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Full Screen- TITLE
- DECLARATION
- CERTIFICATE
- ACKNOWLEDGEMENT
- ABSTRACT
- CONTENTS
- 1. INTRODUCTION AND SUMMARY
- 1.1 Introduction
- 1.2 Summary
- References
- 2. A CLASS OF SYMMETRIC MESOKURTIC DISTRIBUTIONS
- 2.1 Introduction
- 2.2 Moment Measure of Kurtosis
- 2.3 Symmetric Mesokurtic Family of Distributions
- 2.4 Characterization Results of a Class of Symmetric MesokurticDistributions
- 2.5 A Sub-family of Symmetric Mesokurtic Distributions
- 2.6 Robustness of Mean as an Estimator of Location
- References
- 3. A CLASS OF MESOKURTIC DISTRIBUTIONS AS ALTERNATIVE TO NORMAL DISTRIBUTION
- 3.1 Introduction
- 3.2 Kurtosis as a Measure of Peakedness, Tail Weight, Tail Lengthand ‘ Lack of Shoulders’
- 3.3 Horn’ s Measure of Kurtosis
- 3.4 Spread Function
- 3.5 Van Zwet’ s Ordering
- 3.6 Other Kurtosis Comparisons
- 3.7 Efficiency of Mean as an Estimator of Location Parameter
- 3.8 Conclusion
- References
- 4. THE MODIFIED MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS
- 4.1 Introduction
- 4.2 MML Estimates
- 4.3 Asymptotic Variance and Covariances
- 4.4 Comparison of the Efficiency of the Estimates.
- References
- 5. APPLICATION TO REGRESSION AND TIME SERIES ANALYSIS
- 5.1 Introduction
- 5.2 MML Estimates of Parameters θ 0, θ 1 and
- 5.3 Auto Regressive Models With Symmetric Mesokurtic Distributions
- 5.4 AR (1) Model
- 5.5 Information Matrix of the Parameters a and λ
- 5.6 MML Estimates
- 5.7 General AR (1) model
- 5.8 Application to AR (q) model
- References