Original title: On analysis of martingale residuals in lifetime models
Authors: Volf, Petr
Document type: Papers
Conference/Event: REQUEST 09, Liberec (CZ), 2009-11-26 / 2009-11-27
Year: 2010
Language: eng
Abstract: 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 de¯ned 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.
Keywords: Bayes statistics; lifetime model; martingale residuals
Project no.: CEZ:AV0Z10750506 (CEP), 1M06047 (CEP)
Funding provider: GA MŠk
Host item entry: Reliability Quality Estimation 09, ISBN 978-80-7372-619-5

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2010/SI/volf-on analysis of martingale residuals in lifetime models.pdf
Original record: http://hdl.handle.net/11104/0187858

Permalink: http://www.nusl.cz/ntk/nusl-41647


The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers