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Conectividade do grafo aleatório de Erdös-Rényi e uma variante com conexões locais
(Universidade Federal de 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 ...
Modelos multiestado com fragilidade
(Universidade Federal de São Carlos, 2016-03-31)
Often intermediate events provide more detailed information about the disease process or recovery, for example, and allow greater accuracy in predicting the prognosis of patients. Such non-fatal events during the course ...
Comparação de métodos de estimação para problemas com colinearidade e/ou alta dimensionalidade (p > n)
(Universidade Federal de 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, ...
Diagnóstico de influência local no modelo de calibração ultraestrutural com réplicas
(Universidade Federal de 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 ...
Regressão binária nas abordagens clássica e bayesiana
(Universidade Federal de São Carlos, 2016-12-16)
The objective of this work is to study the binary regression model under the frequentist and Bayesian approaches using the probit, logit, log-log complement, Box-Cox transformation and skewprobit as link functions. In the ...
Tempo de espera para a ocorrência de palavras em ensaios de Markov
(Universidade Federal de São Carlos, 2016-04-06)
Consider a sequence of independent coin flips where we denote the result of any landing for H, if coming up head, or T, otherwise. Create patterns with H's and T's, for example, HHHHH or HTHTH. How many times do we have ...
Modelos de regressão linear heteroscedásticos com erros t-Student: uma abordagem bayesiana objetiva
(Universidade Federal de São Carlos, 2016-02-18)
In this work , we present an extension of the objective bayesian analysis made in Fonseca et al. (2008), based on Je reys priors for linear regression models with Student
t errors, for which we consider the heteroscedasticity ...
Análise de diagnóstico em modelos de regressão ZAGA e ZAIG
(Universidade Federal de São Carlos, 2016-03-10)
Residuals play an important role in checking model adequacy and in the identi cation of outliers and in uential observations. In this paper, we studied two class of residuals for the zero adjusted gamma regression model ...
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 ...
Metanálise para modelos de regressão
(Universidade Federal de São Carlos, 2016-10-28)