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Estimation of linear structural relationships.

by Chung Sai Ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 53-56). / SUMMARY / Chapter 1. --- Introduction --- p.1 / "Functional, Structural and Ultrastructural Relationships" --- p.2 / Identifiability --- p.4 / Non-normally Distributed Regressor --- p.5 / Chapter 2. --- Underlying Non-normality --- p.7 / Beta Regressor and Guassian Errors --- p.8 / Moments --- p.14 / Moment Generating Function & Characteristic Function --- p.17 / Modality --- p.18 / Distribution Portfolio --- p.21 / Chapter 3. --- Modified Maximum Likelihood Estimation --- p.24 / Consistency --- p.26 / Asymptotically Normality --- p.30 / Efficiency of the MMLE --- p.34 / Chapter 4. --- Monte Carlo Simulation Studies --- p.36 / The Use of MMLE --- p.36 / Third Order Moment Estimator with Asymptotically Minimal Variance --- p.42 / Robustness --- p.46 / Chapter 5. --- Discussions and Conclusions --- p.48 / Other Alternatives --- p.48 / Semiparametric and Nonparametric Maximum Likelihood Estimation --- p.51 / References --- p.53

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_321496
Date January 1996
ContributorsChung, Sai Ho., Chinese University of Hong Kong Graduate School. Division of Statistics.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, 56 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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