Spurious regression.
Ventosa-Santaulària, D. (2009)
Journal of Probability and Statistics
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Ventosa-Santaulària, D. (2009)
Journal of Probability and Statistics
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Petr Volf (2005)
Kybernetika
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A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study advantages of such an approach. First, a rather general model allowing for the dependence of both components mutually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process...
Sparks, Ross (2004)
Journal of Applied Mathematics and Decision Sciences
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Petr Volf, Aleš Linka (2001)
Kybernetika
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A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit...
David Kraus (2009)
Kybernetika
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Transformation models for two samples of censored data are considered. Main examples are the proportional hazards and proportional odds model. The key assumption of these models is that the ratio of transformation rates (e. g., hazard rates or odds rates) is constant in time. A~method of verification of this proportionality assumption is developed. The proposed procedure is based on the idea of Neyman's smooth test and its data-driven version. The method is suitable for detecting monotonic...