Conditional Likelihood Function
Mostrando 1-9 de 9 artigos, teses e dissertações.
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1. Eliminação de parâmetros perturbadores em um modelo de captura-recaptura
O processo de captura-recaptura, amplamente utilizado na estimação do número de elementos de uma população de animais, é também aplicado a outras áreas do conhecimento como Epidemiologia, Linguística, Con_abilidade de Software, Ecologia, entre outras. Uma das primeiras aplicações deste método foi feita por Laplace em 1783, com o objetivo de estim
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/11/2011
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2. Eliminação de parâmetros perturbadores na estimação de tamanhos populacionais
In this study, we used the capture-recapture procedure to estimate the size of a closed population. We analysed three di_erent statistics models. For each one of these models we determined - through several methods of eliminating nuisance parameters - the likelihood function and the pro_le, conditional, uniform integrated, Je_reys integrated and generalized
Publicado em: 2010
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3. Inflated beta regression models / Modelos de regressão beta inflacionados
The last years have seen new developments in the theory of beta regression models, which are useful for modelling random variables that assume values in the standard unit interval such as proportions, rates and fractions. In many situations, the dependent variable contains zeros and/or ones. In such cases, continuous distributions are not suitable for modeli
Publicado em: 2008
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4. TESTS WITH CONDITIONAL FREQUENTISTS ERRORS AND TESTS WITH INTERPRETATION BAYESIAN AND CONDITIONAL FREQUENTISTS. / TESTES COM ERROS FREQÃENTISTAS CONDICIONAIS E TESTES COM INTERPRETAÃÃO BAYESIANA E FREQÃENTISTA CONDICIONAL
The Neyman-Pearson tests of hypotheses present probabilities of error independent of the observed data; this is an enormous source of critics. In the significance tests the p-value is used, but this is not a frequentist measuring.Kiefer (1977) formalized a frequentist methodology dependent of the data. The sample space is partitioned using a partitioning fun
Publicado em: 2007
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5. HIGH FREQUENCY DATA AND PRICE-MAKING PROCESS ANALYSIS: THE EXPONENTIAL MULTIVARIATE AUTOREGRESSIVE CONDITIONAL MODEL - EMACM / ANÁLISE DE DADOS DE ALTA FREQÜÊNCIA E DO PROCESSO DE FORMAÇÃO DE PREÇOS: O MODELO MULTIVARIADO EXPONENCIAL - EMACM
The availability of high frequency financial transaction data - price, spread, volume and duration -has contributed to the growing number of scientific articles on this topic. The first proposals were limited to pure duration models. Later, the impact of duration over instantaneous volatility was analyzed. More recently, Manganelli (2002) included volume int
Publicado em: 2006
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6. Monte Carlo methods in nonlinear filtering theory.
This thesis is focused on two basic aspects of the Control Problem: the stochastic modelling of physical systems, and Monte Carlo-based numerical approximation of the nonlinear filtering problem solution. In the first topic this thesis concerns about clarifying some issues in the mathematical modeling of continuous-time systems with Brownian motion. The hypo
Publicado em: 2006
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7. Computation of the Full Likelihood Function for Estimating Variance at a Quantitative Trait Locus
The proportion of alleles identical by descent (IBD) determines the genetic covariance between relatives, and thus is crucial in estimating genetic variances of quantitative trait loci (QTL). However, IBD proportions at QTL are unobservable and must be inferred from marker information. The conventional method of QTL variance analysis maximizes the likelihood
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8. Immigration and extinction probabilities for individual species: relation to incidence functions and species colonization curves.
We develop a dynamic model of island biogeography based on immigration and extinction probabilities of individual species rather than on the usual biogeographic parameters of the number of species immigrating or going extinct per unit time. In the real world, these probabilities vary enormously among species, and three field studies suggest lognormal distrib
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9. Insurance type and choice of hospital for coronary artery bypass graft surgery.
OBJECTIVE: To examine the effect of insurance type on the relationship between hospital attributes and patient flows, with particular attention to whether HMO enrollees are more or less likely than other patients to receive care at high-quality hospitals and whether HMO enrollees travel farther to receive care. DATA SOURCES/STUDY SETTING: Data on patient flo