Acta Universitatis Lodziensis. Folia Oeconomica nr 152/2000

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CONTENT

  1. Introduction
    Czesław Domański, Alina Jędrzejczak

    2. I. STATISTICAL MODELS

  2. Classification into two Populations for Time Dependent Observations
    Mirosław Krzyśko, Waldemar Wołyński
  3. Analysis of Variance with Time Series Data
    Bronislaw Ceranka, Krystyna Katulska
  4. Bootstrap Distribution of OLS-Estimators for Linear Regression Models
    Krystyna Pruska
  5. On Uncertainty Classes and Minimax Estimation in the Linear Regression Models with Heteroscedasticity and Correlated Errors
    Andrzej Grzybowski
  6. Evaluation of the Probability Content as an Infinite Linear Combination of Wishart Distributions
    Helena T. Jelenkowska
  7. Logical Many-Valuedness Versus Probability
    Grzegorz Malinowski

    8. II. STATISTICAL INFERENCE

  8. Estimation of Mode on the Basis of a Truncated Sample
    Janusz Wywiał
  9. Multivalued Stop-Loss Stochastic Dominance Test
    Grażyna Trzpiot
  10. Sample Breakdown Points of the Wilcoxon and Sign Tests for Location
    Jerzy Korzeniewski

    11. III. APPLICATION OF STATISTICAL METHODS

  11. On Unemployment Investigation in Small Areas
    Czeslaw Domański, Krystyna Pruska
  12. Implementing of Analytic Hierarchy Process in Banking
    Czesław Domański, Jarosław Kondrasiuk
  13. Relative Potency for the Multivariate Contaminated Normal Responses
    Zofia Hanusz
  14. Model of Connection Between Inflation and Interest Rate Based on the Polish Financial Market
    Stefania Ginalska, Beata Skowron-Grabowska
  15. The Production Analysis by Dual Dynamic Programming
    Iwona Nowakowska
  16. On the Average Return Rate for a Group of Investment Funds
    Lesław Gajek, Marek Kaluszka

Zadanie pt. Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę

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    In 1996 Zhang introduced sample replacement points for the level and power of tests and their simplified versions. This paper presents numerical values of the breakdown points of the Wilcoxon and sign tests for location ...

  • Multivalued Stop-Loss Stochastic Dominance Test 

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    The problem of estimation of the mode of a continuous distribution (unction is considered. The estimation of the mode based on estimators of the density function is well known, see e.g. Härdle (1991) and Parzen (1962). ...

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  • Bootstrap Distribution of OLS-Estimators for Linear Regression Models 

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  • Introduction 

    Domański, Czesław; Jędrzejczak, Alina (Wydawnictwo Uniwersytetu Łódzkiego, 2000)

  • Analysis of Variance with Time Series Data 

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  • The Production Analysis by Dual Dynamic Programming 

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