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Modelo geométrico de ordem k correlacionado
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2019-08-29)
In this work we propose the correlated geometric distribution of order k, k≥1, with parameters π and ρ; π ∈(0,1), max{−1,−1−π π } ≤ρ < 1, as an extension of the generalized geometric distribution proposed by Philippou e ...
A class of generalized beta distributions, Pareto power series and Weibull power series
(Universidade Federal de Pernambuco, 2014)
Assessing value-at-risk and expected shortfall predictionsTestes para avaliação das previsões de value-at-risk e expected shortfall
(Lociedade Brasileira de Finanças, 2019)