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Modelos COM-Poisson correlacionados
(Universidade Federal de São Carlos, 2019-04-23)
In this thesis two discrete distributions are proposed: Correlated COM-Poisson (CPC) and
Generalized partially correlated COM-Poisson (CPGPC). We have also proposed regression
models for the Generalized partially correlated ...
Modelos de difusão de inovação em grafos
(Universidade Federal de São Carlos, 2019-04-12)
Areas such as politics, economics and marketing are heavily influential in terms of information diffusion. For this reason, several branches of science have studied such phenomena in order to simulate and understand them ...
Contribuições sobre o envelope simulado na análise de diagnóstico em modelos de regressão
(Universidade Federal de São Carlos, 2019-04-30)
The simulated envelope is a diagnostic analysis method used to evaluate the hypothesis about the probability distribution assumed for the response variable in a regression model. In this work, we describe some procedures ...
Cadeias estocásticas de memória ilimitada com aplicação na neurociência
(Universidade Federal de 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 ...
Essays on bivariate option pricing via copula and heteroscedasticity models: a classical and bayesian approach
(Universidade Federal de 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 ...
Processo de Bernoulli correlacionado
(Universidade Federal de São Carlos, 2019-06-28)
The independent Bernoulli process, which is a sequence of independent Bernoulli random variables, is already widely known in the statistical literature. This masters thesis works with a generalization of this process: the ...
A distribuição normal-valor extremo generalizado para a modelagem de dados limitados no intervalo unitário (0, 1)
(Universidade Federal de São Carlos, 2019-06-28)
In this research a new statistical model is introduced to model data restricted in the continuous interval (0,1). The proposed model is constructed under a transformation of variables, in which the transformed variable is ...
Modelos alternativos da TRI para dados politômicos
(Universidade Federal de São Carlos, 2019-03-22)
The item response theory (IRT) models for polytomous data are frequently used in the analysis of data coming from the behavioral and social sciences. From a practical point of view, polytomous data are more informative ...
Modelos de regressão para resposta binária na presença de dados desbalanceados
(Universidade Federal de São Carlos, 2019-02-22)
In binary regression, imbalanced data result from the presence of values equal to zero (or one) in a proportion that is significantly greater than the corresponding real values of one (or zero). In this work, we evaluate ...
Um procedimento para seleção de variáveis em modelos lineares generalizados duplos
(Universidade Federal de São Carlos, 2019-04-01)
The double generalized linear models (DGLM), unlike the generalized linear model (GLM), allow the fit of the dispersion parameter of the response variable as a function of predictor variables, improving the way of modeling ...