Grant detail

201/94/0322 Empirically optimized selection of a procedure for identification of regression model (1994-1996)

Principal investigator: prof. RNDr. Jan Ámos Víšek CSc.
Collaborators:
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Finance: Czech Science Foundation (GA ČR)
End date: 12/1996
Publications:

Quintana, F., Rubio, A., Víšek.: Test for differences between M-estimates of nonlinear regression model.

Rubio, A., J.A. Víšek: Asymptotic Representation of Constrained M-estimators.

Rubio, A., J.A. Víšek.: A Note on Asymptotic Linearity of M- Statistics in Nonlinear Models,

Rubio, A., J.A. Víšek.: Diagnostics of Regression Model: Test of Goodness of Fit.

Rubio,A., J.A.Víšek : Estimating contamination level of data in the framework of linear regression analysis.

Víšek, J,Á.: Diagnostics of Regression Subsample Stability.

Víšek, J,Á.: Robust specification test.

Víšek, J,Á.: What is characterized by Gross Error Sensitivity?

Víšek, J.A.: A Cautionary Note on the Method of Least Median of Squares Reconsidered.

Víšek, J.Á.: Contamination level and sensitivity of robust tests.

Víšek, J.A.: High Robustness and Illusion of Truth,

Víšek, J.A.: Ještě jednou o koeficientu determinace (Once again on Coefficient of Determination).

Víšek, J.A.: On High Breakdown Point Estimation.

Víšek, J.A.: On the Coefficient of Determination: Simple but ...

Víšek, J.A.: On the Heuristics of Statistical Results.

Víšek, J.A.: Sensitivity Analysis of M-Estimates.

Víšek, J.A.: Significance of Differences of Estimates.

Conferences:

Prague Stochastics'98

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance