Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 39, No. 3 (Dec., 1977), pp. 211-244 (34 pages) We consider a linear regression model $Y=X\beta ...

Linear models used for estimation of variance components are generally formulated under the assumption of independent errors. Herein we consider a two-way (mixed) model with errors assumed to follow a ...

Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.

Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. David Kindness is a Certified Public Accountant ...

If you are struggling to keep track of performance metrics and identify areas needing improvement? You will be pleased to know that you are not alone. Many people find it challenging to sift through ...