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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 20 , ISSUE 2 (June 2019) - List of articles

STATISTICAL INFERENCE OF EXPONENTIAL RECORD DATA UNDER KULLBACK-LEIBLER DIVERGENCE MEASURE

Raed r. . Abu Awwad

Based on one parameter exponential record data, we conduct statistical inferences (maximum likelihood estimator and Bayesian estimator) for the suggested model parameter. Our second aim is to predict the future (unobserved) records and to construct their corresponding prediction intervals based on observed set of records. In the estimation and prediction processes, we consider the square error loss and the Kullback-Leibler loss functions. Numerical simulations were conducted to evaluate the Baye(..)

DOI: 10.21307/stattrans-2019-011

GENERALIZED BAYES ESTIMATION OF SPATIAL AUTOREGRESSIVE MODELS

Anoop Chaturvedi/ Sandeep Mishra

The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to demog(..)

DOI: 10.21307/stattrans-2019-012

THE EFFECT OF BINARY DATA TRANSFORMATION IN CATEGORICAL DATA CLUSTERING

Jana Cibulková/ Zdenek Šulc/ Sergej Sirota/ Hana Rezanková

This paper focuses on hierarchical clustering of categorical data and compares two approaches which can be used for this task. The first one, an extremely common approach, is to perform a binary transformation of the categorical variables into sets of dummy variables and then use the similarity measures suited for binary data. These similarity measures are well examined, and they occur in both commercial and non-commercial software. However, a binary transformation can possibly cause a loss of i(..)

DOI: 10.21307/stattrans-2019-013

A COMPARATIVE ANALYSIS OF ECONOMIC EFFICIENCY OF MEDIUM-SIZED MANUFACTURING ENTERPRISES IN DISTRICTS OF WIELKOPOLSKA PROVINCE USING THE HYBRID APPROACH WITH METRIC AND INTERVAL-VALUED DATA

Grażyna Dehnel/ Marek Walesiak

The article describes a hybrid approach to evaluating economic efficiency of medium-sized manufacturing enterprises (employing from 50 to 249 people) in districts of Wielkopolska province, using metric and interval-valued data. The hybrid approach combines multidimensional scaling with linear ordering. In the first step, multidimensional scaling is applied to obtain a visual representation of objects in a two-dimensional space. In the next step, a set of objects is ordered linearly based on the (..)

DOI: 10.21307/stattrans-2019-014

ECONOMIC GROWTH AND ITS DETERMINANTS: A CROSS-COUNTRY EVIDENCE

Adedayo A. Adepoju/ Tayo P. Ogundunmade

Empirical evidence from a panel of 126 countries, over the time period of 2010 to 2014, indicates that economic growth is dependent on various factors. This paper finds that government expenditure control, reduced inflation and increased trade openness are the factors that boost the economic growth of a country. Significant evidence is seen for government consumption, fiscal policy and trade openness. No significant relationship has been observed between exchange rate and economic growth, wherea(..)

DOI: 10.21307/stattrans-2019-015

APPLICATION OF THE STRATEGY COMBINING MONETARY UNIT SAMPLING AND THE HORVITZ– THOMPSON ESTIMATOR OF ERROR AMOUNT IN AUDITING – RESULTS OF A SIMULATION STUDY

Bartłomiej Janusz

Auditors need information on the performance of different statistical methods when applied to audit populations. The aim of the study was to examine the reliability and efficiency of a strategy combining systematic Monetary Unit Sampling and confidence intervals for the total error based on the Horvitz-Thompson estimator with normality assumption. This strategy is a possible alternative for testing audit populations with high error rates. Using real and simulated data sets, for the majority of p(..)

DOI: 10.21307/stattrans-2019-016

ESTIMATION OF ENERGY INTENSITY IN INDIAN IRON AND STEEL SECTOR: A PANEL DATA ANALYSIS

Anukriti Sharma/ Hiranmoy Roy/ Narendra Nath Dalei

India is the world’s third largest consumer of primary energy, which includes fossil fuels like coal, oil, etc. The total primary energy consumption in India in 2015 was 107 Mtoe. India’s total final energy consumption was estimated at 527 Mtoe of which the industrial sectors consumed about 30% (185 Mtoe) in 2013. The Iron and Steel sector is one of the most energy-intensive industries, consuming about 25% of the total industrial energy consumption. The energy consumption in Indian Iron and Stee(..)

DOI: 10.21307/stattrans-2019-017

VARIABLE SELECTION IN MULTIVARIATE FUNCTIONAL DATA CLASSIFICATION

Tomasz Górecki/ Mirosław Krzyśko/ Waldemar Wołyński

A new variable selection method is considered in the setting of classification with multivariate functional data (Ramsay and Silverman (2005)). The variable selection is a dimensionality reduction method which leads to replace the whole vector process, with a low-dimensional vector still giving a comparable classification error. Various classifiers appropriate for functional data are used. The proposed variable selection method is based on functional distance covariance (dCov) given by Székely a(..)

DOI: 10.21307/stattrans-2019-018

TESTING HYPOTHESES ABOUT STRUCTURE OF PARAMETERS IN MODELS WITH BLOCK COMPOUND SYMMETRIC COVARIANCE STRUCTURE

Roman Zmyslony/ Arkadiusz Kozioł

In this article we deal with testing the hypotheses of the so-called structured mean vector and the structure of a covariance matrix. For testing the above mentioned hypotheses Jordan algebra properties are used and tests based on best quadratic unbiased estimators (BQUE) are constructed. For convenience coordinate-free approach (see Kruskal (1968) and Drygas (1970)) is used as a tool for characterization of best unbiased estimators and testing hypotheses. To obtain the test for mean vector, lin(..)

DOI: 10.21307/stattrans-2019-019

EXTREME GRADIENT BOOSTING METHOD IN THE PREDICTION OF COMPANY BANKRUPTCY

Barbara Pawełek

Machine learning methods are increasingly being used to predict company bankruptcy. Comparative studies carried out on selected methods to determine their suitability for predicting company bankruptcy have demonstrated high levels of prediction accuracy for the extreme gradient boosting method in this area. This method is resistant to outliers and relieves the researcher from the burden of having to provide missing data. The aim of this study is to assess how the elimination of outliers from dat(..)

DOI: 10.21307/stattrans-2019-020

EFFICIENT TWO-PARAMETER ESTIMATOR IN LINEAR REGRESSION MODEL

Ashok V. Dorugade

In this article, two-parameter estimators in linear model with multicollinearity are considered. An alternative efficient two-parameter estimator is proposed and its properties are examined. Furthermore, this was compared with the ordinary least squares (OLS) estimator and ordinary ridge regression (ORR) estimators. Also, using the mean squares error criterion the proposed estimator performs more efficiently than OLS estimator, ORR estimator and other reviewed two-parameter estimators. A numeric(..)

DOI: 10.21307/stattrans-2019-021

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