Project information
Jaroslav Hájek Center for Theoretical and Applied Statistics
- Project Identification
- LC06024
- Project Period
- 3/2006 - 12/2011
- Investor / Pogramme / Project type
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Ministry of Education, Youth and Sports of the CR
- Basic Research Center
- MU Faculty or unit
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Faculty of Science
- prof. RNDr. Ivanka Horová, CSc.
- doc. RNDr. Petr Lánský, DrSc.
- prof. RNDr. Gejza Wimmer, DrSc.
- Mgr. Jiří Zelinka, Dr.
- Keywords
- Statistical tests and estimates, regression, calibration, approximation and smoothing methods, extreme values, time series
- Cooperating Organization
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Technical University Liberec
- Responsible person prof. RNDr. Jan Picek, CSc.
- Responsible person prof. RNDr. Jana Jurečková, DrSc.
Center will contribute to development of theoretical and applied statistics. Namely, we expect new results and innovations in the following areas: (1) in the environmental and meteorological sciences: (modeling the regional rate of the rainfall bothin time and space; the interrelations between extreme climatic conditions and mortality or hospitalization; time series of the size of the ozone layer, etc.), (2) in the insurance and finance (applications of statistical tests on the Pareto index of theprobability distribution of insurance payments, time development and abrupt changes of exchange rates, etc.), (3) in the technology (fatigue and reliability of materials with respect to possible extreme conditions, etc.) (4) in the metrology (designa nd evaluation of complex measurements, calibration, etc.), (5) in the biology, medicine, in the modeling and analysis of DNA microarrays (with the use of results on nonparametric smoothing techniques and parametric models for estimating the risk functions, ROC curves, etc.), (6) in the information transmission (applications of stochastic methods in construction of artifial censors for detection of harmful chemicals, drugs, etc.).
Results
Center will contribute to development of theoretical and applied statistics. Namely, we expect new results and innovations in the following areas: (1) in the environmental and meteorological sciences: (modeling the regional rate of the rainfall bothin time and space; the interrelations between extreme climatic conditions and mortality or hospitalization; time series of the size of the ozone layer, etc.), (2) in the insurance and finance (applications of statistical tests on the Pareto index of theprobability distribution of insurance payments, time development and abrupt changes of exchange rates, etc.), (3) in the technology (fatigue and reliability of materials with respect to possible extreme conditions, etc.) (4) in the metrology (designa nd evaluation of complex measurements, calibration, etc.), (5) in the biology, medicine, in the modeling and analysis of DNA microarrays (with the use of results on nonparametric smoothing techniques and parametric models for estimating the risk functions, ROC curves, etc.), (6) in the information transmission (applications of stochastic methods in construction of artifial censors for detection of harmful chemicals, drugs, etc.).
Publications
Total number of publications: 118
2012
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Two models for linear comparative calibration
International Journal of Metrology and Quality Engineering, year: 2012, volume: 3, edition: 3, DOI
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Visualization and Bandwidth Matrix Choice
Communications in Statistics - Theory and Methods, year: 2012, volume: 41, edition: 4, DOI
2011
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A Conservative Approach to Assessment of Discriminatory Models
Workshop of the Jaroslav Hájek Center and Financial Mathematics in Practice I, Book of short papers, year: 2011
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A generalized reflection method for kernel distribution and hazard functions estimation
Journal of Applied Probability and Statistics, year: 2011, volume: 6, edition: 2
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Adjusted Empirical Estimate of Information Value for Credit Scoring Models
PROCEEDINGS ASMDA 2011, year: 2011
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Computation of Information Value for Credit Scoring Models
Workshop of the Jaroslav Hájek Center and Financial Mathematics in Practice I, Book of short papers, year: 2011
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Confidence interval for the distance of two micro/nano structures and its applications in dimensional metrology
Measurement 2011, Proceedings of the 8th International Conference on Measurement, year: 2011
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Contribution to bandwidth matrix choice for multivariate kernel density estimate
ISI 2011, Proceedings of the 58th World Statistics Congress, year: 2011
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Credit Scoring Models and their Quality
Year: 2011, type: Conference abstract
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Kernel Bivariate Density Toolbox
Year: 2011