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Inferência bayesiana para o tamanho de uma população fechada com erros de registros de dados amostrais
(Universidade Federal de São Carlos, 2008-06-12)
In this dissertation we determine maximum likelihood and bayesian estimates of the size of a closed population, from two lists of data of elements of the population. It has been supposed that the registers of the individual ...
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 ...
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, ...
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. ...
Modelos de volatilidade estatística
(Universidade Federal de São Carlos, 2008-08-22)
In the financial market usually notices are taken of the shares
sequentially over the time in order to characterize them a time
series. However, the major interest is to forecast the behavior of these shares. Motivated by ...
Estimação de escores binomiais correlacionados: uma aplicação em Credit Scoring
(Universidade Federal de São Carlos, 2008-06-09)
For the most part of modelings in the credit risk area, the most widely used model is the credit scoring, and as the main statistical technique, the binary logistic regression, used to determine whether a customer is a ...
Utilização de técnicas bayesianas em modelos de regressão de Poisson para dados de contagem longitudinais e dados de contagem com medidas repetidas apresentando excesso de zeros
(Universidade Federal de São Carlos, 2008-06-09)
In medical and biological researches we often .nd count data. For longitudinal count data, usual Poisson regression models, assuming independence among observations, are not applicable because of the correlation of these ...
Seleção de modelos de tempos com longa-duração para dados de finanças
(Universidade Federal de São Carlos, 2008-02-22)
Inferência do valor de mercado de lotes urbanos. Estudo de caso : município de São Carlos (SP)
(Universidade Federal de São Carlos, 2008-11-13)
In this dissertation we present a regression modelling proposal for modelling the market prices of urban batches at São Carlos city (SP), over the year of 2005. Usual regression modelling and survival techniques, with left ...
Modelos dinâmicos de resposta binária para dados em painel
(Universidade Federal de São Carlos, 2008-06-06)
A summary of the state of the art relative to regression models for binary response variable and panel data is presented in this work. Those models may include efects from several sources: specific variables of interest, ...