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

dc.contributor.author	Kukush, A.
dc.contributor.author	Polekha, M.
dc.date.accessioned	2009-11-11T15:20:56Z
dc.date.available	2009-11-11T15:20:56Z
dc.date.issued	2006
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4458
dc.description.abstract	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_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	A googness of-fit-test for a multivariate errors-in-variables model	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US