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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2010.tde-20220712-130016
Document
Author
Full name
Denis Guilherme Alberghini
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2010
Supervisor
Title in Portuguese
Métodos numéricos em modelos com erros nas variáveis não normais
Keywords in Portuguese
Pesquisa E Planejamento Estatístico
Abstract in Portuguese
O principal objetivo desta dissertação é desenvolver o algoritmo EM (Dempster et al., 1977) em modelos com erros nas variáeis (Cheng e Van Ness, 1999) cuja distribuição é t-Student, slash e normal contaminada. Para facilitar os cálculos do algoritmo EM, foi utilizado a família de distribuições mistura de normais na escala (Andrews e Mallows, 1974). Também, foram aplicados métodos MCMC (amostrador de Gibbs e algoritmo de Metropolis-Hastings) nos modelos com erros na variáveis para comparar com as estimativas obtidas via algoritmo EM. E, para comparar os diferentes modelos, estimados via MCMC, foram utilizados o DIC (Spiegelharter et al., 2002) e o ADIC (Figueiredo et al., 2008).
Title in English
not available
Abstract in English
not available
 
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Publishing Date
2022-07-13
 
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