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Now showing items 11-20 of 133
Inferência em distribuições discretas bivariadas
(Universidade Federal de São Carlos, 2013-11-26)
The analysis of bivariate data can be found in several areas of knowledge, when the data of interest are obtained in a paired way and present correlation between counts. In this work the Holgate bivariate Poisson, bivariate ...
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, ...
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, ...
Eliminação de parâmetros perturbadores em um modelo de captura-recaptura
(Universidade Federal de São Carlos, 2011-11-18)
The capture-recapture process, largely used in the estimation of the number of elements of animal population, is also applied to other branches of knowledge like Epidemiology, Linguistics, Software reliability, Ecology, ...
Análise estatística do modelo de Nelson e Siegel
(Universidade Federal de São Carlos, 2013-03-21)
The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...
Algoritmo ejeção-absorção metropolizado para segmentação de imagens
(Universidade Federal de São Carlos, 2014-12-19)
We proposed a new split-merge MCMC algorithm for image segmentation. We describe how an image can be subdivided into multiple disjoint regions, with each region having an associated latent indicator variable. The latent ...
Novos modelos de sobrevivência com fração de cura baseados no processo da carcinogênese
(Universidade Federal de São Carlos, 2012-05-03)
In this dissertation we propose new models for survival with cure fraction to describe the biological mechanism of the event of interest (cancer) in studies of carcinogenesis in the presence of competing causes latent ...
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, ...
Modelagem de fraude em cartão de crédito
(Universidade Federal de São Carlos, 2008-09-02)
The transactions volume increase brought the fraud increase, which result in a annual loss of billions of reais to all .nancial institutions in the world. Therefore, it.s very important the development of detection methods ...
Modelos de regressão binomial correlacionada
(Universidade Federal de São Carlos, 2012-05-18)
In this thesis, a class of correlated binomial regression models is proposed. The model is based on the generalized binomial distribution proposed by Luceño (1995) and Luceño & Ceballos (1995). The regression structure is ...