Nonnormality
Mostrando 1-6 de 6 artigos, teses e dissertações.
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1. NÃO-NORMALIDADE MULTIVARIADA E MULTICOLINEARIDADE EM ANÁLISE DE TRILHA NA CULTURA DE MILHO / NON-NORMALITY MULTIVARIATE AND MULTICOLLINEARITY IN PATH ANALYSIS IN CORN
A análise de trilha permite avaliar os efeitos diretos e indiretos de variáveis explicativas sobre a variável de interesse, por meio do desdobramento dos coeficientes de correlação. Para que os resultados gerados pela análise de trilha apresentem confiabilidade adequada, alguns pressupostos devem ser atendidos. Assim, os objetivos deste trabalho foram:
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 16/02/2012
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2. O uso de cópulas para gestão de riscos
The large number of publications in finance using currently copulas can be explained by the ability of this technique to deal with statistical evidence of non-normality of the return series of financial assets. The non-normality is evidenced by the "volatility smile" in the series of stock options near expiration, the existence of "heavy tails" in portfolios
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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3. Two-stage inference in experimental design using DEA: an application to intercropping and evidence from randomization theory.
In this article we propose the use of Data Envelopment Analysis (DEA) measures of efficiency, under constant returns to scale and input equal to unity, in the analysis of multidimensional nonnegative responses in the design of experiments. The approach agrees with the standard Analysis of Variance (Covariance) for univariate responses and simplifies the stat
Pesquisa Operacional. Publicado em: 2011
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4. Agrupamento de MÃdias via Bootstrap para populaÃÃes normais e nÃo normais / Grouping means via bootstrap for normal and non-normal populations
Multiple comparison procedures are used to compare factor levels means. Nevertheless the most popular tests show problems concerning the ambiguity of results and the control of type I error, some of which were considered conservative and other liberal. Methods based on cluster analysis have been proposed to avoid ambiguity. The present work aims to propose a
Publicado em: 2007
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5. Estudo da distribuiÃÃo e autocorrelaÃÃo das observaÃÃes GPS
Relative GPS positioning is the most widely used technique current in geodesic surveying, and in fact one of the most precise. However, considerations concerning their functional and stochastic nature can result in overestimated precision, in other words, precision that looks better than reality. Among these considerations, two are objects of study in this r
Publicado em: 2005
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6. Estimating equation–based causality analysis with application to microarray time series data
Microarray time-course data can be used to explore interactions among genes and infer gene network. The crucial step in constructing gene network is to develop an appropriate causality test. In this regard, the expression profile of each gene can be treated as a time series. A typical existing method establishes the Granger causality based on Wald type of te
Oxford University Press.