A goodness-of-fit test for a polynomial errors-in-variables model

Ukrainian Mathematical Journal

Volumn 56, Issue 4, 2004, Pages 641-661

  Cheng, C L ^a   Kukush, A G ^b  

^a ACADEMIA SINICA   (Taiwan)

^b TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24044553565     PISSN: 00415995     EISSN: 15739376     Source Type: Journal    
DOI: 10.1007/s11253-005-0095-9     Document Type: Article

References (8)

1. C.-L. Cheng and H. Schneeweiss, "Polynomial regression with errors in the variables," J. R. Statist. Soc. B, 60, 189-199 (1998).
2. R. J. Carroll, D. Ruppert, and L. A. Stefanski, Measurement Error in Nonlinear Models, Chapman and Hall, London (1995).
3. C.-L. Cheng, H. Schneeweiss, and M. Thamerus, "A small sample estimator for a polynomial regression with errors in the variables," J. R. Statist. Soc. B, 62, 699-709 (2000).
4. C.-L. Cheng and H. Schneeweiss, "On the polynomial measurement error model," in: S. van Huffel and P. Lemmerling (editors), Total Least Squares and Errors-in-Variables Modeling, Kluwer, Dordrecht (2002), pp. 131-143.
5. L. Zhu, H. Cui, and K. W. Ng, "Testing lack-of-fit for linear errors-in-variables model," Acta Appl. Math. (to appear).
6. p (p > 2) spanned by sequences of independent random variables," Isr. J. Math., 8, 273-303 (1970).
7. H. Schneeweiss and T. Nittner, Estimating a Polynomial Regression with Measurement Errors in the Structural and in the Functional Case - a Comparison, Discuss. Paper 197. Sonderforschungbereich 386, Univ. Munich, Munich (2000).
8. A. Kukush and H. Schneeweiss, "A comparison of asymptotic covariance matrices of adjusted least squares and structural least squares in error ridden polynomial regression," J. Statist. Plan. Inference (to appear).