Home › Categories › Business & Finance› Download

Download.pdf

volf-on bayes assessing of goodness-of-fit in lifetime models.pdf

🔗 Source: library.utia.cas.cz

📊 Size: 154 KB

📄 Pages: 7 pages

⬇️ Downloads: 405

Summary

The contribution deals with statistical tests of model fit, specifically focusing on Bayes assessment of goodness-of-fit in lifetime models. Martingale residuals are defined for lifetime models based on failure intensities, and their properties are analyzed. A Bayes procedure for estimation in Cox's and AFT models is presented, with the main concern being the Bayes construction of residual processes and goodness-of-fit tests based on them. The method is illustrated with an example using randomly generated data. The paper discusses the properties of residuals, including the Nelson-Aalen estimator, and introduces a Bayes variant of residual analysis, which assumes all model components as random quantities with a prior probability distribution. The result is a posterior distribution of model components, estimated using Markov Chain Monte Carlo (MCMC) methods.

Download File

Description

The contribution deals with statistical tests of model fit, specifically focusing on Bayes assessment of goodness-of-fit in lifetime models.

Technical Information

File Format: PDF
File Size: 154 KB
Pages: 7
Language: EN
Total Downloads: 405
Last Updated: 20 hours ago

Document Overview

This PDF document about Download provides comprehensive information and guidance. Whether you're a beginner or advanced user, this resource offers valuable insights into Download.