publications

     Journal articles

  1. Equilibrium, adverse selection, and statistical distributions. Jointly with J. Leao. Economics Bulletin, 31, 2066-2074, 2011.
  2. The Kumaraswamy Birnbaum Saunders distribution. Jointly with J. Leao and M. Bourguignon. Journal of Statistical Theory and Practice, 1, 1-13, 2012.
  3. Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. Jointly with C. Marchant, K. Bertin, and V. Leiva. Computational Statistics and Data Analysis, 63, 1-15, 2013.
  4. A nonparametric method for estimating asymmetric densities based on skewed Birnbaum-Saunders distributions applied to environmental data. Jointly with V. Leiva, C. Marchant, and F. Ziegelmann. Stochastic Environmental Research and Risk Assessment, 27, 1479-1491, 2013.
  5. Fiscal and monetary policy interactions: a game theory approach. Jointly with L. Rego and J. Divino. Annals of Operations Research, 206, 341-366, 2013.
  6. On some properties of the beta Inverse Rayleigh distribution. Jointly with J. Leao, M. Bourguignon, L. Rego, R. Cintra and G. Cordeiro. Chilean Journal of Statistics, 4, 113-133, 2013.
  7. Estimação por máxima verossimilhança dos parâmetros da distribuição Birnbaum-Saunders usando C, Ox e R. Jointly with M. Santos-Neto, J. Leao and J. Vasconselos. Revista Brasileira de Estatística, 74, 7-19, 2013.
  8. Capability indices for Birnbaum-Saunders processes applied to electronic and food industries. Jointly with V. Leiva, C. Marchant, M. Aslam and F. Rojas. Journal of Applied Statistics, 41, 1881-1902, 2014.
  9. A family of autoregressive conditional duration models applied to financial data. Jointly with V. Leiva, J. Leao and C. Marchant. Computational Statistics and Data Analysis, 79, 175-191, 2014.
  10. A criterion for environmental assessment using Birnbaum-Saunders attribute control charts. Jointly with V. Leiva, C. Marchant and F. Ruggeri. Environmetrics, 26, 463-476, 2015.
  11. A new Pareto-type distribution with applications in reliability and income data. Jointly with M. Bourguignon and R. Fernandez. Physica. A, 457, 166-175, 2016.
  12. Constrained test in linear models with multivariate power exponential distribution. Jointly with J. Leao, F. Cysneiros and N. Balakrishnan. Computational Statistics, 1, 1-24, 2016.
  13. A method for location recommendation via skyline query tolerant to noised georeferenced data. Jointly with W. B. Oliveira, S. S.T. Oliveira, V. J. S. Rodrigues and K. V. Cardoso. Brazilian Journal of Cartography, 68, 1-10, 2016.
  14. A methodology based on the Birnbaum-Saunders distribution for reliability analysis applied to nano-materials. Jointly with V. Leiva, F. Ruggeri and J. Vivanco. Reliability Engineering and Systems Safety, 157, 192-201, 2017.
  15. Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data. Jointly with J. Leao, V. Leiva and V. Tomazella. Biometrical Journal, 59, 251-314, 2017.
  16. On a new class of skewed Birnbaum-Saunders models. Jointly with N. Balakrishnan and J. Leao. Journal of Statistical Theory and Practice, 11, 573-593, 2017.
  17. On moment-type estimators for a class of log-symmetric distributions. Jointly with N. Balakrishnan, M. Bourguignon and X. Zhu. Computational Statistics, 32, 1339-1355, 2017.
  18. Estimation in generalized bivariate Birnbaum-Saunders models. Jointly with N. Balakrishnan, X. Zhu, J. F.B. Gonzales and J. Leao. Metrika, 80, 427-453, 2017.
  19. On log-symmetric duration models applied to high frequency financial data. Jointly with J. Leao. Economics Bulletin, 37, 1089-1097, 2017.
  20. Estimation for a family of skew scale-mixture distributions. Jointly with J. Leao, N. Balakrishnan and V. Tomazella. Chilean Journal of Statistics, 8, 45-64, 2017.
  21. Estimating the optimal time for a road concession contract in Brazil. Jointly with D. Pivatto, R. Fernandez and A. Carraro. International Journal of Economics and Finance, 9, 44-53, 2017.
  22. A new model selection criterion for partial least squares regression. Jointly with J. L. Martinez, H. B. Escobar and J. Leao. Chemometrics and Intelligent Laboratory Systems, 169, 64-78, 2017.
  23. Public-private partnership contractual design: a computational model of the moral hazard with lotteries. Jointly with R. Fernandez, A. Carraro, F. Tourrucoo and R. Hillbrecht. Public Organization Review, 18, 39-51, 2018.
  24. On a new approach to estimate the shape parameter of the inverse Gaussian distribution. Jointly with M. Bourguignon. South Africa Statistical Journal, 52, 15-27, 2018.
  25. On a tobit-Birnbaum-Saunders model with an application to medical data. Jointly with M. DeSousa, V. Leiva and Paulo Scalco. Journal of Applied Statistics, 45, 932-955, 2018.
  26. A survival model with Birnbaum–Saunders frailty for uncensored and censored cancer data. Jointly with J. Leao, V. Leiva and V. Tomazella. Brazilian Journal of Probability and Statistics, 32, 707-729, 2018.
  27. Incorporation of frailties into a cure rate regression model and its diagnostics and application to melanoma data. Jointly with J. Leao, V. Leiva and V. Tomazella. Statistics in Medicine, 37, 4421-4440, 2018.
  28. A new estimator for the covariance of the PLS coefficients estimator with applications to chemical data. Jointly with J. L. Martínez, V. Leiva, F. Ruggeri and G. C. Arteaga. Journal of Chemometrics, 32, e3069, 2018.
  29. Monitoramento da qualidade do ar usando cartas de controle por atributos baseadas na distribuição Birnbaum-Saunders. Jointly with G. Pires. Revista Brasileira de Estatística, 77, 7-32, 2019.
  30. Discussion of Birnbaum-Saunders distribution: A review of models, analysis and applications. Jointly with J. Leao and M. Santos-Neto. Applied Stochastic Models in Business and Industry, 35, 118-121, 2019.
  31. Theoretical results on the discrete Weibull distribution of Nakagawa & Osaki. Jointly with R. Vila and E. Y. Nakano. Statistics, 53, 339-363, 2019.
  32. Some simple estimators for the two-parameter gamma distribution. Jointly with M. Bourguignon, X. Zhu and N. Balakrishnan. Communications in Statistics - Simulation and Computation, 48, 2425-2437, 2019.
  33. Log-symmetric regression models: information criteria, application to movie business and industry data with economic implications. Jointly with M. Ventura, V. Leiva and S. Monsueto. Applied Stochastic Models in Business and Industry, 35, 963-977, 2019.
  34. On the existence and uniqueness of the maximum likelihood estimates of parameters of Laplace Birnbaum-Saunders distribution based on Type-I, Type-II and hybrid censored samples. Jointly with X. Zhu and N. Balakrishnan. Metrika, 82, 759-778, 2019.
  35. Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data. Jointly with J. Leao, V. Leiva and R. G. Aykroyd. Statistical Papers, 60, 1605-1629, 2019.
  36. Rendimento e desigualdade nas regiões metropolitanas brasileiras. Jointly with D. R. Cunha , L. A. Lavoratto and D. T. G. N. Maciel. Brazilian Journal of Business Economics, 19, 39-57, 2019.
  37. Spatial operations on uncertain positional data. Jointly with W. B. Oliveira, S. S. T. Oliveira, V. J. S. Rodrigues and K. V. Cardoso . Journal of Information and Data Management, 10, 185-205, 2019.
  38. A general family of autoregressive conditional duration models applied to high-frequency financial data. Jointly with D. R. Cunha, R. Vila and R. N. Fernandez. Journal of Risk and Financial Management, 13, 45, 2020.
  39. A bimodal gamma distribution: Properties, regression model and applications. Jointly with R. Vila, L. Ferreira, F. Prataviera and E. M. M. Ortega. Statistics, 54, 469-493, 2020.
  40. On asymmetric regression models with allowance for temporal dependence. Jointly with R. Vila, F. Vilca and J. L. Martínez. Journal of Statistical Theory and Practice, 14, 40, 2020.
  41. Birnbaum-Saunders quantile regression models with application to spatial data. Jointly with L. Sanchez, V. Leiva and M. Galea. Mathematics, 8, 1000, 2020.
  42. Estimando o tempo ótimo de um contrato de concessão: Um estudo de caso para as rodovias gaúchas. Jointly with R. N. Fernandez, D. Pivatto, E. Freitas and A. Carraro. Revista do Serviço Público, 71, 245-273, 2020.
  43. On a bimodal Birnbaum-Saunders distribution with applications to lifetime data. Jointly with R. Vila, J. Leao, M. Naveed and M. Santos-Neto. Brazilian Journal of Probability and Statistics, 34, 495-518, 2020.
  44. Global and local diagnostic analytics for a geostatistical model based on a new approach to quantile regression. Jointly with V. Leiva, L. Sanchez and M. Galea. Stochastic Environmental Research and Risk Assessment, 34, 1457-1471, 2020.
  45. Birnbaum-Saunders regression models: A comparative evaluation of three approaches. Jointly with A. Dasilva, R. Dias, V. Leiva and C. Marchant. Journal of Statistical Computation and Simulation, 90, 2552-2570, 2020.
  46. On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application. Jointly with J. Leão, R. Vila, V. Leiva and V. Tomazella. Communications in Statistics - Theory and Methods, 49, 6032-6056, 2020.
  47. On a new mixture-based regression model: simulation and application to data with high censoring. Jointly with M. Desousa, M. Santos-Neto and V. Leiva. Journal of Statistical Computation and Simulation, 90, 2861-2877, 2020.
  48. Catastrophic health expenditure and multimorbidity among older adults in Brazil. Jointly with G. M. Bernardes, R. N. Fernandez, M. F. Lima-Costa and F. B. Andrade. Revista de Saúde Pública, 54, 125, 2020.
  49. A class of asymmetric regression models for left-censored data. Jointly with J. Leao, J. Nobre and N. Balakrishnan. Brazilian Journal of Probability and Statistics, 35, 62-84, 2021.
  50. A bivariate fatigue-life regression model and its application to fracture of metallic tools. Jointly with J. Leao, V. Leiva, R. Vila and V. Tomazella. Brazilian Journal of Probability and Statistics, 35, 119-137, 2021.
  51. A new BISARMA time series model for forecasting mortality using weather and particulate matter data. Jointly with V. Leiva, R. Souza, R. G. Aykroyd and R. Vila. Journal of Forecasting, 40, 346-364, 2021.
  52. Birnbaum-Saunders quantile regression and its diagnostics with application to economic data. Jointly with L. Sanchez, V. Leiva and M. Galea. Applied Stochastic Models in Business and Industry, 37, 53-73, 2021.
  53. Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point. Jointly with V. Cancho, G. Barriga and J. Leao. Communications in Statistics - Theory and Methods, 50, 1161-1172, 2021.
  54. VES-13 role to identify limited life expectancy in older adults in primary care settings. Jointly with D. L. Assis, V. O. Chagas, C. K. Suemoto, A. N. C. Santana. Revista da Escola de Enfermagem da USP, 55, e03743, 2021.
  55. The negative binomial beta prime regression model with cure rate: application with a melanoma dataset. Jointly with J. Leão, M. Bourguignon and M. Santos-Neto. Journal of Statistical Theory and Practice, 15, 63, 2021.
  56. On a family of discrete log-symmetric distributions. Jointly with R. Vila, L. Paiva, N. Balakrishnan and M. Bourguignon. Journal of Statistical Theory and Practice, 15, 67, 2021.
  57. Estimating the covariance matrix of the coefficient estimator in multivariate partial least squares regression with chemical applications. Jointly with J. L. Martínez, V. Leiva and S. Liu. Chemometrics and Intelligent Laboratory Systems, 214, 104328, 2021.
  58. Bayesian inference for the Birnbaum-Saunders autoregressive conditional duration model with application to high-frequency financial data. Jointly with F. Nascimento and J. Leao. Communications in Statistics - Case Studies and Data Analysis, 7, 215-228, 2021.
  59. Modeling mortality based on pollution and temperature using a new Birnbaum–Saunders autoregressive moving average structure with regressors and related-sensors data. Jointly with R. Vila, R. Souza, V. Leiva and R. G. Aykroyd. Sensors, 21, 6518, 2021.
  60. Bayesian inference for the log-symmetric autoregressive conditional duration model. Jointly with J. Leao, R. Paixão and T. Leao. Annals of the Brazilian Academy of Sciences, 93, e20190301, 2021.
  61. Effect of education and multimorbidity on mortality among older adults: findings from the health, well-being and ageing cohort study (SABE). Jointly with G. M. Bernardes, J. L. F. Santos, D. D. Da Cruz Teixeira, Y. A. De Oliveira Duarte, and F. B. Andrade. Publich Health, 201, 69-74, 2021.
  62. A new quantile regression model and its diagnostic analytics for a Weibull distributed response with applications. Jointly with L. Sanchez, V. Leiva, C. Marchant and J. M. Sarabia. Mathematics, 9, 2768, 2021.
  63. On some properties of the bimodal normal distribution and its bivariate version. Jointly with R. Vila and J. Roldan. Chilean Journal of Statistics, 12, 125-144, 2021.
  64. Desenho contratual de parcerias público-privadas para hospitais: algumas notas teóricas. Jointly with R. N. Fernandez and A. Carraro. Economic Analysis of Law Review, 12, 200-2018, 2021.
  65. Catastrophic health expenditures: analysis of the association with socioeconomic conditions in Minas Gerais, Brazil. Jointly with J. B. Macedo, A. C. Boing, J. M. Andrade, R. N. Fernandez and F. B. Andrade. Ciencia & Saude Coletiva, 27, 325-334, 2022.
  66. Log-symmetric quantile regression models. Jointly with A. Dasilva, V. Leiva, L. Sánchez and H. L. Fuente-Mella. Statistica Neerlandica, 76, 124-163, 2022.
  67. On a log-symmetric quantile tobit model applied to female labor supply data. Jointly with D. R. Cunha and J. A. Divino. Journal of Applied Statistics, 49, 4225-4253, 2022.
  68. Regressão quantílica na análise da letalidade da COVID-19 nos municípios do estado de São Paulo. Jointly with G. T. Alves, R. Fernandez, L. Correia and J. Fiorucci. Revista Brasileira de Estatística, 80, 75-91, 2022.
  69. On a quantile autoregressive conditional duration model. Jointly with N. Balakrishnan and R. Vila. Mathematics and Computers in Simulation, 203, 425-448, 2023.
  70. Bivariate symmetric Heckman models and their characterization. Jointly with R. Vila, S. S. Cordeiro and V. Leiva. Journal of Multivariate Analysis, 105097, 2023.
  71. Modeling income data via new parametric quantile regressions: formulation, computational statistics, and application. Jointly with R. Vila, G. V. Borges, M. Bourguignon, V. Leiva and C. Marchant. Mathematics, 11, 448, 2023.
  72. Bootstrap control charts for quantiles based on log-symmetric distributions with applications to monitoring of reliability data. Jointly with V. Leiva, R. A. Santos, C. Marchant and Y. Lio. Quality and Reliability Engineering International, 39, 1-24, 2013.
  73. On a new extreme value distribution: characterization, parametric quantile regression, and application to extreme air pollution events. Jointly with R. Vila, V. L. Bittencourt, V. Leiva and G. Christakos. Stochastic Environmental Research and Risk Assessment, 37, 1119–1136, 2023.
  74. The social functioning related to substance use disorder before and after treatment in a CAPS-AD in Brazil: a longitudinal study with Occupational Therapy contributions. Jointly with S. Moreira; E. Nakano, K. Oliveira, K. Miranda, R. Fonseca and A. Gallassi. Brazilian Journal Of Occupational Therapy, 31, e3476, 2023.
  75. On a length-biased Birnbaum-Saunders regression model applied to meteorological data. Jointly with K. L. P. Oliveira, B. S. Castro and R. Vila. Communications in Statistics - Theory and Methods, 52, 6916-6935, 2023.
  76. A bivariate approach to the Mincerian earnings equation. Jointly with D. R. Cunha, S. Monsueto and J. A. Divino. Revista Brasileira de Economia, 77, e082023, 2023.
  77. Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data. Jointly with R. Vila, N. Balakrishnan and A. Protazio. Brazilian Journal of Probability and Statistics, 37, 619-642, 2023.
  78. Theoretical results and modeling under the discrete Birnbaum-Saunders distribution. Jointly with F. Vilca, R. Vila, J Leão and L. Sánchez. Communications in Statistics - Theory and Methods, 53, 1745-1759, 2024.
  79. Assessing the impact of copula selection on reliability measures of type P(X<Y) with generalized extreme value marginals. Jointly with R. K. Lima, F. S. Quintino, T. A. Fonseca, L. C. S. M. Ozelim, P. N. Rathie. Modelling, 5, 180-200, 2024.
  80. An upper bound and a characterization for Gini’s mean difference based on correlated random variables. Jointly with R. Vila and N. Balakrishnan. Statistics & Probability Letters, 207, 110032, 2024.
  81. Parametric and partially linear regressions for agricultural economy data. Jointly with J. C. S. Vasconcelos, G. M. Cordeiro and E. M. M. Ortega. Communications in Statistics - Theory and Methods, 53, 2067-2091, 2024.
  82. Family of bivariate distributions on the unit square: theoretical properties and applications. Jointly with R. Vila, N. Balakrishnan and P. Zörnig. To appear in Journal of Applied Statistics.
  83. Parametric quantile autoregressive moving average models with exogenous terms. Jointly with A. Dasilva, R. Vila, J. A. Fiorucci and S. Pal. To appear in Statistical Papers.
  84. The zero-adjusted log-symmetric quantile regression model applied to extramarital affairs data. Jointly with D. R. Cunha and J. A. Divino. To appear in Computational Economics.
  85. A parametric quantile beta regression for modeling case fatality rates of COVID-19. Jointly with M. Bourguignon and D. I. Gallardo. To appear in International Statistical Review.
  86. Unit-log-symmetric models: Characterization, statistical properties and their applications to analyzing an internet access data. Jointly with R. Vila, N. Balakrishnan and P. Zörnig. To appear in Quality & Quantity.

    Working Papers

  87. Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data. Jointly with A. Dasilva, R. Vila and S. Pal.
  88. Closed-form estimators for an exponential family derived from likelihood equations. Jointly with R. Vila and E. Nakano.
  89. Evaluation of the fear of covid-19 among students from an undergraduate nursing course during the epidemiological situation of 2022. Jointly with A. Santana and C. C. Reis.
  90. A semiparametric accelerated failure time based mixture cure tree. Jointly with W. Aselisewine and S. Pal.
  91. Fatores associados à evasão da Universidade Federal de Goiás: Uma análise por meio de técnicas de sobrevivência. Jointly with N. Damasceno, M. Piscoya, R. Fernandez and A. Vasconcelos.
  92. An empirical analysis for Public-Private Partnership projects in the transport sector. Jointly with V. Rebelo, R. Fernandez and C. Shikida.
  93. Avaliação da vulnerabilidade em saúde e cognição em idosos da Atenção Primária à Saúde. Jointly with H. S. Cruz, V. Z. M. Silva, A. Santana.
  94. Generalized extended skew-elliptical Heckman models and their characterization. Jointly with R. Vila, C. Marchant and V. Leiva.
  95. Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data. Jointly with S. Pal and R. Vila.
  96. A multivariate Birnbaum-Saunders lifetime regression model. Jointly with F. Vilca and R. C. Zeller.
  97. Family of multivariate extended skew-elliptical distributions: Probabilistic properties and applications. Jointly with R. Vila, L. Santos, J. Monterios and F Quintino.
  98. On stress-strength reliability for the transmuted GEV distribution. Jointly with M. Oliveira, F. S. Quintino, D. Aguiar, P. N. Rathie, T. A. Fonseca and L. C. S. M. Ozelim.
  99. Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk. Jointly with S. Pal, R,. Souza, R. Vila and A. Dasilva.
  100. A bivariate regression model with varying dispersion and correlation parameters applied to newborn data. Jointly with R. Vila and R. Souza.

    Book Chapters

  101. Monitoring environmental risk by a methodology based on control charts. Jointly with V. Leiva and F. Ruggeri. In Risk Assessment Challenges: Theory and Practice (Eds. C. Kitsos, T.A. Oliveira, S. Gulati and S. Rigas), Springer, 2015.
  102. Environmental applications based on Birnbaum-Saunders models. Jointly with V. Leiva. In Mathematical and Statistical Applications in Life Sciences and Engineering (Eds. M. R. Adhikari, Y. P. Chaubey, and A. Adhikari), Springer, 2017.
  103. Statistical quality control and reliability analysis using the Birnbaum-Saunders distribution with industrial applications. Jointly with V. Leiva, C. Marchant, F. Ruggeri, H. Saulo. In Statistical Quality Technologies: Theory and Practice (Eds. Y. Lio, H. Keung, T. Ng, T-R. Tsai and D-G. Chen), Springer, 2019.
  104. Multivariate methods to monitor the risk of critical episodes of environmental contamination using an asymmetric distribution with data of Santiago, Chile. Jointly with C. Marchant, V. Leiva and R. Vila. In Risk, Reliability and Sustainable Remediation in the Field of Civil and Environmental Engineering (Eds. T. Roshni, P. Samui, D. T. Bui, D. Kim, R. Khatibi), Elsevier, 2022.