• Modelo Weibull modificado de longa duração 

      Oliveira, Cleyton Zanardo de (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 07/12/2011)
      When a group of patients is monitored until a pre-established date for observation of the recurrence time of an event, it is possible that, at the end of the monitoring period, a parcel of such group has not yet suffered ...
    • Novas distribuições em análise de sobrevivência envolvendo composição e correlação dentre as causas competitivas 

      Marchi, Vitor Alex Alves de (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 14/08/2015)
      In this thesis, we construct distribution functions for analysis of lifetimes with the focus in scenes of latent risks inspired in models of the carcinogenesis process. Some properties of these distribution functions are ...
    • Models for inflated data applied to credit risk analysis 

      Oliveira Júnior, Mauro Ribeiro de (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 27/09/2016)
      In this thesis, we introduce a methodology based on zero-inflated survival data for the purposes of dealing with propensity to default (credit risk) in bank loan portfolios. Our approach enables us to accommodate three ...
    • Time series forecasting : advances on Theta method 

      Fiorucci, José Augusto (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 13/05/2016)
      Accurate and robust forecasting methods for univariate time series are critical as the historical data can be used in the strategic planning of such future operations as buying and selling to ensure product inventory and ...
    • Modelagem de eventos raros: um estudo comparativo 

      Scacabarozi, Fernanda Nanci (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 16/01/2012)
      In some situations, in various areas of knowledge, the response variable of interest has dichotomous distribution extremely unbalanced. In the _nancial market is the common interest in determining the probability that each ...
    • Uma abordagem clássica e bayesiana para os modelos de Gompertz e de Richards heteroscedásticos. 

      Buzolin, Prescila Glaucia Christianini (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 16/09/2005)
      This work presents a classical and a Bayesian approaches to two sigmoidal grownth curves, the Gompertz and the Richards models. We consider the homoscedastic assumption and a multiplicative heteroscedastic structure. For ...
    • Modelos série de potência com excesso de zeros observáveis e latentes 

      Coaguila Zavaleta, Katherine Elizabeth (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 28/09/2016)
      The present work's main objective is to study the significance of zeros in an observable and latent data. In observable data set that occur excess of zeros, its common to have sobredispersion. In this sense, the models ...
    • Modelos alternativos em filas M/G/1 

      Prado, Silvia Maria (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 26/11/2015)
      The main aim of this work is to develop alternative queuing models to M/ G/l, in which arrivals follow a Poisson process, the total number of customers on the system and the total number of service channels are unknown. ...