Banca de QUALIFICAÇÃO: VICTOR RODRIGUES BEZERRA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : VICTOR RODRIGUES BEZERRA
DATE: 30/09/2025
TIME: 14:00
LOCAL: Sala de seminários da Estatística
TITLE:

Asymptotic asymmetry coefficient of maximum likelihood estimators in beta-prime linear
regression models with variable precision

KEY WORDS:

Regression models; Beta-prime distribution; Asymptotic asymmetry coefficient of
maximum likelihood estimators.

PAGES: 19
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

In this dissertation, we address the situation of small and moderate sample sizes,
applied within the context of the beta-prime linear regression model proposed by Bourguignon,
Santos-Neto, and Castro (2021). The objective of this dissertation is to derive an analytical
expression for the asymptotic skewness coefficient of maximum likelihood estimators of the
parameters in a model with variable precision—an expression not yet present in the literature.
We compare this asymptotic expression with the usual sample skewness coefficient through
Monte Carlo simulations to verify the effectiveness of the result. Finally, we present an
application to a real data set.

COMMITTEE MEMBERS:
Interno - 2310429 - ARTUR JOSE LEMONTE
Presidente - 2612836 - FRANCISCO MOISES CANDIDO DE MEDEIROS
Interno - 1023112 - MARCELO BOURGUIGNON PEREIRA
Interno - 1342138 - RODRIGO MATHEUS ROCHA DE MEDEIROS