The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...

In this dissertation we propose four models to model lifetime data. The fist family of distribution is called Exponentiated Complementary Exponential Geometric distribution (ECEG) and it is obtained by exponentiation of ...

In this paper we study the reliability of systems with connected components in series and parallel. For systems in series, the device fails when the first component fails. Although in the parallel systems this happens when ...

One of the distributions used to model extremal events is the type I extremevalue distribution (Gumbel distribution). The usual extreme-value regression model requires independent observations. In this work, using generalized ...

The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized ...

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 ...