0346976 20240103193824.120101004235959.9 8 s. cav_un_epca*0346975978-80-7372-619-5178-185LiberecTechnická universita v Liberci2010 Bayes statistics lifetime model martingale residuals cav_un_auth*0101227 Volf Petr Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/SI/volf-on analysis of martingale residuals in lifetime models.pdf 1M06047 GA MŠk CZ cav_un_auth*0217941 CEZ:AV0Z10750506 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. cav_un_auth*0262684 REQUEST 09 Liberec 26.11.2009-27.11.2009 CZ 2011 BB http://hdl.handle.net/11104/0187858 2010 cav_un_epca*0346975 Reliability Quality Estimation 09 978-80-7372-619-5 178 185 Liberec Technická universita v Liberci 2010