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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 ...
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 ...
Modelo poisson zero-modificado com efeito aleatório para dados longitudinais
(Universidade Federal de São Carlos, 2019-12-09)
In this work we present the Zero-Modified Poisson model with Normal random effect, and the Zero-Modified Poisson model with Generalized Log-Gamma random effect, which are extensions of the Zero-Modified Poisson model. Since ...