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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 ...
Endpoint-inflated beta-binomial regression for correlated count data
(Pontificia Universidad Católica del PerúPE, 2021)
Endpoint-inflated beta-binomial regression for correlated count data
(Pontificia Universidad Católica del PerúPE, 2021)
A beta inflated mean regression model with mixed effects for fractional response variables
(Pontificia Universidad Católica del PerúPE, 2017)
A beta inflated mean regression model with mixed effects for fractional response variables
(Pontificia Universidad Católica del PerúPE, 2017)