Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Data
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F12%3A00386933" target="_blank" >RIV/67985556:_____/12:00386933 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Data
Original language description
Optimization problems depending on a probability measure correspond to many economic and finacial situations. In applications mostly the theoretical measure has to be replaced by empirical one. The paper deals with the case when distribution function with heavy tails corresponds to the theorerical measure and when empirical measure is determined by weak dependent random sample
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
1212-074X
e-ISSN
—
Volume of the periodical
19
Issue of the periodical within the volume
30
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
20
Pages from-to
92-111
UT code for WoS article
—
EID of the result in the Scopus database
—