A googness of-fit-test for a multivariate errors-in-variables model
A multivariate errors-in-variables model AX ≈ B is considered, where the data matrices A and B are observed with errors, and a matrix parameter X is to be estimated. A goodness-of-fit test which is based on the moment estimator is constructed. The proposed test is asymptotically chi-squared under nu...
Збережено в:
| Дата: | 2006 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4458 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | A googness of-fit-test for a multivariate errors-in-variables model / A. Kukush, M. Polekha // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 63–74. — Бібліогр.: 6 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Резюме: | A multivariate errors-in-variables model AX ≈ B is considered, where the data matrices A and B are observed with errors, and a matrix parameter X is to be estimated. A goodness-of-fit test which is based on the
moment estimator is constructed. The proposed test is asymptotically chi-squared under null hypothesis. The power of the test is discussed. |
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