Banca de DEFESA: VICTOR RODRIGUES BEZERRA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : VICTOR RODRIGUES BEZERRA
DATE: 25/08/2026
TIME: 14:00
LOCAL: Auditório do CCET
TITLE:

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

KEY WORDS:

Asymptotic skewness; Maximum likelihood estimators; Beta-prime distribution;
Regression models;

PAGES: 50
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

In this work, we derive an explicit closed-form expression, in matrix form, for the
asymptotic skewness of the maximum likelihood estimators in the class of beta-prime linear
regression models proposed by Bourguignon, Santos-Neto e Castro (2021). The general
expression can be easily implemented in any statistical programming environment that
performs matrix operations. We also consider Mont Carlo simulations and present two empirical
applications that illustrate the usefulness of the main result in practice.

COMMITTEE MEMBERS:
Presidente - 2612836 - FRANCISCO MOISES CANDIDO DE MEDEIROS
Interno - 2310429 - ARTUR JOSE LEMONTE
Interno - 1342138 - RODRIGO MATHEUS ROCHA DE MEDEIROS
Externo à Instituição - TIAGO MAIA MAGALHÃES - UFJF