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Modelo de regressão de valor extremo para dados agrupados

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Date
2013-03-11
Author
Santo, Jonatas Silva do Espirito
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Abstract
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 linear model (Mc-Cullagh e Nelder, 1989) and generalized estimating equations (Liang e Zeger, 1986), we developed the extreme-value regression model when there are independent clusters formed by dependent variables. The behavior of parameter estimators of the proposed model is studied through Monte Carlo simulations.
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https://repositorio.ufscar.br/handle/ufscar/4565
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UFSCar
Universidade Federal de São Carlos - UFSCar
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UFSCar
Universidade Federal de São Carlos - UFSCar
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UFSCar

IBICT