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Recursive procedures for detection of changes
Chochola, Ondřej ; Hušková, Marie (advisor) ; Černíková, Alena (referee)
In the thesis we study a sequential monitoring scheme for detecting a change in variance. We assume to have a stable historical period of length m. The goal is to propose tests with asymptotically small probability of type I error and power 1 as m tends to infinity. Two such procedures were proposed. The first uses estimates of variance from the historical period, the second uses recursive estimates. The distribution under the null hypothesis and also under the alternative hypothesis was derived for both test statistics. Furthermore a simulation study for of the finite sample performance of the monitoring schemes was conducted.
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Robust Monitoring Procedures for Dependent Data
Chochola, Ondřej ; Hušková, Marie (advisor) ; Antoch, Jaromír (referee) ; Černíková, Alena (referee)
Title: Robust Monitoring Procedures for Dependent Data Author: Ondřej Chochola Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Marie Hušková, DrSc. Supervisor's e-mail address: huskova@karlin.mff.cuni.cz Abstract: In the thesis we focus on sequential monitoring procedures. We extend some known results towards more robust methods. The robustness of the procedures with respect to outliers and heavy-tailed observations is introduced via use of M-estimation instead of classical least squares estimation. Another extension is towards dependent and multivariate data. It is assumed that the observations are weakly dependent, more specifically they fulfil strong mixing condition. For several models, the appropriate test statistics are proposed and their asymptotic properties are studied both under the null hypothesis of no change as well as under the alternatives, in order to derive proper critical values and show consistency of the tests. We also introduce retrospective change-point procedures, that allow one to verify in a robust way the stability of the historical data, which is needed for the sequential monitoring. Finite sample properties of the tests need to be also examined. This is done in a simulation study and by application on some real data in the capital asset...
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Creation of the information society in the European Union with emphasis on the Czech Republic
Černíková, Adéla ; Vlasák, Rudolf (advisor) ; Štogrová Jedličková, Petra (referee)
Cílem práce je vytvoření uceleného přehledu o evropské informační společnosti, o aktivitách Evropské unie týkajících se budování evropské informační společnosti a o oblastech, jež jsou těmito aktivitami ovlivněny. V počátku práce je stručně zmíněna samotná Evropská unie, shrnuty základní údaje o Evropské unii, připomenuty významné mezníky v její historii, základní principy fungování EU a její nejdůležitější orgány. Následují kapitoly nastiňující obecně problematiku informační společnosti a její definování, zmíněn je vývoj informační společnosti ve světě, historie informační společnosti v EU i aktuálně platný program i2010. Jádro práce spočívá v kapitole pojednávající o oblastech tvorby evropské informační společnosti. Tato kapitola je rozdělena na šest základních podkapitol, tedy šest oblastí, a sice Práce a ekonomie, Kultura a společnost, Vzdělávání a školení, Výzkum a vývoj, Kvalita života a Komunikační průmysl. Příklady z České republiky dokumentují celoevropské aktivity Evropské unie v oblasti informační společnosti. V závěru je vyjádřeno zamyšlení nad současným stavem informační společnosti v Evropě.
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Spotřebitelské chování při výběru mateřské školy v ČR
Černíková, Adéla
Černíková, A. Customer behaviour in choosing preschool education in Czech Re-public. Diploma thesis. Brno: Mendel University, 2018. The diploma thesis deals with consumer behaviour of parents in the Czech Re-public in the market of preschool education. The thesis explorers the market of preschool education, identifies the factors and behaviour of consumers in choos-ing kindergarten. In the diploma thesis there are used the techniques of market-ing research, namely questionnaire survey, qualitative interviews and cluster analysis. The output of the thesis is the identification of factors influencing the consumer decision making on the choice of kindergarten, the characteristics of the market segments and the marketing recommendation for the subjects of the pre-school market.
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Family policy and reproductive behaviour in the Visegrad Group states after 1990
Krejčí, Anna ; Kocourková, Jiřina (advisor) ; Šťastná, Anna (referee) ; Černíková, Alena (referee)
Family policy andreproductive behaviour in the VisegradGroup states after 1990 Abstract In post-communist countries, the fertility decline has been already subjected in many researches. Aim of this diploma thesis is to analyse trends in fertility and family policy in the Visegrad countries. The goal was to find out how the post-1990 approach on family policy and response to changing social conditions differed in the Czech Republic, Hungary, Poland and Slovakia. The study describes settings for each family benefits including the changes in the examined period of 1990-2013. On that basis 5-year periods were defined and assessed. The fertility analysis is focused on the total and completed fertility rate and also by parity and age-specific fertility rates. The period effect was estimated using age-period-cohort (APC) models which decompose fertility rates for age, period and cohort effects. Models were based on fertility of women aged 25-49 years in the Czech Republic, Hungary and Slovakia. Results in all three countries suggest that the decline in fertility in 1995-1999 wasa reaction to the changing socio-economic conditions in 1990-1994. However, the negative effect of this period was mitigated by changes in the distribution of cohorts. The period 2000-2004 has brought many positive changes that were behind...
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Impact of economic crisis on fertility level in EU member states
Kortanová, Jana ; Kocourková, Jiřina (advisor) ; Šťastná, Anna (referee) ; Černíková, Alena (referee)
Impact of economic crisis on fertility level in EU member states Abstract The aim of this diploma thesis is to provide a detailed development overview of the selected indicators, i.e., GDP per capita, unemployment rate and total fertility rate, in the context of the Global Economic Crisis, which, on a European scale, started in 2008, and evaluate the impact of the crisis on fertility levels across EU countries. The diploma thesis further concerns itself with various approaches to the relation between economic development and fertility, briefly with the causes of the Global Economic Crisis and with family policy measures in response to worsening economic conditions. Using cluster and regression analyses, the relationship between the economic indicators and total fertility rates in relation to the onset of the crisis has been examined. Even though total fertility rates of individual EU countries were affected differently by the change of economic conditions, the results indicate that changes in unemployment rates affect fertility levels. The decline in fertility levels during the crisis, which occurred in most of the examined countries, is certainly the result of a large number of factors affecting reproductive behaviour. Nevertheless, the results suggest that the symptoms of the crisis significantly...
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Robust Monitoring Procedures for Dependent Data
Chochola, Ondřej ; Hušková, Marie (advisor) ; Antoch, Jaromír (referee) ; Černíková, Alena (referee)
Title: Robust Monitoring Procedures for Dependent Data Author: Ondřej Chochola Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Marie Hušková, DrSc. Supervisor's e-mail address: huskova@karlin.mff.cuni.cz Abstract: In the thesis we focus on sequential monitoring procedures. We extend some known results towards more robust methods. The robustness of the procedures with respect to outliers and heavy-tailed observations is introduced via use of M-estimation instead of classical least squares estimation. Another extension is towards dependent and multivariate data. It is assumed that the observations are weakly dependent, more specifically they fulfil strong mixing condition. For several models, the appropriate test statistics are proposed and their asymptotic properties are studied both under the null hypothesis of no change as well as under the alternatives, in order to derive proper critical values and show consistency of the tests. We also introduce retrospective change-point procedures, that allow one to verify in a robust way the stability of the historical data, which is needed for the sequential monitoring. Finite sample properties of the tests need to be also examined. This is done in a simulation study and by application on some real data in the capital asset...
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