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  • Residual analysis is used commonly in statistical tests of model fit, i.e. of good correspondence between data and model. We shall recall the notion of martingale residuals dened for the case of lifetime models based on failure intensities. Analysis of these residual processes has already been studied by many authors. Nevertheless, Bayes approach to this problem is just developing. We shall present a Bayes procedure of estimation in models containing nonparametric components. Further, Bayes construction of residual processes and model goodness-of-t assessing will be proposed and demonstrated on an example with Cox's regression model.
  • Residual analysis is used commonly in statistical tests of model fit, i.e. of good correspondence between data and model. We shall recall the notion of martingale residuals dened for the case of lifetime models based on failure intensities. Analysis of these residual processes has already been studied by many authors. Nevertheless, Bayes approach to this problem is just developing. We shall present a Bayes procedure of estimation in models containing nonparametric components. Further, Bayes construction of residual processes and model goodness-of-t assessing will be proposed and demonstrated on an example with Cox's regression model. (en)
Title
  • On analysis of martingale residuals in lifetime models
  • On analysis of martingale residuals in lifetime models (en)
skos:prefLabel
  • On analysis of martingale residuals in lifetime models
  • On analysis of martingale residuals in lifetime models (en)
skos:notation
  • RIV/67985556:_____/10:00346976!RIV11-MSM-67985556
http://linked.open...avai/riv/aktivita
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  • P(1M06047), Z(AV0Z10750506)
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  • 276649
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  • RIV/67985556:_____/10:00346976
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  • Bayes statistics; lifetime model; martingale residuals (en)
http://linked.open.../riv/klicoveSlovo
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  • [F3E776216680]
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  • Liberec
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  • Liberec
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  • Reliability Quality Estimation 09
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  • Volf, Petr
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Technická univerzita v Liberci
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  • 978-80-7372-619-5
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