On quantile optimization problem with censored data
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F13%3A00395723" target="_blank" >RIV/67985556:_____/13:00395723 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On quantile optimization problem with censored data
Original language description
In the framework of stochastic optimization the criterion based on selected quantiles is considered. Further, stochastic characteristics are estimated from censored data. Therefore, certain theoretical results concerning estimators of distribution function and quantiles under censoring are recalled and utilized to prove consistency of solution based on estimates. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA13-14445S" target="_blank" >GA13-14445S: New Trends in Stochastic Economic Models under Uncertainty</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
1004-1009
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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