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  • The paper deals with stability and empirical estimates in stochastic programming. To this end the Kolmogorov and the Wasserstein metrics are employed. Moreover a relationship between the Wasserstein metric and so-called integrated empirical process is recalled. The stability results are applied to empirical estimates. A great attention has been paid to numerical simulations in the case of independent and some types of weak dependent random samples.
  • The paper deals with stability and empirical estimates in stochastic programming. To this end the Kolmogorov and the Wasserstein metrics are employed. Moreover a relationship between the Wasserstein metric and so-called integrated empirical process is recalled. The stability results are applied to empirical estimates. A great attention has been paid to numerical simulations in the case of independent and some types of weak dependent random samples. (en)
  • Práce se zabývá problematikou stability a empirických odhadů v úlohách stochastického programování. Kolmogorova a Wassersteinva metrika jsou použity pro studium stability. Na základě výsledků o stabilitě a vztahu Wassersteinvy metriky a integrovaného empirického procesu jsou uvedeny některé výsledky o empirických odhadech. Numerické simulace jsou provedeny pro nezávislé a jednoduché typy závislých výběrů. (cs)
Title
  • Depandent samples in empirical estimation of stochastic programming problems
  • Závislé výběry a empirické odhady v úlohách stochastického programování (cs)
  • Depandent samples in empirical estimation of stochastic programming problems (en)
skos:prefLabel
  • Depandent samples in empirical estimation of stochastic programming problems
  • Závislé výběry a empirické odhady v úlohách stochastického programování (cs)
  • Depandent samples in empirical estimation of stochastic programming problems (en)
skos:notation
  • RIV/67985556:_____/06:00040529!RIV07-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 271;279
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/04/1294), P(GA402/05/0115), P(GD402/03/H057), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 2/3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 470778
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/06:00040529
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • stochastic programming; stability; probability metrics; Wasserstein metric; Kolmogorov metric; simulations (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • AT - Rakouská republika
http://linked.open...ontrolniKodProRIV
  • [7FC7A3894B2E]
http://linked.open...i/riv/nazevZdroje
  • Austrian Journal of Statistics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 35
http://linked.open...iv/tvurceVysledku
  • Kaňková, Vlasta
  • Houda, Michal
http://linked.open...n/vavai/riv/zamer
issn
  • 1026-597X
number of pages
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