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Artigo de periodico
A modified Shewhart control chart for monitoring the BerG-GARMA model (2025)
Sales, Lucas de Oliveira Ferreira de ; Alencar, Airlane Pereira ; Ho, Linda Lee
Source: Journal of Statistical Computation and Simulation. Unidades: IME, EP
Subjects: DADOS DE CONTAGEM, CONTROLE DE PROCESSOS, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SALES, Lucas de Oliveira Ferreira de e ALENCAR, Airlane Pereira e HO, Linda Lee. A modified Shewhart control chart for monitoring the BerG-GARMA model. Journal of Statistical Computation and Simulation, v. 95, n. 9, p. 1993-2009, 2025Tradução . . Disponível em: https://doi.org/10.1080/00949655.2025.2477731. Acesso em: 04 jul. 2025.
APA
Sales, L. de O. F. de, Alencar, A. P., & Ho, L. L. (2025). A modified Shewhart control chart for monitoring the BerG-GARMA model. Journal of Statistical Computation and Simulation, 95( 9), 1993-2009. doi:10.1080/00949655.2025.2477731
NLM
Sales L de OF de, Alencar AP, Ho LL. A modified Shewhart control chart for monitoring the BerG-GARMA model [Internet]. Journal of Statistical Computation and Simulation. 2025 ; 95( 9): 1993-2009.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2025.2477731
Vancouver
Sales L de OF de, Alencar AP, Ho LL. A modified Shewhart control chart for monitoring the BerG-GARMA model [Internet]. Journal of Statistical Computation and Simulation. 2025 ; 95( 9): 1993-2009.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2025.2477731
Artigo de periodico
Higher-order asymptotic refinements in a multivariate regression model with general parameterization (2024)
Melo, Tatiane F. N. ; Vargas, Tiago M. ; Lemonte, Artur José ; Patriota, Alexandre Galvão
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: INFERÊNCIA PARAMÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MELO, Tatiane F. N. et al. Higher-order asymptotic refinements in a multivariate regression model with general parameterization. Journal of Statistical Computation and Simulation, v. 94, n. 13, p. 2952–2975, 2024Tradução . . Disponível em: https://doi.org/10.1080/00949655.2024.2361824. Acesso em: 04 jul. 2025.
APA
Melo, T. F. N., Vargas, T. M., Lemonte, A. J., & Patriota, A. G. (2024). Higher-order asymptotic refinements in a multivariate regression model with general parameterization. Journal of Statistical Computation and Simulation, 94( 13), 2952–2975. doi:10.1080/00949655.2024.2361824
NLM
Melo TFN, Vargas TM, Lemonte AJ, Patriota AG. Higher-order asymptotic refinements in a multivariate regression model with general parameterization [Internet]. Journal of Statistical Computation and Simulation. 2024 ; 94( 13): 2952–2975.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2024.2361824
Vancouver
Melo TFN, Vargas TM, Lemonte AJ, Patriota AG. Higher-order asymptotic refinements in a multivariate regression model with general parameterization [Internet]. Journal of Statistical Computation and Simulation. 2024 ; 94( 13): 2952–2975.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2024.2361824
Artigo de periodico
Improved gradient statistic in heteroskedastic generalized linear models (2023)
Barros, Fabiana U.; Botter, Denise Aparecida ; Sandoval, Monica Carneiro; Magalhães, Tiago M.
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BARROS, Fabiana U. et al. Improved gradient statistic in heteroskedastic generalized linear models. Journal of Statistical Computation and Simulation, v. 93, n. 12, p. 2052-2066, 2023Tradução . . Disponível em: https://doi.org/10.1080/00949655.2023.2172170. Acesso em: 04 jul. 2025.
APA
Barros, F. U., Botter, D. A., Sandoval, M. C., & Magalhães, T. M. (2023). Improved gradient statistic in heteroskedastic generalized linear models. Journal of Statistical Computation and Simulation, 93( 12), 2052-2066. doi:10.1080/00949655.2023.2172170
NLM
Barros FU, Botter DA, Sandoval MC, Magalhães TM. Improved gradient statistic in heteroskedastic generalized linear models [Internet]. Journal of Statistical Computation and Simulation. 2023 ; 93( 12): 2052-2066.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2023.2172170
Vancouver
Barros FU, Botter DA, Sandoval MC, Magalhães TM. Improved gradient statistic in heteroskedastic generalized linear models [Internet]. Journal of Statistical Computation and Simulation. 2023 ; 93( 12): 2052-2066.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2023.2172170
Artigo de periodico
Conway-Maxwell-Poisson seasonal autoregressive moving average model (2022)
Melo, Moizes da Silva ; Alencar, Airlane Pereira
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MELO, Moizes da Silva e ALENCAR, Airlane Pereira. Conway-Maxwell-Poisson seasonal autoregressive moving average model. Journal of Statistical Computation and Simulation, v. 92, n. 2, p. 283-299, 2022Tradução . . Disponível em: https://doi.org/10.1080/00949655.2021.1955887. Acesso em: 04 jul. 2025.
APA
Melo, M. da S., & Alencar, A. P. (2022). Conway-Maxwell-Poisson seasonal autoregressive moving average model. Journal of Statistical Computation and Simulation, 92( 2), 283-299. doi:10.1080/00949655.2021.1955887
NLM
Melo M da S, Alencar AP. Conway-Maxwell-Poisson seasonal autoregressive moving average model [Internet]. Journal of Statistical Computation and Simulation. 2022 ; 92( 2): 283-299.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2021.1955887
Vancouver
Melo M da S, Alencar AP. Conway-Maxwell-Poisson seasonal autoregressive moving average model [Internet]. Journal of Statistical Computation and Simulation. 2022 ; 92( 2): 283-299.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2021.1955887
Artigo de periodico
On estimating the boundaries of a uniform distribution under additive measurement errors (2022)
Al-Sharadqah, Ali A. ; Patriota, Alexandre Galvão
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
AL-SHARADQAH, Ali A. e PATRIOTA, Alexandre Galvão. On estimating the boundaries of a uniform distribution under additive measurement errors. Journal of Statistical Computation and Simulation, v. 92, n. 10, p. 2112-2140, 2022Tradução . . Disponível em: https://doi.org/10.1080/00949655.2021.2022149. Acesso em: 04 jul. 2025.
APA
Al-Sharadqah, A. A., & Patriota, A. G. (2022). On estimating the boundaries of a uniform distribution under additive measurement errors. Journal of Statistical Computation and Simulation, 92( 10), 2112-2140. doi:10.1080/00949655.2021.2022149
NLM
Al-Sharadqah AA, Patriota AG. On estimating the boundaries of a uniform distribution under additive measurement errors [Internet]. Journal of Statistical Computation and Simulation. 2022 ; 92( 10): 2112-2140.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2021.2022149
Vancouver
Al-Sharadqah AA, Patriota AG. On estimating the boundaries of a uniform distribution under additive measurement errors [Internet]. Journal of Statistical Computation and Simulation. 2022 ; 92( 10): 2112-2140.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2021.2022149
Artigo de periodico
Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model (2019)
Esparza Albarracin, Orlando Yesid ; Alencar, Airlane Pereira ; Ho, Linda Lee
Source: Journal of Statistical Computation and Simulation. Unidades: IME, EP
Subjects: ANALISE DE SÉRIES TEMPORAIS, ANALISE DE REGRESSÃO E DE CORRELAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ESPARZA ALBARRACIN, Orlando Yesid e ALENCAR, Airlane Pereira e HO, Linda Lee. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model. Journal of Statistical Computation and Simulation, v. 89, n. 10, p. 1819-1840, 2019Tradução . . Disponível em: https://doi.org/10.1080/00949655.2019.1599892. Acesso em: 04 jul. 2025.
APA
Esparza Albarracin, O. Y., Alencar, A. P., & Ho, L. L. (2019). Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model. Journal of Statistical Computation and Simulation, 89( 10), 1819-1840. doi:10.1080/00949655.2019.1599892
NLM
Esparza Albarracin OY, Alencar AP, Ho LL. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 10): 1819-1840.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2019.1599892
Vancouver
Esparza Albarracin OY, Alencar AP, Ho LL. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 10): 1819-1840.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2019.1599892
Artigo de periodico
Improved hypothesis testing in a general multivariate elliptical model (2017)
Melo, Tatiane F. N; Ferrari, Sílvia Lopes de Paula ; Patriota, Alexandre Galvão
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MELO, Tatiane F. N e FERRARI, Sílvia Lopes de Paula e PATRIOTA, Alexandre Galvão. Improved hypothesis testing in a general multivariate elliptical model. Journal of Statistical Computation and Simulation, v. 87, n. 7, p. 1416-1428, 2017Tradução . . Disponível em: https://doi.org/10.1080/00949655.2016.1269330. Acesso em: 04 jul. 2025.
APA
Melo, T. F. N., Ferrari, S. L. de P., & Patriota, A. G. (2017). Improved hypothesis testing in a general multivariate elliptical model. Journal of Statistical Computation and Simulation, 87( 7), 1416-1428. doi:10.1080/00949655.2016.1269330
NLM
Melo TFN, Ferrari SL de P, Patriota AG. Improved hypothesis testing in a general multivariate elliptical model [Internet]. Journal of Statistical Computation and Simulation. 2017 ; 87( 7): 1416-1428.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2016.1269330
Vancouver
Melo TFN, Ferrari SL de P, Patriota AG. Improved hypothesis testing in a general multivariate elliptical model [Internet]. Journal of Statistical Computation and Simulation. 2017 ; 87( 7): 1416-1428.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2016.1269330
Artigo de periodico
An extension of log-symmetric regression models: R codes and applications (2016)
Vanegas, Luis Hernando; Paula, Gilberto Alvarenga
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO NÃO LINEAR, ANÁLISE ESTATÍSTICA DE DADOS, R (SOFTWARE ESTATÍSTICO)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
VANEGAS, Luis Hernando e PAULA, Gilberto Alvarenga. An extension of log-symmetric regression models: R codes and applications. Journal of Statistical Computation and Simulation, v. 86, n. 9, p. 1709-1735, 2016Tradução . . Disponível em: https://doi.org/10.1080/00949655.2015.1081689. Acesso em: 04 jul. 2025.
APA
Vanegas, L. H., & Paula, G. A. (2016). An extension of log-symmetric regression models: R codes and applications. Journal of Statistical Computation and Simulation, 86( 9), 1709-1735. doi:10.1080/00949655.2015.1081689
NLM
Vanegas LH, Paula GA. An extension of log-symmetric regression models: R codes and applications [Internet]. Journal of Statistical Computation and Simulation. 2016 ; 86( 9): 1709-1735.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2015.1081689
Vancouver
Vanegas LH, Paula GA. An extension of log-symmetric regression models: R codes and applications [Internet]. Journal of Statistical Computation and Simulation. 2016 ; 86( 9): 1709-1735.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2015.1081689
Artigo de periodico
An EM algorithm for estimating the destructive weighted Poisson cure rate model (2016)
Gallardo Mateluna, Diego Ignacio; Bolfarine, Heleno ; Lima, Antonio Carlos Pedroso de
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ANÁLISE DE SOBREVIVÊNCIA, ROBUSTEZ, DISTRIBUIÇÃO DE POISSON, MELANOMA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GALLARDO MATELUNA, Diego Ignacio e BOLFARINE, Heleno e LIMA, Antonio Carlos Pedroso de. An EM algorithm for estimating the destructive weighted Poisson cure rate model. Journal of Statistical Computation and Simulation, v. 86, n. 8, p. 1497-1515, 2016Tradução . . Disponível em: https://doi.org/10.1080/00949655.2015.1071375. Acesso em: 04 jul. 2025.
APA
Gallardo Mateluna, D. I., Bolfarine, H., & Lima, A. C. P. de. (2016). An EM algorithm for estimating the destructive weighted Poisson cure rate model. Journal of Statistical Computation and Simulation, 86( 8), 1497-1515. doi:10.1080/00949655.2015.1071375
NLM
Gallardo Mateluna DI, Bolfarine H, Lima ACP de. An EM algorithm for estimating the destructive weighted Poisson cure rate model [Internet]. Journal of Statistical Computation and Simulation. 2016 ; 86( 8): 1497-1515.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2015.1071375
Vancouver
Gallardo Mateluna DI, Bolfarine H, Lima ACP de. An EM algorithm for estimating the destructive weighted Poisson cure rate model [Internet]. Journal of Statistical Computation and Simulation. 2016 ; 86( 8): 1497-1515.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2015.1071375
Artigo de periodico
A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data (2015)
Pinheiro, Eliane Cantinho; Ferrari, Sílvia Lopes de Paula
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: DISTRIBUIÇÕES DE EXTREMOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PINHEIRO, Eliane Cantinho e FERRARI, Sílvia Lopes de Paula. A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data. Journal of Statistical Computation and Simulation, 2015Tradução . . Disponível em: https://doi.org/10.1080/00949655.2015.1107909. Acesso em: 04 jul. 2025.
APA
Pinheiro, E. C., & Ferrari, S. L. de P. (2015). A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data. Journal of Statistical Computation and Simulation. doi:10.1080/00949655.2015.1107909
NLM
Pinheiro EC, Ferrari SL de P. A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data [Internet]. Journal of Statistical Computation and Simulation. 2015 ;[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2015.1107909
Vancouver
Pinheiro EC, Ferrari SL de P. A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data [Internet]. Journal of Statistical Computation and Simulation. 2015 ;[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2015.1107909
Artigo de periodico
Small-sample likelihood inference in extreme-value regression models (2014)
Ferrari, Sílvia Lopes de Paula ; Pinheiro, Eliane Cantinho
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: PESQUISA E PLANEJAMENTO ESTATÍSTICO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FERRARI, Sílvia Lopes de Paula e PINHEIRO, Eliane Cantinho. Small-sample likelihood inference in extreme-value regression models. Journal of Statistical Computation and Simulation, v. 84, n. 3, p. 582-595, 2014Tradução . . Disponível em: https://doi.org/10.1080/00949655.2012.720686. Acesso em: 04 jul. 2025.
APA
Ferrari, S. L. de P., & Pinheiro, E. C. (2014). Small-sample likelihood inference in extreme-value regression models. Journal of Statistical Computation and Simulation, 84( 3), 582-595. doi:10.1080/00949655.2012.720686
NLM
Ferrari SL de P, Pinheiro EC. Small-sample likelihood inference in extreme-value regression models [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 3): 582-595.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2012.720686
Vancouver
Ferrari SL de P, Pinheiro EC. Small-sample likelihood inference in extreme-value regression models [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 3): 582-595.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2012.720686
Artigo de periodico
Adjusted Pearson residuals in beta regression models (2014)
Anholeto, Tatiana; Sandoval, Monica Carneiro; Botter, Denise Aparecida
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: INFERÊNCIA ESTATÍSTICA, MODELOS NÃO LINEARES
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ANHOLETO, Tatiana e SANDOVAL, Monica Carneiro e BOTTER, Denise Aparecida. Adjusted Pearson residuals in beta regression models. Journal of Statistical Computation and Simulation, v. 84, n. 5, p. 999-1014, 2014Tradução . . Disponível em: https://doi.org/10.1080/00949655.2012.736993. Acesso em: 04 jul. 2025.
APA
Anholeto, T., Sandoval, M. C., & Botter, D. A. (2014). Adjusted Pearson residuals in beta regression models. Journal of Statistical Computation and Simulation, 84( 5), 999-1014. doi:10.1080/00949655.2012.736993
NLM
Anholeto T, Sandoval MC, Botter DA. Adjusted Pearson residuals in beta regression models [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 5): 999-1014.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2012.736993
Vancouver
Anholeto T, Sandoval MC, Botter DA. Adjusted Pearson residuals in beta regression models [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 5): 999-1014.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2012.736993
Artigo de periodico
Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error (2014)
Melo, Tatiane F. N; Ferrari, Sílvia Lopes de Paula ; Patriota, Alexandre Galvão
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ESTATÍSTICA COMPUTACIONAL, INFERÊNCIA ESTATÍSTICA, ANÁLISE MULTIVARIADA, DISTRIBUIÇÃO ELÍPTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MELO, Tatiane F. N e FERRARI, Sílvia Lopes de Paula e PATRIOTA, Alexandre Galvão. Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error. Journal of Statistical Computation and Simulation, v. 84, n. 10, p. 2233-2247, 2014Tradução . . Disponível em: https://doi.org/10.1080/00949655.2013.787691. Acesso em: 04 jul. 2025.
APA
Melo, T. F. N., Ferrari, S. L. de P., & Patriota, A. G. (2014). Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error. Journal of Statistical Computation and Simulation, 84( 10), 2233-2247. doi:10.1080/00949655.2013.787691
NLM
Melo TFN, Ferrari SL de P, Patriota AG. Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 10): 2233-2247.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2013.787691
Vancouver
Melo TFN, Ferrari SL de P, Patriota AG. Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 10): 2233-2247.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2013.787691
Artigo de periodico
Statistical analysis of controlled calibration model with replicates (2013)
Blas, Betsabe; Bolfarine, Heleno ; Lachos, Victor. H
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BLAS, Betsabe e BOLFARINE, Heleno e LACHOS, Victor. H. Statistical analysis of controlled calibration model with replicates. Journal of Statistical Computation and Simulation, v. 83, n. 5, p. 939-959, 2013Tradução . . Disponível em: https://doi.org/10.1080/00949655.2011.643410. Acesso em: 04 jul. 2025.
APA
Blas, B., Bolfarine, H., & Lachos, V. H. (2013). Statistical analysis of controlled calibration model with replicates. Journal of Statistical Computation and Simulation, 83( 5), 939-959. doi:10.1080/00949655.2011.643410
NLM
Blas B, Bolfarine H, Lachos VH. Statistical analysis of controlled calibration model with replicates [Internet]. Journal of Statistical Computation and Simulation. 2013 ; 83( 5): 939-959.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2011.643410
Vancouver
Blas B, Bolfarine H, Lachos VH. Statistical analysis of controlled calibration model with replicates [Internet]. Journal of Statistical Computation and Simulation. 2013 ; 83( 5): 939-959.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2011.643410
Artigo de periodico
Cure rate survival models with missing covariates: a simulation study (2013)
Fonseca, Renata Santana; Valença, Dione Maria; Bolfarine, Heleno
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: ANÁLISE DE SOBREVIVÊNCIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FONSECA, Renata Santana e VALENÇA, Dione Maria e BOLFARINE, Heleno. Cure rate survival models with missing covariates: a simulation study. Journal of Statistical Computation and Simulation, v. 63, n. 1, p. 97-113, 2013Tradução . . Disponível em: https://doi.org/10.1080/00949655.2011.613396. Acesso em: 04 jul. 2025.
APA
Fonseca, R. S., Valença, D. M., & Bolfarine, H. (2013). Cure rate survival models with missing covariates: a simulation study. Journal of Statistical Computation and Simulation, 63( 1), 97-113. doi:10.1080/00949655.2011.613396
NLM
Fonseca RS, Valença DM, Bolfarine H. Cure rate survival models with missing covariates: a simulation study [Internet]. Journal of Statistical Computation and Simulation. 2013 ; 63( 1): 97-113.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2011.613396
Vancouver
Fonseca RS, Valença DM, Bolfarine H. Cure rate survival models with missing covariates: a simulation study [Internet]. Journal of Statistical Computation and Simulation. 2013 ; 63( 1): 97-113.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2011.613396
Artigo de periodico
Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size (2012)
Azevedo, Caio L.N; Bolfarine, Heleno ; Andrade, Dalton Francisco de
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
AZEVEDO, Caio L.N e BOLFARINE, Heleno e ANDRADE, Dalton Francisco de. Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size. Journal of Statistical Computation and Simulation, v. 82, n. 11, p. 1679-1699, 2012Tradução . . Disponível em: https://doi.org/10.1080/00949655.2011.591798. Acesso em: 04 jul. 2025.
APA
Azevedo, C. L. N., Bolfarine, H., & Andrade, D. F. de. (2012). Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size. Journal of Statistical Computation and Simulation, 82( 11), 1679-1699. doi:10.1080/00949655.2011.591798
NLM
Azevedo CLN, Bolfarine H, Andrade DF de. Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size [Internet]. Journal of Statistical Computation and Simulation. 2012 ; 82( 11): 1679-1699.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2011.591798
Vancouver
Azevedo CLN, Bolfarine H, Andrade DF de. Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size [Internet]. Journal of Statistical Computation and Simulation. 2012 ; 82( 11): 1679-1699.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949655.2011.591798
Artigo de periodico
Improved likelihood inference in beta regression (2011)
Ferrari, Sílvia Lopes de Paula ; Pinheiro, Eliane C.
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: MODELOS (ANÁLISE MULTIVARIADA)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FERRARI, Sílvia Lopes de Paula e PINHEIRO, Eliane C. Improved likelihood inference in beta regression. Journal of Statistical Computation and Simulation, v. 81, n. 4, p. 431-443, 2011Tradução . . Disponível em: https://doi.org/10.1080/00949650903389993. Acesso em: 04 jul. 2025.
APA
Ferrari, S. L. de P., & Pinheiro, E. C. (2011). Improved likelihood inference in beta regression. Journal of Statistical Computation and Simulation, 81( 4), 431-443. doi:10.1080/00949650903389993
NLM
Ferrari SL de P, Pinheiro EC. Improved likelihood inference in beta regression [Internet]. Journal of Statistical Computation and Simulation. 2011 ; 81( 4): 431-443.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949650903389993
Vancouver
Ferrari SL de P, Pinheiro EC. Improved likelihood inference in beta regression [Internet]. Journal of Statistical Computation and Simulation. 2011 ; 81( 4): 431-443.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949650903389993
Artigo de periodico
Deviance residuals in generalised log-gamma regression models with censored observations (2008)
Ortega, Edwin Moisés Marcos; Paula, Gilberto Alvarenga ; Bolfarine, Heleno
Source: Journal of Statistical Computation and Simulation. Unidades: ESALQ, IME
Assunto: DADOS CENSURADOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ORTEGA, Edwin Moisés Marcos e PAULA, Gilberto Alvarenga e BOLFARINE, Heleno. Deviance residuals in generalised log-gamma regression models with censored observations. Journal of Statistical Computation and Simulation, v. 78, n. 8, p. 747-764, 2008Tradução . . Disponível em: https://doi.org/10.1080/00949650701282465. Acesso em: 04 jul. 2025.
APA
Ortega, E. M. M., Paula, G. A., & Bolfarine, H. (2008). Deviance residuals in generalised log-gamma regression models with censored observations. Journal of Statistical Computation and Simulation, 78( 8), 747-764. doi:10.1080/00949650701282465
NLM
Ortega EMM, Paula GA, Bolfarine H. Deviance residuals in generalised log-gamma regression models with censored observations [Internet]. Journal of Statistical Computation and Simulation. 2008 ; 78( 8): 747-764.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949650701282465
Vancouver
Ortega EMM, Paula GA, Bolfarine H. Deviance residuals in generalised log-gamma regression models with censored observations [Internet]. Journal of Statistical Computation and Simulation. 2008 ; 78( 8): 747-764.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949650701282465
Artigo de periodico
Random number generators for the generalized Birnbaum-Saunders distribution (2008)
Leiva, Victor; Sanhueza, Antonio; Sen, Pranab Kumar; Paula, Gilberto Alvarenga
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Assunto: DISTRIBUIÇÃO ELÍPTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
LEIVA, Victor et al. Random number generators for the generalized Birnbaum-Saunders distribution. Journal of Statistical Computation and Simulation, v. 78, n. 11, p. 1105-1118, 2008Tradução . . Disponível em: https://doi.org/10.1080/00949650701550242. Acesso em: 04 jul. 2025.
APA
Leiva, V., Sanhueza, A., Sen, P. K., & Paula, G. A. (2008). Random number generators for the generalized Birnbaum-Saunders distribution. Journal of Statistical Computation and Simulation, 78( 11), 1105-1118. doi:10.1080/00949650701550242
NLM
Leiva V, Sanhueza A, Sen PK, Paula GA. Random number generators for the generalized Birnbaum-Saunders distribution [Internet]. Journal of Statistical Computation and Simulation. 2008 ; 78( 11): 1105-1118.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949650701550242
Vancouver
Leiva V, Sanhueza A, Sen PK, Paula GA. Random number generators for the generalized Birnbaum-Saunders distribution [Internet]. Journal of Statistical Computation and Simulation. 2008 ; 78( 11): 1105-1118.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/00949650701550242
Artigo de periodico
Adjusted profile likelihoods for the weibull shape parameter (2007)
Ferrari, Sílvia Lopes de Paula ; Silva, Michel Ferreira da; Cribari Neto, Francisco
Source: Journal of Statistical Computation and Simulation. 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 SILVA, Michel Ferreira da e CRIBARI NETO, Francisco. Adjusted profile likelihoods for the weibull shape parameter. Journal of Statistical Computation and Simulation, v. 77, n. 7, p. 531-548, 2007Tradução . . Disponível em: https://doi.org/10.1080/10629360600565160. Acesso em: 04 jul. 2025.
APA
Ferrari, S. L. de P., Silva, M. F. da, & Cribari Neto, F. (2007). Adjusted profile likelihoods for the weibull shape parameter. Journal of Statistical Computation and Simulation, 77( 7), 531-548. doi:10.1080/10629360600565160
NLM
Ferrari SL de P, Silva MF da, Cribari Neto F. Adjusted profile likelihoods for the weibull shape parameter [Internet]. Journal of Statistical Computation and Simulation. 2007 ; 77( 7): 531-548.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/10629360600565160
Vancouver
Ferrari SL de P, Silva MF da, Cribari Neto F. Adjusted profile likelihoods for the weibull shape parameter [Internet]. Journal of Statistical Computation and Simulation. 2007 ; 77( 7): 531-548.[citado 2025 jul. 04 ] Available from: https://doi.org/10.1080/10629360600565160

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