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Some asymptotic results of the estimators for conditional mode for functional data in the single index model missing data at random 单指数模型中随机缺失数据的函数数据条件模式估计值的一些渐近结果
Przegląd Statystyczny. Statistical Review Pub Date : 2023-11-30 DOI: 10.59139/ps.2023.02.2
S. Mekkaoui, Nadia Kadiri, A. Rabhi
{"title":"Some asymptotic results of the estimators for conditional mode for functional data in the single index model missing data at random","authors":"S. Mekkaoui, Nadia Kadiri, A. Rabhi","doi":"10.59139/ps.2023.02.2","DOIUrl":"https://doi.org/10.59139/ps.2023.02.2","url":null,"abstract":"In this work, we consider the problem of non-parametric estimation of a regression function, namely the conditional density and the conditional mode in a single functional index model (SFIM) with randomly missing data. The main result of this work is the establishment of the asymptotic properties of the estimator, such as almost complete convergence rates. Moreover, the asymptotic normality of the constructs is obtained under certain mild conditions. We finally discuss how to apply our result to construct confidence intervals.","PeriodicalId":189338,"journal":{"name":"Przegląd Statystyczny. Statistical Review","volume":" 11","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139197595","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Professor Czesław Domański – 55 years devoted to statistics 切斯拉夫-多曼斯基教授--献身统计事业 55 年
Przegląd Statystyczny. Statistical Review Pub Date : 2023-11-30 DOI: 10.59139/ps.2023.02.3
Alina Jędrzejczak
{"title":"Professor Czesław Domański – 55 years devoted to statistics","authors":"Alina Jędrzejczak","doi":"10.59139/ps.2023.02.3","DOIUrl":"https://doi.org/10.59139/ps.2023.02.3","url":null,"abstract":"<jats:p>-</jats:p>","PeriodicalId":189338,"journal":{"name":"Przegląd Statystyczny. Statistical Review","volume":"58 Suppl 1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139197884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Network analysis of the intra-EU trade 欧盟内部贸易网络分析
Przegląd Statystyczny. Statistical Review Pub Date : 2023-11-30 DOI: 10.59139/ps.2023.02.1
Anita Modrzejewska, Piotr Biskup
{"title":"Network analysis of the intra-EU trade","authors":"Anita Modrzejewska, Piotr Biskup","doi":"10.59139/ps.2023.02.1","DOIUrl":"https://doi.org/10.59139/ps.2023.02.1","url":null,"abstract":"The research presented in the paper used tools offered by network analysis and the graph theory. The study examined the empirical properties of the intra-EU trade network in the years 1999–2019 and confirmed that the EU trade links were of a disassortative nature. The use of network indicators has proven that the European trade network was characterised by a coreperiphery structure. The study shows that Germany was the undisputed leader of the EU trade network over the studied years, although its central position was weakening over the years.","PeriodicalId":189338,"journal":{"name":"Przegląd Statystyczny. Statistical Review","volume":"59 3 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139198215","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Supporting the Age-Period-Cohort model of default rate prediction with interpretable machine learning 用可解释的机器学习支持违约率预测的年龄-时期-队列模型
Przegląd Statystyczny. Statistical Review Pub Date : 2023-08-30 DOI: 10.59139/ps.2023.01.3
Maciej Paweł Kwiatkowski
{"title":"Supporting the Age-Period-Cohort model of default rate prediction with interpretable machine learning","authors":"Maciej Paweł Kwiatkowski","doi":"10.59139/ps.2023.01.3","DOIUrl":"https://doi.org/10.59139/ps.2023.01.3","url":null,"abstract":"Regular short-term forecasting of defaults is a basic activity of a retail portfolio risk manager. From a business perspective, not only the quality of the forecast is significant, but also the understanding of the trends and their driving factors. The vintage analysis and a more advanced Age-Period-Cohort approach are popular tools used for the purpose. The aim of this article is to demonstrate that interpretable machine learning can support the Age-Period- Cohort approach, facilitating forecasting beyond the time range of training data, eliminating the model identification problem and attributing cohort quality to the specific characteristics of loans approved in a given month. The study is based on real consumer finance portfolios from the Polish market.","PeriodicalId":189338,"journal":{"name":"Przegląd Statystyczny. Statistical Review","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128721536","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ascending Probabilistic Max-min Extended Choice Correspondence 升序概率极大极小扩展选择对应
Przegląd Statystyczny. Statistical Review Pub Date : 2023-08-30 DOI: 10.59139/ps.2023.01.2
Somdeb Lahiri
{"title":"Ascending Probabilistic Max-min Extended Choice Correspondence","authors":"Somdeb Lahiri","doi":"10.59139/ps.2023.01.2","DOIUrl":"https://doi.org/10.59139/ps.2023.01.2","url":null,"abstract":"In this paper, we provide an axiomatic characterization of the ascending probabilistic max-min extended choice correspondence for a decision-maker who has state-dependent preferences (represented by a linear order) over a set of alternatives and a (subjective) probability vector over states of nature, where both the preferences and probability vectors are variable. Further on the domain of all extended preference profiles for which the Ascending Probabilistic Max-Min Extended Choice Correspondence is resolute, the same choice correspondence is completely characterized by just two of the three axioms that are required for the axiomatic characterization on the more general domain. A significant feature of our solution concept and the related axiomatic analysis is that we use no more information than the probability with which each alternative realizes each rank.","PeriodicalId":189338,"journal":{"name":"Przegląd Statystyczny. Statistical Review","volume":"179 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122958079","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The detectability of asymmetric distributions deviating from normality due to small skewness 不对称分布由于偏度小而偏离正态的可检测性
Przegląd Statystyczny. Statistical Review Pub Date : 2023-08-30 DOI: 10.59139/ps.2023.01.1
P. Sulewski
{"title":"The detectability of asymmetric distributions deviating from normality due to small skewness","authors":"P. Sulewski","doi":"10.59139/ps.2023.01.1","DOIUrl":"https://doi.org/10.59139/ps.2023.01.1","url":null,"abstract":"The aim of this article is to test the ability of goodness-of-fit tests (GoFTs) to detect any deviations from normality. A very specific case is considered, namely the deviation from normality consisting in the coincidence of asymmetry and small γ1 skewness. The first step in achieving the aforementioned aim is to compile a set of normality-oriented GoFTs commonly recommended for use, as described in the recently published literature. The second step is to create a family of asymmetric distributions with a non-constant γ1, further referred to as alternatives. The formulas for calculating γ1 are provided for each alternative. To compare the alternatives with the normal distribution, a relevant similarity measure is applied. The third step involves running a Monte Carlo simulation. The study investigates 21 GoFTs and 13 alternatives. The obtained results show that the LFα, β and Hn GoFTs prove most effective in detecting asymmetric distributions that deviate from normality due to small skewness, equal to even 0.05.","PeriodicalId":189338,"journal":{"name":"Przegląd Statystyczny. Statistical Review","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134333520","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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