Goodness-of-fit test in a multivariate errors-in-variables model AX=B
| Autor: | Alexander Kukush, Yaroslav Tsaregorodtsev |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2016 |
| Předmět: | |
| Zdroj: | Modern Stochastics: Theory and Applications, Vol 3, Iss 4, Pp 287-302 (2016) |
| Druh dokumentu: | article |
| ISSN: | 2351-6046 2351-6054 |
| DOI: | 10.15559/16-VMSTA67 |
| Popis: | 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 squares estimator. The proposed test is asymptotically chi-squared under null hypothesis. The power of the test under local alternatives is discussed. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
|