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Now showing items 11-20 of 102
Função de intensidade Poisson perturbada pelo número de ocorrências para dados de eventos recorrentes
(Universidade Federal de São Carlos, 2007-06-22)
Uso de métodos clássicos e bayesianos em modelos de regressão beta
(Universidade Federal de São Carlos, 2007-05-18)
This work involves a study of a regression model appropriated for situations which the response variable is measured in a continuous scale in the (0, 1) interval, as, for instance, taxes or proportions. The developed ...
Eliminação de parâmetros perturbadores na estimação de tamanhos populacionais
(Universidade Federal de São Carlos, 2010-01-15)
In this study, we used the capture-recapture procedure to estimate the size of a closed population. We analysed three di_erent statistics models. For each one of these models we determined - through several methods of ...
Uma análise bayesiana para dados composicionais.
(Universidade Federal de São Carlos, 2005-03-03)
Compositional data are given by vectors of positive numbers with sum equals to one.
These kinds of data are common in many applications, as in geology, biology, economy
among many others. In this paper, we introduce a ...
Estimação do Value at Risk via enfoque bayesiano
(Universidade Federal de São Carlos, 2007-01-26)
The continuous development of new financial instruments brings more and more
investment options for market participants. These investment options also bring a bigger
necessity to evaluate the risk embedded in these new ...
Seleção de modelos de tempos com longa-duração para dados de finanças
(Universidade Federal de São Carlos, 2008-02-22)
Modelos de séries temporais com coeficientes variando no tempo
(Universidade Federal de São Carlos, 2009-02-26)
In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have
been used as models for non stationary real ...
Um modelo de risco proporcional dependente do tempo
(Universidade Federal de São Carlos, 2007-03-30)
Survival data analysis models is used to study experimental data where, normally,
the variable "answer"is the time passed until an event of interest. Many authors do prefer
modeling survival data, in the presence of ...
Estimação Bayesiana do tamanho de uma população de diabéticos através de listas de pacientes
(Universidade Federal de São Carlos, 2005-02-25)
In this work, a bayesian methodology is shown to estimate the size of a diabethic-su¤ering population through lists containing information data of patients. The applied methodology is analogous of capture-recaptures in ...
Modelo bayesiano de coincidências em processos de listagens
(Universidade Federal de São Carlos, 2006-05-03)
In this work we present a bayesian methodology to estimate the number of coincident
individuals of two lists, considering the occurrence of correct and incorrect registers of the
informations registers of each individual ...