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Modelos de sobrevivência com fração de cura usando um termo de fragilidade e tempo de vida Weibull modificada generalizada
(Universidade Federal de São Carlos, 2011-02-24)
In survival analysis, some studies are characterized by having a significant fraction of units that will never suffer the event of interest, even if accompanied by a long period of time. For the analysis of long-term data, ...
O método de máxima Lq-verossimilhança em modelos com erros de medição
(Universidade Federal de São Carlos, 2012-02-29)
In this work we consider a new estimator proposed by Ferrari & Yang (2010), called the maximum Lq-likelihood estimator (MLqE), to estimate the parameters of the measurement error models, in particular, the structural model. ...
Modelagem de eventos raros: um estudo comparativo
(Universidade Federal de São Carlos, 2012-01-16)
In some situations, in various areas of knowledge, the response variable of interest has dichotomous distribution extremely unbalanced. In the _nancial market is the common interest in determining the probability that each ...
Uma nova abordagem para análise de dependência bivariada
(Universidade Federal de São Carlos, 2010-04-23)
In this dissertation we describe and implement procedures for nonparametric estimation of copulas and Sibuya function, and also procedures for bivariate analysis of dependence based on the behavior of their contours plot. ...
Modelos de regressão PLS com erros heteroscedásticos
(Universidade Federal de São Carlos, 2010-01-26)
Two problems related to Partial Least Squares method are considered in this work. Heteroscedastic errors and an asymmetrical error distribution. In the _rst part of this work a methodology is developed which allows, based ...
Eliminação de parâmetros perturbadores na estimação de tamanhos populacionais
(Universidade Federal de São Carlos, 2010-01-15)
In this study, we used the capture-recapture procedure to estimate the size of a closed population. We analysed three di_erent statistics models. For each one of these models we determined - through several methods of ...
Modelo logístico generalizado dependente do tempo com fragilidade
(Universidade Federal de São Carlos, 2011-02-11)
Several authors have preferred to model survival data in the presence of covariates through the hazard function, a fact related to its interpretation. The hazard function describes as the instantaneous average of failure ...
Modelos estatísticos para LGD : uma visão clássica e bayesiana
(Universidade Federal de São Carlos, 2011-03-28)
Every day in financial institution is common to nd customers who are unable to honor their commitments. When this occurs we say that the individual is in default. In a possible economic downturn the portfolio could su_er ...
Introdução ao controle estatístico de processo on-line
(Universidade Federal de São Carlos, 2011-04-07)
Aspectos práticos da estimação do modelo de mistura via processo de Dirichlet
(Universidade Federal de São Carlos, 2013-04-03)
We review the Dirichlet process mixture model and investigate its performance as a classification method. The first aspect considered is its sensibility to the choice of location parameter of the base distribution. The ...