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Mostrando ítems 91-95 de 95
Multivariate conditional density estimation with copulas
(Universidade Federal de São Carlos, 2021-09-29)
Most machine learning regression models only yield single point estimations for the label of a new observation. However, when dealing with multi-modal or asymmetric distributions, a single point estimate is not enough to ...
Distribuições discretas para duas observações inflacionadas
(Universidade Federal de São Carlos, 2021-07-30)
Count data is often found in many real applications and some observations may occur in the data set in an excessive amount. In many real problems it is quite common for the data set to contain excesses of zero and one ...
Análises Bayesiana para o modelo de regressão Birnbaum-Saunders com zeros ajustados
(Universidade Federal de São Carlos, 2021-08-11)
Modeling based on the Birnbaum-Saunders distribution has received considerable attention
in recent years. In this work we consider the reparametrized Birnbaum-Saunders
distribution with zero-adjusted (ZARBS) (SANTOS-NETO ...
Equações diferenciais estocásticas e as estratégias de hedging no mercado de opções
(Universidade Federal de São Carlos, 2022-06-24)
The Stochastic Differential Equation models (SDEs) assume an important role in finances. The major part of these models try to help the investors with the risk management of the financial activities and they use SDEs for ...
Bayesian variable selection using data driven reversible jump: an application to schizophrenia data
(Universidade Federal de São Carlos, 2021-12-17)
Symptom based diagnosis are known to be limited specially concerning complex disorders such as schizophrenia. Modern attempts in providing predictive risk for such disease, to assist existing diagnosis tools, integrate ...