136 citations · 318 across the 13 of their papers we have counts for
13 papers
A Beta-Based Heteroskedasticity-Consistent Covariance Matrix Estimator
Marina O. Cunha, Francisco Cribari-Neto, Pedro R. D. Marinho
This paper introduces an adaptive framework for leverage correction in heteroskedasticity-consistent covariance matrix estimation for ordinary least squares regression. Unlike exis…
J- and MJ-Type Tests for Non-Nested Parametric Survival Models with a Cure Fraction: A Score Test Approach
Cynthia A. V. Tojeiro, Francisco Cribari-Neto, Tatiene C. Souza +1
We propose specification tests for discriminating among non-nested parametric survival models with a cure fraction, focusing on models that differ only in their baseline distributi…
Beta seasonal autoregressive moving average models
Fábio M. Bayer, Renato J. Cintra, Francisco Cribari-Neto
In this paper we introduce the class of beta seasonal autoregressive moving average (SARMA) models for modeling and forecasting time series data that assume values in the standa…
Inference in a bimodal Birnbaum-Saunders model
Rodney Fonseca, Francisco Cribari-Neto
We address the issue of performing inference on the parameters that index a bimodal extension of the Birnbaum-Saunders distribution (BS). We show that maximum likelihood point esti…
Bartlett corrections in beta regression models
Fábio M. Bayer, Francisco Cribari-Neto
We consider the issue of performing accurate small-sample testing inference in beta regression models, which are useful for modeling continuous variates that assume values in $(0,1…
Bootstrap-based model selection criteria for beta regressions
Fábio M. Bayer, Francisco Cribari-Neto
The Akaike information criterion (AIC) is a model selection criterion widely used in practical applications. The AIC is an estimator of the log-likelihood expected value, and measu…