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08/29/2023
Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
The modeling of high-frequency data that qualify financial asset transac...
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06/23/2023
Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data
In this paper, a new approach to bivariate modeling of autoregressive co...
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01/18/2023
An upper bound and a characterization for Gini's mean difference based on correlated random variables
In this paper, we obtain an upper bound for the Gini mean difference bas...
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01/13/2023
Bivariate distributions on the unit square: Theoretical properties and applications
We introduce the bivariate unit-log-symmetric model based on the bivaria...
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11/26/2022
Unit-log-symmetric models: Characterization, statistical properties and its use in analyzing internet access data
We present here a unit-log-symmetric model based on the bivariate log-sy...
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11/25/2022
Bivariate log-symmetric models: distributional properties, parameter estimation and an application to fatigue data analysis
The bivariate Gaussian distribution has been a key model for many develo...
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07/13/2022
Parametric quantile regression for income data
Univariate normal regression models are statistical tools widely applied...
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06/21/2022
Symmetric generalized Heckman models
The sample selection bias problem arises when a variable of interest is ...
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05/31/2022
Parametric quantile autoregressive moving average models with exogenous terms applied to Walmart sales data
Parametric autoregressive moving average models with exogenous terms (AR...
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03/05/2022
Theoretical results and modeling under the discrete Birnbaum-Saunders distribution
In this paper, we discuss some theoretical results and properties of a d...
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10/09/2021
A parametric quantile beta regression for modeling case fatality rates of COVID-19
Motivated by the case fatality rate (CFR) of COVID-19, in this paper, we...
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09/08/2021
On a quantile autoregressive conditional duration model applied to high-frequency financial data
Autoregressive conditional duration (ACD) models are primarily used to d...
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07/21/2021
Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data
The modeling of personal accident insurance data has been a topic of ext...
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05/31/2021
On some properties of the bimodal normal distribution and its bivariate version
In this work, we derive some novel properties of the bimodal normal dist...
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05/09/2021
The zero-adjusted log-symmetric quantile regression model applied to extramarital affairs data
In this work, we propose a zero-adjusted log-symmetric quantile regressi...
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03/07/2021
On a log-symmetric quantile tobit model applied to female labor supply data
The classic censored regression model (tobit model) has been widely used...
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12/19/2020
On a length-biased Birnbaum-Saunders regression model applied to meteorological data
The length-biased Birnbaum-Saunders distribution is both useful and prac...
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10/19/2020
Log-symmetric quantile regression models
Regression models based on the log-symmetric family of distributions are...
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05/19/2020
On a family of discrete log-symmetric distributions
The use of continuous probability distributions has been widespread in p...
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12/19/2018
The negative binomial beta prime regression model with cure rate
This paper introduces a cure rate survival model by assuming that the ti...
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10/18/2018
Log-symmetric regression models for correlated errors with an application to mortality data
Log-symmetric regression models are particularly useful when the respons...
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07/29/2018
A new mixture-based fixed-effect model for a biometrical case-study related to immunogenecity with highly censored data
We propose a new continuous-discrete mixture regression model which is u...
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04/28/2018
On a bivariate Birnbaum-Saunders distribution parameterized by its means: features, reliability analysis and application
Birnbaum-Saunders models have been widely used to model positively skewe...
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03/18/2018
A class of asymmetric regression models for left-censored data
A common assumption regarding the standard tobit model is the normality ...
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01/16/2018
