Browsing by CNPq Subject "CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA::ESTATISTICA::INFERENCIA PARAMETRICA"
Now showing items 1-20 of 32
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Modelos de fração de cura com fragilidade inflacionado de zero sob diferentes esquemas de ativação
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/08/2023)In this doctoral thesis, the proposed methodology is based on zero-inflated survival data to deal with situations where there is a fraction of inflated (or adjusted) zeros and cured cases considering different activation ... -
Inferência Bayesiana para modelos de volatilidade estocástica baseados em mistura de escala da distribuição normal assimétrica
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 28/02/2023)This dissertation aims to evaluate and compare the performance of the No-U-Turn Sampler (NUTS) algorithm, implemented in the Stan software, in estimating the parameters of stochastic volatility models with leverage based ... -
Seleção de covariância para o modelo grafo gaussiano via reversible jump
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 24/02/2023)The purpose of the Graphical Gaussian model is to find the covariance structure that represents the relationship between random variables, whose joint distribution is a multivariate normal. This is a tool used to modeling ... -
Uma abordagem estatística para a análise dos resultados das eleições presidenciais
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 15/01/2024)Multiparty data has characteristics that make it compositional data such as a constant sum of components and a limited space known as simplex. Thus, the purpose of the work is to develop a methodology to analyze multi-party ... -
Estimação paramétrica do modelo de mistura padrão com fragilidade aditiva gama: aplicação a dados de câncer de mama
(Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 16/09/2022)Breast cancer is caused by the uncontrolled growth of abnormal cells in the breast, which multiply rapidly, aggressively and uncontrollably. This disease affects women all over the world, both in developed and underdeveloped ... -
Modelos de sobrevivência induzidos por fragilidade discreta com fração de cura e riscos proporcionais
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 21/10/2022)This work presents two new survival models induced by discrete frailty with unobserved heterogeneity and proportional hazards structure, for lifetime data. The first model consider the discrete frailty variable with Katz ... -
Bayesian inference for term structure models
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 09/06/2022)We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are specified as state space time series. The ... -
Lambert-F univariate distributions for asymmetrical data
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 16/12/2021)In this dissertation, we propose new univariate continuous distributions for modeling asymmetrical data. Initially, starting from a non-linear parametric transformation of an uniform random variable, we propose a new ... -
Testes bayesianos em ensaios clínicos
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/02/2022)In this thesis, we propose two new Bayesian approaches for equivalence hypotheses testing for proportions and prove that these Bayesian hypotheses tests are equivalent. These Bayesian methodologies applied to equivalence ... -
Testes de superioridade para modelos de chances proporcionais com e sem fração de cura
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 24/10/2017)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) ... -
Métodos de detecção de fraude em cartões de crédito: um estudo comparativo
(Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 14/04/2022)The arrival of the pandemic radically changed the consumption habits of goods and services, starting to occur almost exclusively in the virtual world, which in turn, in the context of fraud, has a greater number of loopholes ... -
Bayesian spatial process models for activation patterns in transcranial magnetic stimulation mapping
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 07/07/2023)In recent years, Spatial statistical models have been gaining rapid attention for solving problems in biological systems due to the improvement in spatial data collection. It has proven extremely important in unveiling ... -
Modelo de mistura padrão com fragilidade gama: aplicação a dados de melanoma
(Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 26/01/2024)Cancer is a malignant disease that can affect several organs. When it spreads throughout the body and reaches other organs, it is called metastasis, and this is the leading cause of cancer-related death. Although skin ... -
Bayesian and classical inference for the generalized gamma distribution and related models
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/02/2018)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, ... -
Modelos espaciais de captura-recaptura para populações abertas
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/11/2018)In this thesis we propose two spatial capture-recapture models for estimation of population abundance in the open population. The proposed statistical models conform to data obtained through individual tag capture-recapture ... -
Modelagem conjunta de dados longitudinais e de sobrevivência para avaliação de desfechos clínicos do parto
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 06/12/2018)As most pregnancy-related deaths and morbidities are clustered around the time of child birth, the quality of care during this period is crucial for mothers and their babies. To monitor the women at this stage, the partograph ... -
Detecting influential observations in spatial models using Bregman divergence
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 26/02/2018)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 ... -
Métodos de estimação em modelos de efeitos mistos não lineares de caudas pesadas
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 05/12/2019)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 ... -
Modelo de mistura de regressão: uma abordagem bayesiana
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 14/04/2020)In the current dissertation, we study the mixture regression models and present two Bayesian methodologies for their estimation. The first one considers the number of components is known and we propose the use of two ... -
Métodos de Monte Carlo Hamiltoniano aplicados em modelos GARCH
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 26/04/2019)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 ...