Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. The class of elliptical distributions is an extension of the normal distribution and includes distribution...

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Bibliographic Details
Main Author: Kuljus, Kristi
Format: Doctoral Thesis
Language:English
Published: Uppsala universitet, Matematisk statistik 2008
Subjects:
elliptical distributions
multivariate ranks
rank covariance matrix
linear rank regression
heteroscedastic errors
linear rank statistics
Mathematical statistics
Matematisk statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-9305
http://nbn-resolving.de/urn:isbn:978-91-506-2026-9

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-9305
http://nbn-resolving.de/urn:isbn:978-91-506-2026-9

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