Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression
Joint Authors
Somayasa, Wayan
Adhi Wibawa, Gusti N.
Hamimu, La
Ngkoimani, La Ode
Source
International Journal of Mathematics and Mathematical Sciences
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-09-07
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
We establish an asymptotic approach for checking the appropriateness of an assumed multivariate spatial regression model by considering the set-indexed partial sums process of the least squares residuals of the vector of observations.
In this work, we assume that the components of the observation, whose mean is generated by a certain basis, are correlated.
By this reason we need more effort in deriving the results.
To get the limit process we apply the multivariate analog of the well-known Prohorov’s theorem.
To test the hypothesis we define tests which are given by Kolmogorov-Smirnov (KS) and Cramér-von Mises (CvM) functionals of the partial sums processes.
The calibration of the probability distribution of the tests is conducted by proposing bootstrap resampling technique based on the residuals.
We studied the finite sample size performance of the KS and CvM tests by simulation.
The application of the proposed test procedure to real data is also discussed.
American Psychological Association (APA)
Somayasa, Wayan& Adhi Wibawa, Gusti N.& Hamimu, La& Ngkoimani, La Ode. 2016. Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression. International Journal of Mathematics and Mathematical Sciences،Vol. 2016, no. 2016, pp.1-16.
https://search.emarefa.net/detail/BIM-1106305
Modern Language Association (MLA)
Somayasa, Wayan…[et al.]. Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression. International Journal of Mathematics and Mathematical Sciences No. 2016 (2016), pp.1-16.
https://search.emarefa.net/detail/BIM-1106305
American Medical Association (AMA)
Somayasa, Wayan& Adhi Wibawa, Gusti N.& Hamimu, La& Ngkoimani, La Ode. Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression. International Journal of Mathematics and Mathematical Sciences. 2016. Vol. 2016, no. 2016, pp.1-16.
https://search.emarefa.net/detail/BIM-1106305
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1106305