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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
On analysis of martingale residuals in lifetime models
 Volf, Petr
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.
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Properties of capability indices estimates
 Michálek, Jiří
The contribution deals with the strong consistency of MLE of capability indices
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