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National Repository of Grey Literature

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Properties of Cauchy Distribution and their Applications Quaye, Samson ; Žák, Libor (referee) ; Hübnerová, Zuzana (advisor) Cauchyho distribuce hraje hlavní roli v biologii, matematice, fyzice a mnoha příbuzných oborech. V důsledku toho je důležitá metodologie odhadu parametrů pro data, která jsou distribuována podle Cauchyho distribuce. Nicméně Cauchyho distribuce je dobře známá tím, že způsobuje potíže s klasickými přístupy k odhadu parametrů. Tato diplomová práce se zabývá studiem vlastností Cauchyho distribuce. Je prezentováno několik robustních odhadů jeho parametru umístění. Simulační studie naprogramovaná v Pythonu nám umožňuje porovnat výkonnost odhadů těchto parametrů při odhadu křivky Bi-Cauchy ROC. Dále jsou studovány některé teoretické vlastnosti Bi-Cauchyho ROC křivky. Detailed record

Inflation and Output Comovement in the Euro Area: Love at Second Sight? Andrle, Michal ; Brůha, Jan ; Solmaz, Serhat This paper discusses comovement between inflation and output in the euro area. The strength of the comovement may not be apparent at first sight, but is clear at business cycle frequencies. We propose a new estimation approach to trimmed mean inflation, determining jointly the upper and lower quantiles to be trimmed, as well as the frequency bandwidth of real output that best aligns inflation with the output cycle. Our results suggest that at business cycle frequency, the comovement of output and core inflation is high and stable, and that inflation lags behind the output cycle with roughly half of its variance. The strong relationship between output and inflation hints at the importance of demand shocks for the euro area business cycle. Fulltext: PDF Detailed record

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