136 citations · 318 across the 13 of their papers we have counts for
8 papers · 1 filter
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…
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…
A Generalization of the Exponential-Poisson Distribution
Wagner Barreto-Souza, Francisco Cribari-Neto
The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP d…
Improved testing inference in mixed linear models
Tatiane F. N. Melo, Silvia L. P. Ferrari, Francisco Cribari-Neto
Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Oftentimes, the n…