Quadratic estimation in mixed linear models with two variance components

Explicit expressions for Bayes invariant quadratic estimates, biased and unbiased, are presented and proved to cover the entire class of admissible estimates in the considered classes. An unbalanced genetic model is studied for demonstration.     

Using Choquet integral in economics

This paper is devoted to application of the Choquet integral with respect to the monotone set functions in economics. We present the application in decision making, finance, insurance, social welfare and quality of life. The Choquet integral is used as the numerical representation of preference relation in decision making, as the “expected value” of future price in financial decision problems, as the insurance premium and as the social evaluation function. Received: March 2000; revised version: August 2001     

Individual control treatment in split-plot experiments

The paper deals with experiments laid out in a complete or an incomplete split-plot design in which one control (standard) treatment occurs in addition to the usual treatments. Usually the control (standard) treatment has been treated as one specific factor level. In this paper, in contrast to others in this area, the control (standard) may not be strictly connected with treatment combinations. The new incomplete split-plot designs with control satisfy all generally accepted methodological requirements, with special reference to the problems of randomisation. Moreover, tools are described which allow checking of the general balance or efficiency of the design, as well as performance of experiments with inference.     

The essentially complete class of rules in multinomial identification

The problem of identification within two groups is considered, when the space 𝔛 of the possible values of the observed random variable X is finite. Using an essentially complete class of tests hypothesis ξ=0 (ξis real) for the multivariate exponential family, an essentially complete class of sample-based identification rules has been found. Comparison of the rules to those derived from density estimators has shown that the latter constitute a subclass of the former.     

Shadow employment in post-transition—Is informal employment a matter of choice or no choice in Poland?

According to a dualistic view, shadow employment may follow from two main labour market failures: (i) official market labour taxation distortions make it ineffective for some agents to engage in registered employment due to a tax wedge; or (ii) for some workers regular employment may be unattainable do to some high access costs or demand constraints, which results in seeking earning opportunities beyond the boundaries of the official labour market. Whereas in the first case revenues from unofficial employment should be higher than the corresponding official ones (tax evasion hypothesis), in the alternative explanation labour market tightness seems to be an underlying reason (market segmentation hypothesis).We use a unique data set from a survey on undeclared employment from Poland. Using propensity score matching and decomposition techniques we demonstrate that workers of shadow economy are characterised by slightly higher endowments, while their revenues are considerably lower than among matched official economy counterparts. Although unobservable heterogeneity is considerable, results are robust. Although this is not direct evidence, we believe these results point to the labour market segmentation hypothesis and endangerment with social exclusion.     

Estimation of the same parameters under different data

In the paper some problems of minimax estimation and prediction are solved in the case when statisticians estimate the same parameters (predict the values of random variables which distribution depends on the same parameters), know the dimensions of the samples of their colleagues but do not know the values of these samples