On prequential model assessment in life history analysis

Biometrika

Volumn 84, Issue 3, 1997, Pages 505-522

  Arjas, Elja ^a   Gasbarra, Dario ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Bayesian inference; Goodness of fit; Marked point process; Markov chain monte carlo; Prequential analysis

Indexed keywords

EID: 0012897086     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.3.505     Document Type: Article

References (18)

1. AALEN, O. O. & HOEM, J. M. (1978). Random time changes for multivariate counting processes. Scand. Actuar. J., 81-101.
2. ANDERSEN, P. K., BORGAN, Ø., GILL, R. D. & KEIDING, N. (1993). Statistical Models Based on Counting Processes. New York: Springer.
3. ARJAS, E. (1988). A graphical method for assessing goodness of fit in Cox's proportional hazards model. J. Am. Statist. Assoc. 83, 204-12.
4. BARLOW, W. E. & PRENTICE, R. L. (1988). Residuals for relative risk regression. Biometrika 75, 65-74.
5. BRÉMAUD, P. (1981). Point Processes and Queues. New York: Springer.
6. DAWID, A. P. (1984). Statistical theory: The prequential approach. J. R. Statist. Soc. A 147, 278-92.
7. DAWID, A.P. (1992). Prequential analysis, stochastic complexity and Bayesian inference. In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 109-25. Oxford University Press.
8. DAWID, A. P., SEILLIER-MOISEIWITSCH, F. & SWEETING, T. J. (1992). Prequential tests of model fit. Scand. J. Statist. 19, 45-60.
9. GELFAND, A. E., DEY, D. K. & CHANG, H. (1992). Model Determination using predictive distributions with implementation via sampling-based methods (with Discussion). In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, pp. 147-67. Oxford University Press.
10. GEYER, C. J. & THOMPSON, E. A. (1995). Annealing Markov Chain Monte Carlo with applications to ancestral inference. J. Am. Statist. Assoc. 90, 909-20.
11. MARINARI, E. & PARISI, G. (1992). Simulated tempering: a new Monte Carlo scheme. Europhys. Lett. 19, 451-8.
12. NORROS, I. (1986). A compensator representation of multivariate life lengths distributions, with applications. Scand. J. Statist. 13, 99-112.
13. RAFTERY, A. E. (1992). Discussion on paper by A. E. Gelfand, D. K. Dey and H. Chang. In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 160-3. Oxford University Press.
14. SEILLIER-MOISEIWITSCH, F. (1992). Discussion on paper by A. E. Gelfand, D. K. Dey and H. Chang. In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, p. 165. Oxford University Press.
15. SEILLIER-MOISEIWITSCH, F. & DAWID, A. P. (1993). On testing the validity of sequential probability forecasts. J. Am. Statist. Assoc. 88, 355-9.
16. THERNEAU, T. M., GRAMBSCH, P. M. & FLEMING, T. R. (1990). Martingale-based residuals for survival models. Biometrika 77, 147-60.
17. TIERNEY, L. (1994). Markov chains for exploring posterior distributions. Ann. Statist. 22, 1701-62.
18. WEI, L. J. (1984). Testing goodness-of-fit for the proportional hazards model with censored observations. J. Am. Statist. Assoc. 79, 642-52.