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 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
|
| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4458 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| 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| id |
irk-123456789-4458 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-44582009-11-12T12:00:26Z A googness of-fit-test for a multivariate errors-in-variables model Kukush, A. Polekha, M. 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. 2006 Article 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. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4458 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
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. |
| format |
Article |
| author |
Kukush, A. Polekha, M. |
| spellingShingle |
Kukush, A. Polekha, M. A googness of-fit-test for a multivariate errors-in-variables model |
| author_facet |
Kukush, A. Polekha, M. |
| author_sort |
Kukush, A. |
| title |
A googness of-fit-test for a multivariate errors-in-variables model |
| title_short |
A googness of-fit-test for a multivariate errors-in-variables model |
| title_full |
A googness of-fit-test for a multivariate errors-in-variables model |
| title_fullStr |
A googness of-fit-test for a multivariate errors-in-variables model |
| title_full_unstemmed |
A googness of-fit-test for a multivariate errors-in-variables model |
| title_sort |
googness of-fit-test for a multivariate errors-in-variables model |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4458 |
| citation_txt |
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. |
| work_keys_str_mv |
AT kukusha agoognessoffittestforamultivariateerrorsinvariablesmodel AT polekham agoognessoffittestforamultivariateerrorsinvariablesmodel AT kukusha goognessoffittestforamultivariateerrorsinvariablesmodel AT polekham goognessoffittestforamultivariateerrorsinvariablesmodel |
| first_indexed |
2023-03-24T08:30:15Z |
| last_indexed |
2023-03-24T08:30:15Z |
| _version_ |
1796139182717927424 |