5 citations · 15 across the 50 of their papers we have counts for
5 papers · 2 filters
A Bimodal Model for Extremes Data
Cira E. G. Otiniano, Bianca Sousa, Roberto Vila +1
In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is…
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…
A Model for Bimodal Rates and Proportions
Roberto Vila, Lucas Alfaia, André F. B. Menezes +2
The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In th…
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…
On the bimodal Gumbel model with application to environmental data
Cira E. G. Otiniano, Roberto Vila, Pedro C. Brom +1
The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies.…