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Bibliografie

Conference Paper (international conference)

On quantile optimization problem with censored data

Volf Petr

: Proceedings of the 31st International Conference Mathematical Methods in Economics 2013, p. 1004-1009 , Eds: Vojáčková Hana

: MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013)

: GA13-14445S, GA ČR

: stochastic optimization, quantile, censored data

: http://library.utia.cas.cz/separaty/2013/SI/volf-on quantile optimization problem with censored data.pdf

(eng): In the framework of stochastic optimization the criterion based on selected quantiles is considered. Further, stochastic characteristics are estimated from censored data. Therefore, certain theoretical results concerning estimators of distribution function and quantiles under censoring are recalled and utilized to prove consistency of solution based on estimates. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example.

: BB

07.01.2019 - 08:39