288 citations · 772 across the 29 of their papers we have counts for
6 papers · 1 filter
Analyzing Volleyball Data on a Compositional Regression Model Approach: An Application to the Brazilian Men's Volleyball Super League 2011/2012 Data
Taciana K. O. Shimizu, Francisco Louzada, Adriano K. Suzuki
Volleyball has become a competitive sport with high physical and technical performance. Matches results are based on the players and teams'skills as technical and tactical strategi…
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…
BayesDccGarch - An Implementation of Multivariate GARCH DCC Models
Jose A. Fioruci, Ricardo S. Ehlers, Francisco Louzada
Multivariate GARCH models are important tools to describe the dynamics of multivariate times series of financial returns. Nevertheless, these models have been much less used in pra…
Recovery Risk: Application of the Latent Competing Risks Model to Non performing Loans
Mauro R. Oliveira, Francisco Louzada
This article proposes a method for measuring the latent risks involved in the recovery process of non performing loans in financial institutions and business firms that deal with c…
An Evidence of Link between Default and Loss of Bank Loans from the Modeling of Competing Risks
Mauro R. Oliveira, Francisco Louzada
In this paper, we propose a method that provides a useful technique to compare relationship between risks involved that takes customer become defaulter and debt collection process…
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…