A linear model with stable residuals
This thesis is concerned with an examination of large sample estimation procedures for the parameter β in the linear model Y = βX + ϵ when the disturbance term ϵ follows a symmetric stable law. The main emphasis of our work is directed towards the situation when the independent variable X follows a N(0, σ²) law, although alternative univariate and multivariate representations are also considered.
|Collections||Open Access Theses|
|Type:||Thesis (Masters sub-thesis)|
|b10158467_Chambers_Raymond_Lourenco.pdf||8.59 MB||Adobe PDF|
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