. "19"^^ . . "A new, two-step version of the regression quantiles in the linear regression model was elaborated, starting with a special R-estimator of the slope components. The numerical values of the two-step regression quantiles are suprpisingly close to those of t"@en . . . . " multivariate model" . "2005-01-01+01:00"^^ . . . . "GA201/05/2340" . "http://www.isvav.cz/projectDetail.do?rowId=GA201/05/2340"^^ . "1"^^ . . "2007-05-02+02:00"^^ . "1"^^ . . . . . "Byla vypracov\u00E1na nov\u00E1, dvoustup\u0148ov\u00E1 verze regresn\u00EDch kvantil\u016F v line\u00E1rn\u00EDm regresn\u00EDm modelu, za\u010D\u00EDnaj\u00EDc\u00ED speci\u00E1ln\u00EDm R-odhadem (po\u0159adov\u00FDm odhadem) sm\u011Brnic. Dvoustup\u0148ov\u00E9 regresn\u00ED kvantily jsou p\u0159ekvapiv\u011B numericky bl\u00EDzk\u00E9 p\u016Fvodn\u00EDm regresn\u00EDm kvantil\u016Fm, a jejic"@cs . "extreme values" . "0"^^ . "In the planned project we intend to deal with the following nontraditional statistical methods: 1) Robust statistical methods, namely in multivariate models, applications in econometric models. 2) Study of algorithmic and computational properties of robust estimates. Iterative computation of implicitly defined robust estimates. 3) Tests of statistical hypotheses on econometric model and its parameters, mainly the rank tests and tests based on regression rank scores. 4) Tests on the Pareto tail indexof the probability distribution, its estimation and other inference, and econometric applications. 5) Statistical analysis for current problems of financial markets. 6) Multistage decision problems in econometric models. Investigation of stability and sensitivity of optimization problems related to problems studied in econometrics."@en . "V pl\u00E1novan\u00E9m projektu zam\u00FD\u0161l\u00EDme v\u011Bnovat se n\u00E1sleduj\u00EDc\u00EDm netradi\u010Dn\u00EDm statistick\u00FDm metod\u00E1m: 1) Robustn\u00ED statistick\u00E9 metody, zejm\u00E9na v mnohorozm\u011Brn\u00FDch modelech, aplikace v ekonometrick\u00FDch modelech. 2) Studium algoritmick\u00FDch a v\u00FDpo\u010Detn\u00EDch vlastnosti robustn\u00EDch odhad\u016F. Itera\u010Dn\u00ED postupy v\u00FDpo\u010Dtu robustn\u00EDch odhad\u016F, definovan\u00FDch implicitn\u011B. 3) Testy statistick\u00FDch hypot\u00E9z o ekonometrick\u00E9m modelu a jeho parametrech, zejm\u00E9na po\u0159adov\u00E9 testy a testy zalo\u017Een\u00E9 na regresn\u00EDch po\u0159adov\u00FDch sk\u00F3rech. 4) Testy o Paretov\u011B indexu chvost\u016F rozd\u011Blen\u00ED pravd\u011Bpodobnost\u00ED a jeho odhady, dal\u0161\u00ED inference a aplikace v ekonometrii. 5) Statistick\u00E1 anal\u00FDza pro aktu\u00E1ln\u00ED probl\u00E9my finan\u010Dn\u00EDch trh\u016F. 6) V\u00EDcestup\u0148ov\u00E9 rozhodovac\u00ED probl\u00E9my v ekonometrick\u00FDch modelech. Vy\u0161et\u0159ov\u00E1n\u00ED stability a citlivosti stochastick\u00FDch optimaliza\u010Dn\u00EDch \u00FAloh \u00FAzce spojen\u00FDch s \u00FAlohami studovan\u00FDmi v ekonometrii." . . "Netradi\u010Dn\u00ED statistick\u00E9 postupy v ekonometrii" . "2007-12-31+01:00"^^ . . "extreme values; multivariate model; robust and nonparametric methods"@en . "Nontraditional statistical procedures in econometrics"@en . . . . "2008-12-16+01:00"^^ . "19"^^ .