| dc.contributor.author | Trzpiot, Grażyna | |
| dc.date.accessioned | 2015-11-09T11:08:09Z | |
| dc.date.available | 2015-11-09T11:08:09Z | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/13382 | |
| dc.description.abstract | Conditional quantiles are required in various economic, biomedical or industrial problems. Lack of objective basis for ordering multivariate observations is a major problem in extending the notion of quantiles or conditional quantiles (also called regression quantiles) in a multidimensional setting. We present characterisations of the spatial quantiles and the corresponding estimators. Nonparametric inference is very naturally quantile-based, and in recent years various notions of multivariate quantiles the spatial quantile function for whose sample version have been recalled. | pl_PL |
| dc.description.abstract | Warunkowe kwantyle są wykorzystywane w ekonomii, biomedycynie lub w przemyśle. Mamy problemy z wprowadzeniem relacji porządku w obserwacjach wielowymiarowych, co przenosi się również na uogólnienie definicji kwantyli oraz warunkowych kwantyli (regresji kwantylowej) w przestrzeni wielowymiarowej. Omówimy własności przestrzennych kwantyli oraz ich estymatory. Wnioskowanie nieparamertyczne jest wykorzystywane przy opisie kwantylowym. Przedstawimy różne notacje wielowymiarowych kwantyli oraz przestrzennych funkcji kwantylowych w zapisie dla próby badawczej. | pl_PL |
| dc.language.iso | en | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;5 | |
| dc.title | Some Properties of Spatial Quantiles | pl_PL |
| dc.title.alternative | Wybrane własności przestrzennych kwantyli | pl_PL |
| dc.type | Article | pl_PL |
| dc.rights.holder | © Copyright by Uniwersytet Łódzki, Łódź 2014 | pl_PL |
| dc.page.number | [141]-151 | pl_PL |
| dc.contributor.authorAffiliation | University of Economics in Katowice, Department of Demography and Economics Statistics | pl_PL |
| dc.identifier.eissn | 2353-7663 | |
| dc.references | Abdous B., Theodorescu R. (1992), Note on the spatial quantile of a random vector, “Statistics and Probability Letter”, 13, pp. 333-336. | pl_PL |
| dc.references | Barnett V. (1976), The ordering of multivariate data (with comments), “Journal of Royal Statistical Society”, Ser. A, 139, pp. 318-354. | pl_PL |
| dc.references | Chakraborty B. (2001), On affine equivariant multivariate quantiles, T”he Institute of Statistical Mathematics”, 53, pp. 380-403. | pl_PL |
| dc.references | Chaudhuri P. (1992a), Multivariate location estimation using extension of R-estimates through Ustatistics type approach, “Annals of Statistics”, 20, pp. 897-916. | pl_PL |
| dc.references | Chaudhuri P. (1992b), Generalized regression quantiles: Forming a useful toolkit for robust linear regression, (in:) Dodge Y. (ed.), L1 Statistical Analysis and Related Methods, Amsterdam: North-Holland, pp. 169-185. | pl_PL |
| dc.references | Chaudhuri P. (1996), On a geometric notation of quantiles for multivariate data, “Journal of the American Statistical Association”, 91, pp. 862-872. | pl_PL |
| dc.references | Chaouch M., Gannoun A., Saracco J. (2008), Conditional Spatial Quantile: Characterization and Nonparametric Estimation, Cahier Du Gretha – 10. | pl_PL |
| dc.references | Dabo-Niang S., Thiam (2010), Robust quantile estimation and prediction for spatial processes, “Statistics and Probability Letters”, 80, pp. 1447-1458. | pl_PL |
| dc.references | Eddy W. F. (1985), Ordering of Multivariate Data, (in:) Billard L. (ed.), Computer Science and Statistics: The Interface, Amesterdam: North-Holland, pp. 25-30. | pl_PL |
| dc.references | Efron B. (1991), Regression percentiles using asymmetric squared error loss, “Statistica Sinica”, 1, pp. 93-125. | pl_PL |
| dc.references | Ferguson T. (1967), Mathematical Statistics: A Decision Theory Approach, Academic Press: New York. | pl_PL |
| dc.references | Koenker R., Basset G. (1978), Regression Quantiles, “Econometrica”, 46, pp. 33-50. | pl_PL |
| dc.references | Koenker R., Portnoy S. (1987), L Estimation for linear models, “Journal of the American statistical Association”, 82, pp. 851-857. | pl_PL |
| dc.references | Oja H. (1983), Descriptive Statistics for Multivariate Trimming, “Statistics and Probability Letters”, 1, pp. 327-332. | pl_PL |
| dc.references | Plackett R. L. (1976), Comment on Ordering of multivariate data by V. Barnett, “Journal of the Royal Statistical Society”, Ser. A, 139, pp. 344-346. | pl_PL |
| dc.references | Reiss R. D. (1989), Approximation distributions of order statistics with applications to nonparametric statistics, New York: Springer. | pl_PL |
| dc.references | Serfling R. (1980), Approximation theorem of mathematical statistics, New York: John Wiley. | pl_PL |
| dc.references | Serfling R. (2002), Quantile functions for multivariate analysis: approaches and applications, “Annals of Statistics”, 25, pp. 435-477. | pl_PL |
| dc.references | Trzpiot G. (2008), The Implementation of Quantile Regression Methodology in VaR Estimation, “Studies and Researches of Faculty of Economics and Management University of Szczecin”. | pl_PL |
| dc.references | Trzpiot G. (2009a), Quantile Regression Model versus Factor Model Estimation, “Financial Investments and Insurances”, Vol 60. | pl_PL |
| dc.references | Trzpiot G. (2009b), Application weighted VaR in capital allocation, “Polish Journal of Environmental Studies”, Vol 18, 5B. | pl_PL |
| dc.references | Trzpiot G. (2009c), Estimation methods for quantile regression, “Economics Studies”, 53. | pl_PL |
| dc.references | Trzpiot G. (2010), Quantile Regression Model of Return Rate Relation – Volatility for Some Warsaw Stock Exchange Indexes, “Finances, Financial Markets and Insurances. Capital Market”, Vol 28, pp. 61-76. | pl_PL |
| dc.references | Trzpiot G. (2011a), Bayesian Quantile Regression, „Studia Ekonomiczne”, Zeszyty Naukowe nr 65, pp. 33-44. | pl_PL |
| dc.references | Trzpiot G. (2011b), Some tests for quantile regression models, “Acta Universitatis Lodziensis Folia Economica”, 255, pp. 125-135. | pl_PL |
| dc.references | Trzpiot G. (2012), Spatial quantile regression, “Comparative Economic Research. Central and Eastern Europe”, vol. 15, no 4, pp. 265-279. | pl_PL |
| dc.references | Trzpiot G. (2013), Properties of transformation quantile regression model, “Acta Universitatis Lodziensis Folia Economica”, 285, pp. 125-137. | pl_PL |
| dc.references | Zuo Y., Serfling R. (2000), General notions of statistical depth function, “Annals of Statistics”, 28, pp. 461-482. | pl_PL |
| dc.relation.volume | 307 | pl_PL |
