Conditional Dependence
Mostrando 1-12 de 43 artigos, teses e dissertações.
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1. Spatial modeling of cutaneous leishmaniasis in the Andean region of Colombia
The objective of this research was to identify environmental risk factors for cutaneous leishmaniasis (CL) in Colombia and map high-risk municipalities. The study area was the Colombian Andean region, comprising 715 rural and urban municipalities. We used 10 years of CL surveillance: 2000-2009. We used spatial-temporal analysis - conditional autoregressive P
Mem. Inst. Oswaldo Cruz. Publicado em: 27/06/2016
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2. Estimação indireta de modelos R-GARCH / Indirect inference of R-GARCH models
Linear processes do not capture the structure of financial data. There is a large variety of nonlinear models available in literature. The class of ARCH models (Autoregressive Conditional Heterokedastic) was introduced by Engle (1982) in order to estimate inflation\ s variance. The idea is that, in this class, returns are serially uncorrelated, but the volat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/03/2012
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3. Avaliação de testes diagnósticos na ausência de padrão ouro considerando relaxamento da suposição de independência condicional, covariáveis e estratificação da população: uma abordagem Bayesiana
Na área da saúde a aplicação de teste de referência padrão ouro na totalidade ou parte da amostra sob investigação é, muitas vezes, impraticável devido à inexistência de consenso sobre o teste a ser considerado padrão ouro, ao elevado nível de invasão da técnica, ao alto custo da aplicação em grande escala ou por questões éticas. Contudo,
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 16/12/2011
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4. Post-traumatic stress disorder associated with alcohol and drug abuse and dependence: study of a sample of household residents in the São Paulo Metropolitan Area / Transtorno de estresse pós-traumático associado ao abuso e dependência de álcool e drogas: estudo de uma amostra da população da Região Metropolitana de São Paulo
INTRODUCTION: Post-Traumatic Stress Disorder (PTSD) is characterized by the development of specific symptoms after an intense traumatic event that affects the person directly or indirectly. The lifetime prevalence of PTSD ranges from 1.4% to 11.2%. Women are more vulnerable than men, although men experience more lifetime traumatic events. Other than causing
Publicado em: 2009
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5. JOINT MODELING OF FIXED INTEREST RATES LOG-RETURNS BASED ON TAIL DEPENDENCE MEASURES / MODELAGEM DA DISTRIBUIÇÃO CONJUNTA DOS LOG-RETORNOS DE TAXAS DE JUROS PRÉ-FIXADAS A PARTIR DE MEDIDAS DE DEPENDÊNCIA DE CAUDA
Using the concepts of copula we can represent and interpret the dependence structure presented in random vectors with clarity, particularly in bivariate vectors. In bivariate analysis, the role of both heterogeneous tail-dependence coefficient and homogenous tail- dependence coefficient are to study a measure of dependence when variables reach extreme values
Publicado em: 2008
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6. Modelos grafos para expressão gênica
The purpose of this work is to examine statistical methodologies that can be applied to problems that involve a large number of variables using as a tool graphical models that assist on the visualization of the conditional independency and dependency structure, thus a graphical model represents the relationship between random variables (dependence, independe
Publicado em: 2008
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7. UMA METODOLOGIA PARA ESTIMAÇÃO DO CAPITAL ECONÔMICO: INCORPORAÇÃO DE DEPENDÊNCIA ENTRE RISCOS VIA CÓPULAS / A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS
Financial regulatory agencies have been encouraging the adoption, in risk management practices, of internal models in order to determinate the regulatory minimum capital. Most of the models can be decomposed in minor capital models, each associated to a particular risk source to which that the company is exposed. The regulatory capital will be the aggregatio
Publicado em: 2008
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8. Medidas de assimetria bivariada e dependência local. / Measures of bivariate asymmetry and local dependence.
Esta tese trata de dois assuntos importantes na teoria de risco: o fenômeno da dependência local e a identificação e mensuração de assimetrias apresentadas pelos dados. A primeira parte trata de dependência local, sendo abordadas algumas medidas já analisadas na literatura. Versões locais dos coeficientes de Kendall e Spearman , baseadas na distribu
Publicado em: 2008
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9. EMPIRICAL ANALYSIS OF THE QUANTILE AUTOREGRESSION MODELS / ANÁLISE EMPÍRICA DOS MODELOS DE AUTO-REGRESSÃO QUANTÍLICA
Autoregressive models (AR(p)) for time series assume that the series dynamics has a linear dependence on past observations up to a lag p, plus an independent and identically distributed (i.i.d.) random error. Quantile autoregressive models (QAR(p)) generalize the AR(p) by allowing different autoregressive coefficients for different quantiles of the condition
Publicado em: 2007
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10. A specification language for execution flow in parallel applications / Uma linguagem para especificação de fluxo de execução em aplicações paralelas
Many distributed and parallel systems allow only a basic task flow, in which the parallel tasks are distributed and their results collected. In some systems the application execution flow gives support to a dependence relationship among tasks, represented by a directed acyclic graph. Even with this model it is not possible to execute in parallel some importa
Publicado em: 2005
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11. Aplicação de acoplamento no calculo do valor em risco
Value at Risk (VaR) has a central role in the risk management. There are several approaches for the estimation of VaR, such as the variance-covariance (also known as analytical), the historical simulation and the Monte Carlo approaches. Whereas the first approach does not assume any distribution, the last two approaches demand the joint distribution to be kn
Publicado em: 2004
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12. Virtual.Prob - Ambiente virtual para auxÃlio e verificaÃÃo do aprendizado
This work presents a virtual learning environment, Virtual.Prob, whose objective is to help the student to study Probability in the discipline Statistics and Probability for Computing (ET 586). This discipline is part of the Computer Engineering and Computer Science courses at UFPE. Virtual.Prob is based on the machine learning technique known as Bayesian Ne
Publicado em: 2004