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Statistics in Transition New Series

An International Journal of the Polish Statistical Association

Polish Statistical Association

Central Statistical Office of Poland

Subject: Economics , Statistics & Probability

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ISSN: 1234-7655
eISSN: 2450-0291

DESCRIPTION

FEATURED ARTICLES

SUBJECTIVE AND COMMUNITY WELL-BEING INTERACTION IN A MULTILEVEL SPATIAL  MODELLING FRAMEWORK
LINEAR CHOLESKY DECOMPOSITION OF COVARIANCE MATRICES IN MIXED MODELS WITH CORRELATED RANDOM EFFECTS

VOLUME 16 , ISSUE 1 (March 2015) - List of articles

JOINT CALIBRATION ESTIMATOR FOR DUAL FRAME SURVEYS

Mahmoud A. Elkasabi/ Steven G. Heeringa/ James M. Lepkowski

Many dual frame estimators have been proposed in the statistics literature. Some of these estimators are theoretically optimal but hard to apply in practice, whereas others are applicable but have larger variances than the first group. In this paper, a Joint Calibration Estimator (JCE) is proposed that is simple to apply in practice and meets many desirable properties for dual frame estimators. The JCE is asymptotically design unbiased conditional on the strong relationship between the estimatio(..)

DOI: 10.21307/stattrans-2015-001

SOME CLASSES OF MODIFIED RATIO TYPE ESTIMATORS IN SAMPLE SURVEYS

A. K. P. C. Swain/ Manjula Das

In this paper some classes of modified ratio type estimators with additive and multiplicative adjustments made to the simple mean per unit estimator and classical ratio estimator are suggested to obtain more efficient ratio type estimators compared to the classical one. Their biases and mean square errors are obtained and compared with first order approximations.

DOI: 10.21307/stattrans-2015-002

IMPROVED SEPARATE RATIO AND PRODUCT EXPONENTIAL TYPE ESTIMATORS IN THE CASE OF POST-STRATIFICATION

Hilal A. Lone/ Rajesh Tailor

This paper addressed the problem of estimation of finite population mean in the case of post-stratification. Improved separate ratio and product exponential type estimators in the case of post-stratification are suggested. The biases and mean squared errors of the suggested estimators are obtained up to the first degree of approximation. Theoretical and empirical studies have been done to demonstrate better efficiencies of the suggested estimators than other considered estimators.

DOI: 10.21307/stattrans-2015-003

POLICY-ORIENTED INFERENCE AND THE ANALYST-CLIENT COOPERATION. AN EXAMPLE FROM SMALL-AREA STATISTICS

Nicholas T. Longford

We show on an application to small-area statistics that efficient estimation is not always conducive to good policy decisions because the established inferential procedures have no capacity to incorporate the priorities and preferences of the policy makers and the related consequences of incorrect decisions. A method that addresses these deficiencies is described. We argue that elicitation of the perspectives of the client (sponsor) and their quantification are essential elements of the analysis(..)

DOI: 10.21307/stattrans-2015-004

APPLICATION OF BOX-JENKINS METHOD AND ARTIFICIAL NEURAL NETWORK PROCEDURE FOR TIME SERIES FORECASTING OF PRICES

Abhishek Singh/ G. C. Mishra

Forecasting of prices of commodities, especially those of agricultural commodities, is very difficult because they are not only governed by demand and supply but also by so many other factors which are beyond control, such as weather vagaries, storage capacity, transportation, etc. In this paper time series models namely ARIMA (Autoregressive Integrated Moving Average) methodology given by Box and Jenkins has been used for forecasting prices of Groundnut oil in Mumbai. This approach has been com(..)

DOI: 10.21307/stattrans-2015-005

CLASSIFICATION PROBLEMS BASED ON REGRESSION MODELS FOR MULTI-DIMENSIONAL FUNCTIONAL DATA

Tomasz Górecki/ Mirosław Krzyśko/ Waldemar Wołyński

Data in the form of a continuous vector function on a given interval are referred to as multivariate functional data. These data are treated as realizations of multivariate random processes. We use multivariate functional regression techniques for the classification of multivariate functional data. The approaches discussed are illustrated with an application to two real data sets.

DOI: 10.21307/stattrans-2015-006

STOCHASTIC GOALS IN FINANCIAL PLANNING FOR A TWO-PERSON HOUSEHOLD

Radosław Pietrzyk/ Paweł Rokita

In household financial planning two types of risk are typically being taken into account. These are life-length risk and risk connected with financing. In addition, also various types of events of insurance character, like health deterioration, are sometimes taken into account. There are, however, no models addressing stochastic nature of household financial goals. The last should not be confused with modelling factors that influence performance of financing the goals, which is a popular researc(..)

DOI: 10.21307/stattrans-2015-007

ROBUST REGRESSION IN MONTHLY BUSINESS SURVEY

Grażyna Dehnel

There are many sample surveys of populations that contain outliers (extreme values). This is especially true in business, agricultural, household and medicine surveys. Outliers can have a large distorting influence on classical statistical methods that are optimal under the assumption of normality or linearity. As a result, the presence of extreme observations may adversely affect estimation, especially when it is carried out at a low level of aggregation. To deal with this problem, several alte(..)

DOI: 10.21307/stattrans-2015-008

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