Acta Universitatis Lodziensis. Folia Oeconomica nr 314(3)/2015
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CONTENTS
1. IntroductionCzesław Domański, Elżbieta Zalewska
I. PROBABILITY AND STATISTICAL INFERENCE
2. Remarks on the Formula for the Moments of the Pólya Probability DistributionTadeusz Gerstenkorn
3. GEE Estimators in Mixture Model with Varying Concentrations
Oleksii Doronin, Rostislav Maiboroda
4. Switch Preference Analysis by the Drift Vectors Method
Artur Zaborski
5. A Composite indicator for Household Debt Demand
Piotr Białowolski
II. STATISTICAL METHODS AND THEIR APPLICATIONS
6. Construction Method of A-Optimal Chemical Balance Weighing DesignsBronisław Ceranka, Małgorzata Graczyk
7. The Application of GARCH (1.1) Model for Measuring Shocks Transmission in Bond Market
Renata Karkowska
8. The Acceptance Control Costs for Variable Sampling in Case of Characteristic Distribution incompatible with Assumptions
Magdalena Chmielińska
9. Analysis of the Time Evolution of Non-Linear Financial Networks
Paweł Fiedor
III. HISTORY OF POLISH STATISTICS
10. Professor Zdzisław Hellwig (1925–2013) a Giant in the Renaissance StyleJózef Dziechciarz
11. Memories of Mirosława Gazińska
Iwona Markowicz
12. Oskar Ryszard Lange (1904–1965)
Czesław Domański
13. Władysław Grabski (1874–1938)
Czesław Domański
Recent Submissions
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Analysis of the Time Evolution of Non-Linear Financial Networks
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)We treat financial markets as complex networks. It is commonplace to create a filtered graph (usually a Minimally Spanning Tree) based on an empirical correlation matrix. In our previous studies we have extended this ... -
The Acceptance Control Costs for Variable Sampling in Case of Characteristic Distribution incompatible with Assumptions
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)The acceptance sampling is the conclusive procedure based on a sample randomly selected from a larger batch of quality in the controlled batch. The inspection can be run in case of a variable assessment and an attribute ... -
Memories of Mirosława Gazińska
(Wydawnictwo Uniwersytetu Łódzkiego, 2015) -
The Application of GARCH (1.1) Model for Measuring Shocks Transmission in Bond Market
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)The object of the study is identification of the bond yields volatility in selected European countries, during the crisis of public finances of Greece from 2010 to 2013. For this purpose the GARCH (1.1) model was used. The ... -
Oskar Ryszard Lange (1904–1965)
(Wydawnictwo Uniwersytetu Łódzkiego, 2015) -
Władysław Grabski (1874–1938)
(Wydawnictwo Uniwersytetu Łódzkiego, 2015) -
Professor Zdzisław Hellwig (1925–2013) a Giant in the Renaissance Style
(Wydawnictwo Uniwersytetu Łódzkiego, 2015) -
Construction Method of A-Optimal Chemical Balance Weighing Designs
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)In the paper we study the design in which we determine unknown measurements of p objects by use of n measurement operations. For that reason we consider the chemical balance weighing design under the assumption that the ... -
A Composite indicator for Household Debt Demand
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)A novel approach to construction of a leading indicator for household demand for debt, i.e., consumer credit demand index is presented. In order to derive a proper set of indicators, a theoretical background for the ... -
Remarks on the Formula for the Moments of the Pólya Probability Distribution
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)The probability distribution of a random variable can be characterized by some numbers called parameters of the distribution. Moments belong to the most frequently used parameters. We focus on the Pólya distribution because ... -
Switch Preference Analysis by the Drift Vectors Method
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)The matrix of switch preference data (e.g. one’s preference for brand j, given that one has already defined his/her first choice for brand i) is not symmetric. The averaging of appropriate off-diagonal proximity entries ... -
GEE Estimators in Mixture Model with Varying Concentrations
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)We discuss a semiparametric mixture model where some components are parameterized with common Euclidean parameter and others are fully unknown. We introduce GEE (generalized estimating equations) approach and adaptive ... -
Introduction
(Wydawnictwo Uniwersytetu Łódzkiego, 2015)