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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 ...
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 ...
Modelo alfa normal assimétrico multivariado para redes de classificação
(Universidade Federal de São Carlos, 2016-03-16)
In this Thesis we expose the proposition of a new class of probability distributions, the so called alpha skew normal multivariate, an extension of the univariate Normal Alpha distribution, introduced by Elal-Olivero (2010). ...
Parametric and semi-parametric cure rate models with spatial frailties for interval-censored data
(Universidade Federal de São Carlos, 2016-05-31)
In this thesis, we extend some flexible cure rate models, such as the geometric, negative
binomial and power series cure rate models, to allow for spatial correlations by including spatial
frailties for the interval ...