All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”
EN
ČeštinaEnglish

Filters

37 296 (0,307s) •

Result

Averaged regression quantiles

The result showes that weighted averaged regression quantile in the linear regression model, with regressor components as weights, is monotone in (0, 1 regression quantile provides various scale s...

BA - Obecná matematika

  • 2014
    • •
  • C
    • •
  • Link
Result

Averaged regression quantile

The average regression alpha-quantile, standardized with the regression parameter, is shown being asymptotically equivalent to the alpha-quantile of models errors, under general conditions on the model. Th...

BA - Obecná matematika

  • 2014
    • •
  • C
    • •
  • Link
Result

Regression Quantile and Averaged Regression Quantile Processes

We consider the averaged version (B) over tilde (n)(alpha) of the two-step regression alpha-quantile, introduced in [6] and studied in [7]. We show regression quantile and also study the finite-sample rela...

Statistics and probability

  • 2017
    • •
  • D
    • •
  • Link
Result

L-moments under nuisance regression

. Jureckova and Picek (2014) showed that averaged regression quantile is asymptotically equivalent to the location quantile. We therefore propose a generalization of L-moments in the model with nuisance regress...

BA - Obecná matematika

  • 2016
    • •
  • D
    • •
  • Link
Result

Empirical regression quantile processes

We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not under our control. As a suitable tool we propose the empirical process of the <...

Applied mathematics

  • 2020
    • •
  • Jimp
    • •
  • Link
Result

Empirical regression quantile process

We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not undernour control. As a suitable tool we propose the empirical process of the <...

Statistics and probability

  • 2020
    • •
  • Jimp
    • •
  • Link
Result

Averaged extreme regression quantile

of the basic distribution, is provided by the averaged regression quantile and namely by the average extreme regression quantile. Both are weighted means of regression quantile ...

BA - Obecná matematika

  • 2016
    • •
  • Jx
Result

Estimation of Conditional Value-at-Risk in Linear Model

. We propose a novel estimator of CVaR(Z) based on the averaged two-step regression quantile combined with an R-estimate of regression parameters. regression is considered here, in other words, we do not o...

Statistics and probability

  • 2024
    • •
  • D
    • •
  • Link
Result

Multiple-output quantile regression

An introduction to quantile regression methods for vector responses and their overview.

Pure mathematics

  • 2017
    • •
  • C
Result

On elliptical quantiles in the quantile regression setup

This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a ...

BA - Obecná matematika

  • 2013
    • •
  • Jx
    • •
  • Link
  • 1 - 10 out of 37 296