Estimation of linear structural relationships.

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