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Extensões dos modelos de sobrevivência referente a distribuição Weibull
(Universidade Federal de São Carlos, 2014-03-07)
In this dissertation, two models of probability distributions for the lifetimes until the occurrence of the event produced by a specific cause for elements in a population are reviewed. The first revised model is called ...
Capacidade preditiva de Modelos Credit Scoring em inferência dos rejeitados
(Universidade Federal de São Carlos, 2014-03-28)
Granting credit to an applicant is a decision made in a context of uncertainty. At the moment the lender decides to grant a loan or credit sale there is always the possibility of loss, and, if it is associated with a ...
Modelo de mistura paramétrico com fragilidade na presença de covariáveis
(Universidade Federal de São Carlos, 2013-04-23)
Some studies involving survival data are characterized by showing a significant proportion of censored data, that is, individuals who will never experience the event of interest, even if accompanied by a long period of ...
Inferência em distribuições discretas bivariadas
(Universidade Federal de São Carlos, 2013-11-26)
The analysis of bivariate data can be found in several areas of knowledge, when the data of interest are obtained in a paired way and present correlation between counts. In this work the Holgate bivariate Poisson, bivariate ...
Modelos de sobrevivência com base nas distribuições geométrica e exponencial
(Universidade Federal de São Carlos, 2013-02-01)
In this dissertation we propose four models to model lifetime data. The fist family of distribution is called Exponentiated Complementary Exponential Geometric distribution (ECEG) and it is obtained by exponentiation of ...
Risco operacional: o cálculo do capital regulatório usando dependência
(Universidade Federal de São Carlos, 2014-01-16)
In this paper we propose a new method for the calculation of regulatory capital required for operational risk. This method is based on some important assumptions for calculation of this capital, for instance, expert opinion, ...
Modelo de regressão de valor extremo para dados agrupados
(Universidade Federal de São Carlos, 2013-03-11)
One of the distributions used to model extremal events is the type I extremevalue distribution (Gumbel distribution). The usual extreme-value regression model requires independent observations. In this work, using generalized ...
Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros
(Universidade Federal de São Carlos, 2013-04-01)
The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized ...
Estimadores não paramétricos para dados com censura
(Universidade Federal de São Carlos, 2013-04-19)
In this paper we study the reliability of systems with connected components in series and parallel. For systems in series, the device fails when the first component fails. Although in the parallel systems this happens when ...
Análise da qualidade do ar : um estudo de séries temporais para dados de contagem
(Universidade Federal de São Carlos, 2013-04-30)
The aim of this study was to investigate the monthly amount of unfavourable days to pollutant dispersion in the atmosphere on the metropolitan region of S ão Paulo (RMSP). It was considered two data sets derived from the ...