Now showing items 1-10 of 24
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 ...
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 de sobrevivência na presença de eventos recorrentes e longa duração
(Universidade Federal de São Carlos, 2010-03-05)
In this thesis it is proposed to analyze recurrent event data, recurrent event data with cure fraction and recurrent event data with censoring and competing causes. For the recurrent event data analysis it is proposed a ...
Modelos de sobrevivência com fração de cura usando um termo de fragilidade e tempo de vida Weibull modificada generalizada
(Universidade Federal de São Carlos, 2011-02-24)
In survival analysis, some studies are characterized by having a significant fraction of units that will never suffer the event of interest, even if accompanied by a long period of time. For the analysis of long-term data, ...
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 ...
Dados de sobrevivência multivariados na presença de covariáveis e observações censuradas: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2010-03-04)
In this work, we introduce a Bayesian Analysis for survival multivariate data in the presence of a covariate vector and censored observations. Different frailties or latent variables are considered to capture the correlation ...
Modelo de mistura padrão de longa duração com censura uniforme-exponencial
(Universidade Federal de São Carlos, 2010-03-25)
In survival data analysis it is common the occurrence of a large number of individuals to the right. This fact can indicate that, in a fraction of the individuals the event of interest will never happen, in other words, a ...
Modelo de mistura padrão com tempo de falha exponencial e censura informativa
(Universidade Federal de São Carlos, 2010-06-25)
In this work we consider the long-term survival model introduced by Berkson & Gage (1952), for modeling survival data of nonhomogeneous populations, where a subpopulation does not present the event of interest, despite a ...
Seleção de modelos de tempos com longa-duração para dados de finanças
(Universidade Federal de São Carlos, 2008-02-22)