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...
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| Дата: | 2006 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | https://nasplib.isofts.kiev.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| _version_ | 1862752802680340480 |
|---|---|
| author | Kukush, A. Polekha, M. |
| author_facet | Kukush, A. Polekha, M. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-12-07T21:18:16Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4458 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T21:18:16Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Kukush, A. Polekha, M. 2009-11-11T15:20:56Z 2009-11-11T15:20:56Z 2006 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 https://nasplib.isofts.kiev.ua/handle/123456789/4458 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. en Інститут математики НАН України A googness of-fit-test for a multivariate errors-in-variables model Article published earlier |
| spellingShingle | A googness of-fit-test for a multivariate errors-in-variables model Kukush, A. Polekha, M. |
| title | 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_short | 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 |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4458 |
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