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| 1.26 MB | Adobe PDF |
Advisor(s)
Abstract(s)
A well-known property of cumulant generating function is used to
estimate the first four order cumulants, using least-squares estimators.
In the case of additive models, empirical best linear unbiased
predictors are also obtained. Pairs of independent and identically
distributed models associated with the treatments of a base design
are used to obtain unbiased estimators for the fourth-order cumulants.
An application to real data is presented, showing the good
behaviour of the least-squares estimators and the great flexibility of
our approach.
Description
Keywords
ANOVA Cumulants Linear models Moments