Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Magdalena Skolimowska-Kulig"'
Publikováno v:
Acta Universitatis Lodziensis. Folia Oeconomica, Vol 5, Iss 338, Pp 133-142 (2018)
A computationally attractive method of estimation of parameters for a class of frailty regression models is discussed. The method uses maximum likelihood estimation for the classical exponential regression model. Scaled Fisher consistency is shown to
Externí odkaz:
https://doaj.org/article/b11a143f44124f9199194e6d7ad45184
Publikováno v:
Journal of Telecommunications and Information Technology, Iss 3 (2015)
This paper addresses the problem of classification of user sessions in an online store into two classes: buying sessions (during which a purchase confirmation occurs) and browsing sessions. As interactions connected with a purchase confirmation are t
Externí odkaz:
https://doaj.org/article/2078c0cf8c0c4c598dbcacc2614cdab4
Autor:
Magdalena Skolimowska-Kulig
Publikováno v:
Ekonomia. 27:81-88
In the article, we consider the Fisher consistent estimation of the regression parameters in the proportional mean residual life model with arbitrary frailty. It is discussed that conventional estimation procedures, such as the maximum likelihood est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60353b95926cfb67a87b8a741e9aa924
https://doi.org/10.19195/2658-1310.27.2.5
https://doi.org/10.19195/2658-1310.27.2.5
Autor:
Magdalena Skolimowska-Kulig
Publikováno v:
Ekonomia. 26:9-18
In the paper the notion of excess wealth transform and stochastic partial order based on it, introduced by Shaked and Shanthikumar (1998) are considered. The relations of the transform with the Lorenz curve and with certain variability measures are p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95e27c54adc150283072b2a892c283c4
https://doi.org/10.19195/2658-1310.26.2.1
https://doi.org/10.19195/2658-1310.26.2.1
The Cox proportional hazards model has become the most widely used procedure in survival analysis. The theoretical basis of the original model has been developed in various extensions. In the recent years, vital research has been undertaken involving
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d78659251148b69c8e28550cd963996
https://hdl.handle.net/10419/266314
https://hdl.handle.net/10419/266314
Publikováno v:
Statistics & Probability Letters. 150:9-12
It is demonstrated that the mle for the exponential regression model is Fisher consistent up to a scale factor under arbitrary frailty, a large class of cumulated hazards and normal regressors. Comparative simulations show good properties of the esti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::542e1c6b1d89de2d5bf89d4db6ad9f49
https://doi.org/10.1016/j.spl.2019.02.002
https://doi.org/10.1016/j.spl.2019.02.002
Publikováno v:
Acta Universitatis Lodziensis. Folia Oeconomica, Vol 5, Iss 338, Pp 133-142 (2018)
A computationally attractive method of estimation of parameters for a class of frailty regression models is discussed. The method uses maximum likelihood estimation for the classical exponential regression model. Scaled Fisher consistency is shown to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a661eb26be3614b0b279e2ba384e0119
https://hdl.handle.net/11089/25883
https://hdl.handle.net/11089/25883
Publikováno v:
ECMS
Scopus-Elsevier
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ddb970a4d8d209b8f491ad867b3d6380
https://doi.org/10.7148/2015-0594
https://doi.org/10.7148/2015-0594
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::344942d4a28f990262653e602543e27e
http://www.scopus.com/inward/record.url?eid=2-s2.0-84943540233&partnerID=MN8TOARS
http://www.scopus.com/inward/record.url?eid=2-s2.0-84943540233&partnerID=MN8TOARS