bibtype K - Conference Paper (Czech conference)
ARLID 0346976
utime 20240103193824.1
mtime 20101004235959.9
title (primary) (eng) On analysis of martingale residuals in lifetime models
specification
page_count 8 s.
serial
ARLID cav_un_epca*0346975
ISBN 978-80-7372-619-5
title Reliability Quality Estimation 09
page_num 178-185
publisher
place Liberec
name Technická universita v Liberci
year 2010
keyword Bayes statistics
keyword lifetime model
keyword martingale residuals
author (primary)
ARLID cav_un_auth*0101227
name1 Volf
name2 Petr
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
institution UTIA-B
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2010/SI/volf-on analysis of martingale residuals in lifetime models.pdf
cas_special
project
project_id 1M06047
agency GA MŠk
country CZ
ARLID cav_un_auth*0217941
research CEZ:AV0Z10750506
abstract (eng) 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.
action
ARLID cav_un_auth*0262684
name REQUEST 09
place Liberec
dates 26.11.2009-27.11.2009
country CZ
reportyear 2011
RIV BB
permalink http://hdl.handle.net/11104/0187858
arlyear 2010
mrcbU63 cav_un_epca*0346975 Reliability Quality Estimation 09 978-80-7372-619-5 178 185 Liberec Technická universita v Liberci 2010