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You searched for +publisher:"Universidade Federal de Pernambuco" +contributor:("http://lattes.cnpq.br/2225977664095899"). Showing records 1 – 2 of 2 total matches.

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1. SCHER, Vinícius Teodoro. Portmanteau testing inference in beta autoregressive moving average models .

Degree: 2017, Universidade Federal de Pernambuco

The class of beta autoregressive moving average (bARMA) models is useful for modeling time series data that assume values in the standard unit interval, such as rates and proportions. This thesis is composed of two main and independent chapters. In the first part, we consider portmanteau testing inference in the class of bARMA models. To that end, we use tests that have been developed for Gaussian models, such as the Ljung and Box, Monti, Dufour and Roy, Kwan and Sim, and Lin and McLeod tests. We also consider bootstrap variants of the Ljung and Box, Monti, Dufour and Roy, and Kwan and Sim tests. Moreover, we propose two new test statistics which, like the Monti statistic, are based on residual partial autocorrelations. Additionally, we present and discuss results from Monte Carlo simulations and an empirical application. The second part of the thesis focuses on the recursive nature of bARMA loglikelihood derivatives under moving average dynamics. We provide closed form expressions for the relevant derivatives by considering errors in the predictor scale. Advisors/Committee Members: CRIBARI NETO, Francisco (advisor), BAYER, Fábio Mariano (advisor), http://lattes.cnpq.br/2225977664095899 (advisor).

Subjects/Keywords: Análise de regressão; Regressão beta

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APA (6th Edition):

SCHER, V. T. (2017). Portmanteau testing inference in beta autoregressive moving average models . (Masters Thesis). Universidade Federal de Pernambuco. Retrieved from https://repositorio.ufpe.br/handle/123456789/26891

Chicago Manual of Style (16th Edition):

SCHER, Vinícius Teodoro. “Portmanteau testing inference in beta autoregressive moving average models .” 2017. Masters Thesis, Universidade Federal de Pernambuco. Accessed March 19, 2019. https://repositorio.ufpe.br/handle/123456789/26891.

MLA Handbook (7th Edition):

SCHER, Vinícius Teodoro. “Portmanteau testing inference in beta autoregressive moving average models .” 2017. Web. 19 Mar 2019.

Vancouver:

SCHER VT. Portmanteau testing inference in beta autoregressive moving average models . [Internet] [Masters thesis]. Universidade Federal de Pernambuco; 2017. [cited 2019 Mar 19]. Available from: https://repositorio.ufpe.br/handle/123456789/26891.

Council of Science Editors:

SCHER VT. Portmanteau testing inference in beta autoregressive moving average models . [Masters Thesis]. Universidade Federal de Pernambuco; 2017. Available from: https://repositorio.ufpe.br/handle/123456789/26891

2. PEREIRA, Ana Cristina Guedes. Improved likelihood inference in unit gama regressions .

Degree: 2017, Universidade Federal de Pernambuco

In this dissertation, we focus on the issue of performing likelihood ratio testing inferences in unit gamma regressions. Our interest lies in testing inferences that are accurate and reliable in small samples. The unit gamma regression model was proposed by Mousa et al. (2016) based on the unit gamma distribution introduced by Grassia (1977). Closed form expressions for the score vector and for Fisher’s information matrix were obtained by Mousa et al. (2016). The model is useful for dealing with doubly limited continuous dependent variables (DLCDV), such as proportions, indices and rates, being an alternative to the beta regression model, which has been widely used in the literature. We derive a small sample adjustment to the likelihood ration ratio test statistic in the class of unit gamma regressions using the approach proposed by Skovgaard (2001). The numerical evidence we present show that the two corrected tests we propose outperform the standard likelihood ratio test in small samples. A real data example is presented. Advisors/Committee Members: CRIBARI NETO, Francisco (advisor), OSPINA, Patrícia Leone Espinheira (advisor), http://lattes.cnpq.br/2225977664095899 (advisor).

Subjects/Keywords: Análise de regressão; Regressão beta

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

PEREIRA, A. C. G. (2017). Improved likelihood inference in unit gama regressions . (Masters Thesis). Universidade Federal de Pernambuco. Retrieved from https://repositorio.ufpe.br/handle/123456789/26890

Chicago Manual of Style (16th Edition):

PEREIRA, Ana Cristina Guedes. “Improved likelihood inference in unit gama regressions .” 2017. Masters Thesis, Universidade Federal de Pernambuco. Accessed March 19, 2019. https://repositorio.ufpe.br/handle/123456789/26890.

MLA Handbook (7th Edition):

PEREIRA, Ana Cristina Guedes. “Improved likelihood inference in unit gama regressions .” 2017. Web. 19 Mar 2019.

Vancouver:

PEREIRA ACG. Improved likelihood inference in unit gama regressions . [Internet] [Masters thesis]. Universidade Federal de Pernambuco; 2017. [cited 2019 Mar 19]. Available from: https://repositorio.ufpe.br/handle/123456789/26890.

Council of Science Editors:

PEREIRA ACG. Improved likelihood inference in unit gama regressions . [Masters Thesis]. Universidade Federal de Pernambuco; 2017. Available from: https://repositorio.ufpe.br/handle/123456789/26890

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