Acta Universitatis Lodziensis. Folia Oeconomica nr 311(1)/2015

 


CONTENTS

1. Introduction
Czesław Domański, Elżbieta Zalewska


I. DISCRIMINANT AND FACTOR ANALYSIS

2. Better Alternatives for Stepwise Discriminant Analysis / Alternatywne, lepsze metody w krokowej analizie dyskryminacyjnej
Katarzyna Stąpor
 3. Feature Selection and the Chessboard Problem / Selekcja zmiennych a problem szachownicy
Mariusz Kubus
 4. Likert Scale and Change in Range of Response Categories vs. the Factors Extraction in EFA Model / Skala Likerta a zakres kategorii odpowiedzi w procesie ekstrakcji czynników w modelu EFA
Piotr Tarka


II. ESTIMATION AND STATISTICAL TEST

5. On the Method of Detecting Changes in Trend Using Permutation Tests / Wykrywanie zmian trendu z wykorzystaniem testów permutacyjnych
Michał Miłek, Grzegorz Kończak
 6. Empirical and Kernel Estimation of the ROC Curve / Empiryczny i jądrowy estymator krzywej ROC
Aleksandra Baszczyńska
 7. Comparative Analysis of Sigma-Based, Quantile-Based and Time Series VaR Estimators / Analiza porównawcza estymatorów VaR opartych na wariancji, na metodach kwantylowych i metodach szeregów czasowych
Marta Małecka


III. STATISTICAL METHODS AND THEIR APPLICATIONS

8. On D-optimal Chemical Balance Weighing Designs / D-optymalne chemiczne układy wagowe o nieujemnie skorelowanych błędach: konstrukcja
Bronisław Ceranka, Małgorzata Graczyk
 9. Application of Survival Analysis in Efficiency Evaluation of Professional Effectiveness Enhancement Programme / Wykorzystanie analizy trwania do oceny skuteczności programu zwiększającego efektywność zawodową
Beata Bieszk-Stolorz, Iwona Markowicz

Recent Submissions

  • Likert Scale and Change in Range of Response Categories vs. the Factors Extraction in EFA Model 

    Tarka, Piotr (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    The objective of the article is the comparative analysis of Likert rating scale based on the following range of response categories, i.e. 5, 7, 9 and 11 in context of the appropriate process of factors extraction in ...

  • Better Alternatives for Stepwise Discriminant Analysis 

    Stąpor, Katarzyna (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    Discriminant Analysis can be best defined as a technique which allows the classification of an individual into several distinctive populations on the basis of a set of measurements. Stepwise discriminant analysis (SDA) is ...

  • Introduction 

    Domański, Czesław; Zalewska, Elżbieta (Wydawnictwo Uniwersytetu Łódzkiego, 2015)

  • Feature Selection and the Chessboard Problem 

    Kubus, Mariusz (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    Feature selection methods are usually classified into three groups: filters, wrappers and embedded methods. The second important criterion of their classification is an individual or multivariate approach to evaluation of ...

  • On the Method of Detecting Changes in Trend Using Permutation Tests 

    Miłek, Michał; Kończak, Grzegorz (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    The article presents a proposal of the test for detecting changes in trend. The proposed procedure refers to the permutation test. The use of this procedure allowed the adoption of fairly general assumptions. The proposed ...

  • Empirical and Kernel Estimation of the ROC Curve 

    Baszczyńska, Aleksandra ORCID (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    The paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric approach may involve the use of empirical method or kernel ...

  • Comparative Analysis of Sigma-Based, Quantile-Based and Time Series VaR Estimators 

    Małecka, Marta ORCID (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    Since its inception at the end of the XX century, VaR risk measure has gained massive popularity. It is synthetic, easy in interpretation and offers comparability of risk levels reported by different institutions. However, ...

  • On D-optimal Chemical Balance Weighing Designs 

    Ceranka, Bronisław; Graczyk, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    The paper deals with the problem of determining the chemical balance weighing designs satisfying the criterion of D-optimality under assumption that the measurement errors are equally correlated and they have the same ...

  • Application of Survival Analysis in Efficiency Evaluation of Professional Effectiveness Enhancement Programme 

    Bieszk-Stolorz, Beata; Markowicz, Iwona (Wydawnictwo Uniwersytetu Łódzkiego, 2015)
    The purpose of the paper is to evaluate the effect of a professional effectiveness enhancing programme on unemployment spells. The analysed programme was implemented by the Poviat Labour Office in Szczecin in 2009 and 2010 ...