Submissões recentes

  • Modelos alternativos em filas M/G/1 

    Prado, Silvia Maria; http://lattes.cnpq.br/1860827349387828 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2015-11-26)
    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. ...
  • Modeling based on a reparameterized Birnbaum-Saunders distribution for analysis of survival data 

    Leão, Jeremias da Silva; http://lattes.cnpq.br/1079978062491227 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2017-01-09)
    In this thesis we propose models based on a reparameterized Birnbaum-Saunder (BS) distribution introduced by Santos-Neto et al. (2012) and Santos-Neto et al. (2014), to analyze survival data. Initially we introduce the ...
  • Models for inflated data applied to credit risk analysis 

    Oliveira Júnior, Mauro Ribeiro de; http://lattes.cnpq.br/6557207621229352 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-09-27)
    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 ...
  • Metanálise para Modelos de Regressão 

    Santos, Laryssa Vieira dos; http://lattes.cnpq.br/5543837224948437 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-10-28)
  • Modelos para séries temporais utilizando as distribuições normal generalizada e log-normal generalizada 

    Milani, Eder Angelo; http://lattes.cnpq.br/1420630122459706 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-03-23)
    From the generalized normal distribution and concepts of the generalized autoregressive moving averages models we introduce the generalized normal-ARMA model as an alternative way to model time series exhibiting symmetry ...
  • Análise de diagnóstico em modelos de regressão ZAGA e ZAIG 

    Rodrigues, Juliana Scudilio; http://lattes.cnpq.br/5189010086005005 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-03-10)
    Residuals play an important role in checking model adequacy and in the identi cation of outliers and in uential observations. In this paper, we studied two class of residuals for the zero adjusted gamma regression model ...
  • Dois ensaios sobre precificação de ativos 

    Marconi, Tamyris; http://lattes.cnpq.br/1329040435179017 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-04-15)
    Find fair (according to some criterion) prices for assets in financial markets is one of the most important pillars of Finance Theory. To accomplish this, the Asset Pricing Theory has a mathematical formulation, based ...
  • Modelo alfa normal assimétrico multivariado para redes de classificação 

    Souza, Anderson Luiz Ara; http://lattes.cnpq.br/8916772290938469 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-03-16)
    In this Thesis we expose the proposition of a new class of probability distributions, the so called alpha skew normal multivariate, an extension of the univariate Normal Alpha distribution, introduced by Elal-Olivero (2010). ...
  • Defective models for cure rate modeling 

    Rocha, Ricardo Ferreira da; http://lattes.cnpq.br/0676420269735630 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-04-01)
    Modeling of a cure fraction, also known as long-term survivors, is a part of survival analysis. It studies cases where supposedly there are observations not susceptible to the event of interest. Such cases require special ...
  • Contribuições em modelos de regressão com erro de medida multiplicativo 

    Silva, Eveliny Barroso da; http://lattes.cnpq.br/3911410872456214 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-02-04)
    In regression models in which a covariate is measured with error, it is common to use structures that correlate the observed covariate with the true non-observed covariate. Such structures are usually additive or ...
  • Avaliação esportiva utilizando técnicas multivariadas: construção de indicadores e sistemas online 

    Maiorano, Alexandre Cristovão; http://lattes.cnpq.br/1457616145396499 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2014-10-10)
    The main objective of this research is to provide statistical tools that allow the comparison of individuals in a speci ed sports category. Particularly, the present study is focused on the performance evaluation in ...
  • Modelagem de dados de sobrevivência com eventos recorrentes via fragilidade discreta 

    Macera, Márcia Aparecida Centanin; http://lattes.cnpq.br/6315003942994414 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2015-09-02)
    In this thesis it is proposed alternative methodologies and extensions on models for recurrent event data. Speci cally, we propose a model in which the distribution of the gap time is easily derived from the marginal ...
  • Modelos de regressão linear heteroscedásticos com erros t-Student : uma abordagem bayesiana objetiva 

    Souza, Aline Campos Reis de; http://lattes.cnpq.br/1026084833654918 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-02-18)
    In this work , we present an extension of the objective bayesian analysis made in Fonseca et al. (2008), based on Je reys priors for linear regression models with Student t errors, for which we consider the heteroscedasticity ...
  • Parametric and semi-parametric cure rate models with spatial frailties for interval-censored data 

    Bao, Yiqi; http://lattes.cnpq.br/9021028070787191 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-05-31)
    In this thesis, we extend some flexible cure rate models, such as the geometric, negative binomial and power series cure rate models, to allow for spatial correlations by including spatial frailties for the interval ...
  • Time series forecasting : advances on Theta method 

    Fiorucci, José Augusto; http://lattes.cnpq.br/1473219810472634 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-05-13)
    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 ...
  • Uma classe de modelos de regressão bivariados para respostas discreta e contínua 

    Oliveira, Willian Luís de; http://lattes.cnpq.br/4423792653643417 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-01-28)
    In this thesis, a wide general class of models for mixed responses is proposed in which joint distributions are constructed by the conditional approach (probability density functions, (pdf), as the product of a marginal ...
  • Técnicas de classificação aplicadas a credit scoring : revisão sistemática e comparação 

    Frazzato Viana, Renato; http://lattes.cnpq.br/4491534010544521 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2015-12-18)
    Nowadays the increasing amount of bank transactions and the increasing of data storage created a demand for risk evaluation associated with personal loans. It is very important for a company has a very good tools in credit ...
  • Modelagem de dados de sistemas reparáveis com fragilidade 

    Feitosa, Cirdêmia Costa; http://lattes.cnpq.br/9062816668207162 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2015-09-15)
    The usual models in repairable systems are minimal, perfect and imperfect repair, and, in the literature, the minimum repair model is the most explored. In repairable systems it is common that the same type of components ...
  • Novas distribuições em análise de sobrevivência envolvendo composição e correlação dentre as causas competitivas 

    Marchi, Vitor Alex Alves de; http://lattes.cnpq.br/0963342295447680 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2015-08-14)
    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 ...
  • Multivariate Copula-based SUR Tobit Models : a modified inference function for margins and interval estimation 

    Silva, Paulo Henrique Ferreira da; http://lattes.cnpq.br/8538524597034643 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2015-09-30)
    In this thesis, we extend the analysis of multivariate Seemingly Unrelated Regression (SUR) Tobit models by modeling their nonlinear dependence structures through copulas. The capability in coupling together the diferent ...

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