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The Truncated Inflated Beta Distribution
(TAYLOR & FRANCIS INCPHILADELPHIA, 2012)
The study of proportions is a common topic in many fields of study. The standard beta distribution or the inflated beta distribution may be a reasonable choice to fit a proportion in most situations. However, they do not ...
Inflated beta distributions
(SPRINGER, 2010)
This paper considers the issue of modeling fractional data observed on [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the ...
Modelos preditivos para LGD
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2018-05-04)
Financial institutions willing to use the advanced Internal Ratings Based (IRB) need to develop
methods to estimate the LGD (Loss Given Default) risk component. Proposals for PD (Probability
of default) modeling have ...
A general class of zero-or-one inflated beta regression models
(ELSEVIER SCIENCE BVAMSTERDAM, 2012)
This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete ...
Extensões do resíduo quantílico
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2022-12-20)
Regression models have profound importance in analyses that aim to investigate the relationship between a dependent variable and a set of predictor variables. The diagnostic analysis is a fundamental step in validating a ...
Modelo beta inflacionado de zeros e uns: análise bayesiana de notas no curso de estatística aplicada à engenharia
(Universidade Federal de LavrasPrograma de Pós-Graduação em Estatística e Experimentação AgropecuáriaUFLAbrasilDepartamento de Ciências Exatas, 2017)
Modelos de regressão misto para resposta limitada usando distribuições do tipo Johson-SB
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2021-03-10)
In this work, new properties, estimation methods, residual analysis and extensions are developed for regression models in the (0,1) interval considering the Johnson-SB type distributions (JSB). The extensions are zero-and-one ...
A beta inflated mean regression model with mixed effects for fractional response variables
(Pontificia Universidad Católica del PerúPE, 2017)