Chambers, Raymond2017-11-082017-11-08b1015846http://hdl.handle.net/1885/133497This 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.1 v. (various pagings)application/pdfen-AUAuthor retains copyrightEstimation theoryDistribution (Probability theory)A linear model with stable residuals197510.25911/5d723a02a30a82017-10-23