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Artigo de periodico
Time-varying spatio-temporal models by wavelets (2025)
Chen, Yangyang; Morettin, Pedro Alberto ; Chiann, Chang
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, SÉRIES ESPAÇO-TEMPORAIS, PROCESSOS ESTACIONÁRIOS, FILTROS DE KALMAN, ANÁLISE DE ONDALETAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CHEN, Yangyang e MORETTIN, Pedro Alberto e CHIANN, Chang. Time-varying spatio-temporal models by wavelets. Journal of Statistical Computation and Simulation, 2025Tradução . . Disponível em: https://doi.org/10.1080/00949655.2025.2535477. Acesso em: 30 nov. 2025.
APA
Chen, Y., Morettin, P. A., & Chiann, C. (2025). Time-varying spatio-temporal models by wavelets. Journal of Statistical Computation and Simulation. doi:10.1080/00949655.2025.2535477
NLM
Chen Y, Morettin PA, Chiann C. Time-varying spatio-temporal models by wavelets [Internet]. Journal of Statistical Computation and Simulation. 2025 ;[citado 2025 nov. 30 ] Available from: https://doi.org/10.1080/00949655.2025.2535477
Vancouver
Chen Y, Morettin PA, Chiann C. Time-varying spatio-temporal models by wavelets [Internet]. Journal of Statistical Computation and Simulation. 2025 ;[citado 2025 nov. 30 ] Available from: https://doi.org/10.1080/00949655.2025.2535477
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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] Available from: https://doi.org/10.1080/00949655.2024.2361824
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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] 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: 30 nov. 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 nov. 30 ] 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 nov. 30 ] Available from: https://doi.org/10.1080/10629360600565160
Artigo de periodico
Diagnostic techniques in generalized estimating equations (2007)
Venezuela, Maria Kelly ; Botter, Denise Aparecida ; Sandoval, Monica Carneiro
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: MÉTODOS DE DIAGNÓSTICOS, REGRESSÃO LINEAR, ANÁLISE MULTIVARIADA, MODELOS LINEARES GENERALIZADOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
VENEZUELA, Maria Kelly e BOTTER, Denise Aparecida e SANDOVAL, Monica Carneiro. Diagnostic techniques in generalized estimating equations. Journal of Statistical Computation and Simulation, v. 77, n. 10, p. 879-888, 2007Tradução . . Disponível em: https://doi.org/10.1080/10629360600780488. Acesso em: 30 nov. 2025.
APA
Venezuela, M. K., Botter, D. A., & Sandoval, M. C. (2007). Diagnostic techniques in generalized estimating equations. Journal of Statistical Computation and Simulation, 77( 10), 879-888. doi:10.1080/10629360600780488
NLM
Venezuela MK, Botter DA, Sandoval MC. Diagnostic techniques in generalized estimating equations [Internet]. Journal of Statistical Computation and Simulation. 2007 ; 77( 10): 879-888.[citado 2025 nov. 30 ] Available from: https://doi.org/10.1080/10629360600780488
Vancouver
Venezuela MK, Botter DA, Sandoval MC. Diagnostic techniques in generalized estimating equations [Internet]. Journal of Statistical Computation and Simulation. 2007 ; 77( 10): 879-888.[citado 2025 nov. 30 ] Available from: https://doi.org/10.1080/10629360600780488
Artigo de periodico
Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (2005)
Cribari Neto, Francisco ; Ferrari, Sílvia Lopes de Paula ; Oliveira, Waldemar A. S. C.
Source: Journal of Statistical Computation and Simulation. Unidade: IME
Subjects: FORMAS QUADRÁTICAS, HETEROSCEDASTICIDADE
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 OLIVEIRA, Waldemar A. S. C. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators. Journal of Statistical Computation and Simulation, v. 75, n. 8, p. 611-628, 2005Tradução . . Disponível em: https://doi.org/10.1080/00949650410001729427. Acesso em: 30 nov. 2025.
APA
Cribari Neto, F., Ferrari, S. L. de P., & Oliveira, W. A. S. C. (2005). Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators. Journal of Statistical Computation and Simulation, 75( 8), 611-628. doi:10.1080/00949650410001729427
NLM
Cribari Neto F, Ferrari SL de P, Oliveira WASC. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators [Internet]. Journal of Statistical Computation and Simulation. 2005 ; 75( 8): 611-628.[citado 2025 nov. 30 ] Available from: https://doi.org/10.1080/00949650410001729427
Vancouver
Cribari Neto F, Ferrari SL de P, Oliveira WASC. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators [Internet]. Journal of Statistical Computation and Simulation. 2005 ; 75( 8): 611-628.[citado 2025 nov. 30 ] Available from: https://doi.org/10.1080/00949650410001729427

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