288 citations · 772 across the 29 of their papers we have counts for
11 papers · 1 filter
Generalizing the normality: a novel towards different estimation methods for skewed information
Diego C Nascimento, Pedro Luiz Ramos, David Elal-Olivero +2
Normality is the most often mathematical supposition used in data modeling. Nonetheless, even based on the law of large numbers (LLN), normality is a strong presumption given that…
Noniterative Likelihood-Derived Estimation through Auxiliary Estimating Equations
Pedro L. Ramos, Eduardo Ramos, Francisco A. Rodrigues +1
Closed-form estimators are useful when parametric models are repeatedly refitted but likelihood maximization is iterative. We study a likelihood-derived construction of auxiliary e…
Spatial Statistical Models: an overview under the Bayesian Approach
Francisco Louzada, Diego C. Nascimento, Osafu Augustine Egbon
Spatial documentation is exponentially increasing given the availability of Big IoT Data, enabled by the devices miniaturization and data storage capacity. Bayesian spatial statist…
Objective Bayesian Analysis for the Lomax Distribution
Paulo Ferreira, Jhon Gonzales, Vera Tomazella +3
In this paper we propose to make Bayesian inferences for the parameters of the Lomax distribution using non-informative priors, namely the Jeffreys prior and the reference prior. W…
The zero-inflated promotion cure rate regression model applied to fraud propensity in bank loan applications
Francisco Louzada, Mauro R. de Oliveira, Fernando F. Moreira
In this paper we extend the promotion cure rate model proposed by Chen et al (1999), by incorporating excess of zeros in the modelling. Despite allowing to relate the covariates to…
Bayesian model averaging: A systematic review and conceptual classification
Tiago M. Fragoso, Francisco Louzada Neto
Bayesian Model Averaging (BMA) is an application of Bayesian inference to the problems of model selection, combined estimation and prediction that produces a straightforward model…
The zero-inflated cure rate regression model: Applications to fraud detection in bank loan portfolios
Francisco Louzada, Mauro R. de Oliveira, Fernando F. Moreira
In this paper, we introduce a methodology based on the zero-inflated cure rate model to detect fraudsters in bank loan applications. In fact, our approach enables us to accommodate…
Maximum Likelihood Estimation for the Weight Lindley Distribution Parameters under Different Types of Censoring
Pedro L. Ramos, Francisco Louzada, Vicente G. Cancho
In this paper the maximum likelihood equations for the parameters of the Weight Lindley distribution are studied considering different types of censoring, such as, type I, type II…
The Optimised Theta Method
José Augusto Fioruci, Tiago Ribeiro Pellegrini, Francisco Louzada +1
Accurate and robust forecasting methods for univariate time series are very important when the objective is to produce estimates for a large number of time series. In this context,…
A Modified Reference Prior for the Generalized Gamma Distribution
Pedro L. Ramos, Francisco Louzada
In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that…
A modified version of the inference function for margins and interval estimation for the bivariate Clayton copula SUR Tobit model: An simulation approach
Paulo H. Ferreira, Francisco Louzada
This paper extends the analysis of bivariate seemingly unrelated regression (SUR) Tobit model by modeling its nonlinear dependence structure through the Clayton copula. The ability…