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Comparação das distribuições α-estável, normal, t de student e Laplace assimétricas
(Universidade Federal de São Carlos, 2012-01-27)
Abstract The asymmetric distributions has experienced great development in recent times. They are used in modeling financial data, medical, genetics and other applications. Among these distributions, the Skew normal ...
Redes probabilísticas de K-dependência para problemas de classificação binária
(Universidade Federal de São Carlos, 2012-02-28)
Classification consists in the discovery of rules of prediction to assist with planning and decision-making, being a continuously indispensable tool and a highly discussed subject in literature. As a special case in ...
Modelo de mistura com dependência Markoviana de primeira ordem
(Universidade Federal de São Carlos, 2014-09-12)
We present the mixture model with first order dependence, MMM(1). This model corresponds to a redefinition of the hidden Markov model (HMM) where a non observable variable is used to control the mixture. The usual mixture ...
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 ...
Modelos de sobrevivência com fração de cura usando um termo de fragilidade e tempo de vida Weibull modificada generalizada
(Universidade Federal de São Carlos, 2011-02-24)
In survival analysis, some studies are characterized by having a significant fraction of units that will never suffer the event of interest, even if accompanied by a long period of time. For the analysis of long-term data, ...
O método de máxima Lq-verossimilhança em modelos com erros de medição
(Universidade Federal de São Carlos, 2012-02-29)
In this work we consider a new estimator proposed by Ferrari & Yang (2010), called the maximum Lq-likelihood estimator (MLqE), to estimate the parameters of the measurement error models, in particular, the structural model. ...
Uma nova abordagem para análise de dependência bivariada
(Universidade Federal de São Carlos, 2010-04-23)
In this dissertation we describe and implement procedures for nonparametric estimation of copulas and Sibuya function, and also procedures for bivariate analysis of dependence based on the behavior of their contours plot. ...
Modelos de regressão PLS com erros heteroscedásticos
(Universidade Federal de São Carlos, 2010-01-26)
Two problems related to Partial Least Squares method are considered in this work. Heteroscedastic errors and an asymmetrical error distribution. In the _rst part of this work a methodology is developed which allows, based ...