On analysis of martingale residuals in lifetime models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F10%3A00346976" target="_blank" >RIV/67985556:_____/10:00346976 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On analysis of martingale residuals in lifetime models
Original language description
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 constructionof residual processes and model goodness-of-t assessing will be proposed and demonstrated on an example with Cox's regression model.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/1M06047" target="_blank" >1M06047: Research Center for Quality and Reliability of Production</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Reliability Quality Estimation 09
ISBN
978-80-7372-619-5
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
Technická universita v Liberci
Place of publication
Liberec
Event location
Liberec
Event date
Nov 26, 2009
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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