IES :: Grant detail

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

Principal investigator:	prof. RNDr. Jan Ámos Víšek CSc.
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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