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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 pro...
Applied mathematics
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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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 pro...
Statistics and probability
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Simulations of insurance losses using Pareto quantile function
Pareto distribution is often used as a model for insurance losses. This paper describes its very good properties for modelling of loss distribution using quantile functions and simulations of the largest losses. Process of ...
BB - Aplikovaná statistika, operační výzkum
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Functional conditional quantiles of estimated SPDs
The main aim of the contribution is to investigate properties of forecasts based on nonparametric function regression and functional conditional quantiles....
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Extremes of two-step regression quantiles
regression quantiles in the linear regression model. Two-step regression quantiles can be seen as a possible generalization of the quantile idea and as an alternative to regression quantiles. We derive the approxi...
BA - Obecná matematika
- 2010 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Generalized Lambda Distributions of Household´s Incomes
A new approach to statistical modelling with inverse distribution functions, known as quantile functions, provides further opportunities for describing distributions (GLD). A technique of identification, estimation and vali...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Finite-sample distribution of regression quantiles
The finite-sample distributions of the regression quantile and of the extreme regression quantile are derived for a broad class of distributions of the model errors, even for the non-identically distributed case....
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
L-moments of a finite mixture of probability distributions
Main topics of the document: L-moments; quantile function; numeric methods...
Statistics and probability
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
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The Process Induced by Slope Components of α-Regression Quantile
, in the same rate as the variance of the sample α-quantile. The process of the slopeWe consider the linear regression model, along with the process induced by its α-regression quantile, 0 <α< 1. While only the int...
Statistics and probability
- 2024 •
- C •
- Link
Rok uplatnění
C - Kapitola v odborné knize
Výsledek na webu
Modification of the Classical L-Moments: TL-Moments
Main topics of the document: order statistics; probability density function; distribution function; quantile function; model of wage distribution......
BB - Aplikovaná statistika, operační výzkum
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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