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https://elib.bsu.by/handle/123456789/93483| Title: | Goodness-of-Fit Test in a Structural Errors-in-Variables Model Based on the Quasi-Likelihood Estimator |
| Authors: | Kukush, A. G. Malenko, A. L. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | A polynomial structural measurement error model is considered. A goodnessof- 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 for the linear model is studied in more detail. Similar test can be applied to much more general situation, where the estimator is constructed by optimization or score equations. |
| URI: | http://elib.bsu.by/handle/123456789/93483 |
| Appears in Collections: | Section 1. ROBUST AND NONPARAMETRIC DATA ANALYSIS |
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