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Aplicaciones del modelo LASSO bayesiano en finanzas. Colegio de Postgraduados
García Salinas, Yazmín.
En el presente trabajo se propone utilizar la metodología conocida como LASSO Bayesiano [Park y Casella (2008)] para ajustar un modelo de regresión lineal a indicadores económicos relacionados con el PIB (GDP: Gross Domestic Product por sus siglas en Inglés), utilizando como variable respuesta el PIB de Estados Unidos. Esta técnica utiliza la ventaja de ver a LASSO como una estimación a posteriori cuando los parámetros de regresión tienen distribución a priori Laplace idénticamente distribuidas e independientes [Tibshirani (1996)], aprovechando la utilidad del muestreador de Gibbs [Casella (2001)] y los modelos jerárquicos [Lee (2004)]. Se utiliza el paquete BLR [de los Campos y Pérez (2010)] implementado en el programa R [R Development Core Team (2011)]...
Palavras-chave: Modelo lineal; Prueba de permutaciones; Muestreador de Gibbs; Modelos Jerárquicos; Linear model; Permutation test; Gibbs sampling; Hierarchical Models; Maestría; Estadística.
Ano: 2011 URL: http://hdl.handle.net/10521/646
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Application of Leslie's model on a population of common dolphins (Delphinus delphis): Sensitivity study ArchiMer
Fifas, Spyros; Goujon, Michel; Antoine, Loic.
The rapid development of the albacore tuna (Thunnus alalunga) driftnet fishery in the Pay of Biscay (Atlantic ocean, France) has incited European management authorities to ask for a study of its ecological impact on populations of common dolphins and striped dolphins. A programme with onboard observers has been led during 1992 and 1993, and a sighting survey has allowed the evaluation of the abundances of fractions of populations in the studied area. For the population of common dolphins, the biological parameter estimation has allowed the building of a discrete age-structured model based on a Leslie matrix. Sensitivity studies have been conducted using four model parameters (age of first reproduction, interval between births, juvenile and adult survival...
Tipo: Text Palavras-chave: Survival rate; Driftnet fishery; Common dolphin; Linear model; Taux de survie; Pêche au filet maillant dérivant; Modèle linéaire; Modèle linéaire.
Ano: 1998 URL: http://archimer.ifremer.fr/doc/1998/publication-865.pdf
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Heterogeneidade da relação entre produtividade da soja e severidade da ferrugem asiática: uma análise exploratória. Repositório Alice
MAIA, A. de H. N.; DEL PONTE, E. M.; GODOY, C. V..
This work aimed to conduct an exploratory, prior to meta-analysis, assessment of the heterogeneity of the linear relationship between soybean yield (Y) and the severity (X) of a foliar fungal disease (soybean rust) from 144 fungicide trials conducted in five years and 45 locations in Brazil. We used graphical analysis to explore the within- and between-trial variability of model parameter estimates (effect sizes) and summary measures for model goodness-of-fit and influence analysis. In the estimation of the weighted mean regression coefficients, following the metaanalysis concept, we propose a method that takes into account the magnitude of influence measures as well as the uncertainties of parameters estimates, usually the inverse of the standard error of...
Tipo: Artigo em anais de congresso (ALICE) Palavras-chave: Linear model; Influence analysis; Between-trials heterogeneity; Ferrugem asiática; Doença de planta; Soja; Ferrugem; Análise estatística; Regressão linear.
Ano: 2011 URL: http://www.alice.cnptia.embrapa.br/handle/doc/915561
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ON THE ESTIMATION AND PREDICTION IN MIXED LINEAR MODELS Scientia Agricola
LÓPEZ,L.A.; IEMMA,A.F..
Beginning with the classical Gauss-Markov Linear Model for mixed effects and using the technique of the Lagrange multipliers to obtain an alternative method for the estimation of linear predictors. A structural method is also discussed in order to obtain the variance and covariance matrixes and their inverses.
Tipo: Info:eu-repo/semantics/article Palavras-chave: Linear model; Mixes effect; Predictor; Estimator.
Ano: 1998 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-90161998000200019
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Puissance de peche et relations avec les caracteristiques techniques des navires. Exemple de flottilles pratiquant le chalutage en Mediterranee ArchiMer
Perodou, Jean-bernard; Andrianavaly, Jean.
The topic of this work is to analyse two sets of fishing statistics, one concerns ships which landed their catches at Sète during the 88-94 period, the other ships which landed their catches in different fish markets of Lion's gulf during the 94-97 period. Cpue are treated by a log-linear model with three qualitative variables which provides fishing powers of ships, abundance index of species in monthly strata and in annual strata. These three factors are revealed to be statistically significant and form the following hierarchy : first fishing power of ships, secondly monthly index and thirdly annual index of abundance of species. Engine power is revealed to be a minor explicative factor of differences between fishing powers of ships. Two other explicative...
Tipo: Text Palavras-chave: Chalutiers du golfe du Lion; Indice d'abondance; Puissance de pêche; Modèle linéaire; Statistique de pêche; Lion's gulf trawlers; Abundance index; Fishing power; Linear model; Fishing statistic.
Ano: 1999 URL: https://archimer.ifremer.fr/doc/1999/rapport-1574.pdf
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The breeding biology and nest success of the Short-tailed Antthrush Chamaeza campanisona (Aves: Formicariidae) in the Atlantic rainforest of northeastern Brazil Rev. Bras. Zool.
Studer,Anita; Sousa,Marcelo Cardoso de; Barcena-Goyena,Begoña.
ABSTRACT We present the results of a 26-year study on the breeding biology of the Short-tailed Antthrush, Chamaeza campanisona (Lichtenstein, 1823) in an Atlantic rainforest remnant of northeastern Brazil (Alagoas/Pernambuco). We followed the fate of 38 nests, of which 19 failed, 11 succeeded and 8 had an unknown fate. The presence of most nests coincided with the beginning of the rainy season in March/April but nests with eggs and/or chicks were found throughout the year, with no records only in January. Nests were placed inside natural tree cavities that result from broken branches and trunks. Both parents were engaged in feeding the chicks, their diet consisted mainly of insects, spiders, and some unidentified berries. All nests had a clutch size of two...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Breeding season; Breeding success; Cavity-nesting; Nest characteristics; Mayfield; Linear model.
Ano: 2018 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1984-46702018000100305
Registros recuperados: 6
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