Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Klaus L. P. Vasconcellos"'
Publikováno v:
PLoS ONE, Vol 17, Iss 9 (2022)
The beta distribution is routinely used to model variables that assume values in the standard unit interval, (0, 1). Several alternative laws have, nonetheless, been proposed in the literature, such as the Kumaraswamy and simplex distributions. A nat
Externí odkaz:
https://doaj.org/article/9038e6af14b64dacbd74d48352088cd7
Publikováno v:
Statistical Theory and Related Fields, Vol 2, Iss 2, Pp 206-214 (2018)
In this paper, methods based on ranks and signs for estimating the parameters of the first-order integer-valued autoregressive model in the presence of additive outliers are proposed. In particular, we use the robust sample autocorrelations based on
Externí odkaz:
https://doaj.org/article/abe747b2e53540edbc2fec3fc3f03e8a
Publikováno v:
Communications in Statistics - Theory and Methods. 50:4822-4843
In this paper, we introduce a first order integer-valued autoregressive process with Borel innovations based on the binomial thinning. This model is suitable to modeling zero truncated count time s...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::270b862b8e2da324a5a1a35bdf32c120
https://doi.org/10.1080/03610926.2020.1725822
https://doi.org/10.1080/03610926.2020.1725822
Autor:
Maria do Carmo S. Lima, Klaus L. P. Vasconcellos, Jalmar M. F. Carrasco, Daniele de Brito Trindade, Patrícia L. Espinheira
Publikováno v:
PLoS ONE, Vol 16, Iss 7, p e0254103 (2021)
PLoS ONE
PLoS ONE
We propose in this paper a general class of nonlinear beta regression models with measurement errors. The motivation for proposing this model arose from a real problem we shall discuss here. The application concerns a usual oil refinery process where
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf79297cc2def5731189393702746eba
https://doaj.org/article/c38563fc9bc44265a6e523317052b2b9
https://doaj.org/article/c38563fc9bc44265a6e523317052b2b9
Publikováno v:
Journal of Statistical Theory and Practice. 12:718-743
In this article, we propose a new integer-valued autoregressive process with generalized Poisson difference marginal distributions based on difference of two quasi-binomial thinning operators. This model is suitable for data sets on ℤ = {..., -2, -
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1247e6e54a4250d5b437d20ba1b93f5c
https://doi.org/10.1080/15598608.2018.1470046
https://doi.org/10.1080/15598608.2018.1470046
Publikováno v:
Statistical Methodology. 31:8-19
In this paper, we introduce a stationary first-order integer-valued autoregressive process with geometric–Poisson marginals. The new process allows negative values for the series. Several properties of the process are established. The unknown param
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::496a287bb9eee61db31905b2c929d5ec
https://doi.org/10.1016/j.stamet.2016.01.002
https://doi.org/10.1016/j.stamet.2016.01.002
Publikováno v:
Journal of Statistical Computation and Simulation. 85:2425-2441
We consider the first-order Poisson autoregressive model proposed by McKenzie [Some simple models for discrete variate time series. Water Resour Bull. 1985;21:645–650] and Al-Osh and Alzaid [First-order integer valued autoregressive (INAR(1)) proce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5bb9567af62a2d9aef8d00fedc0a733b
https://doi.org/10.1080/00949655.2014.930862
https://doi.org/10.1080/00949655.2014.930862
Publikováno v:
Journal of Statistical Computation and Simulation
Journal of Statistical Computation and Simulation, Taylor & Francis, 2015, 86 (2), pp.373-387. ⟨10.1080/00949655.2015.1015127⟩
Journal of Statistical Computation and Simulation, Taylor & Francis, 2015, 86 (2), pp.373-387. ⟨10.1080/00949655.2015.1015127⟩
This paper introduces a non-negative integer-valued autoregressive (INAR) process with seasonal structure of first order, which is an extension of the standard INAR(1) model proposed by Al-Osh and Alzaid [First-order integer-valued autoregressive (IN
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac65e7bf8aa7cc2412b08ec8a47ec1c1
Publikováno v:
Computational Statistics & Data Analysis. 55:1379-1393
In this paper we introduce a general extreme-value regression model and derive Cox and Snell's (1968) general formulae for second-order biases of maximum likelihood estimates (MLEs) of the parameters. We obtain formulae which can be computed by means
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ef800350da3eb7c243b28fb7c7a1918
https://doi.org/10.1016/j.csda.2010.09.028
https://doi.org/10.1016/j.csda.2010.09.028
Publikováno v:
Computational Statistics & Data Analysis. 53:3972-3979
The main purpose of this work is to study the behaviour of Skovgaard's [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian Journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of reg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::037ff451f335509d205c9ceed852b289
https://doi.org/10.1016/j.csda.2009.06.005
https://doi.org/10.1016/j.csda.2009.06.005