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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 ...
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 ...
Modelos série de potência com excesso de zeros observáveis e latentes
(Universidade Federal de São Carlos, 2016-09-28)
The present work's main objective is to study the significance of zeros in an observable and latent data. In observable data set that occur excess of zeros, its common to have sobredispersion. In this sense, the models ...