Výsledky vyhledávání - "Zdeněk Fabián"

Autor: Zdeněk Fabián

Publikováno v: Communications in Statistics - Theory and Methods. 50:2360-2370

A continuous random variable can be uniquely represented by the score function of distribution, i.e. a scalar-valued function describing the influence of a data item on the typical value of the dis...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::24538b32c45a1b9816f690acccdbfdad
https://doi.org/10.1080/03610926.2019.1666142

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On ecological aspects of dynamics for zero slope regression for water pollution in Chile

Autor: S. C. Arancibia, Milan Stehlík, Pavlina K. Jordanova, M. Jiřina, L. Núñez Soza, Zdeněk Fabián, J. Kisel’ák

Publikováno v: Stochastic Analysis and Applications. 37:574-601

Zero slope regression is an important problem in chemometrics, ranging from challenges of intercept-bias and slope ‘corrections’ in spectrometry, up to analysis of administrative data on chemical p...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::67c2e86dc47493e83c33e72abc751658
https://doi.org/10.1080/07362994.2019.1592692

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Priority statement and some properties of t-lgHill estimator

Autor: Ludy Núñez Soza, Philipp Hermann, Zdeněk Fabián, Sebastián Torres, Jozef Kiseľák, Marijus Vaičiulis, Stéphane Girard, Andrés Rivera, Milan Stehlík, Luboš Střelec, Pavlina K. Jordanova

Publikováno v: Extremes
Extremes, Springer Verlag (Germany), 2020, 23 (3), pp.393--399. ⟨10.1007/s10687-020-00375-2⟩
Extremes, New York : Springer, 2020, vol. 23, iss. 3, p. 493-499
Extremes, 2020, 23 (3), pp.393--399. ⟨10.1007/s10687-020-00375-2⟩

We acknowledge the priority on the introduction of the formula of t-lgHill estimator for the positive extreme value index. We provide a novel motivation for this estimator based on ecologically driven dynamical systems. Another motivation is given di

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04a1238e011b476307c3f430ae484e40
https://hal.inria.fr/hal-02540248

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Extremes / Priority statement and some properties of t-lgHill estimator

Autor: Stehlik, Milan, Kiseľák, Jozef, Vaičiulis, Marijus, Jordanova, Pavlina, Núñez Soza, Ludy, Zdeněk, Fabián, Hermann, Philipp, Střelec, Luboš, Rivera, Andrés, Girad, Stéphane, Torres, Sebastián

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3361::0b3ebb39e2c7ccb0d381120530db8f4b
https://epub.jku.at/doi/10.1007/s10687-020-00375-2

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Score function of distribution and revival of the moment method

Autor: Zdeněk Fabián

Publikováno v: Communications in Statistics - Theory and Methods. 45:1118-1136

The article deals with the scalar-valued score function SF defined for a regular unimodal and continuous probability distribution F with arbitrary interval support , recently introduced by the author. The concept of the central characteristic that de

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::af659f048d9f91e29916c84a9b9fcf72
https://doi.org/10.1080/03610926.2013.857688

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Weak properties and robustness of t-Hill estimators

Autor: Zdeněk Fabián, Stéphane Girard, Luboš Střelec, Milan Stehlík, Sebastián Torres, Pavlina K. Jordanova, Andrés Rivera, Philipp Hermann

Publikováno v: Extremes
Extremes, Springer Verlag (Germany), 2016, 19 (4), pp.591--626. ⟨10.1007/s10687-016-0256-2⟩
Artículos CONICYT
CONICYT Chile
instacron:CONICYT
Extremes, 2016, 19 (4), pp.591--626. ⟨10.1007/s10687-016-0256-2⟩

International audience; We describe a novel method of heavy tails estimation based on transformed score (t-score). Based on a new score moment method we derive the t-Hill estimator, which estimates the extreme value index of a distribution function w

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd935fddda73b121f90670779acb872f
https://hal.archives-ouvertes.fr/hal-01327002

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Small Sample Robust Testing for Normality against Pareto Tails

Autor: Milan Stehlík, Luboš Střelec, Zdeněk Fabián

Publikováno v: Communications in Statistics - Simulation and Computation. 41:1167-1194

The aim of this article is to introduce the general form (so called RT class) of the robust and classical Jarque–Bera (JB) test based on the location functional. We introduce the two-step procedure which is optimal for testing against the individua

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::df2f77ef67c7edd69c30f89f217ae316
https://doi.org/10.1080/03610918.2012.625849

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On the favorable estimation for fitting heavy tailed data

Autor: Helmut Waldl, Rastislav Potocký, Zdeněk Fabián, Milan Stehlík

Publikováno v: Computational Statistics. 25:485-503

Assessment of heavy tailed data and its compound sums has many applications in insurance, auditing and operational risk capital assessment among others. In this paper, we compare the classical estimators (maximum likelihood, QQ and moment estimators)

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::de145a2673ce444ba650653cc811834f
https://doi.org/10.1007/s00180-010-0189-1

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The t-information and its use in multivariate problems and time-series analysis

Autor: Zdeněk Fabián

Publikováno v: Journal of Statistical Planning and Inference. 139:3773-3778

The second moment of recently introduced scalar inference function can be viewed as generalized Fisher information of the continuous probability distributions. In this paper we call it the t-information and give some possible applications of the new

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::948e92991cd4ade4b24ae80fd95f59a7
https://doi.org/10.1016/j.jspi.2009.05.028

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