Non-linear elliptic models with correlated data

• Grant number: 07/03610-3
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: September 01, 2007
• End date: February 28, 2010
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Gilberto Alvarenga Paula
• Grantee: Cibele Maria Russo Novelli
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil

Abstract

In this project we discuss the development and analysis of nonlinear elliptical models, which represents a new methodology for obtaining robust estimates to nonlinear correlated data. The nonlinear models have been widely used, but little can be found using the elliptical approach. We intend to consider models which were previously analysed under normality, but that presented heavy tail when compared to the gaussian distribution, and reanalyse them using elliptical errors, in order to obtain better fit and robustness. We also intend to develop sensitivity tools, based on the residuals analysis and local influence, which can help on validation and model choice. As numerical illustrations, we will analyse real data, like kinetics data or growth curves, and develop computational tools for the necessary analysis. As results, beyond the doctoral thesis, we expect to achieve publications on important international journals and scientific meetings.

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

NOVELLI, Cibele Maria Russo. Modelos não lineares elípticos para dados correlacionados. 2010. Doctoral Thesis - Universidade de São Paulo (USP). Instituto de Matemática e Estatística (IME/SBI) São Paulo.