18 citations · 31 across the 44 of their papers we have counts for
5 papers · 2 filters
A parametric quantile beta regression for modeling case fatality rates of COVID-19
Marcelo Bourguignon, Diego I. Gallardo, Helton Saulo
Motivated by the case fatality rate (CFR) of COVID-19, in this paper, we develop a fully parametric quantile regression model based on the generalized three-parameter beta (GB3) di…
On a quantile autoregressive conditional duration model applied to high-frequency financial data
Helton Saulo, Narayanaswamy Balakrishnan, Roberto Vila
Autoregressive conditional duration (ACD) models are primarily used to deal with data arising from times between two successive events. These models are usually specified in terms…
Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data
Alan Dasilva, Helton Saulo, Roberto Vila +1
The modeling of personal accident insurance data has been a topic of extreme relevance in the insurance literature. This kind of data often exhibits positive skewness and heavy tai…
The zero-adjusted log-symmetric quantile regression model applied to extramarital affairs data
Danúbia R. Cunha, Jose A. Divino, Helton Saulo
In this work, we propose a zero-adjusted log-symmetric quantile regression model. Initially, we introduce zero-adjusted log-symmetric distributions, which allow for the accommodati…
On a log-symmetric quantile tobit model applied to female labor supply data
Danúbia R. Cunha, Jose A. Divino, Helton Saulo
The classic censored regression model (tobit model) has been widely used in the economic literature. This model assumes normality for the error distribution and is not recommended…