[ABE-L] Ciclo de Palestras online

[Lizandra Castilho Fabio]

*Ciclo de Palestras online do Departamento de Estatística da UFBA*



*Palestrante*: Francisco Cribari-Neto, do DE/UFPE


*Título*: Inference in a bimodal Birnbaum-Saunders model, DE/UFPE.


*Resumo*: We address the issue of performing inference on the parameters
that index a bimodal extension of the Birnbaum-Saunders distribution (BS).
We show that maximum likelihood point estimation can be problematic since
the standard nonlinear optimization algorithms may fail to converge. To
deal with this problem, we penalize the log-likelihood function. The
numerical evidence we present show that maximum likelihood estimation based
on such penalized function is made considerably more reliable. We also
consider hypothesis testing inference based on the penalized log-likelihood
function. In particular, we consider likelihood ratio, signed likelihood
ratio, score and Wald tests. Bootstrap-based testing inference is also
considered. We use a nonnested hypothesis test to distinguish between two
bimodal BS laws. We derive analytical corrections to some tests. Monte
Carlo simulation results and empirical applications are presented and
discussed. O pesquisador Rodney Fonseca é co-autor deste trabalho.


*Data: 30/06/2017                                                         *

* Hora: 11hs *


*O link para acompanhar a palestra é*

https://www.youtube.com/channel/UCC96Rmc3qKEYkKk187IcLdA/live
E todos que estiverem acompanhando de forma online poderão enviar dúvidas
pelo chat da transmissão, pois as perguntas serão repassadas para o Prof.
Francisco Cribari-Neto.

Atenciosamente,

Lizandra Fabio e Bruno Santos
Coordenadores do Ciclo de Palestras DEST-UFBA
-------------- Próxima Parte ----------
Um anexo em HTML foi limpo...
URL: <https://lists.ime.usp.br/archives/abe/attachments/20170630/b9134db6/attachment.html>