9 citations · 12 across the 7 of their papers we have counts for
7 papers
Estimation of the Risk Measure under a Nuisance Autoregression
Jana Jurečková, Jan Picek
The goal of an experiment is to evaluate the profit, loss, or the amount of a physical entity over a period. The measurements can be influenced by the values measured in the…
Estimation of Quantile Functionals in Linear Model
Jana Jurečková, Jan Picek, Jan Kalina
Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a…
Estimation of Expected Shortfall under Various Experimental Conditions
Jana Jurečková, Jan Kalina, Jan Večeř
Our primary aim is to find an estimate of the expected shortfall in various situations: (1) Nonparametric situation, when the probability distribution of the incurred loss is unkno…
Process of the slope components of -regression quantile
Jana Jurečková
We consider the linear regression model along with the process of its -regression quantile, . We are interested mainly in the slope components of -regression quantile…
Empirical regression quantile process with possible application to risk analysis
Jana Jurečková, Martin Schindler, Jan Picek
The processes of the averaged regression quantiles and of their modifications provide useful tools in the regression models when the covariates are not fully under our control. As…
Effects of correlated hopping on electronic ferroelectricity in the extended Falicov-Kimball model in two dimensions
P. Farkašovský, J. Jurečková
We use the Hartree-Fock (HF) approximation with the charge-density-wave (CDW) instability to study the effect of correlated hopping on the stability of electronic ferroelectricity…
Regression rank scores in nonlinear models
Jana Jurečková
Consider the nonlinear regression model $Y_i=g({\bf x}_i,\boldmath $θ(1) with $\boldmathθ=(θ_0,θ_1,...,θ_p)^{\prime}\in \boldmat…