Degree Type

Dissertation

Date of Award

1989

Degree Name

Doctor of Philosophy

Department

Statistics

First Advisor

Noel A. C. Cressie

Abstract

The properties of the usual one-sample T-statistic under nonnormal universes are investigated using Edgeworth expansions, and the findings reinforce the observations made by many authors in the past;Sufficient conditions for combining two independent unbiased estimators of a common mean in order to obtain a uniformly better (in variance sense) unbiased estimator is given. An upper bound for the inefficiency of such an estimator is also presented using a Kantorovich inequality;Heteroskedasticity-robust test procedures for the one-sample and two-sample problems are developed. An unbiased estimator of the variance of the ordinary least squares estimator of the slope parameter of a heteroskedastic simple linear regression model without intercept is given and performance of this estimator is assessed using Monte-Carlo simulations.

DOI

https://doi.org/10.31274/rtd-180813-9063

Publisher

Digital Repository @ Iowa State University, http://lib.dr.iastate.edu/

Copyright Owner

Nuwan Nanayakkara

Language

en

Proquest ID

AAI8920175

File Format

application/pdf

File Size

174 pages

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