288 citations · 772 across the 29 of their papers we have counts for
5 papers · 2 filters
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,…