Search
Now showing items 1-10 of 20
Modelos estatísticos para LGD : uma visão clássica e bayesiana
(Universidade Federal de São Carlos, 2011-03-28)
Every day in financial institution is common to nd customers who are unable to honor their commitments. When this occurs we say that the individual is in default. In a possible economic downturn the portfolio could su_er ...
Aspectos práticos da estimação do modelo de mistura via processo de Dirichlet
(Universidade Federal de São Carlos, 2013-04-03)
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 ...
Introdução ao controle estatístico de processo on-line
(Universidade Federal de São Carlos, 2011-04-07)
O método de máxima Lq-verossimilhança em modelos com erros de medição
(Universidade Federal de São Carlos, 2012-02-29)
In this work we consider a new estimator proposed by Ferrari & Yang (2010), called the maximum Lq-likelihood estimator (MLqE), to estimate the parameters of the measurement error models, in particular, the structural model. ...
Avaliação esportiva utilizando técnicas multivariadas: construção de indicadores e sistemas online
(Universidade Federal de São Carlos, 2014-10-10)
The main objective of this research is to provide statistical tools that allow the comparison
of individuals in a speci ed sports category. Particularly, the present study is focused
on the performance evaluation in ...
Comparação das distribuições α-estável, normal, t de student e Laplace assimétricas
(Universidade Federal de São Carlos, 2012-01-27)
Abstract The asymmetric distributions has experienced great development in recent times. They are used in modeling financial data, medical, genetics and other applications. Among these distributions, the Skew normal ...
Estimação clássica e bayesiana para relação espécieárea com distribuições truncadas no zero
(Universidade Federal de São Carlos, 2012-03-23)
In ecology, understanding the species-area relationship (SARs) are extremely important to determine species diversity. SARs are fundamental to assess the impact due to the destruction of natural habitats, creation of ...
Modelagem estatística para análise de dados imobiliários completos e com censura à esquerda
(Universidade Federal de São Carlos, 2014-04-01)
The real estate market has a key role in the country and counties economy attracting several studies and researches that explains and interpret the numerous transactions performed, and especially to find appropriate ways ...
Risco operacional: o cálculo do capital regulatório usando dependência
(Universidade Federal de São Carlos, 2014-01-16)
In this paper we propose a new method for the calculation of regulatory capital required for operational risk. This method is based on some important assumptions for calculation of this capital, for instance, expert opinion, ...
Estimadores não paramétricos para dados com censura
(Universidade Federal de São Carlos, 2013-04-19)
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 ...