Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Teresa Ledwina"'
Autor:
Bogdan, Ćmiel, Teresa, Ledwina
Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests for indep
Externí odkaz:
http://arxiv.org/abs/1904.06519
The basic motivation and primary goal of this paper is a qualitative evaluation of the performance of a new weighted statistic for a nonparametric test for stochastic dominance based on two samples, which was introduced in Ledwina and Wy{\l}upek (201
Externí odkaz:
http://arxiv.org/abs/1806.02020
Autor:
Teresa Ledwina, Bogdan Ćmiel
Publikováno v:
Insurance: Mathematics and Economics. 91:55-67
Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests for indep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ddba079cc05a02256f4cc87a2df04c3a
https://doi.org/10.1016/j.insmatheco.2019.12.003
https://doi.org/10.1016/j.insmatheco.2019.12.003
This paper compares the Anderson-Darling and some Eicker-Jaeschke statistics to the classical unweighted Kolmogorov-Smirnov statistic. The goal is to provide a quantitative comparison of such tests and to study real possibilities of using them to det
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b1c82520c7456133c3dcf1ec91e61d8
http://arxiv.org/abs/1906.09143
http://arxiv.org/abs/1906.09143
Autor:
Bogdan Ćmiel, Teresa Ledwina
Publikováno v:
ESAIM: Probability and Statistics. 21:536-561
In this paper, we develop tests for positive expectation dependence. The proposed tests are based on weighted Kolmogorov−Smirnov type statistics. These originate from the function valued monotonic dependence function, describing local changes of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8649d9a8418876468ada03db60dbb7a7
https://doi.org/10.1051/ps/2017015
https://doi.org/10.1051/ps/2017015
Autor:
Teresa Ledwina
Publikováno v:
Mathematica Applicanda. 35
We present and discuss the notion of asymptotic efficiency of estimators as introduced by Hajek and Le Cam. We give also some general construction of a class of asymptotically efficient estimators of Euclidean parameters. Moreover, we briefly indicat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5917e2da7af39a4ffb2250284111d71f
https://doi.org/10.14708/ma.v35i49/08.1388
https://doi.org/10.14708/ma.v35i49/08.1388
The basic motivation and primary goal of this paper is a qualitative evaluation of the performance of a new weighted statistic for a nonparametric test for stochastic dominance based on two samples, which was introduced in Ledwina and Wy{\l}upek (201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::406041a4a7dcca0f312ce5d2f2d3c930
http://arxiv.org/abs/1806.02020
http://arxiv.org/abs/1806.02020
Autor:
Grzegorz Wyłupek, Teresa Ledwina
Publikováno v:
Communications in Statistics - Simulation and Computation. 46:1918-1932
This article discusses applications of Charlier polynomials when checking how well classic Poisson model fits the data. We show that smooth components pertaining to the polynomials can be effectively used in preliminary analysis of data at hand and w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4fd928b239d3cde487e3c573bc7a6a3d
https://doi.org/10.1080/03610918.2015.1019000
https://doi.org/10.1080/03610918.2015.1019000
Autor:
Teresa Ledwina, Grzegorz Wyłupek
Publikováno v:
Insurance: Mathematics and Economics. 56:38-47
Quadrant dependence is a useful dependence notion of two random variables, widely applied in reliability, insurance and actuarial sciences. The interest in this dependence structure ranges from modeling it, throughout measuring its strength and inves
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e6f7dc0da627d4a0bbbc12341e8ca98
https://doi.org/10.1016/j.insmatheco.2014.02.008
https://doi.org/10.1016/j.insmatheco.2014.02.008
Autor:
Teresa Ledwina
Publikováno v:
Mathematica Applicanda. 13
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7674bd926c537a57062c9f247135904
https://doi.org/10.14708/ma.v13i25.1632
https://doi.org/10.14708/ma.v13i25.1632