9 citations · 12 across the 7 of their papers we have counts for
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stat.ME2026
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…
stat.ME2024
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…
stat.ME2022
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…