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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

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

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

  • 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