Essays on the unit Burr XII distribution: regression and time series models (2022)
- Authors:
- USP affiliated authors: ALENCAR, AIRLANE PEREIRA - IME ; RIBEIRO, TATIANE FONTANA - IME
- Unidade: IME
- Subjects: ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO; ANÁLISE DE SÉRIES TEMPORAIS; DISTRIBUIÇÕES (PROBABILIDADE)
- Keywords: BetaRregression; Quantile Regression; Statistical Learning; Unit Probability Distributions
- Language: Inglês
- Abstract: There is an interest in modeling bounded random variables to the standard unit interval in many practical situations, such as rates, proportions, and indexes. We propose two new probability distributions to deal with the uncertainty involved by variables of this type and develop its associated regression models. Both distributions are based on a transformation of the Burr XII random variable. We also introduce a new dynamic model for time series data with support in the interval (0, 1). This study is composed of three main and independent sections. In the first, we define the unit Burr XII (UBXII) distribution and its quantile regression model. Some of its mathematical and statistical properties are investigated. In the second, the reflexive UBXII distribution is obtained, and the regression model is proposed. The maximum likelihood (ML) method is considered for parameter estimation of both regression models. In the third, we propose the dynamic class of models: UBXII autoregressive moving average (UBXII-ARMA) for time series taking values in the unit interval. The conditional ML method is used to estimate and construct asymptotic confidence intervals of the parameters that index the UBXII-ARMA model. Closed-form expressions for the conditional score vector are derived. Furthermore, Monte Carlo simulation studies, diagnostic analysis tools, model selection criteria, and applications to the real data are presented and discussed for the three proposed models.
- Imprenta:
- Source:
- Título: Livro de Resumos
- Conference titles: Simpósio Nacional de Probabilidade e Estatística - SINAPE
-
ABNT
RIBEIRO, Tatiane Fontana et al. Essays on the unit Burr XII distribution: regression and time series models. 2022, Anais.. São Paulo: ABE, 2022. Disponível em: https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf. Acesso em: 27 fev. 2026. -
APA
Ribeiro, T. F., Cordeiro, G. M., Peña-Ramírez, F. A., Guerra, R. R., & Alencar, A. P. (2022). Essays on the unit Burr XII distribution: regression and time series models. In Livro de Resumos. São Paulo: ABE. Recuperado de https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf -
NLM
Ribeiro TF, Cordeiro GM, Peña-Ramírez FA, Guerra RR, Alencar AP. Essays on the unit Burr XII distribution: regression and time series models [Internet]. Livro de Resumos. 2022 ;[citado 2026 fev. 27 ] Available from: https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf -
Vancouver
Ribeiro TF, Cordeiro GM, Peña-Ramírez FA, Guerra RR, Alencar AP. Essays on the unit Burr XII distribution: regression and time series models [Internet]. Livro de Resumos. 2022 ;[citado 2026 fev. 27 ] Available from: https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf - Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model
- Extended generalized autoregressive moving average models for bivariate and univariate time series
- Análise preqüencial
- Forecasting Brazilian industrial production index with level and trend changes after crisis and SARIMA models
- Analysis of Ki-67 and Bcl-2 protein expression in normal colorectal mucosa of women with breast cancer
- Effect of 10-valent pneumococcal vaccine on pneumonia among children, Brazil
- CYP2D6 gene polymorphisms in Brazilian patients with breast cancer treated with adjuvant tamoxifen and its association with disease recurrence
- Analysis of the Ki-67 index in the vaginal epithelium of castrated rats treated with tamoxifen
- Immunohistochemical expression of E-cadherin in sclerosing adenosis, ductal carcinoma in situ and invasive ductal carcinoma of the breast
- Modelo GARCH com mudança de regime markoviano para séries financeiras
Download do texto completo
| Tipo | Nome | Link | |
|---|---|---|---|
 |
3186369.pdf | Direct link |
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
