One of the calibration problems
One sample tests for the location of modes of nonnormal data.
One-sided approximation of Bayes rule and its application to regression model with Cauchy noise
Optimal alternative robustness in Bayesian Decision Theory.
In Martin et al (2003), we suggested an approach to general robustness studies in Bayesian Decision Theory and Inference, based on ε-contamination neighborhoods. In this note, we generalise the results considering neighborhoods based on norms, specifically, the supremum norm for utilities and the total variation norm for probability distributions. We provide tools to detect changes in preferences between alternatives under perturbations of the prior and/or the utility and the most sensitive direction....
Optimal elimination of nuisance parameters in mixed linear models
Optimal estimators for threshold-based quality measures.
Optimal L_p approximation techniques and data analysis
Optimal mean-variance robust hedging under asset price model misspecification.
Optimal sequential multiple hypothesis tests
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is characterized.
Optimal Tests and Estimators for Truncated Exponential Families.
Optimality of the least weighted squares estimator
The present paper deals with least weighted squares estimator which is a robust estimator and it generalizes classical least trimmed squares. We will prove -consistency and asymptotic normality for any sequence of roots of normal equation for location model. The influence function for general case is calculated. Finally optimality of this estimator is discussed and formula for most B-robust and most V-robust weights is derived.
Optimization of Parameters in the Menzerath–Altmann Law, II
The paper continues our studies released under the same title [Andres, J., Kubáček, L., Machalová, J., Tučková, M.: Optimization of parameters in the Menzerath–Altmann law Acta Univ. Palacki. Olomuc., Fac. rer. nat., Math. 51, 1 (2012), 5–27.]. As the main result justifying the conclusions in [Andres, J., Kubáček, L., Machalová, J., Tučková, M.: Optimization of parameters in the Menzerath–Altmann law Acta Univ. Palacki. Olomuc., Fac. rer. nat., Math. 51, 1 (2012), 5–27.], the theorem is presented...
Optimum Allocation in Bayesian Stratified Two Phase Sampling when there are m-Attributes.
Optimum Strategies for Estimating the Variance of a Finite Population Under a Superpopulation Model.
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Outliers in models with constraints
Outliers in univariate and multivariate regression models with constraints are under consideration. The covariance matrix is assumed either to be known or to be known only partially.
Output feedback regulation for large-scale uncertain nonlinear systems with time delays
This paper is concerned with the problem of global state regulation by output feedback for large-scale uncertain nonlinear systems with time delays in the states and inputs. The systems are assumed to be bounded by a more general form than a class of feedforward systems satisfying a linear growth condition in the unmeasurable states multiplying by unknown growth rates and continuous functions of the inputs or delayed inputs. Using the dynamic gain scaling technique and choosing the appropriate Lyapunov-Krasovskii...