Leader
Department
Begin
End
Agency
GACR
Identification Code
GA24-10078S
Project Focus
teoretický
Project Type (EU)
other
Publications ÚTIA
Web
Abstract
We want to conduct some meaningful and fruitful research into nonparametric econometrics. In particular, we intend
(a) to propose how to test less-explored multivariate symmetries,
(b) to come up with methods based on new ranks and signs for vector observations,
(c) to develop a new regression method based on direct modelling of statistical intervals (as a complement to standard quantile regression),
all that with applications to finance in mind.
(a) to propose how to test less-explored multivariate symmetries,
(b) to come up with methods based on new ranks and signs for vector observations,
(c) to develop a new regression method based on direct modelling of statistical intervals (as a complement to standard quantile regression),
all that with applications to finance in mind.