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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 ...
Quantificação em problemas com mudança de domínio
(Universidade Federal de São Carlos, 2018-05-17)
Several machine learning applications use classifiers as a way of quantifying the prevalence of positive class labels in a target dataset, a task named quantification. For instance, a naive way of determining what proportion ...
Modelos preditivos para LGD
(Universidade Federal de São Carlos, 2018-05-04)
Financial institutions willing to use the advanced Internal Ratings Based (IRB) need to develop
methods to estimate the LGD (Loss Given Default) risk component. Proposals for PD (Probability
of default) modeling have ...
Estudo do impacto da escolha do modelo para o controle de overdose na fase I dos ensaios clínicos
(Universidade Federal de 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 ...
Dois ensaios sobre precificação de ativos
(Universidade Federal de São Carlos, 2016-04-15)
Find fair (according to some criterion) prices for assets in financial markets is one of the most important pillars of Finance Theory. To accomplish this, the Asset Pricing Theory has a mathematical formulation, based ...
Modelagem de dados de sistemas reparáveis com fragilidade
(Universidade Federal de São Carlos, 2015-09-15)
The usual models in repairable systems are minimal, perfect and imperfect repair, and, in the literature, the minimum repair model is the most explored. In repairable systems it is common that the same type of components ...
Hedging no modelo com processo de Poisson composto
(Universidade Federal de São Carlos, 2015-12-07)
The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can ...
Percolação Acessível
(Universidade Federal de São Carlos, 2020-02-17)
We consider the accessibility percolation model on the n-ary tree height the _nite
h. The model is de_ned by associating a continuous random variable X_v for each vertex
v in the tree. The main issue to consider and ...
Estudo comparativo de métodos de estimação do modelo de resposta gradual para dados de burnout em enfermeiras
(Universidade Federal de São Carlos, 2020-04-27)
The graded response model is an Item Response Theory (IRT) model where items admit a polytomous response widely known in the literature. The motivation for this study comes from a data set which belongs to the RN4CAST ...
Comparing two populations using Bayesian Fourier series density estimation
(Universidade Federal de São Carlos, 2017-04-12)
Given two samples from two populations, one could ask how similar the populations are, that is,
how close their probability distributions are. For absolutely continuous distributions, one way
to measure the proximity of ...