Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "quantile" wg kryterium: Temat


Tytuł:
Quantile analysis of the operating costs of the public transport fleet
Autorzy:
Andrzejczak, K.
Selech, J.
Powiązania:
https://bibliotekanauki.pl/articles/374621.pdf
Data publikacji:
2017
Wydawca:
Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
Tematy:
cost analysis
public transport
quantile function
analiza kosztów
transport publiczny
funkcja kwantylowa
Opis:
The aim of this paper is to develop a quantile method of cost analysis allowing identification of the most cost-generating malfunctions occurring in a fleet of public transport vehicles. The exemplification of this method has been performed for a fleet of a specified type of trams. The idea behind the quantile method of public transport vehicle operating cost analysis is the reversing of the accumulated function of costs, for the determination of which a cost database from a given operating time of a public transport vehicle fleet has been used. The paper presents data on the malfunctions from the first five years of operation of trams in a large transport company. The assumed time of five years results from the warranty period provided by the manufacturer. The recorded number of indexes of replaced parts was 547. The group contained inoperative parts that were renewed several times.
Źródło:
Transport Problems; 2017, 12, 3; 103-111
1896-0596
2300-861X
Pojawia się w:
Transport Problems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A method for estimating the probability distribution of the lifetime for new technical equipment based on expert judgement
Autorzy:
Andrzejczak, Karol
Bukowski, Lech
Powiązania:
https://bibliotekanauki.pl/articles/2038033.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
uncertainty
expert elicitation of lifetime
quantile function
Weibull distribution
Opis:
Managing the exploitation of technical equipment under conditions of uncertainty requires the use of probabilistic prediction models in the form of probability distributions of the lifetime of these objects. The parameters of these distributions are estimated with the use of statistical methods based on historical data about actual realizations of the lifetime of examined objects. However, when completely new solutions are introduced into service, such data are not available and the only possible method for the initial assessment of the expected lifetime of technical objects is expert methods. The aim of the study is to present a method for estimating the probability distribution of the lifetime for new technical facilities based on expert assessments of three parameters characterizing the expected lifetime of these objects. The method is based on a subjective Bayesian approach to the problem of randomness and integrated with models of classical probability theory. Due to its wide application in the field of maintenance of machinery and technical equipment, a Weibull model is proposed, and its possible practical applications are shown. A new method of expert elicitation of probabilities for any continuous random variable is developed. A general procedure for the application of this method is proposed and the individual steps of its implementation are discussed, as well as the mathematical models necessary for the estimation of the parameters of the probability distribution are presented. A practical example of the application of the developed method on specific numerical values is also presented.
Źródło:
Eksploatacja i Niezawodność; 2021, 23, 4; 757-769
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The impact of digital finance and financial inclusion on banking stability: International evidence
Autorzy:
Anton, Sorin
Afloarei Nucu, Anca Elena
Powiązania:
https://bibliotekanauki.pl/articles/39988209.pdf
Data publikacji:
2024
Wydawca:
Instytut Badań Gospodarczych
Tematy:
banking stability
digital finance
financial inclusion
quantile regression
sustainable finance
transmission channel
Opis:
Research background: Achieving a jointly stable and inclusive financial system represents an important pillar of the call for action among Sustainable Development Goals. Considerable attention from previous research has been given to traditional financial inclusion (FI) and its implications on financial stability and overall development, but the findings are mixed. Furthermore, there is limited evidence related to the implications of digital financial inclusion on banking system stability. Therefore, the present study tends to address two main research questions, as follows: Can traditional financial inclusion protect banking stability? Can digital finance inclusion become a new driving force to promote banking stability? Purpose of the article: The paper aims to assess the influence of both traditional and digital financial inclusiveness on banking stability, using quantile regression, across a panel of 81 countries. We also examine the potential transmission channels through which financial inclusiveness influences banking stability. Methods: We construct three different financial inclusion indices, which capture the degree of access and usage of financial services, based on a three-stage Principal Component Analysis. Next, based on quantile analysis, we test the role of these financial inclusion indices in shaping banking stability. Findings & value added: We provide international evidence on the non-linear relationship between traditional and digital FI and banking stability, respectively. Our empirical findings suggest that FI indices are negatively related to banking stability until a certain threshold, after which, increases in financial inclusiveness have a positive effect on banking stability. The magnitude of the impact is more sizeable for low-range quantiles, meaning that the effect of digital inclusiveness is more pronounced in countries with excessive risk-taking tendencies. We find support for operational efficiency transmission channels and uncover new evidence on the association between digital FI and banking stability.
Źródło:
Oeconomia Copernicana; 2024, 15, 2; 563-593
2083-1277
Pojawia się w:
Oeconomia Copernicana
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tail orderings and the total time on test transform
Autorzy:
Bartoszewicz, Jarosław
Powiązania:
https://bibliotekanauki.pl/articles/1339294.pdf
Data publikacji:
1996
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
partial orderings
outliers
spacings
goodness-of-fit test
density-quantile function
Opis:
The paper presents some connections between two tail orderings of distributions and the total time on test transform. The procedure for testing the pure-tail ordering is proposed.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 1; 77-86
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Has the pandemic changed the relationships between fintechs and banks?
Autorzy:
Będowska-Sójka, Barbara
Kliber, Agata
Laidroo, Laivi
Powiązania:
https://bibliotekanauki.pl/articles/27315315.pdf
Data publikacji:
2023
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
fintech
banks
COVID-19
cumulative return
MGARCH model
quantile coherency
Opis:
We examine the impact of COVID-19 on the banking and fintech sectors based on the relationships of the respective stock indices from December 2017 to April 2022. We analyse dynamic correlations within multivariate GARCH models and relationships in tails with the quantile coherency approach. Returns of fintech and banks dropped simultaneously at the beginning of the pandemic, but the analysis of cumulative returns and draw-downs reveals that the former recovered faster. Banks and fintechs experienced sharp declines together and fintech experienced extreme growth during the downfalls in the banking sector. However, the latter relationship disappears when we analyze only the banks from the USA and Eurozone. Thus, integrating with fintech may be especially beneficial for banks outside those regions. The ability of fintech to resurface and continue to grow demonstrates its importance in the financial system and confirms the shift toward a digital economy in financial markets.
Źródło:
Operations Research and Decisions; 2023, 33, 4; 15--33
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New polynomial exponential distribution: properties and applications
Autorzy:
Beghriche, Abdelfateh
Zeghdoudi, Halim
Raman, Vinoth
Chouia, Sarra
Powiązania:
https://bibliotekanauki.pl/articles/2108330.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponential distribution
Xgamma distribution
Lindley distribution
quantile function stochastic ordering
maximum-likelihood estimation
XLindley distribution
Opis:
The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the moment method, the maximum likelihood estimation, entropies and the limiting distribution. We demonstrate the new family's adaptability by applying it to a variety of real-world datasets.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 95-112
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The impact of private capital flows on economic growth in the MENA region
Autorzy:
Ben-Salha, Ousama
Zmami, Mourad
Powiązania:
https://bibliotekanauki.pl/articles/1837956.pdf
Data publikacji:
2020-09-30
Wydawca:
Uniwersytet Ekonomiczny w Poznaniu
Tematy:
private capital flows
economic growth
MENA
fixed effect panel quantile
Opis:
The aim of the article is to conduct an empirical analysis of the impact of aggregate and disaggregate private capital flows on economic growth in eleven MENA countries between 1980 and 2018. Unlike prior empirical studies, the fixed effect panel quantile approach developed by Canay (2011) is implemented. Findings suggest that there is a significant difference in the effects of private capital flows on economic growth across lower and higher quantiles. More specifically, the effects of total private capital flows, foreign direct investment flows, portfolio flows and debt flows are positive and statistically significant only for low and medium quantiles, indicating that the enhancing impact of private capital flows in terms of economic growth is only confirmed in countries with relatively low and medium growth rates. Moreover, debt flows affect economic growth in countries recording high growth rates, stressing the importance of financial development in routing those flows into the most productive projects in the economy.
Źródło:
Economics and Business Review; 2020, 6, 3; 45-67
2392-1641
Pojawia się w:
Economics and Business Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
BOOSTING UNDER QUANTILE REGRESSION – CAN WE USE IT FOR MARKET RISK EVALUATION?
Autorzy:
Bień-Barkowska, Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/453152.pdf
Data publikacji:
2014
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
Boosting
quantile regression
GARCH models
value-at-risk
Opis:
We consider boosting, i.e. one of popular statistical machine-learning meta-algorithms, as a possible tool for combining individual volatility estimates under a quantile regression (QR) framework. Short empirical exercise is carried out for the S&P500 daily return series in the period of 2004-2009. Our initial findings show that this novel approach is very promising and the in-sample goodness-of-fit of the QR model is very good. However much further research should be conducted as far as the out-of-sample quality of conditional quantile predictions is concerned.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2014, 15, 1; 7-17
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Belief reliability-based design optimization method with quantile index under epistemic uncertainty
Autorzy:
Chen, Yubing
Wen, Meilin
Zhang, Qingyuan
Kang, Rui
Powiązania:
https://bibliotekanauki.pl/articles/24200835.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
belief reliability
reliability design optimization
epistemic uncertainty
quantile index
uncertainty theory
Opis:
Product reliability design optimization is affected by epistemic uncertainty greatly, which leaves significant risks in product use. In this paper, a new belief reliability-based design optimization (BRBDO) method under epistemic uncertainty is established to handle this problem. First, the belief reliability theory is introduced into the design optimization problem, and a quantile index is proposed to quantify belief reliability level based on uncertainty theory, through which a rapid analysis method called first order belief reliability analysis (FOBRA) method is developed. Then, according to the different trade-off strategies, two types of design optimization models are established, and corresponding FOBRA-based computation methods are also demonstrated. Finally, several case applications are studied to verify the effectiveness of the analysis and design optimization methods proposed in this paper. The results indicate that the BRODO method with the quantile index can save a lot of computational time with acceptable accuracy and can rationally cope with epistemic uncertainty.
Źródło:
Eksploatacja i Niezawodność; 2023, 25, 2; art. no. 163545
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
How Does Female Entrepreneurship Affect Happiness?
Autorzy:
Chikh-Amnache, Sabrina
Chikh-Boubaghela, Nabila
Mekhzoumi, Lofti
Powiązania:
https://bibliotekanauki.pl/articles/9243946.pdf
Data publikacji:
2023-07-23
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
entrepreneurship
female entrepreneurs
happiness
method of moments quantile regression
Southeast Asia countries
Opis:
The purpose of this paper is to investigate the correlation between female entrepreneurship and happiness within the Association of Southeast Asian Nations (ASEAN) region. The study uses a panel data model with two independent variables measuring female entrepreneurship and five control variables measuring the determinants of happiness. The method used for analysis is the panel fixed effects of the method of moments quantile regression (MM-QR) to examine data from nine ASEAN countries between 2006 and 2021. MM-QR can capture the location and scale of the conditional distribution of the dependent variable, making it suitable for studying the heterogeneous effects of female entrepreneurship on happiness across happiness quantiles. This approach controls for unobserved time-invariant heterogeneity, reducing omitted variable bias in cross-sectional studies. The MM-QR approach is rigorous and robust for analysing the complex relationship between female entrepreneurship and happiness in ASEAN countries. The main contribution of this study is to shed light on the relationship between female entrepreneurship and happiness, which reinforces and supports comprehensive development in emerging countries. The findings suggest that policymakers and practitioners can benefit from supporting female entrepreneurship by implementing policies and programs that provide access to education, training, mentorship, and financing. Furthermore, the study highlights the importance of the gender development index (GDI) as a determinant of happiness in ASEAN countries.
Źródło:
Central European Economic Journal; 2023, 10, 57; 180-197
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The quantile estimation of the maxima of sea levels
Autorzy:
Dudziński, Marcin
Furmańczyk, Konrad
Powiązania:
https://bibliotekanauki.pl/articles/453826.pdf
Data publikacji:
2011
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
quantile estimation
frequentistic confidence interval
Bayesian confidence interval
peaks over threshold (POT)"
Opis:
The hydrological modeling has become an intensively studied subject in recent years. One of the most significant problems concerning this issue is to provide the mathematical and statistical tools, which allow to forecast extreme hydrological events, such as severe sea or river floodings. The extreme events on water have huge social and economic impact on the affected areas. Due to these reasons, each country has to protect itself against the flood danger, and consequently, the designing of reliable flood defences is of great importance to the safety of the region. For example, the sea dikes along the Dutch coastline are designed to withstand floods, which may occur once every 10 000 years. It means that the height of the dike is determined in such a way that the probability of the event that there is a flood in a given year equals 10-4. The computation of such the height level requires the estimation of the corresponding quantiles of the distributions of certain maxima of sea levels. In our paper, we present the procedures, which lead to the estimation of such the quantiles. We are mainly concerned with the interval estimation; in this context, we present the frequentistic and Bayesian approaches in constructing the desired confidence intervals.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2011, 12, 1; 37-52
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Returns to Education and Gender Wage Gap Across Quantiles in Italy
Autorzy:
Furno, Marilena
Powiązania:
https://bibliotekanauki.pl/articles/2075508.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
quantile regression
decomposition
returns to education
gender wage gap
Opis:
Various quantile regression approaches are implemented to analyze the characteristics of Italian data on earnings in the tails. A changing coefficients pattern across quantiles shows increasing returns to education along the wage distribution. A quantile decomposition approach shows that higher education grants higher return at all quantiles, thus implying additional, non-linear returns to higher education throughout the entire pattern of the earning distribution. Wage gender gap displays a decreasing pattern across quantiles, and it does not disappear at the higher quantiles. The southern workers penalty decreases across quantiles as well for highly educated workers.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2020, 2; 145-169
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wavelet decomposition approach for understanding time-varying relationship of financial sector variables: a study of the Indian stock market
Autorzy:
Ghosh, Indranil
Chaudhuri, Tamal Datta
Powiązania:
https://bibliotekanauki.pl/articles/2027763.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Diebold-Yilmaz Spillover
Quantile Regression
SENSEX
Wavelet Decomposition
Wavelet Multiple Correlation
Wavelet Multiple Cross Correlation
Opis:
In this paper, we study the effect of overall stock market sentiment in India on sectoral indices and on individual stock prices in terms of co-movement, dependence and volatility transmission along with the magnitude and persistence of the effects. The study uses wavelet decomposition framework for breaking down different financial time series into time-varying components. Quantile Regression, Wavelet Multiple Correlation and Cross-Correlation analysis, and Diebold-Yilmaz spillover analysis are then applied to investigate the nature of dependence, association, and spillover dynamics. For further focus, we have considered different time periods separately to identify the effect of market phases. Interesting results are obtained with respect to persistence of shocks, both across and within time periods. These have implications with respect to understanding market behavior and also perception of sectors and stocks.
Źródło:
Multiple Criteria Decision Making; 2020, 15; 36-65
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efekt zarażania w Europie Środkowo-Wschodniej w czasie kryzysu pandemicznego. Zastosowanie metody regresji kwantylowej
Contagion in the Central and Eastern Europe during the coronavirus pandemic. Application of the quantile regression
Autorzy:
Grabowski, Wojciech
Powiązania:
https://bibliotekanauki.pl/articles/2057202.pdf
Data publikacji:
2021-12-19
Wydawca:
Łódzkie Towarzystwo Naukowe
Tematy:
quantile regression
contagion effect
stock market
regresja kwantylowa
efekt zarażania
rynek giełdowy
Opis:
Przedmiot badań: W niniejszym artykule badane są powiązania między rynkami giełdowymi stosującymi strategię bezpośredniego celu inflacyjnego największych gospodarek Europy Środkowo-Wschodniej w latach 2020–2021. Cel badawczy: Badanie empiryczne ma na celu identyfikację wpływu pandemii koronawirusa oraz niepewności na rynkach giełdowych i walutowych na skalę zarażania między rynkami kapitałowymi w Europie Środkowo-Wschodniej. Metoda badawcza: Wykorzystywana jest metoda regresji kwantylowej. Wyniki: Rezultaty wskazują, że zarówno globalna, jak i krajowa niepewność na rynku giełdowym wpływała na transmisję szoków pozytywnych i negatywnych. Zaobserwowane zostały również powiązania między niepewnością na rynkach walutowych Polski, Czech i Węgier a intensywnością transmisji szoków między giełdami tych krajów. Przebieg pandemii koronawirusa miał silny wpływ na zachowania inwestorów i wzmacniał transmisję szoków.
Background: Stock market contagion in the countries of Central and Eastern Europe in the years 2020–2021 is investigated. Research purpose: The article evaluates the impact of the coronavirus pandemic, as well as stock and currency market uncertainty on the scale of contagion. Methods: The quantile regression method is used. Conclusions: Stock and currency market uncertainty strongly affected the shock transmission mechanism. Categories associated with the coronavirus pandemic were also important drivers of the shock transmission mechanism.
Źródło:
Studia Prawno-Ekonomiczne; 2021, 121; 183-200
0081-6841
Pojawia się w:
Studia Prawno-Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evolution of the Public-Sector Wage Premium in Poland
Kształtowanie się premii z tytułu zatrudnienia w sektorze publicznym w Polsce
Autorzy:
Grotkowska, Gabriela
Wincenciak, Leszek
Gajderowicz, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/575185.pdf
Data publikacji:
2017-02-28
Wydawca:
Szkoła Główna Handlowa w Warszawie. Kolegium Analiz Ekonomicznych
Tematy:
różnice w wynagrodzeniach
płace w sektorze publicznym
regresja kwantylowa
dekompozycja Ñopo
Polska
wage differentials
public sector wages
quantile regression
Ñopo decomposition
Polska
Opis:
Celem artykułu jest oszacowanie premii z tytułu zatrudnienia w sektorze publicznym w Polsce w ujęciu netto, w latach 1999–2012. W artykule skorzystano ze zbioru danych indywidualnych pochodzących z badania wynagrodzeń wg zawodów (BWZ) przeprowadzanego przez GUS co dwa lata na reprezentatywnej próbie firm zatrudniających więcej niż 9 osób. W celu rozwiązania kilku problemów metodologicznych związanych z badaniem zróżnicowania wynagrodzeń, zastosowano metodę regresji kwantylowej oraz dekompozycję Ñopo.Pokazano, iż przy kontroli strukturalnych różnic w wynagrodzeniach, w ostatnich latach nie jest widoczny wyraźny trend, jeśli chodzi ewolucję premii z tytułu zatrudnienia w sektorze publicznym w ujęciu netto. Podejście parametryczne wskazuje na dodatnią i rosnącą premię, przy jednoczesnym występowaniu istotnych różnic w różnych częściach rozkładu płac. Podejście nieparametryczne przynosi inne wyniki, wskazując na negatywną premię i brak wyraźnego trendu jej zmian w całym okresie 1999–2012. Jednocześnie w ostatnich latach obserwowany jest spadek wartości bezwzględnej ujemnej premii z tytułu zatrudnienia w sektorze publicznym. Oznacza to, iż polski rynek pracy w coraz większym stopniu upodabnia się w tym aspekcie do rynków krajów wysoko rozwiniętych.
The aim of this paper is to estimate the adjusted sectoral wage gap in Poland from 1999 to 2012. We use a set of individual data from a survey on the structure of earnings by occupation (SEO) carried out by Poland’s Central Statistical Office (CSO) every two years for businesses with more than nine employees. We apply quantile regression and the Ñopo decomposition method to address several methodological problems of wage differential analysis. We show that, after controlling for structural differences in employment, there is no clear trend in the evolution of the adjusted public-sector wage premium in Poland in recent years. The parametric approach indicates a positive and growing premium, with significant variations across different parts of the wage distribution. The non-parametric approach yields different results, indicating a negative premium with no clear trend in the 1999-2012 period, with a declining public-sector wage penalty in recent years. This means that the Polish labour market is becoming increasingly similar to its counterparts in developed countries in this respect.
Źródło:
Gospodarka Narodowa. The Polish Journal of Economics; 2017, 287, 1; 5-31
2300-5238
Pojawia się w:
Gospodarka Narodowa. The Polish Journal of Economics
Dostawca treści:
Biblioteka Nauki
Artykuł

Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies