A googness of-fit-test for a multivariate errors-in-variables model

• Дата: 2006
• Автори: Kukush, A., Polekha, M.
• Формат: Стаття
• Мова: English
• Опубліковано: Інститут математики НАН України 2006
• Онлайн доступ: http://dspace.nbuv.gov.ua/handle/123456789/4458
• 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.

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...