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Regression quantiles
Rusnák, Peter ; Kalina, Jan (advisor) ; Zvára, Karel (referee)
Title: Regression Quantiles Author: Peter Rusnák Department: Department of Probabilty and Mathematical Statistics Supervisor: RNDr. Jan Kalina, Ph.D.,Institute of Computer Science, AS CR Abstract: Quantile regression is a statistical method for specifying dependencies among variables, which was introduced by Koenker a Bassett in 1978. Since that time it has gone through a big development, when its theoretical properties have been under study, and it also has found many practical applications for data processing in variety of fields.While ordinary least-squares regression describes the relationship between one or more covariates X and the conditional mean of a response variable Y given X = x, quantile regression describes the relationship between X and the conditional quantiles of variable Y given X = x. This work contains the theory necessary for understanding relationship between standard and quantile regression and enabling include so received estimates to bigger group of M-estimates. The computation of coefficients for particular covariates is made by using Frisch-Newton algorithm belonging to methods of linear programming. The so-called regression ranks are also obtained as a by-product of this algorithm and we discuss their computational aspects and usage for hypothesis testing.In the second part, we...
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Zobecněné lineární a aditivní modely v pojišťovnictví
Rusnák, Peter ; Branda, Martin (advisor) ; Pešta, Michal (referee)
In this thesis we describe the theory of generalized linear models and demon- strate its applications in non-life insurance. We also introduce some methods com- monly used to estimation of regression parameters and hypothesis testing . Further- more, we discuss possible extensions of GLM by introducing tools for reparametriza- tion of predictors which leads to new classes of models, concretely to segmented generalized linear models and generalized additive models. Consequently, we derive models appropriate for actuarial praxis using the real insurance data. In practical part of this thesis we illustrate the use of appropriate software for calculating the parameters of GAM and find way how to use open source statistical program .
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Zobecněné lineární a aditivní modely v pojišťovnictví
Rusnák, Peter ; Branda, Martin (advisor) ; Pešta, Michal (referee)
In this thesis we describe the theory of generalized linear models and demon- strate its applications in non-life insurance. We also introduce some methods com- monly used to estimation of regression parameters and hypothesis testing . Further- more, we discuss possible extensions of GLM by introducing tools for reparametriza- tion of predictors which leads to new classes of models, concretely to segmented generalized linear models and generalized additive models. Consequently, we derive models appropriate for actuarial praxis using the real insurance data. In practical part of this thesis we illustrate the use of appropriate software for calculating the parameters of GAM and find way how to use open source statistical program .
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Regression quantiles
Rusnák, Peter ; Kalina, Jan (advisor) ; Zvára, Karel (referee)
Title: Regression Quantiles Author: Peter Rusnák Department: Department of Probabilty and Mathematical Statistics Supervisor: RNDr. Jan Kalina, Ph.D.,Institute of Computer Science, AS CR Abstract: Quantile regression is a statistical method for specifying dependencies among variables, which was introduced by Koenker a Bassett in 1978. Since that time it has gone through a big development, when its theoretical properties have been under study, and it also has found many practical applications for data processing in variety of fields.While ordinary least-squares regression describes the relationship between one or more covariates X and the conditional mean of a response variable Y given X = x, quantile regression describes the relationship between X and the conditional quantiles of variable Y given X = x. This work contains the theory necessary for understanding relationship between standard and quantile regression and enabling include so received estimates to bigger group of M-estimates. The computation of coefficients for particular covariates is made by using Frisch-Newton algorithm belonging to methods of linear programming. The so-called regression ranks are also obtained as a by-product of this algorithm and we discuss their computational aspects and usage for hypothesis testing.In the second part, we...
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Theory and practice of quality management in IS/ICT projects
Rusňák, Peter ; Chlapek, Dušan (advisor) ; Pecha, Tomáš (referee)
This master thesis is available for everyone who is interested in quality management of IS/ICT and not only in this area. It is composed of theoretical introduction, where are discussed different points of view on quality. It deals with historical development and definition of what is the quality. For the purpose of quality management, there are described ISO norm and standard, mostly the quality norms. There is explained importance of these norms in context of our life. In addition the quality management systems like BSC or TQM is also mentioned. Another part of the thesis is about project management of IS/ICT projects and its subpart quality management. The last part of the thesis is about practical application and research. The hypotheses and goals are being verified here.. Together there are seven goals to be fulfilled. First of them is about describing quality and quality management. The rest of goals is about the verification of hypotheses originating from real situations, that the writer had experienced or examined. The first goal is realized by summarizing and commenting information from different sources creating run-through the quality and quality management. The rest of them is fulfilled by empirical research between experts from IS/ICT area, which gives answers for all of the goals. This thesis brings the view over the quality and quality management from its beginning, through applications and real utilization.
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