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A linear model with stable residuals

Chambers, Raymond

Description

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.

CollectionsOpen Access Theses
Date published: 1975
Type: Thesis (Masters sub-thesis)
URI: http://hdl.handle.net/1885/133497

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