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Regressão binária usando ligações potência e reversa de potência
(Universidade Federal de São Carlos, 2017-04-07)
The aim of this dissertation is to study a family of asymmetric link functions for binary regression models under Bayesian approach. Specifically, we present the estimation of parameters of power and reversal power binary ...
A abordagem de martingais para o estudo de ocorrência de palavras em ensaios independentes
(Universidade Federal de São Carlos, 2017-04-07)
Let {Xn} be a sequence of i.i.d. random variables taking values in an enumerable alphabet. Given a finite collection of words, we observe this sequence till the moment T at which one of these words appears as a run. In ...
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 ...
Modelos série de potência zero-modificado para séries temporais com dados de contagem
(Universidade Federal de São Carlos, 2019-05-10)
The goal of this work is to propose the Zero-Modified models with Power Series distribution (ZMPS) for time series with counting data. The ZMPS model have a huge portfolio of count data distributions wherein, with an ...
A bayesian nonparametric approach for the two-sample problem
(Universidade Federal de São Carlos, 2018-11-19)
In this work, we discuss the so-called two-sample problem (PEARSON; NEYMAN, 1930)
assuming a nonparametric Bayesian approach. Considering X 1 ,...,X n and Y 1 ,...,Y m two inde-
pendent i.i.d samples generated from P 1 ...
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 ...
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 ...
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 ...
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 ...
Família Kumaraswamy-G para analisar dados de sobrevivência de longa duração
(Universidade Federal de São Carlos, 2015-02-25)
In survival analysis is studied the time until the occurrence of a particular event of interest and in the literature, the most common approach is parametric, where the data follow a specific probability distribution. ...