期刊
SURVEY REVIEW
卷 52, 期 370, 页码 13-23出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00396265.2018.1507361
关键词
M-split estimation; Elementary split potential; Statistical tests; Baarda's test; Monte Carlo simulations
The article presents the issue of determining a proper number of competitive functional models in the square M-split(q) estimation. It is assumed in the theoretical fundamentals of the method of parameter estimation in a split functional model that the observation vector may constitute an unrecognised and unassigned mixture of realisations of several random variables. As such, the observation vector may contain the realisations of a greater number of random variables than the adopted of the competitive functional models. Too small number of competitive functional models may leads to breakdown of M-split(q) estimation. In the theoretical part of the paper, a modified Baarda's test was proposed to detect too small a number of competitive functional models. The idea of the proposed approach is about detection of the observations that should not be assigned to a specific functional model. The efficacy of the proposed strategy was illustrated by two numerical examples.
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