Now showing items 21-30 of 292
Modelo de mistura com número de componentes desconhecido: estimação via método split-merge
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2009-11-30)
We propose the split-merge MCMC and birth-split-merge MCMC algorithms to analyse mixture models with an unknown number of components. The strategy for splitting is based on data and posterior distribution. Allocation ...
Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series
(Sociedade Brasileira de Pesquisa Operacional, 2014)
A Bayesian approach to hybrid splines non-parametric regression
(Taylor & Francis LtdAbingdonInglaterra, 2002)
Estimação bayesiana no modelo potência normal bimodal assimétrico
(BrasilUFRNPROGRAMA DE PÓS-GRADUAÇÃO EM MATEMÁTICA APLICADA E ESTATÍSTICA, 2016-01-28)
In this paper it is presented a Bayesian approach to the bimodal power-normal (BPN) models and the bimodal asymmetric power-normal (BAPN). First, we present the BPN model, specifying its non-informative and informative ...
Using stochastic volatility models to analyse weekly ozone averages in Mexico City
In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial ...
Density estimation for measurement purposes and convergence improvement using MCMC
The purpose of this paper is to present a new approach for measurement uncertainty characterization. The Markov Chain Monte Carlo (MCMC) is applied to measurement pdf estimation, which is considered as an inverse problem. ...
Inferência em grafos aleatórios exponenciais através do ABC
(Universidade Federal de Minas GeraisUFMG, 2016-02-26)
Exponential random graph models are parametric statistical methods for probability distributions of network structures trough the analyses of configurations based on the presense (or absence) of edges,such as k-stars and ...
Aplicações em meta-análise sob um enfoque bayesiano usando dados médicos.
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2006-03-21)
In this work, we consider the use of Meta-analysis with a Bayesian approach. Meta-analysis is a statistical technique that combines the results of di¤erent independent studies with purpose to find general conclusions. This ...
Weibull and generalised exponential overdispersion models with an application to ozone air pollution
(TAYLOR & FRANCIS LTDABINGDON, 2012)
We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. ...
Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa
Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative ...