Essays about: "martingale residuals"

Found 2 essays containing the words martingale residuals.

  1. 1. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Linnea Karlsson; [2016]
    Keywords : Cox model; martingale residuals; cumulative sums of martingale residuals; functional form; misspecification; smoothed scatterplots; supremum test;

    Abstract : 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

  3. 2. An evaluation of the Cox-Snell residuals

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Elin Ansin; [2015]
    Keywords : Cox-Snell residuals; Martingale residuals; Proportional Hazards Model; Survival models;

    Abstract : It is common practice to use Cox-Snell residuals to check for overall goodness of tin survival models. We evaluate the presumed relation of unit exponentially dis-tributed residuals for a good model t and evaluate under some violations of themodel. READ MORE