Acta Universitatis Lodziensis. Folia Oeconomica nr 302(3)/2014
http://hdl.handle.net/11089/12185
2024-10-10T11:58:16ZON NONRESPONSE CAUSALITY TESTING IN ROTATING PANEL DESIGNS UNDER THE COX MODEL
http://hdl.handle.net/11089/14879
ON NONRESPONSE CAUSALITY TESTING IN ROTATING PANEL DESIGNS UNDER THE COX MODEL
Bednarski, Tadeusz
High survey nonresponse in unemployment duration studies may have a strong effect on inference if exit from unemployment affects the chance of nonresponse (nonresponse causality). In rotational studies large part of the nonresponse results from panel attritions. A method to test the presence of the causality mechanism for rotating panel designs is proposed and its asymptotic consistency is proved under the Cox regression model. An application to real labor data and a simulation study are shown.
2014-01-01T00:00:00ZON THE RESAMPLING METHOD IN SAMPLE MEDIAN ESTIMATION
http://hdl.handle.net/11089/14880
ON THE RESAMPLING METHOD IN SAMPLE MEDIAN ESTIMATION
Kończak, Grzegorz
Bootstrap is one of the resampling statistical methods. This method was proposed by B. Efron. The main idea of bootstrap is to treat the original sample of values as a stand-in for the population and to resample with replacement from it repeatedly. Bootstrap allows estimation of the sampling distribution of almost any statistics using only very simple methods. This paper presents a modification of a resampling procedure based on bootstrap sampling. The proposal leads to sampling from population with density function f(x), where f(x) is estimated based on the kernel estimation. The properties of the method were analyzed in the median estimation in Monte Carlo study.The proposal could be useful for the parameters estimation in the case of a small sample. This method could be used in quality control procedures such as control charts or in the acceptance sampling.
2014-01-01T00:00:00ZPROPERTIES OF SELECTED SIGNIFICANCE TESTS FOR EXTREME VALUE INDEX
http://hdl.handle.net/11089/14882
PROPERTIES OF SELECTED SIGNIFICANCE TESTS FOR EXTREME VALUE INDEX
Pekasiewicz, Dorota
The paper presents two tests verifying the hypothesis about the shape parameter of the generalized distribution of maximum statistic. It is called the extreme value index. The inverse of the positive index is called the tail index and determines the degree of fatness of the tail. The asymptotic properties of the Pickands and the Hill estimator of the shape parameter are used to construct the test statistics. Simulation studies of the properties of these significance tests allow us to formulate some conclusions regarding their applications.
2014-01-01T00:00:00ZUsing the Stable Distribution to Monitor a Process, which Distribution is Unknown
http://hdl.handle.net/11089/14881
Using the Stable Distribution to Monitor a Process, which Distribution is Unknown
Chmielińska, Magdalena
The control chart is a tool of statistical quality control, which is widely used in production. The fulfillment of its basic assumptions, guarantees flawless assessment of correctness of the monitored process. The purpose of this paper is to pay attention to the need to verify the assumptions of the used method and the effects of its unauthorized use, in case of not meeting its assumptions. In this paper a method that uses a family of stable distributions to estimate the unknown probability density of monitored diagnostic variable, is proposed. The estimated density function is the basis for determining the control limits.
2014-01-01T00:00:00Z