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Análise bayesiana objetiva para as distribuições normal generalizada e lognormal generalizada
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2014-11-21)
The Generalized Normal (GN) and Generalized lognormal (logGN) distributions are flexible for accommodating features present in the data that are not captured by traditional distribution, such as the normal and the lognormal ...
Beta Generalized Distribution as Survival Model for the Analysis of University DropoutsLa distribución Beta Generalizada como un modelo de sobrevivencia para analizar la evasión universitariaA distribuição Beta Generalizada como um modelo de sobrevivência para analisar a evasão universitária
(Universidad Austral de Chile, Facultad de Filosofía y Humanidades., 2018)
Modelo Log-Burr XII para dados grupados e censurados
(2012)
Grouped data is a particular case of interval censored, which occur when individuals are assessed at the same time intervals. This type of data, often associated to situations in which the data has a large number ties whose ...
An analysis of risk-neutral density’s moments for USD/BRL options with applications to trading
(2019-07-26)
The present work proposes an application of a non-parametric methodology to extract the risk-neutral probability density function (RND) to USD/BRL options. This methodology consists in complementing the RND extracted from ...
Bayesian and classical inference for the generalized gamma distribution and related models
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2018-02-22)
The generalized gamma (GG) distribution is an important model that has proven to be
very flexible in practice for modeling data from several areas. This model has important sub-models, such as the Weibull, gamma, lognormal, ...
Recovering Risk-Neutral Densities from Brazilian Interest Rate OptionsExtraindo Densidades Neutras ao Risco de Opções de Taxas de Juros Brasileiras
(Lociedade Brasileira de Finanças, 2011)
Parametric quantile regression for income data
(2022-07-28)
Modelos de regressão normais univariados são ferramentas estatísticas amplamente aplicadas
em muitas áreas da economia. No entanto, dados de renda têm comportamento assimétrico e
tem melhor performance de modelagem com ...
Nonparametric extreme value mixture models: applications to insurance losses
(2021-05-28)
Modelling insurance losses is a challenging topic to actuaries and practitioners in the insurance industry. Commonly used loss models based on standard parametric density functions (Lognormal, Gamma, Weibull, Burr Type ...