Banca de DEFESA: LUCAS SANTOS VIEIRA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : LUCAS SANTOS VIEIRA
DATE: 26/02/2024
TIME: 14:00
LOCAL: Instituto de Matemática e Estatística
TITLE:

Multivariate Simplex Regression Model (Inference, Diagnosis, Application)

KEY WORDS:

Multivariate Simplex regression model, inference, diagnosis and applications

PAGES: 101
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUBÁREA: Estatística
SPECIALTY: Regressão e Correlação
SUMMARY:

In the literature, there are well-established models to analyze measurable variables in the open interval (0.1) that represent rates, proportions or index; Among them are the models associated with the Beta and Simplex distributions. In practice, there is a need to have multivariate models, in particular the bivariate case. In this sense, the main objective of this work is to propose the Multivariate Simplex regression model (MRSM) via the copula function. Estimators for the parameters are found via the maximum likelihood (MV) method and, via a simulation study, their asymptotic behavior is studied. A diagnostic analysis such as: residual analysis and global influence (generalized Cook’s distance and likelihood departure) are developed, with the aim of identifying possible atypical and/or influential points and suitability of the model to the data. Finally, the results are applied to a set of real data to exemplify the developed methodology.

COMMITTEE MEMBERS:
Interna - 3196642 - PATRICIA LEONE ESPINHEIRA OSPINA
Interno - 2979623 - JALMAR MANUEL FARFAN CARRASCO
Externo à Instituição - ALDO WILLIAM MEDINA GARAY