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Now showing items 21-30 of 114
Modelos estatísticos para LGD : uma visão clássica e bayesiana
(Universidade Federal de São Carlos, 2011-03-28)
Every day in financial institution is common to nd customers who are unable to honor their commitments. When this occurs we say that the individual is in default. In a possible economic downturn the portfolio could su_er ...
Regiões de incerteza para a curva ROC em testes diagnósticos
(Universidade Federal de São Carlos, 2009-03-03)
Diagnostic tests are methods capable of indicating the presence or absence of a disease, with a probability of error. The performance of a diagnostic test can be verified by some indicator, as: the specificity, the sensitivity ...
Aspectos práticos da estimação do modelo de mistura via processo de Dirichlet
(Universidade Federal de São Carlos, 2013-04-03)
We review the Dirichlet process mixture model and investigate its performance as a classification method. The first aspect considered is its sensibility to the choice of location parameter of the base distribution. The ...
Introdução ao controle estatístico de processo on-line
(Universidade Federal de São Carlos, 2011-04-07)
Regressão de dados binários : distribuição Weibull
(Universidade Federal de São Carlos, 2010-03-12)
In this work a new class of models for binary data based on Weibull distribution is introduced. A review is made of the most known linkage functions. This class of models has as special case the complementary log-log model ...
Presença de dados missing em modelos de regressão logística
(Universidade Federal de São Carlos, 2008-09-05)
In this work we present a detailed study of the logistic regression model with missing data in the independent variables. Several techniques are considered such as Complete Case, Mean Imputation and Corrected Complete Case. ...
Modelo logístico generalizado dependente do tempo com fragilidade
(Universidade Federal de São Carlos, 2011-02-11)
Several authors have preferred to model survival data in the presence of covariates through the hazard function, a fact related to its interpretation. The hazard function describes as the instantaneous average of failure ...
Modelos de sobrevivência com fração de cura usando um termo de fragilidade e tempo de vida Weibull modificada generalizada
(Universidade Federal de São Carlos, 2011-02-24)
In survival analysis, some studies are characterized by having a significant fraction of units that will never suffer the event of interest, even if accompanied by a long period of time. For the analysis of long-term data, ...
Modelos de regressão logística clássica, Bayesiana e redes neurais para Credit Scoring
(Universidade Federal de São Carlos, 2008-02-15)
Important advances have been achieved in the granting of credit, however, the problem of identifying good customers for the granting of credit does not provide a definitive solution. Several techniques were presented and ...
Modelagem de partição bayesiana para dados de sobrevivência de longa duração
(Universidade Federal de São Carlos, 2009-11-27)
In this work we present a bayesian approach for the survival model with cure rate in the presence of covariates. In this perspective, the modelling is a direct extension of the long-term model of (Chen et al., 1999). This ...