Now showing items 1-20 of 37

    • Insurance in Polish Small and Medium-Sized Enterprises – Survey Results for the Period of 2010-2012 

      Gajda, Damian; Jurkiewicz, Tomasz (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      The sector of small and medium-sized enterprises (SME) is an important part of the insurance market. The growth of the economy and the changes occurring in Poland are the reasons for some changes in the behavior of ...
    • On MSE Estimation of Some Misspecified Predictor 

      Żądło, Tomasz (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      The problem of prediction of subpopulation (domain) total is studied as in Rao (2003). The problem is inspired by results obtained by Żądło (2012) who considered two predictors – empirical best linear unbiased predictor ...
    • Bayesian Spatial Quantile Regression 

      Trzpiot, Grażyna (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      In this paper we present a Bayesian spatial model quantile regression. We develop a spatial quantile regression model that does not assume normality and allows the covariates to affect the entire conditional distribution, ...
    • The Impact of the Methods of the Data Normalization on the Result of Linear Ordering 

      Dębkowska, Katarzyna; Jarocka, Marta (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      In taxonomy, various methods of the data normalization are used. They can significantly affect the result of the classification. This article presents the analysis of the impact of the methods of the data normalization ...
    • Probability of the Fuzzy Events and its Application in Some Economic Problems 

      Gerstenkorn, Tadeusz; Mańko, Jacek (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      In the paper we present some conceptions of probability of fuzzy events, especially of intuitionistic fuzzy events and discuss them in one perspective and show the utility and helpfulness of using the probability calculus ...
    • Odds Ratios in the Analysis of Contingency Table 

      Brzezińska, Justyna (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      Association and relationship is one of the most important tasks in statistical analysis. The main objective of the study is to examine odds ratios as a framework for understanding of contingency tables and log-linear ...
    • Optimal Stock Portfolio – Application of Multivariate Statistical Analysis 

      Konarzewska, Iwona (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      Investigating relationship between risk of the Markowitz optimal portfolio and the strength of interdependence for the set of rates of return for portfolio components we state (Konarzewska, 2008, 2012) that the risk ...
    • Conjoint Analysis as a Method of Analysing Consumer Preferences on Example of Municipal Transport Market 

      Cheba, Katarzyna; Kiba-Janiak, Maja (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      Satisfying customers' needs, is a challenge for many companies in today’s rapidly changing environment. To study customer needs and preferences conjoint analysis can be used. Conjoint analysis is a multidimensional method ...
    • Optimal Weighing Designs for Estimation of Total Weight 

      Ceranka, Bronisław; Graczyk, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      Optimal chemical and spring balance weighing designs for estimation total weight are considered. In this paper we study weighing designs in which the errors are non-positive correlated and have equal variances. A lower ...
    • Indirect Estimation Accounting for Spatial Autocorrelation in Economic Statistics 

      Dehnel, Grażyna; Klimanek, Tomasz; Kowalewski, Jacek (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      The authors present results of a study which attempted to use indirect estimation methods (including a method accounting for spatial correlation) to estimate certain characteristics enterprises. The study relied on data ...
    • Generalizations of Tukey-Lambda Distributions 

      Domański, Czesław; Bolonek-Lasoń, Katarzyna (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      The Generalized Lambda Distribution (GλD) is a four-parameter generalization of Tukey’s Lambda family. Several methods for estimating the parameters of the GλD have been reported in the literature, but the most popular ...
    • {Depthproc} Package in Multivariate Time Series Mining 

      Kosiorowski, Daniel; Bocian, Mateusz; Węgrzynkiewicz, Anna; Zawadzki, Zygmunt (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      In this paper we present our novel R package {depthproc} which implements several multivariate statistical procedures induced by statistical depth functions and we discuss some examples and applications of the package ...
    • Non-Classical Risk Measures on the Warsaw Stock Exchange – the Application of Alpha-Stable Distributions 

      Krężołek, Dominik (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      The subject of this paper is the presentation of application of the alpha-stable distributions methodology in investment risk measurement. The non-classical risk measures based on Value-at-Risk are presented: Expected ...
    • Experimental Design in Evaluating VaR Forecasts 

      Małecka, Marta (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      Following a dynamic development of VaR estimation methods from 90s, in recent literature much attention has been paid to testing procedures designed to evaluate quality of VaR models. There has been a wide-ranging ...
    • Gravity Unfolding Analysis for Asymmetric Similarities Matrix 

      Zaborski, Artur (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      The multidimensional unfolding analysis which uses in the structure the gravity function allows consideration and analysis of additional factors (such as market share or brand loyalty), which affect the assessments of ...
    • Feature Selection in High Dimensional Regression Problem 

      Kubus, Mariusz (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      There are three main approaches to feature selection problem considered in statistical and machine learning literature: filters, wrappers and embedded methods. Filters evaluate and exclude some variables before learning ...
    • On the Use of the Extreme Value Distribution in Monitoring Production Processes 

      Kończak, Grzegorz (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      In many statistical applications the main point of interest is estimating some population central characteristic such as the mean or the median. The Shewhart’s control chart X is based on monitoring the average process ...
    • Comparison of Estimators of a Probability of Success in Two Models 

      Zieliński, Wojciech (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      In modeling two valued phenomena a binomial or negative binomial model is applied. In the paper minimum variance unbiased estimators of a probability of success obtained in two models are compared.
    • On Time Series Prediction Based on Control Chart 

      Polko, Dominika; Kończak, Grzegorz (Wydawnictwo Uniwersytetu Łódzkiego, 2013)
      Control charts are the most commonly used quality control tools. These tools are dedicated to monitoring processes characteristic over time. Control charts may be successfully applied in other statistical areas. The ...
    • Jan Piekalkiewicz – A Statistician of the Second Polish Republic 

      Domański, Czesław (Wydawnictwo Uniwersytetu Łódzkiego, 2013)