Zobrazeno 1 - 10
of 478
pro vyhledávání: '"Kukush A"'
Publikováno v:
In Econometrics and Statistics July 2024 31:38-48
Autor:
Kukush, Alexander, Senko, Ivan
Publikováno v:
Modern Stochastics: Theory and Applications 2020, Vol. 7, No. 2, 203-219
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:
http://arxiv.org/abs/2006.14818
Autor:
Kukush, Alexander, Mandel, Igor
A criterion is proposed for testing hypothesis about the nature of the error variance in the dependent variable in linear model, which separates correctly and incorrectly specified models. In the former only measurement errors determine the variance
Externí odkaz:
http://arxiv.org/abs/1911.07556
Autor:
Chernova, Oksana, Kukush, Alexander
Publikováno v:
Modern Stochastics: Theory and Applications 2018, Vol. 5, No. 1, 37-52
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 $\beta$, with the unbounded paramete
Externí odkaz:
http://arxiv.org/abs/1804.01674
Autor:
Kukush, Alexander, Chernova, Oksana
Cox proportional hazards model with measurement error is investigated. In Kukush et al. (2011) [Journal of Statistical Research 45, 77-94] and Chimisov and Kukush (2014) [Modern Stochastics: Theory and Applications 1, 13-32] asymptotic properties of
Externí odkaz:
http://arxiv.org/abs/1703.10940
Publikováno v:
Статистика України, Vol 95, Iss 4, Pp 76-86 (2022)
The current demographic pattern in Ukraine features the decreasing birth rate and the increasing mortality, resulting in ageing and decline of the population, which breaks the favourable demographic balance. At the Ukrainian territories affected by r
Externí odkaz:
https://doaj.org/article/ef48d354af0d48ccada53178c42b1e2c
Publikováno v:
Modern Stochastics: Theory and Applications 2016, Vol. 3, No. 4, 287-302
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 leas
Externí odkaz:
http://arxiv.org/abs/1608.05122
We consider the fractional Ornstein-Uhlenbeck process with an unknown drift parameter and known Hurst parameter $H$. We propose a new method to test the hypothesis of the sign of the parameter and prove the consistency of the test. Contrary to the pr
Externí odkaz:
http://arxiv.org/abs/1604.02645
Publikováno v:
Modern Stochastics: Theory and Applications 2016, Vol. 3, No. 1, 47-57
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 no
Externí odkaz:
http://arxiv.org/abs/1604.01591
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