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Mostrando ítems 91-100 de 114
Análise estatística do modelo de Nelson e Siegel
(Universidade Federal de São Carlos, 2013-03-21)
The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...
Algoritmo ejeção-absorção metropolizado para segmentação de imagens
(Universidade Federal de São Carlos, 2014-12-19)
We proposed a new split-merge MCMC algorithm for image segmentation. We describe how an image can be subdivided into multiple disjoint regions, with each region having an associated latent indicator variable. The latent ...
Novos modelos de sobrevivência com fração de cura baseados no processo da carcinogênese
(Universidade Federal de São Carlos, 2012-05-03)
In this dissertation we propose new models for survival with cure fraction to describe the biological mechanism of the event of interest (cancer) in studies of carcinogenesis in the presence of competing causes latent ...
Modelos de regressão binomial correlacionada
(Universidade Federal de São Carlos, 2012-05-18)
In this thesis, a class of correlated binomial regression models is proposed. The model is based on the generalized binomial distribution proposed by Luceño (1995) and Luceño & Ceballos (1995). The regression structure is ...
Extensões dos modelos de sobrevivência referente a distribuição Weibull
(Universidade Federal de São Carlos, 2014-03-07)
In this dissertation, two models of probability distributions for the lifetimes until the occurrence of the event produced by a specific cause for elements in a population are reviewed. The first revised model is called ...
Distribuição de Poisson bivariada aplicada à previsão de resultados esportivos
(Universidade Federal de São Carlos, 2014-04-23)
The modelling of paired counts data is a topic that has been frequently discussed in several threads of research. In particular, we can cite bivariate counts, such as the analysis of sports scores. As a result, in this ...
Modelos de resposta ao item com função de ligação t-assimétrica
(Universidade Federal de São Carlos, 2007-04-20)
The Item Response Theory (IRT) is a set of mathematical models representing the probability of an individual to take a correct response of an item and its ability. The purpose of our research is to show the models formulated ...
Ponderação de modelos com aplicação em regressão logística binária
(Universidade Federal de São Carlos, 2006-04-18)
This work consider the problem of how to incorporate model selection uncertainty
into statistical inference, through model averaging, applied to logistic regression. It will
be used the approach of Buckland et. al. (1997), ...
Modelos para dados de sobrevivência na presença de diferentes esquemas de ativação baseados na distribuição geométrica
(Universidade Federal de São Carlos, 2013-04-08)
In this thesis new families of survival distributions are proposed. Those distributions are derived by assuming a latent activation structure to explain the occurrence of the event of interest. In general, the competitive ...
Dependência entre perdas em risco operacional
(Universidade Federal de São Carlos, 2014-02-12)
In this work, we present and discuss the operational risk in the financial institutions, Basel Accord II, the structure of dependence between cumulative operational losses, a tool for modeling this dependence (theory of ...