Przeglądaj Acta Universitatis Lodziensis. Folia Oeconomica nr 286/2013 według tytułu
Wyświetlanie pozycji 22-37 z 37
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Modification of Hinov Method of Variable Selection for Multiple Cluster Structure Analysis
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)The original HINoV method (Carmone et al., 1999 ) is not robust to the presence of correlated unimodal and uniform variables among noisy variables (e.g. Korzeniewski, 2012). Moreover, HINoV can be applied only to a single ... -
Non-Classical Risk Measures on the Warsaw Stock Exchange – the Application of Alpha-Stable Distributions
(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 ... -
Odds Ratios in the Analysis of Contingency Table
(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 ... -
On Estimation of a Quantity of Base Models with Parametric z and Permutation Tests
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)One of the crucial problems in multiple-model approach of the regression is estimation of optimal number of base models. If the quantity is too low – it increases the prediction error whereas too high number of models ... -
On MSE Estimation of Some Misspecified Predictor
(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 ... -
On Some Simulation Procedures for Comparing Nonparametric Methods of Regression
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)Nonparametric methods of regression form a large group of varied and rapidly growing methods. In many situations we have a problem with comparing these methods in order to select one of them to solve the regression ... -
On the Use of the Extreme Value Distribution in Monitoring Production Processes
(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 ... -
On Time Series Prediction Based on Control Chart
(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 ... -
Optimal Stock Portfolio – Application of Multivariate Statistical Analysis
(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 ... -
Optimal Weighing Designs for Estimation of Total Weight
(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 ... -
Probability of the Fuzzy Events and its Application in Some Economic Problems
(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 ... -
Rajmund Buławski – The Founder of the Śląsko-Dąbrowski Department of the Polish Statistical Association
(Wydawnictwo Uniwersytetu Łódzkiego, 2013) -
Sequence of Experimental Trials and Factorial Design of Experiment Realization Costs
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)Design of experiment is one of statistical methods of quality control which allows to appropriate preparation of the production process. Statistical design of experiment allows to set the level and to determine the ... -
Some Remarks on Feature Ranking Based Wrappers
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)One of the approaches to feature selection in discrimination or regression is learning models using various feature subsets and evaluating these subsets, basing on model quality criterion (so called wrappers). Heuristic ... -
Stepwise Multiple Tests Procedures for Discrete Distributions
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)We presented some properties of new procedures of multiple hypotheses testing for discrete distributions. We choose the new procedure stepwise TWWk, based on Tarone, Westfall and Welfinger ideas. We compare this procedure ... -
The Impact of the Methods of the Data Normalization on the Result of Linear Ordering
(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 ...