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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. ...
Métodos de Monte Carlo Hamiltoniano na inferência Bayesiana não-paramétrica de valores extremos
(Universidade Federal de São Carlos, 2015-03-09)
In this work we propose a Bayesian nonparametric approach for modeling extreme value data. We treat the location parameter _ of the generalized extreme value distribution as a random function following a Gaussian process ...
Uma aproximação do tipo Euler-Maruyama para o processo de Cox-Ingersoll-Ross
(Universidade Federal de São Carlos, 2015-02-26)
In this master's thesis we work with Cox-Ingersoll-Ross (CIR) process. This process was originally proposed by John C. Cox, Jonathan E. Ingersoll Jr. and Stephen A. Ross in 1985. Nowadays, this process is widely used in ...
Influência local com procura "forward' em modelos de regressão linear
(Universidade Federal de São Carlos, 2015-02-25)
The identification of influential and/or atypical observations in a data set is known as a part of the diagnostic analysis. One of the purposes of the diagnostic analysis is to verify the robustness of a statistical model, ...