• Abordagem de martingais para análise assintótica do passeio aleatório do elefante 

      Miranda Neto, Milton; http://lattes.cnpq.br/2915296953908754 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2018-08-20)
      In this work we study the elephant random walk introduced in (SCHUTZ; TRIMPER, 2004), a discrete time, non-Markovian stochastic process with unlimited range memory that presents phase transition. Our objective is to proof ...
    • A abordagem de martingais para o estudo de ocorrência de palavras em ensaios independentes 

      Masitéli, Vanessa; http://lattes.cnpq.br/2570625768458153 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-04-07)
      Let {Xn} be a sequence of i.i.d. random variables taking values in an enumerable alphabet. Given a finite collection of words, we observe this sequence till the moment T at which one of these words appears as a run. In ...
    • Alternative regression models to beta distribution under bayesian approach 

      Paz, Rosineide Fernando da; http://lattes.cnpq.br/0773010734982168 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-08-25)
      The Beta distribution is a bounded domain distribution which has dominated the modeling the distribution of random variable that assume value between 0 and 1. Bounded domain distributions arising in various situations ...
    • Avaliação da proficiência em inglês acadêmico através de um teste adaptativo informatizado 

      Silva, Vanessa Rufino da; http://lattes.cnpq.br/1211180757866065 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2015-04-09)
      This work describes the steps for converting a linear paper-and-pencil English proficiency test for academic purposes, composed with multiple choice items that are administered following the admissible probability ...
    • Bayesian and classical inference for the generalized gamma distribution and related models 

      Ramos, Pedro Luiz; http://lattes.cnpq.br/7642527593263517 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2018-02-22)
      The generalized gamma (GG) distribution is an important model that has proven to be very flexible in practice for modeling data from several areas. This model has important sub-models, such as the Weibull, gamma, lognormal, ...
    • Cadeias estocásticas de memória ilimitada com aplicação na neurociência 

      Ferreira, Ricardo Felipe; http://lattes.cnpq.br/2355076087945221 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2019-03-21)
      Stochastic chains with unbounded memory are a natural generalization of Markov chains, in the sense that the transition probabilities may depend on the whole past. These process, introduced independently by Onicescu and ...
    • Comparação de métodos de estimação para problemas com colinearidade e/ou alta dimensionalidade (p > n) 

      Casagrande, Marcelo Henrique; http://lattes.cnpq.br/9569431640275168 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-04-29)
      This paper presents a comparative study of the predictive power of four suitable regression methods for situations in which data, arranged in the planning matrix, are very poorly multicolinearity and / or high dimensionality, ...
    • Conectividade do grafo aleatório de Erdös-Rényi e uma variante com conexões locais 

      Bedia, Elizbeth Chipa; http://lattes.cnpq.br/9970354479209758 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2016-03-24)
      We say that a graph is connected if there is a path edges between any pair of vertices. Random graph Erd os-R enyi with n vertices is obtained by connecting each pair of vertex with probability pn 2 (0; 1) independently ...
    • Controle de sistemas não-Markovianos. 

      Souza, Francys Andrews de; http://lattes.cnpq.br/3181155176656676 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-09-13)
      In this thesis, we present a concrete methodology to calculate the epsilon-optimal controls for non-Markovian stochastic systems. A pathwise analysis and the use of the discretization structure proposed by Leão and Ohash ...
    • O corte do FBST em modelos de alta dimensionalidade 

      Poloniato Ferreira, Joao Carlos; http://lattes.cnpq.br/8825685476623655 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2018-12-03)
      The problem of controlling the significance level of the FBST (Full Bayesian Significant Test) test is studied in the context of Bayesian models for density, thus, a Bayesian method is shown that works with density ...
    • Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution 

      Morita, Lia Hanna Martins; http://lattes.cnpq.br/8952048121396398 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-04-07)
      Conventional reliability analysis techniques are focused on the occurrence of failures over time. However, in certain situations where the occurrence of failures is tiny or almost null, the estimation of the quantities ...
    • Diagnóstico de influência local no modelo de calibração ultraestrutural com réplicas 

      Andrade, Bruno Pinheiro de; http://lattes.cnpq.br/8657847482314007 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-12-09)
      This paper aims to present the local influence diagnostic methodology of Cook (1986) along with the selection of the appropriate perturbation schemes proposed by Zhu et al. (2007) in ultrastructural calibration model with ...
    • Distribuições k-modificadas da família Série de Potência uniparamétrica 

      Carvalho, Sérgio Ozório de; http://lattes.cnpq.br/0096181150921562 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-05-23)
      This paper proposes a family of distributions Power Series k-Modified from to model sets of count data which have or not any discrepancy in the frequency of observation k in relation to the distribution associated Power ...
    • Distribuições preditiva e implícita para ativos financeiros 

      Oliveira, Natália Lombardi de; http://lattes.cnpq.br/0348383026646030 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-06-01)
      We present two different approaches to obtain a probability density function for the stock?s future price: a predictive distribution, based on a Bayesian time series model, and the implied distribution, based on Black & ...
    • Efficient Bayesian methods for mixture models with genetic applications 

      Zuanetti, Daiane Aparecida; http://lattes.cnpq.br/8352484284929824 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em EstatísticaCâmpus São Carlos, 2016-12-14)
      We propose Bayesian methods for selecting and estimating di erent types of mixture models which are widely used in Genetics and Molecular Biology. We speci cally propose data-driven selection and estimation methods for a ...
    • Essays on bivariate option pricing via copula and heteroscedasticity models: a classical and bayesian approach 

      Lopes, Lucas Pereira; http://lattes.cnpq.br/5968999804623198 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2019-02-15)
      This dissertation is composed of two main and independents essays, but complementary. In the first one, we discuss the option price under a bayesian perspective. This essay aims to price and analyze the fair price behavior ...
    • Estimação de funções do redshift de galáxias com base em dados fotométricos 

      Ferreira, Gretta Rossi; http://lattes.cnpq.br/4529763108510595 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-09-18)
      In a substantial amount of astronomy problems, we are interested in estimating values assumed of some unknown quantity z ∈ R, for many function g, based on covariates x ∈ R^d. This is made using a sample (X1,Z1), ... ...
    • Um estudo de estresse através dos níveis de cortisol em crianças 

      Mendes, Karine Zanuto; http://lattes.cnpq.br/2574720289303855 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2017-05-26)
      The level of cortisol is considered as a measure of people’s stress. We perform an statistical analysis of the data from a study conducted to evaluate if children that work on the streets during the day have higher stress ...
    • Estudo do impacto da escolha do modelo para o controle de overdose na fase I dos ensaios clínicos 

      Marins, Bruna Aparecida Barbosa; http://lattes.cnpq.br/6574049419922178 (Universidade Federal de São CarlosUFSCarPrograma de Pós-graduação em Estatística UFSCar/USPCâmpus São Carlos, 2018-10-03)
      Escalation with overdose control proportional hazards is a Bayesian method with overdose control that estimates the maximum tolerated dose (MTD) assuming that the time a patient takes to show toxicity follows the proportional ...
    • Família Kumaraswamy-G para analisar dados de sobrevivência de longa duração 

      Eudes, Amanda Morales; http://lattes.cnpq.br/1678613581879501 (Universidade Federal de São CarlosBRUFSCarPrograma de Pós-graduação em Estatística UFSCar/USP, 2015-02-25)
      In survival analysis is studied the time until the occurrence of a particular event of interest and in the literature, the most common approach is parametric, where the data follow a specific probability distribution. ...