Klaus L. P. Vasconcellos

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Person:230646

Available identifiers

zbMath Open vasconcellos.klaus-leite-pintoMaRDI QIDQ230646

List of research outcomes





PublicationDate of PublicationType
Beta regression misspecification tests2024-08-26Paper
The effects of additive outliers in INAR(1) process and robust estimation2023-03-07Paper
On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion2022-05-25Paper
A Poisson INAR(1) process with a seasonal structure2020-04-01Paper
Improved estimation for Poisson INAR(1) models2020-03-27Paper
A new skew integer valued time series process2019-03-18Paper
Bias and skewness in a general extreme-value regression model2016-01-12Paper
Erratum to ``Improved point and interval estimation for a beta regression model2016-01-12Paper
First order non-negative integer valued autoregressive processes with power series innovations2014-12-12Paper
Errata: Inference Under Heteroskedasticity and Leveraged Data,Communications in Statistics, Theory and Methods, 36, 1877–1888, 20072014-07-30Paper
Improved maximum likelihood estimation in a new class of beta regression models2013-09-16Paper
Some restriction tests in a new class of regression models for proportions2010-04-01Paper
Influence analysis with homogeneous linear restrictions2010-04-01Paper
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution2009-05-29Paper
Improved point and interval estimation for a beta regression model2009-04-06Paper
Nearly unbiased estimation in a biparametric exponential family2008-08-07Paper
Inference Under Heteroskedasticity and Leveraged Data2007-10-24Paper
Improving estimation in speckled imagery2006-05-24Paper
Corrected estimates for Studenttregression models with unknown degrees of freedom2005-07-18Paper
SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS2003-02-11Paper
Bias corrected estimates in multivariate student t regression models2002-09-24Paper
IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS2002-07-28Paper
Improved estimation for robust econometric regression models2002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q31490462002-01-01Paper
Second-order biases of the maximum likelihood estimates in von Mises regression models2001-04-09Paper
Aggregation and Disaggregation of Structural Time Series Models2000-05-24Paper
https://portal.mardi4nfdi.de/entity/Q49354402000-05-18Paper
Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models2000-01-01Paper
Corrected likelihood ratio tests for von mises regression models1999-06-14Paper
https://portal.mardi4nfdi.de/entity/Q43837201998-04-02Paper
on the second-order bias of parameter estimates in nonlinear regression models with studentterrors1998-01-01Paper
Bias correction for a class of multivariate nonlinear regression models1997-11-26Paper

Research outcomes over time

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