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Now showing items 11-20 of 73
Dependência entre perdas em risco operacional
(Universidade Federal de São Carlos, 2014-02-12)
In this work, we present and discuss the operational risk in the financial institutions, Basel Accord II, the structure of dependence between cumulative operational losses, a tool for modeling this dependence (theory of ...
Modelos de regressão bivariados Bernoulli : exponencial
(Universidade Federal de São Carlos, 2013-04-05)
Algumas extensões da distribuição Birnbaum-Saunders: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2012-01-09)
The Birnbaum-Saunders Distribution is based on an physical damage that produces the cumulative fatigue materials, This fatigue was identified as an important cause of failure in engineering structures. Recently, this model ...
Novas distribuições em análise de sobrevivência envolvendo composição e correlação dentre as causas competitivas
(Universidade Federal de São Carlos, 2015-08-14)
In this thesis, we construct distribution functions for analysis of lifetimes with the focus in scenes of latent risks inspired in models of the carcinogenesis process. Some properties of these distribution functions are ...
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 ...
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 ...
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 ...
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 ...
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 ...