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Wyszukujesz frazę "subsampling" wg kryterium: Temat


Wyświetlanie 1-8 z 8
Tytuł:
A Two-phase Sampling Strategy for Estimating Multiple Mean Values in the Presence of Nonresponse
Strategia losowania dwufazowego dla estymacji wartości przeciętnej wielu cech w obecności braków odpowiedzi
Autorzy:
Gamrot, Wojciech
Powiązania:
https://bibliotekanauki.pl/articles/904925.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
nonresponse
callbacks
subsampling
two-phase sampling
Opis:
The phenomenon of nonresponse in sample surveys usually results in biased estimates of population characteristics. One of the means to deal with nonresponse is the subsampling technique. It relies on re-contacting some subset of nonrespondents by using more expensive and more efficient tools (e.g. direct interview) than those used in the first attempt to collect data. This allows to increase response rate and to obtain unbiased estimates of population characteristics. In this paper, the problem of establishing the sample and subsample sizes minimizing the expected cost of the survey, while achieving desired precision of multiple mean value estimates, is considered. An algorithm is proposed that allows to establish the optimum initial sample and subsample sizes for two-phase sampling strategy.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2004, 175
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
SUBSAMPLING APPROACH FOR STATISTICAL INFERENCE WITHIN STOCHASTIC DEA MODELS
Autorzy:
Prędki, Artur
Powiązania:
https://bibliotekanauki.pl/articles/453043.pdf
Data publikacji:
2013
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
DEA method
technical efficiency
statistical inference
subsampling
Opis:
In the current literature, many different stochastic extensions of the DEA framework can be found. Such generalized approaches enable one to model the uncertainty inherent to the form of the production possibility set and the value of the technical efficiency measure at any given point of the former. In the paper we provide a detailed discussion of some statistical model and the subsampling algorithm which are used in statistical inference. The methodology is then illustrated with an empirical example using the real-world data from the Polish energy sector.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2013, 14, 2; 158-168
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
To Misreport or not to report? The Case of the Italian Survey on Household Income and Wealth
Autorzy:
Neri, Andrea
Rannalli, M. Giovanna
Powiązania:
https://bibliotekanauki.pl/articles/466032.pdf
Data publikacji:
2011
Wydawca:
Główny Urząd Statystyczny
Tematy:
Unit Nonresponse
Measurement Error
Auxiliary Information
Subsampling
Imputation
Opis:
The objective of the paper is to adjust for the bias due to unit nonresponse and measurement error in survey estimates of total household financial wealth. Sample surveys are a useful source of information on household wealth. Yet, survey estimates are affected by nonsampling errors. In particular, when it comes to household wealth, unit nonresponse and measurement error can severely bias the estimates. Using the Italian Survey on Household Income and Wealth, we exploit the available auxiliary information in order to assess the magnitude of such a bias. We find evidence that for this kind of surveys, nonsampling errors are a major issue to deal with, possibly more serious than sampling errors. Moreover, in the case of SHIW the potential bias due to measurement error seems to outweigh by far that induced by nonresponse.
Źródło:
Statistics in Transition new series; 2011, 12, 2; 281-300
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
Autorzy:
Lenart, Łukasz
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/483321.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
seasonality
almost periodically correlated stochastic processes
subsampling
business cycle
Opis:
This article aims at constructing a new method for testing the statistical significance of seasonal fluctuations for non-stationary processes. The constructed test is based on a method of subsampling and on the spectral theory of Almost Periodically Correlated (APC) time series. In the article we consider an equation of a nonstationary process, containing a component which includes seasonal fluctuations and business cycle fluctuations, both described by an almost periodic function. We build subsampling test justifying the significance of frequencies obtained from the Fourier representation of the unconditional expectation of the process. The empirical usefulness of the constructed test is examined for selected macroeconomic data. The article studies survey indicators of economic climate in industry, retail trade and consumption for European countries.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2013, 5, 2; 85-102
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efektywność pozyskiwania środków na działalność dydaktyczną i naukową w publicznym szkolnictwie wyższym w Polsce
Efficiency of Raising of the Funds for the Didactic and Scientific Activity in Public Higher Education in Poland
Autorzy:
Brzezicki, Łuksz
Prędki, Artur
Powiązania:
https://bibliotekanauki.pl/articles/965005.pdf
Data publikacji:
2018
Wydawca:
Główny Urząd Statystyczny
Tematy:
szkolnictwo wyższe
efektywność
DEA
podpróbkowanie
higher education
efficiency
dea
subsampling
Opis:
W artykule oszacowano efektywność 59 publicznych szkół wyższych w Polsce w zakresie pozyskiwania środków na działalność dydaktyczną i naukową w 2015 roku nieparametryczną metodą DEA. Zastosowano model BCC zorientowany na produkty. W pracy wykorzystano również procedurę losowania podpróby (subsampling) w celu oszacowania dokładności dokonanego wcześniej pomiaru efektywności. Dwanaście uczelni okazało się w pełni efektywnymi we wspomnianym zakresie, zaś średnia efektywność jest dość wysoka i zbliżona do mediany.
The article estimates the efficiency of 59 public higher education institutions in Poland in rising of funds for didactic and scientific activity in 2015 using nonparametric DEA method. We used output-oriented BCC model. The work also uses the subsampling procedure to assess the accuracy of the previously performed efficiency measurement. Twelve universities turned out to be fully efficient in the above-mentioned scope, while the average efficiency is quite high and close to the median.
Źródło:
Przegląd Statystyczny; 2018, 65, 4; 473-491
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA
Autorzy:
Lenart, Łukasz
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/2076533.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
financial cycle
business cycle
discrete spectral analysis
APC processes
subsampling approach
Opis:
We discuss the notion of the financial cycle making a clear indication that the thorough study of its empirical properties in case of developing economies is still missing. We focus on the observed series of credit and equity and make formal statistical inference about the properties of the cycles in case of Polish economy. The non-standard subsampling procedure and discrete spectral characteristics of almost periodically correlated time series are applied to make formal statistical inference about the cycle. We compare the results with those obtained for UK and USA. We extract the cyclical component and confront empirical properties of the financial cycle for small open economy with those established so far in case of developed economies.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2015, 3; 169-186
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS
Autorzy:
Lenart, Łukasz
Mazur, Błażej
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/517281.pdf
Data publikacji:
2016
Wydawca:
Instytut Badań Gospodarczych
Tematy:
APC processes
subsampling
Bayesian inference
global economic crisis
business cycle fluctuations
Opis:
The main objective of the paper is to investigate properties of business cycles in the Polish economy before and after the recent crisis. The essential issue addressed here is whether there is statistical evidence that the recent crisis has affected the properties of the business cycle fluctuations. In order to improve robustness of the results, we do not confine ourselves to any single inference method, but instead use different groups of statistical tools, including non-parametric methods based on subsampling and parametric Bayesian methods. We examine monthly series of industrial production (from January 1995 till December 2014), considering the properties of cycles in growth rates and in deviations from long-run trend. Empirical analysis is based on the sequence of expanding-window samples, with the shortest sample ending in December 2006. The main finding is that the two frequencies driving business cycle fluctuations in Poland correspond to cycles with periods of 2 and 3.5 years, and (perhaps surprisingly) the result holds both before and after the crisis. We, therefore, find no support for the claim that features (in particular frequencies) that characterize Polish business cycle fluctuations have changed after the recent crisis. The conclusion is unanimously supported by various statistical methods that are used in the paper, however, it is based on relatively short series of the data currently available.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2016, 11, 4; 769-783
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries
Autorzy:
Lenart, Łukasz
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/2076426.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
testing deterministic cycles
subsampling
spectral analysis
almostperiodic mean function
Almost Periodically Correlated time series
Opis:
The aim of the article is to construct an asymptotically consistent test, based on a subsampling approach, to verify hypothesis about existence of the individual or common deterministic cycle in coordinates of multivariate macroeconomic time series. By the deterministic cycle we mean the periodic or almost periodic fluctuations in the mean function in cyclical fluctuations. To construct test we formulate a multivariate non-parametric model containing the business cycle component in the unconditional mean function. The construction relies on the Fourier representation of the unconditional expectation of the multivariate Almost Periodically Correlated time series and is related to fixed deterministic cycle presented in the literature. The analysis of the existence of common deterministic business cycles for selected European countries is presented based on monthly industrial production indexes. Our main findings from the empirical part is that the deterministic cycle can be strongly supported by the data and therefore should not be automatically neglected during analysis without justification.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2017, 3; 201-241
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-8 z 8

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