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Mostrando ítems 11-20 de 95
Análise de referência Bayesiana para o modelo Weibull na aplicação de riscos competitivos
(Universidade Federal de São Carlos, 2009-01-30)
There are situations where various risk factors of failure are present, in the same time, in the life of system. For this reason we say that these factors are competing to cause the system failure. However, only one of ...
Modelos de regressão logística clássica, Bayesiana e redes neurais para Credit Scoring
(Universidade Federal de São Carlos, 2008-02-15)
Important advances have been achieved in the granting of credit, however, the problem of identifying good customers for the granting of credit does not provide a definitive solution. Several techniques were presented and ...
Análise de dados longitudinais para variáveis binárias
(Universidade Federal de São Carlos, 2009-03-05)
The objective of this work is to present techniques of regression analysis for longitudinal data when the response variable is binary. Initially, there is a review of generalized linear models, marginal models, transition ...
Modelos de sobrevivência de longa-duração : uma abordagem unificada
(Universidade Federal de São Carlos, 2008-06-13)
In survival analysis some studies show a meaningful cure rate after treatment followup, so considering standard survival models can not be appropriate. In this work is extended the long-term survival model proposed by Chen, ...
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 ...
Regressão de dados binários : distribuição Weibull
(Universidade Federal de São Carlos, 2010-03-12)
In this work a new class of models for binary data based on Weibull distribution is introduced. A review is made of the most known linkage functions. This class of models has as special case the complementary log-log model ...
Presença de dados missing em modelos de regressão logística
(Universidade Federal de São Carlos, 2008-09-05)
In this work we present a detailed study of the logistic regression model with missing data in the independent variables. Several techniques are considered such as Complete Case, Mean Imputation and Corrected Complete Case. ...
Modelagem de partição bayesiana para dados de sobrevivência de longa duração
(Universidade Federal de São Carlos, 2009-11-27)
In this work we present a bayesian approach for the survival model with cure rate in the presence of covariates. In this perspective, the modelling is a direct extension of the long-term model of (Chen et al., 1999). This ...
Aspectos práticos da estimação do modelo de mistura via processo de Dirichlet
(Universidade Federal de São Carlos, 2013-04-03)
We review the Dirichlet process mixture model and investigate its performance as a classification method. The first aspect considered is its sensibility to the choice of location parameter of the base distribution. The ...
Uma abordagem bayesiana para análise de fraude de subscrição em telecomunicações
(Universidade Federal de São Carlos, 2006-06-09)