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Uma classe de modelos de regressão bivariados para respostas discreta e contínua
(Universidade Federal de 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 ...
Defective models for cure rate modeling
(Universidade Federal de 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 ...
Modelos para séries temporais utilizando as distribuições normal generalizada e log-normal generalizada
(Universidade Federal de 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 ...
Time series forecasting : advances on Theta method
(Universidade Federal de 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 ...
Models for inflated data applied to credit risk analysis
(Universidade Federal de 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 ...
Novas distribuições em análise de sobrevivência envolvendo composição e correlação dentre as causas competitivas
(Universidade Federal de 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
(Universidade Federal de 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 ...
Avaliação de testes diagnósticos na ausência de padrão ouro considerando relaxamento da suposição de independência condicional, covariáveis e estratificação da população: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2011-12-16)
The application of a gold standard reference test in all or part of the sample under investigation is often not feasible for the majority of diseases affecting humans, either by a lack of consensus on which testing may be ...
Modelo logístico generalizado dependente do tempo com fragilidade
(Universidade Federal de São Carlos, 2011-02-11)
Several authors have preferred to model survival data in the presence of covariates through the hazard function, a fact related to its interpretation. The hazard function describes as the instantaneous average of failure ...
Modelos estatísticos para LGD : uma visão clássica e bayesiana
(Universidade Federal de São Carlos, 2011-03-28)
Every day in financial institution is common to nd customers who are unable to honor their commitments. When this occurs we say that the individual is in default. In a possible economic downturn the portfolio could su_er ...