Ciclo de Seminários

[antonio eduardo gomes <aegomes@unb.br>]

                  Ciclo de Seminários
        Programa de Pós-graduação em Estatística
               Universidade de Brasília

Data: 19 de setembro de 2008.
Horário: 14:30
Local: Dep. de Estatística, ICC, sub-solo, Módulo 15, sala 34.

Palestrante: Prof. Dr. Gauss Moutinho Cordeiro
             Departamento de Estatística e Informática
             Universidade Federal Rural de Pernambuco


Transformed Generalized Linear Models 

We propose a new class of transformed generalized linear models 
that extend the Box-Cox models and generalized linear models. 
We give a simple formula to estimate the parameter that index 
the transformation of the response variable for a subclass of 
models. We also give a simple formula to estimate the rth moment 
of the original dependent variable. We explore the possibility 
of using these models to time series data to extend the generalized 
ARMA models. The usefulness of these models is illustrated in 
a simulation study and in applications to real data sets.