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A nonparametric visual test of mixed hazard models

Spreeuw, J., Nielsen, J. P. & Jarner, S. F. (2013). A nonparametric visual test of mixed hazard models. SORT - Statistics and Operations Research Transactions, 37(2), pp. 153-174.


We consider mixed hazard models and introduce a new visual inspection technique capable of detecting the credibility of our model assumptions. Our technique is based on a transformed data approach, where the density of the transformed data should be close to the uniform distribution when our model assumptions are correct. To estimate the density on the transformed axis we take advantage of a recently defined local linear density estimator based on filtered data. We apply the method to national mortality data and show that it is capable of detecting signs of heterogeneity even in small data sets with substantial variability in observed death rates.

Publication Type: Article
Publisher Keywords: Mortality data, frailty models, visual inspection
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management
Departments: Bayes Business School > Actuarial Science & Insurance
SWORD Depositor:
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