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Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2017-04-07)
Conventional reliability analysis techniques are focused on the occurrence of failures over
time. However, in certain situations where the occurrence of failures is tiny or almost null, the
estimation of the quantities ...
The exponentiated generalized inverse Gaussian distribution
(ELSEVIER SCIENCE BV, 2011)
The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in ...
Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
(Elsevier IncSan DiegoEUA, 2014)
Inverse Modeling of Moving Average Isotropic Kernels for Non-parametric Three-Dimensional Gaussian Simulation
(Springer, 2016)
Moving average simulation can be summarized as a convolution between a spatial kernel and a white noise random field. The kernel can be calculated once the variogram model is known. An inverse approach to moving average ...
Coloring Non-Gaussian Sequences
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2008)
Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
(BRAZILIAN STATISTICAL ASSOCIATION, 2021)
The class of generalized hyperbolic (GH) distributions is generated by a mean-variance mixture of a multivariate Gaussian with a generalized inverse Gaussian (GIG) distribution. This rich family of GH distributions includes ...
Abordagem clássica e bayesiana para os modelos de séries temporais da família GARMA com aplicações para dados contínuos
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2011-03-24)
In this work, the aim was to analyze in the classic and bayesian context, the GARMA model with three different continuous distributions: Gaussian, Inverse Gaussian and Gamma. We analyzed the performance and the goodness ...