Now showing items 1-4 of 4
Multivariate Copula-based SUR Tobit Models : a modified inference function for margins and interval estimation
(Universidade Federal de São Carlos, 2015-09-30)
In this thesis, we extend the analysis of multivariate Seemingly Unrelated Regression (SUR) Tobit models by modeling their nonlinear dependence structures through copulas. The capability in coupling together the diferent ...
Modelos não lineares truncados mistos para locação e escala
(Universidade Federal de São Carlos, 2015-01-14)
We present a class of nonlinear truncated mixed-effects models where the truncation nature of the data is incorporated into the statistical model by assuming that the variable of interest, namely the truncated variable, ...
Modelagem de dados de sobrevivência com eventos recorrentes via fragilidade discreta
(Universidade Federal de São Carlos, 2015-09-02)
In this thesis it is proposed alternative methodologies and extensions on models for recurrent event data. Speci cally, we propose a model in which the distribution of the gap time is easily derived from the marginal ...
Modelos alternativos em filas M/G/1
(Universidade Federal de São Carlos, 2015-11-26)
The main aim of this work is to develop alternative queuing models to M/ G/l, in which arrivals follow a Poisson process, the total number of customers on the system and the total number of service channels are unknown. ...