Głębia położenia-rozrzutu w strumieniowej analizie danych ekonomicznych

• Authors: Daniel Kosiorowski

Title variants

EN

Location-scale depth in economic data stream analysis

• Languages of publication: PL

Abstracts

PL

In this paper we study the properties of the location-scale depth procedures introduced by Mizera & Müller and look into the probabilistic information of the underlying time series model carried by them. We focus our attention on short term multivariate quantile based description of the possible time series model. We study robustness and utility of such the description in a decision making process. In particular we investigate properties of the moving Student median (two dimensional Tukey median in a location–scale problem).

Keywords

PL

strumień danych; statystyczna funkcja głębi; wielowymiarowa mediana

EN

data stream; statistical depth function; multivariate median

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2012
• Volume: 59
• Issue: numer specjalny 1
• Pages: 87-108

Contributors

author

Daniel Kosiorowski

• Uniwersytet Ekonomiczny w Krakowie

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