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National Repository of Grey Literature 4 records found  Search took 0.01 seconds. 
Odhad momentů při intervalovém cenzorování typu I
 Ďurčík, Matej ; Komárek, Arnošt (advisor) ; Kulich, Michal (referee)
Title: Moments Estimation under Type I Interval Censoring Author: Matej Ďurčík Department: Faculty of Probability and Mathematical Statistics Supervisor: RNDr. Arnošt Komárek Ph.D. Abstract: In this thesis we apply the uniform deconvolution model to the interval censoring problem. We restrict ourselves only on interval censoring case 1. We show how to apply uniform deconvolution model in estimating the probability distribution characteristics in the interval censoring case 1. Moreover we derive limit distributions of the estimators of mean and variance. Then we compare these estimators to the asymptotically efficient estimators based on the nonparametric maximum likelihood estimation by simulation studies under some certain distributions of the random variables. 1
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Systems of pension insurance
 Ďurčík, Matej ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
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Odhad momentů při intervalovém cenzorování typu I
 Ďurčík, Matej ; Komárek, Arnošt (advisor) ; Kulich, Michal (referee)
Title: Moments Estimation under Type I Interval Censoring Author: Matej Ďurčík Department: Faculty of Probability and Mathematical Statistics Supervisor: RNDr. Arnošt Komárek Ph.D. Abstract: In this thesis we apply the uniform deconvolution model to the interval censoring problem. We restrict ourselves only on interval censoring case 1. We show how to apply uniform deconvolution model in estimating the probability distribution characteristics in the interval censoring case 1. Moreover we derive limit distributions of the estimators of mean and variance. Then we compare these estimators to the asymptotically efficient estimators based on the nonparametric maximum likelihood estimation by simulation studies under some certain distributions of the random variables. 1
Detailed record
Systems of pension insurance
 Ďurčík, Matej ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Detailed record

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