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You searched for subject:(estimating functions). Showing records 1 – 11 of 11 total matches.

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Western Michigan University

1. Niu, Xiaomeng. Statistical Models for Correlated Data.

Degree: PhD, Statistics, 2018, Western Michigan University

  Correlated data arise frequently in many studies where multiple response variables or repeatedly measured responses within subjects are correlated. My dissertation topic lies broadly… (more)

Subjects/Keywords: Correlated data analysis; estimation efficiency; estimating functions; Statistics and Probability

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Niu, X. (2018). Statistical Models for Correlated Data. (Doctoral Dissertation). Western Michigan University. Retrieved from https://scholarworks.wmich.edu/dissertations/3220

Chicago Manual of Style (16th Edition):

Niu, Xiaomeng. “Statistical Models for Correlated Data.” 2018. Doctoral Dissertation, Western Michigan University. Accessed December 09, 2019. https://scholarworks.wmich.edu/dissertations/3220.

MLA Handbook (7th Edition):

Niu, Xiaomeng. “Statistical Models for Correlated Data.” 2018. Web. 09 Dec 2019.

Vancouver:

Niu X. Statistical Models for Correlated Data. [Internet] [Doctoral dissertation]. Western Michigan University; 2018. [cited 2019 Dec 09]. Available from: https://scholarworks.wmich.edu/dissertations/3220.

Council of Science Editors:

Niu X. Statistical Models for Correlated Data. [Doctoral Dissertation]. Western Michigan University; 2018. Available from: https://scholarworks.wmich.edu/dissertations/3220


University of Ottawa

2. Liu, Hai Yan. Modeling Recurrent Gap Times Through Conditional GEE .

Degree: 2018, University of Ottawa

 We present a theoretical approach to the statistical analysis of the dependence of the gap time length between consecutive recurrent events, on a set of… (more)

Subjects/Keywords: Conditional estimating functions; Recurrent events; Censoring; Covariates; Strong consistency of estimators; Asymptotic normality of estimators

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APA (6th Edition):

Liu, H. Y. (2018). Modeling Recurrent Gap Times Through Conditional GEE . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/37997

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Hai Yan. “Modeling Recurrent Gap Times Through Conditional GEE .” 2018. Thesis, University of Ottawa. Accessed December 09, 2019. http://hdl.handle.net/10393/37997.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Hai Yan. “Modeling Recurrent Gap Times Through Conditional GEE .” 2018. Web. 09 Dec 2019.

Vancouver:

Liu HY. Modeling Recurrent Gap Times Through Conditional GEE . [Internet] [Thesis]. University of Ottawa; 2018. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10393/37997.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu HY. Modeling Recurrent Gap Times Through Conditional GEE . [Thesis]. University of Ottawa; 2018. Available from: http://hdl.handle.net/10393/37997

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Waterloo

3. Zhu, Yayuan. Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times.

Degree: 2016, University of Waterloo

 Event history studies based on disease clinic data often face several complications. Specifically, patients visit the clinic irregularly, and the intermittent inspection times depend on… (more)

Subjects/Keywords: intermittent observation; outcome-dependent follow-up; dependent interval censoring; inverse-intensity-of-visit weighted estimating functions; survival analysis

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APA (6th Edition):

Zhu, Y. (2016). Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/10171

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhu, Yayuan. “Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times.” 2016. Thesis, University of Waterloo. Accessed December 09, 2019. http://hdl.handle.net/10012/10171.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhu, Yayuan. “Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times.” 2016. Web. 09 Dec 2019.

Vancouver:

Zhu Y. Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times. [Internet] [Thesis]. University of Waterloo; 2016. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10012/10171.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhu Y. Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times. [Thesis]. University of Waterloo; 2016. Available from: http://hdl.handle.net/10012/10171

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

4. Li, Daoji. Empirical likelihood and mean-variance models for longitudinal data.

Degree: PhD, 2011, University of Manchester

 Improving the estimation efficiency has always been one of the important aspects in statistical modelling. Our goal is to develop new statistical methodologies yielding more… (more)

Subjects/Keywords: 519.5; Correlation structures; Empirical likelihood; Generalized linear models; Generalized estimating equations; Longitudinal data; Mean-varaince models; Quasi-likelihood; Quadratic inference functions; Variance function

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, D. (2011). Empirical likelihood and mean-variance models for longitudinal data. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/empirical-likelihood-and-meanvariance-models-for-longitudinal-data(98e3c7ef-fc88-4384-8a06-2c76107a9134).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606874

Chicago Manual of Style (16th Edition):

Li, Daoji. “Empirical likelihood and mean-variance models for longitudinal data.” 2011. Doctoral Dissertation, University of Manchester. Accessed December 09, 2019. https://www.research.manchester.ac.uk/portal/en/theses/empirical-likelihood-and-meanvariance-models-for-longitudinal-data(98e3c7ef-fc88-4384-8a06-2c76107a9134).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606874.

MLA Handbook (7th Edition):

Li, Daoji. “Empirical likelihood and mean-variance models for longitudinal data.” 2011. Web. 09 Dec 2019.

Vancouver:

Li D. Empirical likelihood and mean-variance models for longitudinal data. [Internet] [Doctoral dissertation]. University of Manchester; 2011. [cited 2019 Dec 09]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/empirical-likelihood-and-meanvariance-models-for-longitudinal-data(98e3c7ef-fc88-4384-8a06-2c76107a9134).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606874.

Council of Science Editors:

Li D. Empirical likelihood and mean-variance models for longitudinal data. [Doctoral Dissertation]. University of Manchester; 2011. Available from: https://www.research.manchester.ac.uk/portal/en/theses/empirical-likelihood-and-meanvariance-models-for-longitudinal-data(98e3c7ef-fc88-4384-8a06-2c76107a9134).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606874

5. LI YUE. Resampling methods for longitudinal data analysis.

Degree: 2006, National University of Singapore

Subjects/Keywords: Longitudinal data analysis; resampling; smooth bootstrap; estimating functions; Edgeworth expansion; first-term correction

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APA (6th Edition):

YUE, L. (2006). Resampling methods for longitudinal data analysis. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/15460

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

YUE, LI. “Resampling methods for longitudinal data analysis.” 2006. Thesis, National University of Singapore. Accessed December 09, 2019. http://scholarbank.nus.edu.sg/handle/10635/15460.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

YUE, LI. “Resampling methods for longitudinal data analysis.” 2006. Web. 09 Dec 2019.

Vancouver:

YUE L. Resampling methods for longitudinal data analysis. [Internet] [Thesis]. National University of Singapore; 2006. [cited 2019 Dec 09]. Available from: http://scholarbank.nus.edu.sg/handle/10635/15460.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

YUE L. Resampling methods for longitudinal data analysis. [Thesis]. National University of Singapore; 2006. Available from: http://scholarbank.nus.edu.sg/handle/10635/15460

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Waterloo

6. Zhou, Qian. Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection.

Degree: 2009, University of Waterloo

Estimating functions have been widely used for parameter estimation in various statistical problems. Regular estimating functions produce parameter estimators which have desirable properties, such as… (more)

Subjects/Keywords: Estimating functions; Information unbiasedness; Quasi-likelihood inference; Model misspecfication; Model selection

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APA (6th Edition):

Zhou, Q. (2009). Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4614

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhou, Qian. “Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection.” 2009. Thesis, University of Waterloo. Accessed December 09, 2019. http://hdl.handle.net/10012/4614.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhou, Qian. “Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection.” 2009. Web. 09 Dec 2019.

Vancouver:

Zhou Q. Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10012/4614.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhou Q. Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4614

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Pereira, Gustavo Henrique de Araujo. "Modelos de risco de crédito de clientes: Uma aplicação a dados reais".

Degree: Mestrado, Estatística, 2004, University of São Paulo

Modelos de customer scoring são utilizados para mensurar o risco de crédito de clientes de instituições financeiras. Neste trabalho, são apresentadas três estratégias que podem… (more)

Subjects/Keywords: credit risk; credit scoring; credit scoring; customer scoring; customer scoring; estimating functions; funções de estimação; risco de crédito

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APA (6th Edition):

Pereira, G. H. d. A. (2004). "Modelos de risco de crédito de clientes: Uma aplicação a dados reais". (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-28122004-224257/ ;

Chicago Manual of Style (16th Edition):

Pereira, Gustavo Henrique de Araujo. “"Modelos de risco de crédito de clientes: Uma aplicação a dados reais".” 2004. Masters Thesis, University of São Paulo. Accessed December 09, 2019. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-28122004-224257/ ;.

MLA Handbook (7th Edition):

Pereira, Gustavo Henrique de Araujo. “"Modelos de risco de crédito de clientes: Uma aplicação a dados reais".” 2004. Web. 09 Dec 2019.

Vancouver:

Pereira GHdA. "Modelos de risco de crédito de clientes: Uma aplicação a dados reais". [Internet] [Masters thesis]. University of São Paulo; 2004. [cited 2019 Dec 09]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-28122004-224257/ ;.

Council of Science Editors:

Pereira GHdA. "Modelos de risco de crédito de clientes: Uma aplicação a dados reais". [Masters Thesis]. University of São Paulo; 2004. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-28122004-224257/ ;

8. Wang, Peng. Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data.

Degree: PhD, 0329, 2011, University of Illinois – Urbana-Champaign

 Longitudinal data arise frequently in many studies where measurements are obtained from a subject repeatedly over time. Consequently, measurements within a subject are correlated. We… (more)

Subjects/Keywords: Conditional score; Generalized estimating equation; Penalized quasi-likelihood; Quadratic inference function; Random-effects model; Generalized information criterion; Longitudinal data; Oracle property; Penalized estimating functions; SCAD penalty; Spatial data; Smoothly Clipped Absolute Deviation (SCAD)

…estimators for solving the same class of estimating functions. This implies that the QIF estimator… …Estimating Equation. CWD Coordinate-wise Decent. EXCH Exchangeable. GEE Generalized… …Estimating Equation. GCV Generalized Cross Validation. GIC Generalized Information Criteria… …generalized estimating equation with unspecified correlation structure do not have converged… …x29; Instead of estimating the nuisance parameters a = (a1 , . . . , am ) they… 

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APA (6th Edition):

Wang, P. (2011). Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/26016

Chicago Manual of Style (16th Edition):

Wang, Peng. “Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data.” 2011. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed December 09, 2019. http://hdl.handle.net/2142/26016.

MLA Handbook (7th Edition):

Wang, Peng. “Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data.” 2011. Web. 09 Dec 2019.

Vancouver:

Wang P. Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2011. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/2142/26016.

Council of Science Editors:

Wang P. Mixed Effects Modeling and Correlation Structure Selection for High Dimensional Correlated Data. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2011. Available from: http://hdl.handle.net/2142/26016


Pontifical Catholic University of Rio de Janeiro

9. KATIA LORENA SAEZ CARRILLO. [en] GAMMA-GAMMA STATE SPACE MODELS: APPLICATION OF THE RAINFALL SERIES.

Degree: 2003, Pontifical Catholic University of Rio de Janeiro

[pt] Esta tese apresenta o estudo de um modelo de espaço de estados para dados positivos, onde o processo observado é condicionalmente independente, dado um… (more)

Subjects/Keywords: [pt] MODELOS GAMA-GAMA; [en] GAMMA-GAMMA MODELS; [pt] MODELOS DE ESPACO DE ESTADOS; [en] STATE SPACE MODELS; [pt] FUNCAO DE ESTIMACAO DE KALMAN; [en] KALMAN ESTIMATING FUNCTIONS

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APA (6th Edition):

CARRILLO, K. L. S. (2003). [en] GAMMA-GAMMA STATE SPACE MODELS: APPLICATION OF THE RAINFALL SERIES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4014

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CARRILLO, KATIA LORENA SAEZ. “[en] GAMMA-GAMMA STATE SPACE MODELS: APPLICATION OF THE RAINFALL SERIES.” 2003. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 09, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4014.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CARRILLO, KATIA LORENA SAEZ. “[en] GAMMA-GAMMA STATE SPACE MODELS: APPLICATION OF THE RAINFALL SERIES.” 2003. Web. 09 Dec 2019.

Vancouver:

CARRILLO KLS. [en] GAMMA-GAMMA STATE SPACE MODELS: APPLICATION OF THE RAINFALL SERIES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2003. [cited 2019 Dec 09]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4014.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CARRILLO KLS. [en] GAMMA-GAMMA STATE SPACE MODELS: APPLICATION OF THE RAINFALL SERIES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2003. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4014

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Li, Daoji. Empirical Likelihood and Mean-Variance Models for Longitudinal Data.

Degree: 2011, University of Manchester

 Improving the estimation efficiency has always been one of important aspects instatistical modelling. Our goal is to develop new statistical methodologies yieldingmore efficient estimators in… (more)

Subjects/Keywords: Correlation structures; Empirical likelihood; Generalized linear models; Generalized estimating equations; Longitudinal data; Mean-varaince models; Quasi-likelihood; Quadratic inference functions; Variance function

…conventional generalized estimating equations and achieves the same asymptotic variance as quadratic… …inference functions based methods. The second part of this thesis focus on the joint mean-variance… …generalized estimating equations approach even if the within-subject correlation structure is… …Estimating Equations(GEE) Approach The most popular method in marginal models for… …longitudinal data is the generalized estimating equations(GEE) approach proposed by Liang… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, D. (2011). Empirical Likelihood and Mean-Variance Models for Longitudinal Data. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:132552

Chicago Manual of Style (16th Edition):

Li, Daoji. “Empirical Likelihood and Mean-Variance Models for Longitudinal Data.” 2011. Doctoral Dissertation, University of Manchester. Accessed December 09, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:132552.

MLA Handbook (7th Edition):

Li, Daoji. “Empirical Likelihood and Mean-Variance Models for Longitudinal Data.” 2011. Web. 09 Dec 2019.

Vancouver:

Li D. Empirical Likelihood and Mean-Variance Models for Longitudinal Data. [Internet] [Doctoral dissertation]. University of Manchester; 2011. [cited 2019 Dec 09]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:132552.

Council of Science Editors:

Li D. Empirical Likelihood and Mean-Variance Models for Longitudinal Data. [Doctoral Dissertation]. University of Manchester; 2011. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:132552


University of Florida

11. Carl, Ella Kay, 1950-. Selection of alternate vertical exchange mechanisms and its effects on market price.

Degree: 1980, University of Florida

Subjects/Keywords: Analytical estimating; Average prices; Market mechanisms; Market prices; Mathematical variables; Potatoes; Prices; Production functions; Transaction costs; Vertical integration; Farm produce  – Marketing; Food and Resource Economics thesis Ph. D; Marketing, Vertical; Potatoes  – Marketing  – Florida

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APA (6th Edition):

Carl, Ella Kay, 1. (1980). Selection of alternate vertical exchange mechanisms and its effects on market price. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00047891

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Carl, Ella Kay, 1950-. “Selection of alternate vertical exchange mechanisms and its effects on market price.” 1980. Thesis, University of Florida. Accessed December 09, 2019. http://ufdc.ufl.edu/AA00047891.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Carl, Ella Kay, 1950-. “Selection of alternate vertical exchange mechanisms and its effects on market price.” 1980. Web. 09 Dec 2019.

Vancouver:

Carl, Ella Kay 1. Selection of alternate vertical exchange mechanisms and its effects on market price. [Internet] [Thesis]. University of Florida; 1980. [cited 2019 Dec 09]. Available from: http://ufdc.ufl.edu/AA00047891.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Carl, Ella Kay 1. Selection of alternate vertical exchange mechanisms and its effects on market price. [Thesis]. University of Florida; 1980. Available from: http://ufdc.ufl.edu/AA00047891

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.