Essays about: "cumulative sums of martingale residuals"
Found 1 essay containing the words cumulative sums of martingale residuals.
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1. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model
University essay from Uppsala universitet/Statistiska institutionenAbstract : In this thesis, two methods for assessing the functional form of covariates in the Cox proportional hazards model are evaluated. The methods include one graphical check based on martingale residuals and one graphical check, together with a Kolmogorov-type supremum test, based on cumulative sums of martingale residuals. READ MORE
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