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Estimação do tamanho populacional a partir de um modelo de captura-recaptura com heterogeneidade
(Universidade Federal de São Carlos, 2014-03-14)
In this work, we consider the estimation of the number of errors in a software from a closed population. The process of estimating the population size is based on the capture-recapture method which consists of examining ...
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, ...
Distribuição COM-Poisson na análise de dados de experimentos de quimioprevenção do câncer em animais
(Universidade Federal de São Carlos, 2012-03-16)
Experiments involving chemical induction of carcinogens in animals are common in the biological area. Interest in these experiments is, in general, evaluating the chemopreventive effect of a substance in the destruction ...
Modelo destrutivo com variável terminal em experimentos quimiopreventivos de tumores em animais
(Universidade Federal de São Carlos, 2012-04-12)
The chemical induction of carcinogens in chemopreventive animal experiments is becoming increasingly frequent in biological research. The purpose of these biological experiments is to evaluate the effect of a particular ...
Análise bayesiana objetiva para as distribuições normal generalizada e lognormal generalizada
(Universidade Federal de São Carlos, 2014-11-21)
The Generalized Normal (GN) and Generalized lognormal (logGN) distributions are flexible for accommodating features present in the data that are not captured by traditional distribution, such as the normal and the lognormal ...
Uma avaliação de métodos de previsão aplicados à grandes quantidades de séries temporais univariadas
(Universidade Federal de São Carlos, 2012-12-06)
Time series forecasting is probably one of the most primordial interests on economics and econometrics, and the literature on this subject is extremely vast. Due to technological growth in recent decades, large amounts of ...
Combinação de classificadores para inferência dos rejeitados
(Universidade Federal de São Carlos, 2012-03-16)
In credit scoring problems, the interest is to associate to an element who request some kind of credit, a probability of default. However, traditional models uses samples biased because the data obtained from the tenderers ...
Modelos de sobrevivência bivariados baseados na cópula FGM : uma abordagem bayesiana
(Universidade Federal de São Carlos, 2012-02-07)
In this work we present a Bayesian analysis for bivariate survival data in the presence of a covariate and censored observations. We propose a bivariate distribution for the bivariate survival times based on the ...
Modelo de regressão de valor extremo para dados agrupados
(Universidade Federal de São Carlos, 2013-03-11)
One of the distributions used to model extremal events is the type I extremevalue distribution (Gumbel distribution). The usual extreme-value regression model requires independent observations. In this work, using generalized ...
Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros
(Universidade Federal de São Carlos, 2013-04-01)
The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized ...