Wyświetlanie pozycji 1-20 z 45

    • Weighting in the template matching 

      Kalina, Jan (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 ...
    • Visualisation of a two - way contingency table in R 

      Kasprzyk, Iwona (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The contingency table is one of the most popular ways of presenting categorical data. We can make a visualisation of data contained in the two - way contingency table using the vcd and graphics packages in the R sofware. ...
    • Optimal designs for 𝘱 + 1 objects based on designs for 𝘱 objects 

      Ceranka, Bronisław; Graczyk, Małgorzata (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 ...
    • The market as the Minority Game and the statistical physics 

      Bolonek, Katarzyna (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The simplest version of minority game is introduced. It is shown how the minority game can result from the behaviour of individuals. The stability analysis of stationary state is briefly discussed. The modification of ...
    • Multivariate distributions in financial data analysis - applications in portfolio approach 

      Jajuga, Krzysztof (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The paper gives an attempt to systematize different problems in finance which can be solved by multivariate analysis. First of all, some theoretical remarks on multivariate distributions are given. Then, taxonomy of ...
    • Note on the optimum chemical balance weighing design for odd number of objects 

      Ceranka, Bronisław; Graczyk, Małgorzata (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 ...
    • Goldfeld-Quandt test: unbiasedness vs symmetry 

      Zieliński, Wojciech (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.
    • About robust detection of a breakdown point in selected linear regression models 

      Kosiorowski, Daniel (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 accuracy of some EBLU predictor 

      Żądło, Tomasz (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 ...
    • Application of bayesian estimation methods for small domains in the Polish Labor Force Survey 

      Kubacki, Jan (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 ...
    • On detection of homogeneous segments of observations in financial time series 

      Sarnowski, Wojciech (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The aim of this article is to present financial data modelling in presence of stochastic disorders. Change-point analysis is applied. We adapt universal method of change-point detection for disorder in parameters of GARCH ...
    • Applying the RiskGrade measure in the risk analysis and the efficiency of Open Pension Funds 

      Mikulec, Artur (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 ...
    • Sensitivity of the chisquare fit test to the division of hypothetical set of investigated variable values 

      Pruska, Krystyna (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 ...
    • VaR in risk analysis on DAM and models of volatility of variance 

      Ganczarek, Alicja (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The aim of this paper is to describe and measure risk on the Day Ahead Marked (DAM) of the Polish Power Exchange. In this paper downside risk measures such as Vcilue-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are ...
    • Multivalued coherent risk measures 

      Trzpiot, Grażyna (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The concept of coherent risk measures with its axiomatic characterization was discussed in a finite probability spaces. The aim of this paper is to apply a multivalued random variable as a multivalued risk measures, for ...
    • The model of risk assessment in light of Solvency II project 

      Brylikowski, Piotr (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      Zmiany zachodzące na światowym rynku ubezpieczeń spowodowały, iż przepisy w zakresie wypłacalności zakładów ubezpieczeń przestały odpowiadać nowym wyzwaniom jakie stanęły przed organami nadzoru. Projekt Solvency II ma ...
    • Portfolio construction with modified Sharpe’s method 

      Czapkiewicz, Anna; Machowska, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      In the paper we consider a modification of Sharpe’s method used in classical portfolio analysis for optimal portfolio building. The key idea of the paper is the modification of the classical approach by application of ...
    • How to reconstruct the unknown physical quantities using neural networks? 

      Wolter, Marcin (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 ...
    • Similarities among small area relative frequency distributions in small area synthetic estimation 

      Pruska, Krystyna (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 ...
    • Performing quantiles in multiple regression sampling strategy 

      Wywiał, Janusz (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 ...