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@inproceedings{1108737, author = {Maroš, Bohumil and Budíková, Marie}, address = {Brno}, booktitle = {Financial Mathematics in Practice II, Book of short papers}, edition = {1}, editor = {Jiří Zelinka, Martin Řezáč}, keywords = {exponential regression model; weighting function; relative improvement of residual sum of squares; simulation study}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Brno}, isbn = {978-80-210-6176-7}, pages = {58-65}, publisher = {Masarykova univerzita}, title = {Factors influencing the use of weighting function}, year = {2013} }
TY - JOUR ID - 1108737 AU - Maroš, Bohumil - Budíková, Marie PY - 2013 TI - Factors influencing the use of weighting function PB - Masarykova univerzita CY - Brno SN - 9788021061767 KW - exponential regression model KW - weighting function KW - relative improvement of residual sum of squares KW - simulation study N2 - In this paper we deal with an exponential regression model, which can be moved to a linear domain by a suitable transformation. We describe two problems originating from this transformation and show how it is eliminated by the weighting function. We recommend to use the weighting function repeatedly. Effect of weighting function is assessed by a relative improvement in the residual sum of squares. Using simulations, we study the influence of selected factors on the suitability of the weighting function. ER -
MAROŠ, Bohumil a Marie BUDÍKOVÁ. Factors influencing the use of weighting function. In Jiří Zelinka, Martin Řezáč. \textit{Financial Mathematics in Practice II, Book of short papers}. 1. vyd. Brno: Masarykova univerzita, 2013, s.~58-65. ISBN~978-80-210-6176-7.
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