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Modelo de dispersão Hiper-Poisson para variáveis discretas observáveis e não observáveis
(Universidade Federal de São Carlos, 2019-12-06)
Poisson distribution is widely used to model count data, however it has the disadvantage the
assumption that the data must have equal mean and variance, which is not always true, since
in many situations the phenomenon ...
Metanálise para modelos de regressão
(Universidade Federal de São Carlos, 2016-10-28)
Modelos de riscos competitivos no estudo de evasão discente
(Universidade Federal de São Carlos, 2020-02-11)
Dropout is a problem faced by public and private universities. Therefore, the motivation of
this work is to investigate the characteristics of students enrolled in a regular undergraduate
course and verify which one is ...
Modelos de sobrevivência bivariados baseados na cópula PVF
(Universidade Federal de São Carlos, 2020-03-13)
An alternative developed to study associations among multivariate survival times is the use of
models based on copula functions.
In this work, we use the survival model derived from the PVF copula, based on the Power
Variance ...
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 ...
Modelagem da volatilidade em séries temporais financeiras via modelos GARCH com abordagem bayesiana
(Universidade Federal de São Carlos, 2017-07-18)
In the last decades volatility has become a very important concept in the financial area, being used
to measure the risk of financial instruments. In this work, the focus of study is the modeling of
volatility, that ...
Método Zero-Variance para Monte Carlo Hamiltoniano aplicado a modelos GARCH univariados e multivariados
(Universidade Federal de São Carlos, 2021-05-13)
This PhD work develops, compares and applies Monte Carlo Markov Chains (MCMC) methods for parameter estimation in univariate and multivariate GJR-GARCH models.
Specifically, the following problems are addressed: (i) ...
Bayesian inference for term structure models
(Universidade Federal de São Carlos, 2022-06-09)
We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and
dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are
specified as state space time series. The ...
Alternative regression models to beta distribution under bayesian approach
(Universidade Federal de 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 ...
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 ...