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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 ...
Extensões dos modelos de sobrevivência referente a distribuição Weibull
(Universidade Federal de São Carlos, 2014-03-07)
In this dissertation, two models of probability distributions for the lifetimes until the occurrence of the event produced by a specific cause for elements in a population are reviewed. The first revised model is called ...
Distribuição de Poisson bivariada aplicada à previsão de resultados esportivos
(Universidade Federal de São Carlos, 2014-04-23)
The modelling of paired counts data is a topic that has been frequently discussed in several threads of research. In particular, we can cite bivariate counts, such as the analysis of sports scores. As a result, in this ...
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 ...
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 ...
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 ...
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 ...