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...

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Дата:2006
Автори: Kukush, A., Polekha, M.
Формат: Стаття
Мова:English
Опубліковано: Інститут математики НАН України 2006
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
id nasplib_isofts_kiev_ua-123456789-4458
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
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title A googness of-fit-test for a multivariate errors-in-variables model
spellingShingle A googness of-fit-test for a multivariate errors-in-variables model
Kukush, A.
Polekha, M.
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
author Kukush, A.
Polekha, M.
author_facet Kukush, A.
Polekha, M.
publishDate 2006
language English
publisher Інститут математики НАН України
format Article
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.
issn 0321-3900
url https://nasplib.isofts.kiev.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.
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first_indexed 2025-12-07T21:18:16Z
last_indexed 2025-12-07T21:18:16Z
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