A googness of-fit-test for a multivariate errors-in-variables model
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
A googness of-fit-test for a multivariate errors-in-variables model
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| Creator |
Kukush, A.
Polekha, M. |
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| 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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| Date |
2009-11-11T15:20:56Z
2009-11-11T15:20:56Z 2006 |
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| Type |
Article
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| Identifier |
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 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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