3 citations · 6 across the 5 of their papers we have counts for
6 papers
Prediction in polynomial errors-in-variables models
Alexander Kukush, Ivan Senko
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…
Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set
Oksana Chernova, Alexander Kukush
Cox proportional hazards model with measurement errors is considered. In Kukush and Chernova (2017), we elaborated a simultaneous estimator of the baseline hazard rate a…
Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set
Alexander Kukush, Oksana Chernova
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 St…
Goodness-of-fit test in a multivariate errors-in-variables model
Alexander Kukush, Yaroslav Tsaregorodtsev
We consider a multivariable functional errors-in-variables model , where the data matrices and are observed with errors, and a matrix parameter is to be es…
Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process
Alexander Kukush, Yuliya Mishura, Kostiantyn Ralchenko
We consider the fractional Ornstein-Uhlenbeck process with an unknown drift parameter and known Hurst parameter . We propose a new method to test the hypothesis of the sign of t…
Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
Alexander Kukush, Yaroslav Tsaregorodtsev
We consider a multivariate functional measurement error model . The errors in are uncorrelated, row-wise independent, and have equal (unknown) variances. We st…