Helton Saulo

Personal Details

First Name:	Helton
Middle Name:
Last Name:	Saulo
Suffix:
RePEc Short-ID:	psa2056
	[This author has chosen not to make the email address public]
	https://heltonsaulo.github.io/

Citations

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Working papers

Sorry, no citations of working papers recorded.

Articles

1. Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon & Víctor Leiva & Carolina Marchant, 2023. "Modeling Income Data via New Parametric Quantile Regressions: Formulation, Computational Statistics, and Application," Mathematics, MDPI, vol. 11(2), pages 1-25, January.

   Cited by:

   1. Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-Martínez, 2024. "Electrical Load Forecasting to Plan the Increase in Renewable Energy Sources and Electricity Demand: a CNN-QR-RTCF and Deep Learning Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 186-194, July.
   2. Gabriela M. Rodrigues & Edwin M. M. Ortega & Gauss M. Cordeiro & Roberto Vila, 2023. "Quantile Regression with a New Exponentiated Odd Log-Logistic Weibull Distribution," Mathematics, MDPI, vol. 11(6), pages 1-20, March.

2. Saulo, Helton & Vila, Roberto & Cordeiro, Shayane S. & Leiva, Víctor, 2023. "Bivariate symmetric Heckman models and their characterization," Journal of Multivariate Analysis, Elsevier, vol. 193(C).

   Cited by:

   1. Danúbia R. Cunha & Jose Angelo Divino & Helton Saulo, 2024. "Zero-Adjusted Log-Symmetric Quantile Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 2087-2111, May.

3. Helton Saulo & Alan Dasilva & Víctor Leiva & Luis Sánchez & Hanns de la Fuente‐Mella, 2022. "Log‐symmetric quantile regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(2), pages 124-163, May.

   Cited by:

   1. Danúbia R. Cunha & Jose Angelo Divino & Helton Saulo, 2024. "Zero-Adjusted Log-Symmetric Quantile Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 2087-2111, May.

4. Luis Sánchez & Víctor Leiva & Manuel Galea & Helton Saulo, 2021. "Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 37(1), pages 53-73, January.

   Cited by:

   1. Saulo, Helton & Balakrishnan, Narayanaswamy & Vila, Roberto, 2023. "On a quantile autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 425-448.
   2. Helton Saulo & Alan Dasilva & Víctor Leiva & Luis Sánchez & Hanns de la Fuente‐Mella, 2022. "Log‐symmetric quantile regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(2), pages 124-163, May.
   3. Marcelo Bourguignon & Diego I. Gallardo & Helton Saulo, 2024. "Parametric Quantile Beta Regression Model," International Statistical Review, International Statistical Institute, vol. 92(1), pages 106-129, April.
   4. Josmar Mazucheli & Bruna Alves & Mustafa Ç. Korkmaz & Víctor Leiva, 2022. "Vasicek Quantile and Mean Regression Models for Bounded Data: New Formulation, Mathematical Derivations, and Numerical Applications," Mathematics, MDPI, vol. 10(9), pages 1-23, April.
   5. Rodrigo Puentes & Carolina Marchant & Víctor Leiva & Jorge I. Figueroa-Zúñiga & Fabrizio Ruggeri, 2021. "Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model," Mathematics, MDPI, vol. 9(6), pages 1-24, March.
   6. Luis Sánchez & Víctor Leiva & Helton Saulo & Carolina Marchant & José M. Sarabia, 2021. "A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications," Mathematics, MDPI, vol. 9(21), pages 1-21, November.
   7. Helton Saulo & Narayanaswamy Balakrishnan & Roberto Vila, 2021. "On a quantile autoregressive conditional duration model applied to high-frequency financial data," Papers 2109.03844, arXiv.org.

5. Víctor Leiva & Helton Saulo & Rubens Souza & Robert G. Aykroyd & Roberto Vila, 2021. "A new BISARMA time series model for forecasting mortality using weather and particulate matter data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 346-364, March.

   Cited by:

   1. Raydonal Ospina & João A. M. Gondim & Víctor Leiva & Cecilia Castro, 2023. "An Overview of Forecast Analysis with ARIMA Models during the COVID-19 Pandemic: Methodology and Case Study in Brazil," Mathematics, MDPI, vol. 11(14), pages 1-18, July.
   2. Rodrigo Puentes & Carolina Marchant & Víctor Leiva & Jorge I. Figueroa-Zúñiga & Fabrizio Ruggeri, 2021. "Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model," Mathematics, MDPI, vol. 9(6), pages 1-24, March.
   3. Jorge I. Figueroa-Zúñiga & Cristian L. Bayes & Víctor Leiva & Shuangzhe Liu, 2022. "Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications," Statistical Papers, Springer, vol. 63(3), pages 919-942, June.
   4. Luis Sánchez & Víctor Leiva & Helton Saulo & Carolina Marchant & José M. Sarabia, 2021. "A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications," Mathematics, MDPI, vol. 9(21), pages 1-21, November.
   5. Jimmy Reyes & Jaime Arrué & Víctor Leiva & Carlos Martin-Barreiro, 2021. "A New Birnbaum–Saunders Distribution and Its Mathematical Features Applied to Bimodal Real-World Data from Environment and Medicine," Mathematics, MDPI, vol. 9(16), pages 1-19, August.
   6. Hanns de la Fuente-Mella & Rolando Rubilar & Karime Chahuán-Jiménez & Víctor Leiva, 2021. "Modeling COVID-19 Cases Statistically and Evaluating Their Effect on the Economy of Countries," Mathematics, MDPI, vol. 9(13), pages 1-13, July.

6. Luis Sánchez & Víctor Leiva & Helton Saulo & Carolina Marchant & José M. Sarabia, 2021. "A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications," Mathematics, MDPI, vol. 9(21), pages 1-21, November.

   Cited by:

   1. Alena Vagaská, 2023. "Mathematical–Statistical Nonlinear Model of Zincing Process and Strategy for Determining the Optimal Process Conditions," Mathematics, MDPI, vol. 11(3), pages 1-21, February.
   2. Josmar Mazucheli & Bruna Alves & Mustafa Ç. Korkmaz & Víctor Leiva, 2022. "Vasicek Quantile and Mean Regression Models for Bounded Data: New Formulation, Mathematical Derivations, and Numerical Applications," Mathematics, MDPI, vol. 10(9), pages 1-23, April.
   3. Gabriela M. Rodrigues & Edwin M. M. Ortega & Gauss M. Cordeiro & Roberto Vila, 2022. "An Extended Weibull Regression for Censored Data: Application for COVID-19 in Campinas, Brazil," Mathematics, MDPI, vol. 10(19), pages 1-17, October.
   4. Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon, 2022. "Parametric quantile regression for income data," Papers 2207.06558, arXiv.org.
   5. Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon & Víctor Leiva & Carolina Marchant, 2023. "Modeling Income Data via New Parametric Quantile Regressions: Formulation, Computational Statistics, and Application," Mathematics, MDPI, vol. 11(2), pages 1-25, January.

7. Luis Sánchez & Víctor Leiva & Manuel Galea & Helton Saulo, 2020. "Birnbaum-Saunders Quantile Regression Models with Application to Spatial Data," Mathematics, MDPI, vol. 8(6), pages 1-17, June.

   Cited by:

   1. Helton Saulo & Alan Dasilva & Víctor Leiva & Luis Sánchez & Hanns de la Fuente‐Mella, 2022. "Log‐symmetric quantile regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(2), pages 124-163, May.
   2. Ramón Giraldo & Víctor Leiva & Cecilia Castro, 2023. "An Overview of Kriging and Cokriging Predictors for Functional Random Fields," Mathematics, MDPI, vol. 11(15), pages 1-22, August.
   3. Gabriela M. Rodrigues & Edwin M. M. Ortega & Gauss M. Cordeiro & Roberto Vila, 2023. "Quantile Regression with a New Exponentiated Odd Log-Logistic Weibull Distribution," Mathematics, MDPI, vol. 11(6), pages 1-20, March.
   4. Danilo Leal & Rodrigo Jiménez & Marco Riquelme & Víctor Leiva, 2023. "Elliptical Capital Asset Pricing Models: Formulation, Diagnostics, Case Study with Chilean Data, and Economic Rationale," Mathematics, MDPI, vol. 11(6), pages 1-27, March.
   5. Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon & Víctor Leiva & Carolina Marchant, 2023. "Modeling Income Data via New Parametric Quantile Regressions: Formulation, Computational Statistics, and Application," Mathematics, MDPI, vol. 11(2), pages 1-25, January.

8. Danúbia R. Cunha & Roberto Vila & Helton Saulo & Rodrigo N. Fernandez, 2020. "A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data," JRFM, MDPI, vol. 13(3), pages 1-20, March.

   Cited by:

   1. Saulo, Helton & Balakrishnan, Narayanaswamy & Vila, Roberto, 2023. "On a quantile autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 425-448.
   2. Puneet Prakash & Vikas Sangwan & Kewal Singh, 2021. "Transformational Approach to Analytical Value-at-Risk for near Normal Distributions," JRFM, MDPI, vol. 14(2), pages 1-19, January.

9. Helton Saulo & Jeremias Leão & Roberto Vila & Victor Leiva & Vera Tomazella, 2020. "On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(24), pages 6032-6056, December.

   Cited by:

   1. Luis Sánchez & Víctor Leiva & Manuel Galea & Helton Saulo, 2020. "Birnbaum-Saunders Quantile Regression Models with Application to Spatial Data," Mathematics, MDPI, vol. 8(6), pages 1-17, June.
   2. Jimmy Reyes & Jaime Arrué & Víctor Leiva & Carlos Martin-Barreiro, 2021. "A New Birnbaum–Saunders Distribution and Its Mathematical Features Applied to Bimodal Real-World Data from Environment and Medicine," Mathematics, MDPI, vol. 9(16), pages 1-19, August.

10. Helton Saulo & Jeremias Leão & Víctor Leiva & Robert G. Aykroyd, 2019. "Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data," Statistical Papers, Springer, vol. 60(5), pages 1605-1629, October.

    Cited by:

    1. Luis Sánchez & Víctor Leiva & Manuel Galea & Helton Saulo, 2020. "Birnbaum-Saunders Quantile Regression Models with Application to Spatial Data," Mathematics, MDPI, vol. 8(6), pages 1-17, June.
    2. Alejandra Tapia & Viviana Giampaoli & Víctor Leiva & Yuhlong Lio, 2020. "Data-Influence Analytics in Predictive Models Applied to Asthma Disease," Mathematics, MDPI, vol. 8(9), pages 1-19, September.
    3. Saulo, Helton & Balakrishnan, Narayanaswamy & Vila, Roberto, 2023. "On a quantile autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 425-448.
    4. Luis Sánchez & Víctor Leiva & Helton Saulo & Carolina Marchant & José M. Sarabia, 2021. "A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications," Mathematics, MDPI, vol. 9(21), pages 1-21, November.
    5. Danilo Leal & Rodrigo Jiménez & Marco Riquelme & Víctor Leiva, 2023. "Elliptical Capital Asset Pricing Models: Formulation, Diagnostics, Case Study with Chilean Data, and Economic Rationale," Mathematics, MDPI, vol. 11(6), pages 1-27, March.
    6. Helton Saulo & Narayanaswamy Balakrishnan & Roberto Vila, 2021. "On a quantile autoregressive conditional duration model applied to high-frequency financial data," Papers 2109.03844, arXiv.org.
    7. Danúbia R. Cunha & Roberto Vila & Helton Saulo & Rodrigo N. Fernandez, 2020. "A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data," JRFM, MDPI, vol. 13(3), pages 1-20, March.
    8. Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon & Víctor Leiva & Carolina Marchant, 2023. "Modeling Income Data via New Parametric Quantile Regressions: Formulation, Computational Statistics, and Application," Mathematics, MDPI, vol. 11(2), pages 1-25, January.
    9. Ramón Giraldo & Luis Herrera & Víctor Leiva, 2020. "Cokriging Prediction Using as Secondary Variable a Functional Random Field with Application in Environmental Pollution," Mathematics, MDPI, vol. 8(8), pages 1-13, August.

11. Marcelo Ventura & Helton Saulo & Victor Leiva & Sandro Monsueto, 2019. "Log‐symmetric regression models: information criteria and application to movie business and industry data with economic implications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(4), pages 963-977, July.

    Cited by:

    1. Luis Sánchez & Víctor Leiva & Manuel Galea & Helton Saulo, 2020. "Birnbaum-Saunders Quantile Regression Models with Application to Spatial Data," Mathematics, MDPI, vol. 8(6), pages 1-17, June.
    2. Jorge I. Figueroa-Zúñiga & Cristian L. Bayes & Víctor Leiva & Shuangzhe Liu, 2022. "Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications," Statistical Papers, Springer, vol. 63(3), pages 919-942, June.
    3. Luis Sánchez & Víctor Leiva & Helton Saulo & Carolina Marchant & José M. Sarabia, 2021. "A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications," Mathematics, MDPI, vol. 9(21), pages 1-21, November.
    4. Víctor Leiva & Helton Saulo & Rubens Souza & Robert G. Aykroyd & Roberto Vila, 2021. "A new BISARMA time series model for forecasting mortality using weather and particulate matter data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 346-364, March.
    5. Yonghui Liu & Guohua Mao & Víctor Leiva & Shuangzhe Liu & Alejandra Tapia, 2020. "Diagnostic Analytics for an Autoregressive Model under the Skew-Normal Distribution," Mathematics, MDPI, vol. 8(5), pages 1-19, May.
    6. Xiao Jiang & Saralees Nadarajah & Thomas Hitchen, 2024. "A Review of Generalized Hyperbolic Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 595-624, July.

12. Rodrigo Nobre Fernandez & Helton Saulo & André Carraro & Fabricio Tourrucôo & Ronald Hillbrecht, 2018. "Public-Private Partnership Contractual Design: A Computational Model of the Moral Hazard with Lotteries," Public Organization Review, Springer, vol. 18(1), pages 39-51, March.

    Cited by:

    1. Na Zhou & Ke Jia & Han Song, 2023. "Design of live broadcast service outsourcing contract considering risk aversion and financial constraints," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 848-857, March.
    2. Lima, Sónia & Brochado, Ana & Marques, Rui Cunha, 2021. "Public-private partnerships in the water sector: A review," Utilities Policy, Elsevier, vol. 69(C).

13. Mário F. Desousa & Helton Saulo & Víctor Leiva & Paulo Scalco, 2018. "On a tobit–Birnbaum–Saunders model with an application to medical data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 932-955, April.

    Cited by:

    1. Robert G. Aykroyd & Víctor Leiva & Carolina Marchant, 2018. "Multivariate Birnbaum-Saunders Distributions: Modelling and Applications," Risks, MDPI, vol. 6(1), pages 1-25, March.

14. Helton Saulo & N. Balakrishnan & Xiaojun Zhu & Jhon F. B. Gonzales & Jeremias Leão, 2017. "Estimation in generalized bivariate Birnbaum–Saunders models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(4), pages 427-453, May.

    Cited by:

    1. Naijun Sha, 2019. "A New Inference Approach for Type-II Generalized Birnbaum-Saunders Distribution," Stats, MDPI, vol. 2(1), pages 1-16, February.

15. Leiva, Víctor & Ruggeri, Fabrizio & Saulo, Helton & Vivanco, Juan F., 2017. "A methodology based on the Birnbaum–Saunders distribution for reliability analysis applied to nano-materials," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 192-201.

    Cited by:

    1. Helton Saulo & Jeremias Leão & Víctor Leiva & Robert G. Aykroyd, 2019. "Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data," Statistical Papers, Springer, vol. 60(5), pages 1605-1629, October.
    2. Robert G. Aykroyd & Víctor Leiva & Carolina Marchant, 2018. "Multivariate Birnbaum-Saunders Distributions: Modelling and Applications," Risks, MDPI, vol. 6(1), pages 1-25, March.
    3. Henry Velasco & Henry Laniado & Mauricio Toro & Alexandra Catano-López & Víctor Leiva & Yuhlong Lio, 2021. "Modeling the Risk of Infectious Diseases Transmitted by Aedes aegypti Using Survival and Aging Statistical Analysis with a Case Study in Colombia," Mathematics, MDPI, vol. 9(13), pages 1-15, June.
    4. Camilo Lillo & Víctor Leiva & Orietta Nicolis & Robert G. Aykroyd, 2018. "L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(2), pages 187-209, January.

16. Helton Saulo & Jeremias Leão, 2017. "On log-symmetric duration models applied to high frequency financial data," Economics Bulletin, AccessEcon, vol. 37(2), pages 1089-1097.

    Cited by:

    1. Marcelo Ventura & Helton Saulo & Victor Leiva & Sandro Monsueto, 2019. "Log‐symmetric regression models: information criteria and application to movie business and industry data with economic implications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(4), pages 963-977, July.
    2. Saulo, Helton & Balakrishnan, Narayanaswamy & Vila, Roberto, 2023. "On a quantile autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 425-448.

17. N. Balakrishnan & Helton Saulo & Marcelo Bourguignon & Xiaojun Zhu, 2017. "On moment-type estimators for a class of log-symmetric distributions," Computational Statistics, Springer, vol. 32(4), pages 1339-1355, December.

    Cited by:

    1. Lucas O. F. Sales & André L. S. Pinho & Marcelo Bourguignon & F. Moisés C. Medeiros, 2022. "Control charts for monitoring the median in non-negative asymmetric data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 1037-1068, October.

18. Bourguignon, Marcelo & Saulo, Helton & Fernandez, Rodrigo Nobre, 2016. "A new Pareto-type distribution with applications in reliability and income data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 166-175.

    Cited by:

    1. Siudem, Grzegorz & Nowak, Przemysław & Gagolewski, Marek, 2022. "Power laws, the Price model, and the Pareto type-2 distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    2. Essam A. Ahmed & Tariq S. Alshammari & Mohamed S. Eliwa, 2024. "Different Statistical Inference Algorithms for the New Pareto Distribution Based on Type-II Progressively Censored Competing Risk Data with Applications," Mathematics, MDPI, vol. 12(13), pages 1-32, July.
    3. Domma, Filippo & Condino, Francesca & Giordano, Sabrina, 2018. "A new formulation of the Dagum distribution in terms of income inequality and poverty measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 104-126.
    4. Saadati Nik, A. & Asgharzadeh, A. & Raqab, Mohammad Z., 2021. "Estimation and prediction for a new Pareto-type distribution under progressive type-II censoring," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 508-530.
    5. Thitithep Sitthiyot & Kanyarat Holasut, 2021. "A simple method for estimating the Lorenz curve," Palgrave Communications, Palgrave Macmillan, vol. 8(1), pages 1-9, December.

19. Jeremias Leão & Francisco Cysneiros & Helton Saulo & N. Balakrishnan, 2016. "Constrained test in linear models with multivariate power exponential distribution," Computational Statistics, Springer, vol. 31(4), pages 1569-1592, December.

    Cited by:

    1. Lizandra C. Fabio & Francisco J. A. Cysneiros & Gilberto A. Paula & Jalmar M. F. Carrasco, 2022. "Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes," Computational Statistics, Springer, vol. 37(3), pages 1435-1459, July.

20. Victor Leiva & Carolina Marchant & Fabrizio Ruggeri & Helton Saulo, 2015. "A criterion for environmental assessment using Birnbaum–Saunders attribute control charts," Environmetrics, John Wiley & Sons, Ltd., vol. 26(7), pages 463-476, November.

    Cited by:

    1. Helton Saulo & Jeremias Leão & Víctor Leiva & Robert G. Aykroyd, 2019. "Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data," Statistical Papers, Springer, vol. 60(5), pages 1605-1629, October.
    2. Rodrigo Puentes & Carolina Marchant & Víctor Leiva & Jorge I. Figueroa-Zúñiga & Fabrizio Ruggeri, 2021. "Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model," Mathematics, MDPI, vol. 9(6), pages 1-24, March.
    3. Shamsuzzaman, Mohammad & Shamsuzzoha, Ahm & Maged, Ahmed & Haridy, Salah & Bashir, Hamdi & Karim, Azharul, 2021. "Effective monitoring of carbon emissions from industrial sector using statistical process control," Applied Energy, Elsevier, vol. 300(C).
    4. Mário Fernando De Sousa & Helton Saulo & Víctor Leiva & Paulo Scalco, 2018. "On Some Properties Of A New Asymmetry-Based Tobit Model," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 129, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    5. Jimmy Reyes & Jaime Arrué & Víctor Leiva & Carlos Martin-Barreiro, 2021. "A New Birnbaum–Saunders Distribution and Its Mathematical Features Applied to Bimodal Real-World Data from Environment and Medicine," Mathematics, MDPI, vol. 9(16), pages 1-19, August.
    6. Víctor Leiva & Helton Saulo & Rubens Souza & Robert G. Aykroyd & Roberto Vila, 2021. "A new BISARMA time series model for forecasting mortality using weather and particulate matter data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 346-364, March.
    7. Aykroyd, Robert G. & Leiva, Víctor & Ruggeri, Fabrizio, 2019. "Recent developments of control charts, identification of big data sources and future trends of current research," Technological Forecasting and Social Change, Elsevier, vol. 144(C), pages 221-232.
    8. Camilo Lillo & Víctor Leiva & Orietta Nicolis & Robert G. Aykroyd, 2018. "L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(2), pages 187-209, January.

21. V�ctor Leiva & Carolina Marchant & Helton Saulo & Muhammad Aslam & Fernando Rojas, 2014. "Capability indices for Birnbaum-Saunders processes applied to electronic and food industries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 1881-1902, September.

    Cited by:

    1. Sanku Dey & Mahendra Saha & M. Z. Anis & Sudhansu S. Maiti & Sumit Kumar, 2023. "Estimation and confidence intervals of $$C_{Np}(u,v)$$ C Np ( u , v ) for logistic-exponential distribution with application," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(1), pages 431-446, March.
    2. Mahendra Saha & Sanku Dey & Sudhansu S. Maiti, 2019. "Bootstrap confidence intervals of CpTk for two parameter logistic exponential distribution with applications," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(4), pages 623-631, August.
    3. Xu Guo & Hecheng Wu & Gaorong Li & Qiuyue Li, 2017. "Inference for the common mean of several Birnbaum–Saunders populations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 941-954, April.
    4. Aykroyd, Robert G. & Leiva, Víctor & Ruggeri, Fabrizio, 2019. "Recent developments of control charts, identification of big data sources and future trends of current research," Technological Forecasting and Social Change, Elsevier, vol. 144(C), pages 221-232.
    5. Camilo Lillo & Víctor Leiva & Orietta Nicolis & Robert G. Aykroyd, 2018. "L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(2), pages 187-209, January.
    6. Carolina Marchant & Víctor Leiva & Francisco José A. Cysneiros & Juan F. Vivanco, 2016. "Diagnostics in multivariate generalized Birnbaum-Saunders regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2829-2849, November.
    7. Chanseok Park & Min Wang, 2024. "Parameter Estimation of Birnbaum-Saunders Distribution under Competing Risks Using the Quantile Variant of the Expectation-Maximization Algorithm," Mathematics, MDPI, vol. 12(11), pages 1-17, June.

22. Helton Saulo & Leandro Rêgo & Jose Divino, 2013. "Fiscal and monetary policy interactions: a game theory approach," Annals of Operations Research, Springer, vol. 206(1), pages 341-366, July.

    Cited by:

    1. Anjali Singh & Anjana Gupta & Aparna Mehra, 2020. "Matrix games with 2-tuple linguistic information," Annals of Operations Research, Springer, vol. 287(2), pages 895-910, April.
    2. Anelí Bongers & Carmen Díaz-Roldán, 2019. "Stabilization Policies and Technological Shocks: Towards a Sustainable Economic Growth Path," Sustainability, MDPI, vol. 11(1), pages 1-19, January.
    3. Roy Cerqueti & Raffaella Coppier, 2016. "A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption," Annals of Operations Research, Springer, vol. 243(1), pages 71-87, August.
    4. Roger Alejandro Banegas Rivero & Marco Alberto Nunez Ramirez & Sacnicte Valdez Del Rio, 2021. "Interaction of Economic Policy. Lessons on Social Welfare and Risk Premium," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 17(1), pages 7-29.
    5. Kim, Jeong-Yoo & Choi, Hyung Sun, 2023. "Monetary policy, fiscal policy and cross signal jamming," Journal of Macroeconomics, Elsevier, vol. 75(C).
    6. Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021. "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, vol. 306(1), pages 57-81, November.
    7. Z. Nikooeinejad & M. Heydari & M. Saffarzadeh & G. B. Loghmani & J. Engwerda, 2022. "Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 775-801, February.
    8. Dat Thanh Nguyen & Viet Anh Hoang, 2020. "Monetary Consequences of Fiscal Stress in a Game Theoretic Framework," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 125-164.

23. Marchant, Carolina & Bertin, Karine & Leiva, Víctor & Saulo, Helton, 2013. "Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 1-15.

    Cited by:

    1. Y. Ziane & S. Adjabi & N. Zougab, 2015. "Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1645-1658, August.
    2. Célestin C. Kokonendji & Sobom M. Somé, 2021. "Bayesian Bandwidths in Semiparametric Modelling for Nonnegative Orthant Data with Diagnostics," Stats, MDPI, vol. 4(1), pages 1-22, March.
    3. Malec, Peter & Schienle, Melanie, 2012. "Nonparametric Kernel density estimation near the boundary," SFB 649 Discussion Papers 2012-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
       • Malec, Peter & Schienle, Melanie, 2014. "Nonparametric kernel density estimation near the boundary," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 57-76.
    4. Xu Li & Juxia Xiao & Weixing Song & Jianhong Shi, 2019. "Local linear regression with reciprocal inverse Gaussian kernel," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(6), pages 733-758, August.
    5. Ouimet, Frédéric & Tolosana-Delgado, Raimon, 2022. "Asymptotic properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    6. Gaku Igarashi, 2016. "Bias reductions for beta kernel estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 1-30, March.
    7. Gery Geenens, 2021. "Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R +," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 953-977, October.
    8. Ziane Yasmina & Zougab Nabil & Adjabi Smail, 2021. "Body tail adaptive kernel density estimation for nonnegative heavy-tailed data," Monte Carlo Methods and Applications, De Gruyter, vol. 27(1), pages 57-69, March.
    9. V�ctor Leiva & Carolina Marchant & Helton Saulo & Muhammad Aslam & Fernando Rojas, 2014. "Capability indices for Birnbaum-Saunders processes applied to electronic and food industries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 1881-1902, September.
    10. Danúbia R. Cunha & Roberto Vila & Helton Saulo & Rodrigo N. Fernandez, 2020. "A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data," JRFM, MDPI, vol. 13(3), pages 1-20, March.
    11. Yasmina Ziane & Nabil Zougab & Smail Adjabi, 2018. "Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data," Computational Statistics, Springer, vol. 33(1), pages 299-318, March.
    12. Kakizawa, Yoshihide, 2021. "A class of Birnbaum–Saunders type kernel density estimators for nonnegative data," Computational Statistics & Data Analysis, Elsevier, vol. 161(C).
    13. Gaku Igarashi, 2018. "Multivariate Density Estimation Using a Multivariate Weighted Log-Normal Kernel," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 247-266, August.
    14. Kakizawa, Yoshihide, 2022. "Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    15. Funke, Benedikt & Kawka, Rafael, 2015. "Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 148-162.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ECM: Econometrics (5) 2018-04-09 2021-03-22 2021-09-13 2022-08-15 2022-08-29. Author is listed
2. NEP-ETS: Econometric Time Series (1) 2021-09-13
3. NEP-ISF: Islamic Finance (1) 2021-09-13

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