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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 17 , ISSUE 3 (September 2016) - List of articles

FROM THE EDITOR

Włodzimierz Okrasa

DOI: 10.21307/stattrans-2016-027

SMALL AREA ESTIMATION OF INCOME UNDER SPATIAL SAR MODEL

Jan Kubacki/ Alina Jędrzejczak

The paper presents the method of hierarchical Bayes (HB) estimation under small area models with spatially correlated random effects and a spatial structure implied by the Simultaneous Autoregressive (SAR) process. The idea was to improve the spatial EBLUP by incorporating the HB approach into the estimation algorithm. The computation procedure applied in the paper uses the concept of sampling from a posterior distribution under generalized linear mixed models implemented in WinBUGS software and(..)

DOI: 10.21307/stattrans-2016-028

SUJATHA DISTRIBUTION AND ITS APPLICATIONS

Rama Shanker

In this paper a new one-parameter lifetime distribution named “Sujatha Distribution” with an increasing hazard rate for modelling lifetime data has been suggested. Its first four moments about origin and moments about mean have been obtained and expressions for coefficient of variation, skewness, kurtosis and index of dispersion have been given. Various mathematical and statistical properties of the proposed distribution including its hazard rate function, mean residual life function, stochastic(..)

DOI: 10.21307/stattrans-2016-029

ESTIMATION OF MEAN ON THE BASIS OF CONDITIONAL SIMPLE RANDOM SAMPLE

Janusz Wywiał

Estimation of the population mean in a finite and fixed population on the basis of the conditional simple random sampling design dependent on order statistics (quantiles) of an auxiliary variable is considered. Properties of the well-known Horvitz-Thompson and ratio type estimators as well as the sample mean are taken into account under the conditional simple random sampling designs. The considered examples of empirical analysis lead to the conclusion that under some additional conditions the pr(..)

DOI: 10.21307/stattrans-2016-030

PREDICTION OF A FUNCTION OF MISCLASSIFIED BINARY DATA

Noriah M. Al-Kandari/ Partha Lahiri

We consider the problem of predicting a function of misclassified binary variables. We make an interesting observation that the naive predictor, which ignores the misclassification errors, is unbiased even if the total misclassification error is high as long as the probabilities of false positives and false negatives are identical. Other than this case, the bias of the naive predictor depends on the misclassification distribution and the magnitude of the bias can be high in certain cases. We cor(..)

DOI: 10.21307/stattrans-2016-031

AN EXTENSION OF THE CLASSICAL DISTANCE CORRELATION COEFFICIENT FOR MULTIVARIATE FUNCTIONAL DATA WITH APPLICATIONS

Tomasz Górecki/ Mirosław Krzy´sko/ Waldemar Ratajczak/ Waldemar Woły´nski

The relationship between two sets of real variables defined for the same individuals can be evaluated by a few different correlation coefficients. For the functional data we have one important tool: canonical correlations. It is not immediately straightforward to extend other similar measures to the context of functional data analysis. In this work we show how to use the distance correlation coefficient for a multivariate functional case. The approaches discussed are illustrated with an applicat(..)

DOI: 10.21307/stattrans-2016-032

CHANGING MORTALITY DISTRIBUTION IN DEVELOPED COUNTRIES FROM 1970 TO 2010: LOOKING AT AVERAGES AND BEYOND THEM

Adam Szulc

The methods typically developed in income inequality and poverty research are employed to observe changes in life spans distribution in 35 developed countries. The analyses are performed at two levels, using the same methods when possible: i/ taking the countries as the units with a mean length of life being a single parameter representing the distribution, ii/ utilizing the country life tables (taking people as the units) in order to compare other than mean length of life attributes of mortalit(..)

DOI: 10.21307/stattrans-2016-033

QUALITY OF INSTITUTIONS AND TOTAL FACTOR PRODUCTIVITY IN THE EUROPEAN UNION

Adam P. Balcerzak/ Michał Bernard Pietrzak

The key challenge for mid- and long-term policy in the European Union countries is to use the potentials of knowledge-based economy (KBE), which is a condition for maintaining high total factor productivity in Europe. For this reason, the relationship between the quality of an institutional system and total factor productivity in the EU countries has been examined. The quality of the institutional system is defined here from the perspective of incentives that influence the use of the potential o(..)

DOI: 10.21307/stattrans-2016-034

LOCALLY REGULARIZED LINEAR REGRESSION IN THE VALUATION OF REAL ESTATE

Mariusz Kubus

Regression methods are used for the valuation of real estate in the comparative approach. The basis for the valuation is a data set of similar properties, for which sales transactions were concluded within a short period of time. Large and standardized databases, which meet the requirements of the Polish Financial Supervision Authority, are created in Poland and used by the banks involved in mortgage lending, for example. We assume that in the case of large data sets of transactions, it is more (..)

DOI: 10.21307/stattrans-2016-035

SPATIAL AUTOCORRELATION IN ASSESSMENT OF FINANCIAL SELF-SUFFICIENCY OF COMMUNES OF WIELKOPOLSKA PROVINCE

Agnieszka Kozera/ Romana Głowicka-Wołoszyn

The aim of the article was to identify the spatial effects in assessment of financial self-sufficiency of the governments of communes (gminas) of Wielkopolska province (voivodship) in 2014, employing global and local Moran I statistics. The level of the governments’ self-sufficiency was examined by positional TOPSIS method. The study was based on publicly accessible databases compiled by the Ministry of Finance (Wskaźniki do oceny sytuacji finansowej jednostek samorządu terytorialnego) and the C(..)

DOI: 10.21307/stattrans-2016-036

KERNEL ESTIMATION OF CUMULATIVE DISTRIBUTION FUNCTION OF A RANDOM VARIABLE WITH BOUNDED SUPPORT

Aleksandra Baszczyńska

In the paper methods of reducing the so-called boundary effects, which appear in the estimation of certain functional characteristics of a random variable with bounded support, are discussed. The methods of the cumulative distribution function estimation, in particular the kernel method, as well as the phenomenon of increased bias estimation in boundary region are presented. Using simulation methods, the properties of the modified kernel estimator of the distribution function are investigated an(..)

DOI: 10.21307/stattrans-2016-037

IN SEARCH OF HEDGES AND SAFE HAVENS IN GLOBAL FINANCIAL MARKETS

Stanisław Wanat/ Sławomir Śmiech/ Monika Papież

The aim of the paper is to search for hedges and safe havens within three instrument classes: assets (represented by the S&P500 index), gold and oil prices, and dollar exchange rates. Weekly series of returns of all the instruments from the period January 1995 – June 2015 are analysed. The study is based on conditional correlations between the instruments in different market regimes obtained with the use of copula-DCC GARCH models. It is assumed that different market regimes will be identified b(..)

DOI: 10.21307/stattrans-2016-038

BOOK REVIEW

DOI: 10.21307/stattrans-2016-039

ABOUT THE AUTHORS

DOI: 10.21307/stattrans-2016-040

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