18 citations · 36 across the 14 of their papers we have counts for
5 papers · 1 filter
A New Class of Skewed Bimodal Distributions
Ricardo S Ehlers
In this paper, we propose to obtain the skewed version of a unimodal symmetric density using a skewing mechanism that is not based on a cumulative distribution function. Then we di…
Bayesian GARMA Models for Count Data
Marinho G. Andrade, Ricardo S. Ehlers, Breno S. Andrade
Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observa…
Riemann Manifold Langevin Methods on Stochastic Volatility Estimation
Mauricio Zevallos, Loretta Gasco, Ricardo Ehlers
In this paper we perform Bayesian estimation of stochastic volatility models with heavy tail distributions using Metropolis adjusted Langevin (MALA) and Riemman manifold Langevin (…
Modeling Compositional Regression with uncorrelated and correlated errors: a Bayesian approach
Taciana K. O. Shimizu, Francisco Louzada, Adriano K. Suzuki +1
Compositional data consist of known compositions vectors whose components are positive and defined in the interval (0,1) representing proportions or fractions of a "whole". The sum…
Bayesian Estimation of the Kumaraswamy Inverse Weibull Distribution
Felipe R. S. de Gusmão, Vera L. D. Tomazella, Ricardo S. Ehlers
The Kumaraswamy Inverse Weibull distribution has the ability to model failure rates that have unimodal shapes and are quite common in reliability and biological studies. The three-…