Przeglądaj Acta Universitatis Lodziensis. Folia Oeconomica nr 216/2008 według tytułu
Wyświetlanie pozycji 1-20 z 45
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A merger of pension funds - a stochastic model
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In Polish law there exists a definition of the average rate of return of a group of pension funds which, as it was proved by Gajek and Kaluszka (2000), does not satisfy some economic postulates. These authors proposed ... -
A proposal of a new method of choosing starting points for k-means grouping
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)When one groups set elements with the help of k-means it is crucial to choose starting points properly. If they are chosen incorrectly one may arrive at badly grouped elements. In the paper a new method of choosing ... -
A proposition of the system of weights for aggregative indexes on the example ofthe index of work efficiency
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In this paper we propose a construction of the aggregative index of work efficiency. The proposed system of weights is based on theoretical considerations over the situation in which the number of observations - coming ... -
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 ... -
Application of bayesian estimation methods for small domains in the Polish Labor Force Survey
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The author presents a synthetic overview of recent efforts related to the small area estimation methods applied to the Polish Labor Force Survey (PLFS). The review concerns methodology and results obtained by Central ... -
Applying the RiskGrade measure in the risk analysis and the efficiency of Open Pension Funds
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)The paper aims at reminding the classic risk measures and presenting the RiskGrade measure (1994). This statistic allows comparisons between the investment risk of different financial assets and also the risk of financial ... -
Bayes estimation in agricultural sample surveys in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)Direct estimators used in sample surveys usually provide parameters’ estimates for country and regions. They do not provide estimates for smaller crosssections (age, gender etc.) or smaller geographical areas (subregions, ... -
Bayesian estimation of bonus malus coefficients in CR automobile liability insurance
Szymańska, Anna
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)
The basis of insurance activity is proper premium estimation. The gross premium is the net premium enlarged by a security loading and costs of insurance activity. In the paper individual net premium is calculated by means ... -
Bootstrap Confidence Intervals for Population Mean in the Case of Asymmetric Distributions of Random Variables
; Pekasiewicz, Dorota (Wydawnictwo Naukowe Uniwersytetu im. Adama Mickiewicza w Poznaniu, 2008)
W pracy przedstawiono wybrane metody bootstrapowe estymacji przedziałowej wartości oczekiwanej populacji o rozkładzie asymetrycznym. Rozważano standardową metodę bootstrapowa, metodę percentyli oraz metodę t-bootstrapową. ... -
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, ... -
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 ... -
Combining different types of classifiers
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)Model fusion has proved to be a very successful strategy for obtaining accurate models in classification and regression. The key issue, however, is the diversity of the component classifiers because classification error ... -
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 ... -
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 ... -
Distribution of linear combination the sample mean and the sample median
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the work there is examined the estimator of linear combination of arithmetic mean and median from a random sample of a random variable in the symmetrical distribution. The coefficients of combinations are determined ... -
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. ... -
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. -
How to reconstruct the unknown physical quantities using neural networks?
(Wydawnictwo Uniwersytetu Łódzkiego, 2008)In this article an application of neural networks to the reconstruction of unknown physical quantities in particle physics is presented. As an example the mass reconstruction of the hypothetical Higgs boson in the typical ... -
Introduction
Szymańska, Anna; (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
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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 ...