAČR 13-01930S
End date: 2016
Publications:

Víšek, J. Á. : Asymptotic representation of the instrumentl weighted variables - theory and pracrice. Part I - deriving the formula for the asymptotic representation

Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

S-weighted estimators

Víšek, J. Á. : Estimating regression model with a mixed structure - roots and theory.

Víšek, J. Á. : Instrumental weighted variables under heteroscedasticity. Part I. Consistency.

Víšek, J. Á. : The least weighted squares with constraints and under heteroscedasticity

Víšek, J. Á.: A few critical comments to the paper by Marek Loužek: The economic approach to science.

Víšek, J. Á.: Representation of SW-estimators

Víšek, J. Á.: Representation of the least weighted squares

Víšek, J. Á.: S-weighted estimators

Conferences:

4TH SMTDA 2016,

Applied Stochastic Models and Data Analysis 2013

Applied Stochastic Models and Data Analysis 2015

COMPSTAT 2014

COMPSTAT 2016

COMPUTATIONAL AND METHODOLOGICAL STATISTICS,

EIGHTH INTERNATIONAL WORKSHOP ON SIMULATION

EURO 2015

European Research Committee for Informatics and Mathematics 2016

International Conference on Robust Statistics 2014

International Conference on Robust Statistics 2016

ROBUST 2014

ROBUST 2016

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance