Zobrazeno 1 - 10
of 130
pro vyhledávání: '"Alexander Kukush"'
Autor:
Mykyta Yakovliev, Alexander Kukush
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 8, Iss 3, Pp 373-386 (2021)
A linear structural regression model is studied, where the covariate is observed with a mixture of the classical and Berkson measurement errors. Both variances of the classical and Berkson errors are assumed known. Without normality assumptions, cons
Externí odkaz:
https://doaj.org/article/dee00222297c4d6b883c23e6810b0f14
Autor:
Alexander Kukush, Ivan Senko
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 2, Pp 203-219 (2020)
A multivariate errors-in-variables (EIV) model with an intercept term, and a polynomial EIV model are considered. Focus is made on a structural homoskedastic case, where vectors of covariates are i.i.d. and measurement errors are i.i.d. as well. The
Externí odkaz:
https://doaj.org/article/f2c6f999b1994e088784291e20e2f694
Autor:
Oksana Chernova, Alexander Kukush
Publikováno v:
Lithuanian Journal of Statistics, Vol 58, Iss 1 (2019)
We investigate linear and nonlinear hypotheses testing in a Cox proportional hazards model for right-censored survival data when the covariates are subject to measurement errors. In Kukush and Chernova (2018) [Theor. Probability and Math. Statist. 96
Externí odkaz:
https://doaj.org/article/612f55e8192f488b900e543b9e2a4d80
Autor:
Oksana Chernova, Alexander Kukush
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 1, Pp 37-52 (2018)
Cox proportional hazards model with measurement errors is considered. In Kukush and Chernova (2017), we elaborated a simultaneous estimator of the baseline hazard rate $\lambda (\cdot )$ and the regression parameter β, with the unbounded parameter s
Externí odkaz:
https://doaj.org/article/3ec9ffcfc2744645a8b39ce778811b4c
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 4, Pp 287-302 (2016)
We consider a multivariable functional errors-in-variables model $AX\approx B$, 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 is constructed based on the total least squa
Externí odkaz:
https://doaj.org/article/c6735387cf1943b8a08774ffed4d7f1c
Publikováno v:
Transport, Vol 34, Iss 2 (2019)
Researches very often deal with the problem of missing data. This issue is caused by impossibility of data obtaining, its distortion or concealment. The goal of present paper is to recover missing data and to analyse Unmanned Aerial Vehicles (UAV) tr
Externí odkaz:
https://doaj.org/article/ff95822c062c4dcb9900a101256d6853
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 1, Pp 47-57 (2016)
We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of X, which, in the case of norm
Externí odkaz:
https://doaj.org/article/bf6bf9fab08a44f199923656fb74a896
Autor:
Alexander Kukush, István Fazekas
Publikováno v:
Austrian Journal of Statistics, Vol 34, Iss 2 (2016)
The prediction of a nonlinear functional of a random field is studied. The covariance-matching constrained kriging is considered. It is proved that the optimization problem induced by it always has a solution. The proof is constructive and it provide
Externí odkaz:
https://doaj.org/article/24c0c2ce0642446388f2dfdb0dc766dd
Autor:
Alexander Kukush, Andrii Malenko
Publikováno v:
Austrian Journal of Statistics, Vol 37, Iss 1 (2016)
A polynomial structural measurement error model is considered. A goodness-of-fit test is constructed based on the quasi-likelihood estimator, which is asymptotically optimal in a large class of estimators. The power of the test is discussed. The test
Externí odkaz:
https://doaj.org/article/6e351969cac04ce4b1eae5d269e7507a
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 2, Pp 105-105 (2016)
Externí odkaz:
https://doaj.org/article/ed3ce99ab2b2460fab0de0e27dde81dd