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  • The multivariate data are often not directly observable, while we can only observe their trasnformed forms onto simpler subsets, mostly of lower dimensions. Our conclusions, the statistical inference, can be then based only on such transformed data. Moreover, the data are often measured with random errors, which are not under our control; this can be caused by their automatic collection or by a shortage of the measurement technique. We intend to study procedures of statistical inference based on the transformed or erroneously measured data. Namely, we shall concentrate on (1) transformation of robust estimators onto simpler subsets, their applications and properties; (2) nonparametric statistical procedures, based on the transformed data, and the effect of their conclusions; (3) modifications of rank and regression rank scores tests and the quantile methods in the presence of measurement errors; (4) possible ordering of the transformed data and a consequent application of the extreme value theory; (5) applications of the results to problems of financial markets; (6) robustness, stability and sensitivity of stochastic optimization problems under transformations or measurement errors; (7) algorithms and computational techniques for the constructed modified procedures. (en)
  • Modifikované robustní statistické postupy založené na transformovaných nebo chybně měřených datech: modifikace pořadových a kvantilových metod; možná uspořádání transformovaných dat a jejich extrémy; aplikace v ekonometrii, ve financích a ve stochastické optimalizaci; výpočetní postupy.
Title
  • Robust models with transformed data and measurement errors (en)
  • Robustní modely s transformovanými a chybně měřenými daty
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  • GA201/09/0133
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  • chyby měření; transformovaná data; robustní a neparametrická inference; stochastické programování (en)
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  • Řešení projektu proběhlo výtečně, jak z hlediska odborného tak i z hlediska čerpání finančních prostředků. (cs)
  • The project was excellent, both in terms of expertise and in terms of disbursement of funds. (en)
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  • robustní a neparametrická inference
  • transformovaná data
  • chyby měření
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