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Modern computational methods in stochastic modeling

Grant number:14/11831-3
Support Opportunities:Research Grants - Visiting Researcher Grant - International
Start date: September 01, 2014
End date: October 31, 2014
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal Investigator:Víctor Hugo Lachos Dávila
Grantee:Víctor Hugo Lachos Dávila
Visiting researcher:Jacek Leskow
Visiting researcher institution: Wroclaw University of Technology , Poland
Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
City of the host institution:Campinas

Abstract

In recent years, the analysis of survival data, time series data or heavy tailed data can be significantly improved with the techniques based on resampling. In each category of the modelling problems a fundamental question is to be able to better study the finite-sample distributions of the introduced estimators. In the following description of research activities, three very popular models will be considered: a point process nonparametric model for survival data, time series model for no stationary signals an inferential models for heavy tailed distributions. (AU)

Articles published in Agência FAPESP Newsletter about the research grant:
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Scientific publications
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
GARAY, ALDO M.; CASTRO, LUIS M.; LESKOW, JACEK; LACHOS, VICTOR H.. Censored linear regression models for irregularly observed longitudinal data using the multivariate-t distribution. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 2, p. 25-pg., . (13/21468-0, 14/02938-9, 14/11831-3, 12/19445-0)
GARAY, ALDO M.; CASTRO, LUIS M.; LESKOW, JACEK; LACHOS, VICTOR H.. Censored linear regression models for irregularly observed longitudinal data using the multivariate-t distribution. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 2, p. 542-566, . (12/19445-0, 14/02938-9, 13/21468-0, 14/11831-3)