Browsing by Author "Matos, Larissa A."

Now showing 1 - 3 of 3
  • No Thumbnail Available
    Item
    A Censored Time Series Analysis for Responses on the Unit Interval: An Application to Acid Rain Modeling
    (2024) Schumacher, Fernanda L.; Matos, Larissa A.; Lachos, Victor H.; Abanto-Valle, Carlos A.; Castro, Luis M.
    In this paper, we propose an autoregressive model for time series in which the variable of interest lies in the unit interval and is subject to certain threshold values below or above which the measurements are not quantifiable. The model includes an independent beta regression (Ferrari and Cribari-Neto, J. Appl. Stat., 31, 799-815 2004) as a special case. A Markov chain Monte Carlo (MCMC) algorithm is tailored to obtain Bayesian posterior distributions of unknown quantities of interest. The likelihood function was used to compute Bayesian model selection measures. We discuss the construction of the proposed model and compare it with alternative models by using simulated data. Finally, we illustrate the use of our proposal by modeling a left-censored weekly series of acid rain data.
  • Thumbnail Image
    Item
    Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution
    (ELSEVIER INC, 2022) Galarza, Christian E.; Matos, Larissa A.; Castro, Luis M.; Lachos, Victor H.
    In this paper, we compute doubly truncated moments for the selection elliptical class of distributions, including some multivariate asymmetric versions of well-known elliptical distributions, such as the normal, Student's t, slash, among others. We address the moments for doubly truncated members of this family, establishing neat formulation for high-order moments and its first two moments. We establish sufficient and necessary conditions for the existence of these truncated moments. Further, we propose optimized methods to handle the extreme setting of the parameters, partitions with almost zero volume or no truncation, which are validated with numerical studies. All results have been particularized to the unified skew-t distribution, a complex multivariate asymmetric heavy-tailed distribution which includes the extended skew-t, extended skew-normal, skew-t, and skew-normal distributions as particular and limiting cases. (C) 2021 Elsevier Inc. All rights reserved.
  • Thumbnail Image
    Item
    Multivariate measurement error models based on Student-t distribution under censored responses
    (2018) Matos, Larissa A.; Castro Cepero, Luis Mauricio; Celso, R.; Cabral, B.; Lachos, Víctor H.