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Artigo de periodico
Multiplicative errors-in-variables beta regression (2023)
Carrasco, Jalmar M. F ; Ferrari, Sílvia Lopes de Paula ; Arellano\2013Valle, Reinaldo B.
Source: Brazilian Journal of Probability and Statistics. Unidade: IME
Subjects: INFERÊNCIA ESTATÍSTICA, ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CARRASCO, Jalmar M. F e FERRARI, Sílvia Lopes de Paula e ARELLANO\2013VALLE, Reinaldo B. Multiplicative errors-in-variables beta regression. Brazilian Journal of Probability and Statistics, v. 37, n. 2, p. 249-262, 2023Tradução . . Disponível em: https://doi.org/10.1214/22-BJPS543. Acesso em: 28 set. 2024.
APA
Carrasco, J. M. F., Ferrari, S. L. de P., & Arellano\2013Valle, R. B. (2023). Multiplicative errors-in-variables beta regression. Brazilian Journal of Probability and Statistics, 37( 2), 249-262. doi:10.1214/22-BJPS543
NLM
Carrasco JMF, Ferrari SL de P, Arellano\2013Valle RB. Multiplicative errors-in-variables beta regression [Internet]. Brazilian Journal of Probability and Statistics. 2023 ; 37( 2): 249-262.[citado 2024 set. 28 ] Available from: https://doi.org/10.1214/22-BJPS543
Vancouver
Carrasco JMF, Ferrari SL de P, Arellano\2013Valle RB. Multiplicative errors-in-variables beta regression [Internet]. Brazilian Journal of Probability and Statistics. 2023 ; 37( 2): 249-262.[citado 2024 set. 28 ] Available from: https://doi.org/10.1214/22-BJPS543
Trabalho de evento-resumo
Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes (2022)
Fabio, Lizandra C ; Cysneiros, Francisco José A ; Paula, Gilberto Alvarenga ; Carrasco, Jalmar M. F
Source: Livro de Resumos. Conference titles: Simpósio Nacional de Probabilidade e Estatística - SINAPE. Unidade: IME
Assunto: MODELOS LINEARES GENERALIZADOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FABIO, Lizandra C et al. Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes. 2022, Anais.. São Paulo: ABE, 2022. Disponível em: https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf. Acesso em: 28 set. 2024.
APA
Fabio, L. C., Cysneiros, F. J. A., Paula, G. A., & Carrasco, J. M. F. (2022). Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes. In Livro de Resumos. São Paulo: ABE. Recuperado de https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf
NLM
Fabio LC, Cysneiros FJA, Paula GA, Carrasco JMF. Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes [Internet]. Livro de Resumos. 2022 ;[citado 2024 set. 28 ] Available from: https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf
Vancouver
Fabio LC, Cysneiros FJA, Paula GA, Carrasco JMF. Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes [Internet]. Livro de Resumos. 2022 ;[citado 2024 set. 28 ] Available from: https://app.eventize.com.br/upload/004449/files/Sinape2022_FINAL.pdf
Artigo de periodico
A Bayesian approach to errors-in-variables beta regression (2018)
Figueroa-Zúñiga, Jorge; Carrasco, Jalmar Manuel Farfán; Arellano-Valle, Reinaldo Boris ; Ferrari, Sílvia Lopes de Paula
Source: Brazilian Journal of Probability and Statistics. Unidade: IME
Assunto: INFERÊNCIA BAYESIANA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FIGUEROA-ZÚÑIGA, Jorge et al. A Bayesian approach to errors-in-variables beta regression. Brazilian Journal of Probability and Statistics, v. 32, n. 3, p. 559-582, 2018Tradução . . Disponível em: https://doi.org/10.1214/17-bjps354. Acesso em: 28 set. 2024.
APA
Figueroa-Zúñiga, J., Carrasco, J. M. F., Arellano-Valle, R. B., & Ferrari, S. L. de P. (2018). A Bayesian approach to errors-in-variables beta regression. Brazilian Journal of Probability and Statistics, 32( 3), 559-582. doi:10.1214/17-bjps354
NLM
Figueroa-Zúñiga J, Carrasco JMF, Arellano-Valle RB, Ferrari SL de P. A Bayesian approach to errors-in-variables beta regression [Internet]. Brazilian Journal of Probability and Statistics. 2018 ; 32( 3): 559-582.[citado 2024 set. 28 ] Available from: https://doi.org/10.1214/17-bjps354
Vancouver
Figueroa-Zúñiga J, Carrasco JMF, Arellano-Valle RB, Ferrari SL de P. A Bayesian approach to errors-in-variables beta regression [Internet]. Brazilian Journal of Probability and Statistics. 2018 ; 32( 3): 559-582.[citado 2024 set. 28 ] Available from: https://doi.org/10.1214/17-bjps354
Artigo de periodico
Errors-in-variables beta regression models (2014)
Carrasco, Jalmar Manuel Farfán; Ferrari, Sílvia Lopes de Paula ; Arellano-Valle, Reinaldo Boris
Source: Journal of Applied Statistics. Unidade: IME
Subjects: ESTATÍSTICA, ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO, INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CARRASCO, Jalmar Manuel Farfán e FERRARI, Sílvia Lopes de Paula e ARELLANO-VALLE, Reinaldo Boris. Errors-in-variables beta regression models. Journal of Applied Statistics, v. 41, n. 7, p. 1530-1547, 2014Tradução . . Disponível em: https://doi.org/10.1080/02664763.2014.881784. Acesso em: 28 set. 2024.
APA
Carrasco, J. M. F., Ferrari, S. L. de P., & Arellano-Valle, R. B. (2014). Errors-in-variables beta regression models. Journal of Applied Statistics, 41( 7), 1530-1547. doi:10.1080/02664763.2014.881784
NLM
Carrasco JMF, Ferrari SL de P, Arellano-Valle RB. Errors-in-variables beta regression models [Internet]. Journal of Applied Statistics. 2014 ; 41( 7): 1530-1547.[citado 2024 set. 28 ] Available from: https://doi.org/10.1080/02664763.2014.881784
Vancouver
Carrasco JMF, Ferrari SL de P, Arellano-Valle RB. Errors-in-variables beta regression models [Internet]. Journal of Applied Statistics. 2014 ; 41( 7): 1530-1547.[citado 2024 set. 28 ] Available from: https://doi.org/10.1080/02664763.2014.881784
Artigo de periodico
Time fluctuations of the random average process with parabolic initial conditions (2003)
Fontes, Luiz Renato ; Medeiros, Deborah Pereira de; Vachkovskaia, Marina
Source: Stochastic Processes and their Applications. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FONTES, Luiz Renato e MEDEIROS, Deborah Pereira de e VACHKOVSKAIA, Marina. Time fluctuations of the random average process with parabolic initial conditions. Stochastic Processes and their Applications, v. 103, n. 2, p. 257-276, 2003Tradução . . Disponível em: https://doi.org/10.1016/s0304-4149(02)00210-7. Acesso em: 28 set. 2024.
APA
Fontes, L. R., Medeiros, D. P. de, & Vachkovskaia, M. (2003). Time fluctuations of the random average process with parabolic initial conditions. Stochastic Processes and their Applications, 103( 2), 257-276. doi:10.1016/s0304-4149(02)00210-7
NLM
Fontes LR, Medeiros DP de, Vachkovskaia M. Time fluctuations of the random average process with parabolic initial conditions [Internet]. Stochastic Processes and their Applications. 2003 ; 103( 2): 257-276.[citado 2024 set. 28 ] Available from: https://doi.org/10.1016/s0304-4149(02)00210-7
Vancouver
Fontes LR, Medeiros DP de, Vachkovskaia M. Time fluctuations of the random average process with parabolic initial conditions [Internet]. Stochastic Processes and their Applications. 2003 ; 103( 2): 257-276.[citado 2024 set. 28 ] Available from: https://doi.org/10.1016/s0304-4149(02)00210-7
Artigo de periodico
Bartlett-type corrections for two-parameter exponential family models (2002)
Ferrari, Sílvia Lopes de Paula ; Uribe-Opazo, Miguel Angel; Cordeiro, Gauss Moutinho
Source: Communications in Statistics. Theory and Methods. Unidade: IME
Assunto: INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FERRARI, Sílvia Lopes de Paula e URIBE-OPAZO, Miguel Angel e CORDEIRO, Gauss Moutinho. Bartlett-type corrections for two-parameter exponential family models. Communications in Statistics. Theory and Methods, v. 31, n. 6, p. 901-924, 2002Tradução . . Disponível em: https://doi.org/10.1081/STA-120004189. Acesso em: 28 set. 2024.
APA
Ferrari, S. L. de P., Uribe-Opazo, M. A., & Cordeiro, G. M. (2002). Bartlett-type corrections for two-parameter exponential family models. Communications in Statistics. Theory and Methods, 31( 6), 901-924. doi:10.1081/STA-120004189
NLM
Ferrari SL de P, Uribe-Opazo MA, Cordeiro GM. Bartlett-type corrections for two-parameter exponential family models [Internet]. Communications in Statistics. Theory and Methods. 2002 ; 31( 6): 901-924.[citado 2024 set. 28 ] Available from: https://doi.org/10.1081/STA-120004189
Vancouver
Ferrari SL de P, Uribe-Opazo MA, Cordeiro GM. Bartlett-type corrections for two-parameter exponential family models [Internet]. Communications in Statistics. Theory and Methods. 2002 ; 31( 6): 901-924.[citado 2024 set. 28 ] Available from: https://doi.org/10.1081/STA-120004189
Artigo de periodico
Second-order asymptotics for score tests in heteroscedastic t regression models (2002)
Barroso, Lúcia Pereira; Cordeiro, Gauss Moutinho; Vasconcellos, Klaus Leite Pinto
Source: Communications in Statistics. Theory and Methods. Unidade: IME
Assunto: MODELOS LINEARES GENERALIZADOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BARROSO, Lúcia Pereira e CORDEIRO, Gauss Moutinho e VASCONCELLOS, Klaus Leite Pinto. Second-order asymptotics for score tests in heteroscedastic t regression models. Communications in Statistics. Theory and Methods, v. 31, n. 9, p. 1515-1529, 2002Tradução . . Disponível em: https://doi.org/10.1081/STA-120013009. Acesso em: 28 set. 2024.
APA
Barroso, L. P., Cordeiro, G. M., & Vasconcellos, K. L. P. (2002). Second-order asymptotics for score tests in heteroscedastic t regression models. Communications in Statistics. Theory and Methods, 31( 9), 1515-1529. doi:10.1081/STA-120013009
NLM
Barroso LP, Cordeiro GM, Vasconcellos KLP. Second-order asymptotics for score tests in heteroscedastic t regression models [Internet]. Communications in Statistics. Theory and Methods. 2002 ; 31( 9): 1515-1529.[citado 2024 set. 28 ] Available from: https://doi.org/10.1081/STA-120013009
Vancouver
Barroso LP, Cordeiro GM, Vasconcellos KLP. Second-order asymptotics for score tests in heteroscedastic t regression models [Internet]. Communications in Statistics. Theory and Methods. 2002 ; 31( 9): 1515-1529.[citado 2024 set. 28 ] Available from: https://doi.org/10.1081/STA-120013009
Artigo de periodico
Improved score tests for von Mises regression models (2001)
Barroso, Lúcia Pereira; Cordeiro, Gauss Moutinho ; Vasconcellos, Klaus Leite Pinto
Source: Communications in Statistics - Theory and Methods. Unidade: IME
Assunto: ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BARROSO, Lúcia Pereira e CORDEIRO, Gauss Moutinho e VASCONCELLOS, Klaus Leite Pinto. Improved score tests for von Mises regression models. Communications in Statistics - Theory and Methods, v. 30, n. 7, p. 1295-1315, 2001Tradução . . Disponível em: https://doi.org/10.1081/STA-100104746. Acesso em: 28 set. 2024.
APA
Barroso, L. P., Cordeiro, G. M., & Vasconcellos, K. L. P. (2001). Improved score tests for von Mises regression models. Communications in Statistics - Theory and Methods, 30( 7), 1295-1315. doi:10.1081/STA-100104746
NLM
Barroso LP, Cordeiro GM, Vasconcellos KLP. Improved score tests for von Mises regression models [Internet]. Communications in Statistics - Theory and Methods. 2001 ; 30( 7): 1295-1315.[citado 2024 set. 28 ] Available from: https://doi.org/10.1081/STA-100104746
Vancouver
Barroso LP, Cordeiro GM, Vasconcellos KLP. Improved score tests for von Mises regression models [Internet]. Communications in Statistics - Theory and Methods. 2001 ; 30( 7): 1295-1315.[citado 2024 set. 28 ] Available from: https://doi.org/10.1081/STA-100104746
Artigo de periodico
Second-order biases of maximum likelihood estimates in overdispersed generalized linear models (2001)
Cordeiro, Gauss Moutinho ; Botter, Denise Aparecida
Source: Statistics and Probability Letters. Unidade: IME
Assunto: MODELOS LINEARES GENERALIZADOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CORDEIRO, Gauss Moutinho e BOTTER, Denise Aparecida. Second-order biases of maximum likelihood estimates in overdispersed generalized linear models. Statistics and Probability Letters, v. 55, n. 3, p. 269-280, 2001Tradução . . Disponível em: https://doi.org/10.1016/s0167-7152(01)00150-x. Acesso em: 28 set. 2024.
APA
Cordeiro, G. M., & Botter, D. A. (2001). Second-order biases of maximum likelihood estimates in overdispersed generalized linear models. Statistics and Probability Letters, 55( 3), 269-280. doi:10.1016/s0167-7152(01)00150-x
NLM
Cordeiro GM, Botter DA. Second-order biases of maximum likelihood estimates in overdispersed generalized linear models [Internet]. Statistics and Probability Letters. 2001 ; 55( 3): 269-280.[citado 2024 set. 28 ] Available from: https://doi.org/10.1016/s0167-7152(01)00150-x
Vancouver
Cordeiro GM, Botter DA. Second-order biases of maximum likelihood estimates in overdispersed generalized linear models [Internet]. Statistics and Probability Letters. 2001 ; 55( 3): 269-280.[citado 2024 set. 28 ] Available from: https://doi.org/10.1016/s0167-7152(01)00150-x
Artigo de periodico
higher-order asymtotic refinements for score tests in proper dispersion models (2001)
Ferrari, Sílvia Lopes de Paula ; Cordeiro, Gauss Moutinho ; Cribari Neto, Francisco
Source: Journal of Statistical Planning and Inference. Unidade: IME
Assunto: TESTES DE HIPÓTESES
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FERRARI, Sílvia Lopes de Paula e CORDEIRO, Gauss Moutinho e CRIBARI NETO, Francisco. higher-order asymtotic refinements for score tests in proper dispersion models. Journal of Statistical Planning and Inference, v. 97, n. 1 sp., p. 177-190, 2001Tradução . . Disponível em: https://doi.org/10.1016/s0378-3758(00)00352-9. Acesso em: 28 set. 2024.
APA
Ferrari, S. L. de P., Cordeiro, G. M., & Cribari Neto, F. (2001). higher-order asymtotic refinements for score tests in proper dispersion models. Journal of Statistical Planning and Inference, 97( 1 sp.), 177-190. doi:10.1016/s0378-3758(00)00352-9
NLM
Ferrari SL de P, Cordeiro GM, Cribari Neto F. higher-order asymtotic refinements for score tests in proper dispersion models [Internet]. Journal of Statistical Planning and Inference. 2001 ; 97( 1 sp.): 177-190.[citado 2024 set. 28 ] Available from: https://doi.org/10.1016/s0378-3758(00)00352-9
Vancouver
Ferrari SL de P, Cordeiro GM, Cribari Neto F. higher-order asymtotic refinements for score tests in proper dispersion models [Internet]. Journal of Statistical Planning and Inference. 2001 ; 97( 1 sp.): 177-190.[citado 2024 set. 28 ] Available from: https://doi.org/10.1016/s0378-3758(00)00352-9
Artigo de periodico
Improved estimation for robust econometric regression models (2000)
Vasconcellos, Klaus Leite Pinto; Cordeiro, Gauss Moutinho; Barroso, Lúcia Pereira
Source: Brazilian Journal of Probability and Statistics. Unidade: IME
Assunto: PESQUISA E PLANEJAMENTO ESTATÍSTICO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
VASCONCELLOS, Klaus Leite Pinto e CORDEIRO, Gauss Moutinho e BARROSO, Lúcia Pereira. Improved estimation for robust econometric regression models. Brazilian Journal of Probability and Statistics, v. 14, p. 141-157, 2000Tradução . . Disponível em: https://pdfs.semanticscholar.org/a91e/ed4b8486e6197c710219ba032057a51159f3.pdf. Acesso em: 28 set. 2024.
APA
Vasconcellos, K. L. P., Cordeiro, G. M., & Barroso, L. P. (2000). Improved estimation for robust econometric regression models. Brazilian Journal of Probability and Statistics, 14, 141-157. Recuperado de https://pdfs.semanticscholar.org/a91e/ed4b8486e6197c710219ba032057a51159f3.pdf
NLM
Vasconcellos KLP, Cordeiro GM, Barroso LP. Improved estimation for robust econometric regression models [Internet]. Brazilian Journal of Probability and Statistics. 2000 ; 14 141-157.[citado 2024 set. 28 ] Available from: https://pdfs.semanticscholar.org/a91e/ed4b8486e6197c710219ba032057a51159f3.pdf
Vancouver
Vasconcellos KLP, Cordeiro GM, Barroso LP. Improved estimation for robust econometric regression models [Internet]. Brazilian Journal of Probability and Statistics. 2000 ; 14 141-157.[citado 2024 set. 28 ] Available from: https://pdfs.semanticscholar.org/a91e/ed4b8486e6197c710219ba032057a51159f3.pdf
Artigo de periodico
Improved heteroscedasticity-consistent covariance matrix estimators (2000)
Cribari Neto, Francisco ; Ferrari, Sílvia Lopes de Paula ; Cordeiro, Gauss Moutinho
Source: Biometrika. Unidade: IME
Assunto: ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CRIBARI NETO, Francisco e FERRARI, Sílvia Lopes de Paula e CORDEIRO, Gauss Moutinho. Improved heteroscedasticity-consistent covariance matrix estimators. Biometrika, v. 87, n. 4, p. 907-918, 2000Tradução . . Disponível em: https://doi.org/10.1093/biomet/87.4.907. Acesso em: 28 set. 2024.
APA
Cribari Neto, F., Ferrari, S. L. de P., & Cordeiro, G. M. (2000). Improved heteroscedasticity-consistent covariance matrix estimators. Biometrika, 87( 4), 907-918. doi:10.1093/biomet/87.4.907
NLM
Cribari Neto F, Ferrari SL de P, Cordeiro GM. Improved heteroscedasticity-consistent covariance matrix estimators [Internet]. Biometrika. 2000 ; 87( 4): 907-918.[citado 2024 set. 28 ] Available from: https://doi.org/10.1093/biomet/87.4.907
Vancouver
Cribari Neto F, Ferrari SL de P, Cordeiro GM. Improved heteroscedasticity-consistent covariance matrix estimators [Internet]. Biometrika. 2000 ; 87( 4): 907-918.[citado 2024 set. 28 ] Available from: https://doi.org/10.1093/biomet/87.4.907

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