Modelos multivariados para dados de contagem com excesso de zeros

• Autor(a) principal: Santana, Rogério Alves
• Data de Publicação: 2019
• Tipo de documento: Tese
• Idioma: por
• Título da fonte: Repositório Institucional da UFSCAR
• Texto Completo: https://repositorio.ufscar.br/handle/ufscar/12172
• topic: COM-Poisson multivariado; Zero-inflacionado; Regressão; ZICOMP Tipo I; ZICOMP Tipo III; Multivariate COM-Poisson; Zero-inflated; Regression; ZICOMP Type I; ZICOMP Type III; CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA; CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA::ESTATISTICA::ANALISE MULTIVARIADA

In this thesis we present two new distributions for modeling multivariate counting data with overdispersion or underdispersion, zeros excess and correlation. Named the zero-inflated multivariate COM-Poisson (ZICOMP Type I) and (ZICOMP Type III) distributions, their constructs were based on the extent in of the zero-inflated multivariate Poisson distributions ZIP Type I and ZIP Type III in ((LIU; TIAN, 2015); (TIAN et al., 2014)). We developed important theoretical properties of the two distributions, their regression models, likelihood ratio hypothesis testing to help choose the best model, and a diagnostic analysis for the ZICOMP Type I distribution regression model. The proposed distributions showed in both simulation study good results and real data analysis. In a real data analysis the proposed distributions showed better adjustments when compared to the ZIP Type I and ZIP Type III distributions, according to the Akaike (AIC) and Bayesian (BIC) information criteria.