456 results on '"Cribari-Neto, Francisco"'
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2. Test inferences and link function selection in dynamic beta modeling of seasonal hydro-environmental time series with temporary abnormal regimes
3. Beta regression misspecification tests
4. Generalized [formula omitted]ARMA model for double bounded time series forecasting
5. Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling
6. A novel data-driven dynamic model for inflated doubly-bounded hydro-environmental time series
7. A beta regression analysis of COVID-19 mortality in Brazil
8. Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
9. Beta seasonal autoregressive moving average models
10. Bias and variance residuals for machine learning nonlinear simplex regressions
11. Bootstrap-based testing inference in beta regressions
12. Inference in a bimodal Birnbaum-Saunders model
13. Bartlett corrections in beta regression models
14. Bootstrap-based model selection criteria for beta regressions
15. Model selection criteria in beta regression with varying dispersion
16. Improved testing inferences for beta regressions with parametric mean link function
17. A new log-linear bimodal Birnbaum–Saunders regression model with application to survival data
18. Interval edge estimation in SAR images
19. Nonparametric Edge Detection in Speckled Imagery
20. Real estate appraisal of land lots using GAMLSS models
21. Improved Likelihood Ratio Tests for Varying Dispersion Simplex Regression Models
22. A Generalization of the Exponential-Poisson Distribution
23. Improved testing inference in mixed linear models
24. Improved Likelihood Inference in Birnbaum-Saunders Regressions
25. Improved inference for the generalized Pareto distribution
26. On Birnbaum-Saunders Inference
27. Intelligence and religious disbelief in the United States
28. Inference in a bimodal Birnbaum–Saunders model
29. Likelihood-Based Inference and Finite-Sample Corrections: A Brief Overview
30. Bartlett Corrections and Bootstrap Testing Inference
31. Analytical and Bootstrap Bias Corrections
32. Bartlett-Type Corrections
33. Improved Heteroscedasticity-Consistent Covariance Matrix Estimators
34. Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
35. Matlab as an Econometric Programming Environment
36. Local Power of Three Classic Criteria in Generalised Linear Models with Unknown Dispersion
37. Econometric Programming Environments: GAUSS, Ox and S-PLUS
38. Intelligence, religiosity and homosexuality non-acceptance: Empirical evidence
39. Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling
40. Erratum to: Beta autoregressive moving average models
41. Beta distribution misspecification tests with application to Covid-19 mortality rates in the United States
42. Testing inference in heteroskedastic fixed effects models
43. New heteroskedasticity-robust standard errors for the linear regression model
44. Bootstrap-based model selection criteria for beta regressions
45. Dynamic quantile regression for trend analysis of streamflow time series
46. Religious belief and intelligence: Worldwide evidence
47. Bartlett corrections in beta regression models
48. Improved Birnbaum–Saunders inference under type II censoring
49. Bootstrap prediction intervals in beta regressions
50. Preface
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