Browsing Acta Universitatis Lodziensis. Folia Oeconomica nr 196/2006 by Title
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A Modified Holm’s Stepwise Rejective Multiple Test Procedure
(Wydawnictwo Uniwersytetu Łódzkiego, 2006) 
An Influence of Classification Method on Efficiency of Modified Synthetic Estimator
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The problem of insufficient number of sample observations representing a given population domain of interest (small area) can be solved by applying such estimators, which will be able to combine sample information from ... 
Applications of VaR and CVaR Methods on Energy Market in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)This article presents downside risk measures such as: ValueatRisk  VaR and Conditional ValueatRisk  CVaR. We establish them with three of the known methods. The electric energy is an article of real tame, which we ... 
Balanced Block Designs Leading to the Optimum Chemical Balance Weighing Design with Equal Correlations of Errors
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper is studying the estimation problem of individual weights of objects using the chemical balance weighing design under the restriction on the number times in which each object is weighed. We assume that errors ... 
Choice of the Smoothing Parameter in Kernel Density Estimation
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Kernel density estimation is one of the main methods available for univariate density estimation. The problems of choosing the kernel function and choosing the smoothing parametr are of crucial importance in density ... 
Classification Tree Based on Receiver Operating Characteristic Curves
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper deals with a new classification algorithm for discriminating between two populations. The proposed algorithm uses properties of a receiver operating characteristic function ROC(v) and a goodnessoffit statistic ... 
Clustering of European Countries with Respect to Food Consumption
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Problem of clustering of European countries with respect to food consumption is considered. Data related to average yearly per capita consumption of 14 main categories of food products in 39 countries are collected and ... 
Comparison of Selected Criteria for Determination of the Measure of Depth of an Observation in a Twodimensional Sample
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The measure of observation depth in multidimensional samples, introduced into statistical practice by Tukey, has become a new tool for data analysis. It is a proposed method for determining multidimensional positional ... 
Credit Swaps as Instruments Securing from the Risk
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The interest in the problem of credit risk has significantly increased within the last few dozen years. Scientific literature presents a lot of methods of the credit risk limitation whereas banks try, with various results, ... 
Evaluation of the Degree of Integration among European Insurance Markets
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The insurance internal market has existed since 1993 (enforced by the third life directive). Its’ main features are a common framework to allow insurers to operate throughout the EU and to establish and provide services ... 
Introduction
(Wydawnictwo Uniwersytetu Łódzkiego, 2006) 
Limit Property of The Compound Distribution BinomialGeneralized TwoParameter Gamma
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In 1920 M. Greenwood and G. U. Yule presented a compound distribution Poissontwoparameter gamma and gave some interesting applications of this compounding. In 1973 H. Jakuszenkow published a compound of the Poisson ... 
Matrix H and Its Applications in Economic and Tourist Research
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper characterizes and gives some basic properties of matrix H that is the operator of orthogonal projection on the space of columns of matrix X, which is the hat matrix in linear regression model. The author ... 
Methods of Assessing Efficiency of BonusMalus Systems
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In civil responsibility transportation insurance the insurer assesses risk, inflicted by drivers, on the basis of observable risk factors such as e.g. driver’s sex and age, vehicle characteristics. However, there are ... 
Multinomial Logit Model and Its Application in Labour Market Position Analysis of Individuals in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In this paper we undertake an attempt to assess an impact which levels of education and vocational skills both have on the individuals’ position in the labor market. This position we define on the basis of probability ... 
Multivalued Stochastic Processes
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Multivalued random variables and stochastic processes can be use in integral geometry, mathematical economics or stochastic optimization. In the study of multivalued stochastic processes the some clue problem is the ... 
Multivariate Analysis of Regional Differences in the Higher Education System in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)This article discusses an attempt at analysis of regional diversity in Poland in 2001 with respect to the level of the higher educational system. The first part of this report deals with ranking provinces with respect ... 
On the Distribution of Quadratic Form of Sample Mean and Variance
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The quadratic form of the sample mean and sample variance was considered. The sample is from normal distribution. The density function of the quadratic form has been derived. The quadratic form can be applied as the test ... 
Proposal of New Cluster Analysis Algorithm
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)One of wellknown groups of cluster analysis methods is the group of methods based on density estimation. In the paper we propose a new method of defining dusters which consists of two steps. In the first step we find ... 
Random Selection of Variables for Aggregated TreeBased Models
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Treebased models are popular a widely used because they are simple, flexible and powerful tools for classification. Unfortunately they are not stable classifiers. Significant improvement of the model stability and ...