Browsing by Subject "Estatística matemática"
Now showing items 1-13 of 13
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Análise dos microdados do ENEM a partir da teoria da resposta ao item
2017-05-09A partir de 2009 o Exame Nacional do Ensino Médio (ENEM) passou a utilizar a Teoria da Resposta ao Item (TRI) para o cálculo das notas dos candidatos. Os microdados do ENEM divulgados pelo INEP (Instituto Nacional de Estudos ... -
Biased procurement
2003-02-27 -
Diferenciação vertical em um modelo de hotelling com firmas heterogêneas
2009-11-21This paper presents a duopolist model with heterogeneous firms (different marginal costs) and assimetric information about the vertical preferences of the consumers. We find that the asymmetry of information on the vertical ... -
Essays in econometric theory
2017-05-25The two papers in this work, chapters 2 and 3, regard hypothesis testing but address different issues. Chapter 2, entitled 'Improvements for external validity tests in fuzzy regression discontinuity designs', shows conditions ... -
Laws of large numbers for non-additive probabilities
1993-12We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a ... -
Model selection consistency of generalized information criteria for m-estimators in high dimensions: a unified framework
2019-04-11Regularized M-estimators are widely used in science, due to their ability to fit a simpler, low- dimensional model in high-dimensional scenarios. Some of the recent efforts on the subject have focused on the creation of a ... -
Multiperiod corporate default prediction with partially-conditioned forward intensity
2012-12Trabalho apresentado por Andras Fulop - ESSEC Business School no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias/longrun/index.php -
On the statistical estimation of diffusion processes - a partial survey
2004-10-16Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ... -
On the statistical estimation of diffusion processes: a partial survey
2004-11-02Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ... -
On the statistical estimation of diffusion processes: a survey
2004-04-01Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods ... -
Spectral properties of temporally aggregated long memory processes
2003-10-23This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ... -
Teoria de valores extremos aplicada a finanças: dois ensaios
2001-11-30Esta tese é composta de dois ensaios que aplicam a Teoria de Valores Extremos a finanças, elaborados e relatados de forma independente, resumidos a seguir. Primeiro ensaio: O efeito do dia da semana em mercados acionários ...
