bibtype |
V -
Research Report
|
ARLID |
0364762 |
utime |
20240103195557.5 |
mtime |
20111007235959.9 |
title
(primary) (eng) |
Goodness-of-fit test for the AFT model based on martingale residuals |
publisher |
place |
Praha |
name |
ÚTIA AV ČR |
pub_time |
2011 |
|
specification |
|
edition |
name |
Research Reports |
volume_id |
2309 |
|
keyword |
accelerated failure time model |
keyword |
martingale residuals |
keyword |
goodness-of-fit test |
author
(primary) |
ARLID |
cav_un_auth*0265032 |
name1 |
Novák |
name2 |
Petr |
full_dept (cz) |
Stochastická informatika |
full_dept (eng) |
Department of Stochastic Informatics |
department (cz) |
SI |
department (eng) |
SI |
institution |
UTIA-B |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
cas_special |
research |
CEZ:AV0Z10750506 |
abstract
(eng) |
The Accelerated Failure Time model presents a way how to easily describe survival data with regression on covariates. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In the present work we introduce a goodness-of-fit statistics based on modern martingale theory. On simulated data we try to estimate empirical properties of the test for various situations. |
reportyear |
2012 |
RIV |
BB |
num_of_auth |
1 |
mrcbC52 |
4 O 4o 20231122134700.1 |
permalink |
http://hdl.handle.net/11104/0200155 |
arlyear |
2011 |
mrcbTft |
\nSoubory v repozitáři: 0364762.pdf |
mrcbU10 |
2011 |
mrcbU10 |
Praha ÚTIA AV ČR |
|