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Bayesian and classical inference for the generalized gamma distribution and related models
(Universidade Federal de São Carlos, 2018-02-22)
The generalized gamma (GG) distribution is an important model that has proven to be
very flexible in practice for modeling data from several areas. This model has important sub-models, such as the Weibull, gamma, lognormal, ...
Testes de superioridade para modelos de chances proporcionais com e sem fração de cura
(Universidade Federal de São Carlos, 2017-10-24)
Studies that prove the superiority of a drug in relation to others already existing in the market are of great interest in clinical practice. Based on them the Brazilian National Agency of Sanitary Surveillance (ANVISA) ...
Modelos não lineares assimétricos com efeitos mistos
(Universidade Federal de São Carlos, 2019-08-02)
This work aims to develop asymmetric nonlinear regression models with mixed-effects, which provide alternatives to the use of normal distribution and other symmetric distributions, in order to avoid the sensitivity in the ...
Métodos de Monte Carlo Hamiltoniano aplicados em modelos GARCH
(Universidade Federal de São Carlos, 2019-04-26)
One of the most important informations in financial market is variability of an asset. Several
models have been proposed in literature with a view of to evaluate this phenomenon. Among
them we have the GARCH models. This ...
Métodos de estimação em modelos de efeitos mistos não lineares de caudas pesadas
(Universidade Federal de São Carlos, 2019-12-05)
Parameter estimation in nonlinear mixed-effects models is often challenging. In this thesis,
a comparison of estimation methods for these models is proposed under a frequentist
approach. In the first study, a comparison ...
Modelos de sobrevivência induzidos por fragilidade discreta série de potência zero-modificada
(Universidade Federal de São Carlos, 2020-03-13)
Survival models with a frailty term are presented as an extension of Cox's proportional risk model (COX, 1972), in which a random effect, called frailty, is introduced in the risk function in a multiplicative way with the ...
Decomposição da variância para o modelo de regressão destrutivo Waring de longa duração
(Universidade Federal de São Carlos, 2020-04-17)
The goal of this work is to formulate a two-stage regression long-term model, whose destructive mechanism of the competitive risk factors is flexible for measuring the impact on the survival function or cure rate of ...
Classe de modelos de fragilidade com efeito do acúmulo de reparos em múltiplos sistemas reparáveis
(Universidade Federal de São Carlos, 2019-12-13)
In repairable systems, a fundamental aspect to be considered is predict the reliability of the systems being studied. However, the standard methods used to analyze reparable system data ignore the cumulative effect of ...
Detecting influential observations in spatial models using Bregman divergence
(Universidade Federal de São Carlos, 2018-02-26)
How to evaluate if a spatial model is well ajusted to a problem? How to know if it is the best model between the class of conditional autoregressive (CAR) and simultaneous autoregressive (SAR) models, including homoscedasticity ...
Statistical inference for non-homogeneous Poisson process with competing risks: a repairable systems approach under power-law process
(Universidade Federal de São Carlos, 2019-08-30)
In this thesis, the main objective is to study certain aspects of modeling failure time data of repairable systems under a competing risks framework. We consider two different models and propose more efficient Bayesian ...