Chambers, Raymond Lourenco
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.
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