Estimation Of Beta
Mostrando 1-12 de 48 artigos, teses e dissertações.
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1. Bayesian sequential procedure to estimate the viability of seeds Coffea arabica L. in tetrazolium test
ABSTRACT: Tetrazolium tests use conventional sampling techniques in which a sample has a fixed size. These tests may be improved by sequential sampling, which does not work with fixed-size samples. When data obtained from an experiment are analyzed sequentially the analysis can be terminated when a particular decision has been made, and thus, there is no nee
Sci. agric. (Piracicaba, Braz.). Publicado em: 2019-05
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2. A new model for describing remission times: the generalized beta-generated Lindley distribution
New generators are required to define wider distributions for modeling real data in survival analysis. To that end we introduce the four-parameter generalized beta-generated Lindley distribution. It has explicit expressions for the ordinary and incomplete moments, mean deviations, generating and quantile functions. We propose a maximum likelihood procedure t
An. Acad. Bras. Ciênc.. Publicado em: 2017-09
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3. Estimation of the shelf life of pezik pickles using Weibull hazard analysis
Abstract Beta vulgaris L. var. rapa is a variety of beet with edible dark green leaves and stalks, which is a close relative of Swiss chard. It is widely consumed in central Anatolia region in Turkey due to its high nutritional value and desirable sensory attributes. Locally known as ‘pezik’, Beta vulgaris L. var. rapa is a highly perishable vegetable. T
Food Sci. Technol. Publicado em: 19/06/2017
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4. ESTIMATE OF REFERENCE EVAPOTRANSPIRATION THROUGH CONTINUOUS PROBABILITY MODELLING
ABSTRACT This study aimed at testing the fit of continuous probability distributions to a daily reference evapotranspiration dataset (ET0) at a 75% probability level for designing of irrigation systems. Reference evapotranspiration was estimated by the Penman-Monteith method (FAO-56-PM) for eight locations, within the state of Espírito Santo (Brazil), where
Eng. Agríc.. Publicado em: 2017-04
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5. Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
Este trabalho tem como objetivo analisar os resultados de uma operação de hedge de um diversificado portfólio de crédito de empresas brasileiras através do uso de ativos de equity. Inicialmente, faz-se uma alusão aos principais aspectos teóricos da presente dissertação com suas definições e revisão bibliográfica. Posteriormente, são apresentado
Publicado em: 2011
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6. Combinação de modelos de campos aleatórios markovianos para classificação contextual de imagens multiespectrais / Combining markov random field models for multispectral image contextual classification
This work presents a novel MAP-MRF approach for multispectral image contextual classification by combining higher-order Markov Random Field models. The statistical modeling follows the Bayesian paradigm, with the definition of a multispectral Gaussian Markov Random Field model for the observations and a Potts MRF model to represent the a priori knowledge. In
Publicado em: 2010
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7. Estimating betas from fundamentals: an analysis of Brazilian banks / Avaliação de betas por fundamentos: uma análise de bancos no Brasil
The cost of equity capital, according to the CAPM of Sharpe, Lintner and Mossin, depends on the beta of a company stock. However, a relevant part of Brazilian banks is not listed in any stock exchange. Therefore, this paper has the objective of proposing and testing a methodology to estimate betas based on specific bank fundamentals. The model, based on bank
Publicado em: 2009
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8. The relationship between market sentiment index and stock returns: a panel data analysis / A relação entre índice de sentimento de mercado e as taxas de retorno das ações: uma análise com dados em painel
In classical nance theory investor sentiment is not considered an important factor in asset pricing. Although the existence of investor sentiment is not denied, theories assume that in competitive markets quasi-rational behavior is quickly oset by rational agents. The main goal of this thesis is to investigate the relationship between investor sentiment and
Publicado em: 2009
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9. Modelagem simultânea de média e dispersão e aplicações na pesquisa agronômica / Joint modeling of mean and dispersion and applications to agricultural research
Several experimental designs that are currently applied are based on agricultural experiments. These experimental data are, usually, analised with statistical models that assume constant residual variance (or homogeneous), as basic assumption. However, this assumption shows hard to stand for, when environmental or external factors exert strong influence over
Publicado em: 2009
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10. Avaliação do potencial poluidor de lamas radioativas como subsídio para ações futuras de mitigação / ESTIMATION OF POTENTIAL POLLUTION OF URANIUM SLUDGE FROM ACID WATER TREATMENT AS SUPPORT FOR MITIGATION ACTIONS
No sudeste do Brasil, uma mina de urânio desativada gera água ácida em pH 2,7 contendo concentrações significativas de urânio e outros elementos como manganês, ferro, zinco e sulfato. A remoção destes contaminantes da água ácida até limites aceitáveis de descarte ocorre por precipitação dos elementos usando cal. O procedimento de precipitaçã
Publicado em: 2009
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11. Inflated beta regression models / Modelos de regressão beta inflacionados
The last years have seen new developments in the theory of beta regression models, which are useful for modelling random variables that assume values in the standard unit interval such as proportions, rates and fractions. In many situations, the dependent variable contains zeros and/or ones. In such cases, continuous distributions are not suitable for modeli
Publicado em: 2008
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12. UTILIZATION OF A FOUR-FACTOR AS A SUPPLEMENTARY TOOL FOR THE ADMINISTRATION OF PORTIFOLIOS OF IBRX STOCKS / ANÁLISE DA UTILIZAÇÃO DE UM MODELO DE QUATRO FATORES COMO FERRAMENTA AUXILIAR PARA GESTÃO DE CARTEIRAS BASEADAS NO IBRX
The IBrX is an index that evaluates the return of a theoretical portfolio composed of one a hundred stocks selected as the most trader as the São Paulo Stock Exchange. This research has made use of stocks that composed the IBrX index during the period between May of 2002 until December 2007 as its database, examining the influence of beta, market value, pri
Publicado em: 2008