Search
Now showing items 1-10 of 14
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 ...
Efficient bayesian methods for mixture models with genetic applications
(Universidade Federal de São Carlos, 2016-12-14)
We propose Bayesian methods for selecting and estimating di erent types of mixture models which are widely used in Genetics and Molecular Biology. We speci cally propose data-driven selection and estimation methods for a ...
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 ...
Contribuições em modelos de regressão com erro de medida multiplicativo
(Universidade Federal de São Carlos, 2016-02-04)
In regression models in which a covariate is measured with error, it is common
to use structures that correlate the observed covariate with the true non-observed
covariate. Such structures are usually additive or ...
Metanálise para modelos de regressão
(Universidade Federal de São Carlos, 2016-10-28)
GARMA models, a new perspective using Bayesian methods and transformations
(Universidade Federal de São Carlos, 2016-12-16)
Generalized autoregressive moving average (GARMA) models are
a class of models that was developed for extending the univariate
Gaussian ARMA time series model to a flexible observation-driven
model for non-Gaussian time ...
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 ...
Mapas da transmutação : modelagem, propriedades estruturais, estimação e aplicações
(Universidade Federal de São Carlos, 2016-12-05)
Initially, we use the quadratic transmutation maps to compose a new probability
model: the transmuted log-logistic distribution. Transmutation maps are
a convenient way of constructing new distributions, in particular ...
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 ...