Acta Universitatis Lodziensis. Folia Oeconomica nr 216/2008: Recent submissions
Now showing items 21-40 of 45
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Cluster analysis with clusterSim computer program and R environment
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The article presents auxiliary functions of clusterSim package (see Walesiak & Dudek (2006)) and selected functions of packages stats, cluster, and ade4, which are applied to solving clustering problems. In addition, the ... -
Weighting in the template matching
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the area of image analysis of templates, we have proposed and implemented a method for locating landmarks in 2D-images of faces. It uses the weighted correlation coefficient as a similarity measure between the template ... -
Kohonen self-organizing maps for symbolic objects
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)Visualizing data in the form of illustrative diagrams and searching, in these diagrams, for structures, clusters, trends, dependencies etc. is one of the main aims of multivariate statistical analysis. In the case of ... -
Optimal designs for 𝘱 + 1 objects based on designs for 𝘱 objects
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The problem of optimizing the estimation of the weights of p objects in n weighing operations using a chemical balance is considered. Conditions under which the existence of an optimum chemical balance weighing design for ... -
Note on the optimum chemical balance weighing design for odd number of objects
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The problem of the estimation of unknown weights of p objects is considered. The experiment is carry out according to the model of the chemical balance weighing design under the assumption that the measurement errors are ... -
Performing quantiles in multiple regression sampling strategy
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)Estimation of the population average in a finite population by means of sampling strategy dependent on the sample quantile of an auxiliary variables is considered. The sampling design is proportionate to the determinant ... -
Test of multivariate normality using shape measures of the distribution
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)Karl Pearson, in 1990, proposed two numerical characteristics of the distribution of random variables i.e. asymmetry (skewness) and kurtosis (flatness). Their sample approximations allow to describe partially the empirical ... -
Sensitivity of the chisquare fit test to the division of hypothetical set of investigated variable values
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the paper there is considered an influence of division of hypothetical set of investigated variable values on making a decision either to reject or not to reject the null hypothesis in the goodness-of-fit chi-square ... -
On testing the hypothesis of stability of the ratio of two random variables.
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The problem of testing the hypothesis of the stability of expected value of the ratio of random variables is considered in the article. The ratio of random variables X and Y under assumptions of the autoregression models ... -
Goldfeld-Quandt test: unbiasedness vs symmetry
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The Goldfeld-Quandt test for homoscedasticity in a classical linear regression appears to be biased. In the paper an unbiased test is constructed. The result is extended to families of distributions with scale parameter. -
Similarities among small area relative frequency distributions in small area synthetic estimation
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the paper the estimation precision for the small area mean is considered for six synthetic estimators. For three estimators auxiliary data dealing with the whole population are used and for other estimators - data ... -
Dispersion of estimates of linear regression parameters in case of the deepest regression method
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The deepest regression method is such a method of estimation of regression parameters that the maximal regression depth characterises the obtained model. In this paper the deeepest regression method is presented and the ... -
Bootstrap confidence regions based on the Mahalanobis depth measure of two-dimensional samples
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)Construction of confidence regions for multi-dimensional samples is usually performed with a known stochastic distribution of a random vector in question. However, for multidimensional studies of socio-economic phenomena, ... -
Correlation among variables and methods of establishing weights of sample units. Monte Carlo analysis of the modified synthetic estimator
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In many statistical surveys one faces the problem of insufficient number of sample observations to make reliable inference about a given population domain of interest (small area). One possible solution, which has been ... -
On accuracy of some EBLU predictor
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the paper we analyze the accuracy of the empirical best linear unbiased predictor (EBLUP) of the domain total (see Royall, 1976) assuming a special case of the general linear mixed model. To estimate the mean square ... -
The modification of stepwise multiple procedure
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In this paper we discuss stepdown methods that control the familywise error rate in finite samples. Such methods proceed stagewise by testing an intersection hypothesis without regard to hypotheses previously rejected. ... -
Estimation of parameters of Tömquist’s functions with Newton-Raphson’s method
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the work there has been discussed Newton-Raphson’s iterative method of estimation of parameters of Tömquist’s functions of general class and there are derived formulas of their partial derivatives of Ist and 2nd rank. ... -
About robust detection of a breakdown point in selected linear regression models
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In this paper an approach appealing to a regression depth concept is applied to a robust detection of points (moments) of a regression coefficients change. The propositions are compared with propositions based on Schwarz ... -
On Some Composite Estimator of the Population Mean
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In this paper an estimator of the finite population mean in the unit nonresponse situation is proposed. It is constructed as a combination of the well-known regression estimator derived from the linear model and a ... -
Power of tests for multivariate normality based on skewness and flatness coefficients
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)There are many methods of construction of multivariate normality tests. The current review of the literature proves that there are at least 60 procedures of verification of the hypothesis about multivariate normality of ...