This paper deals with confidence interval estimation and hypothesis testing for components of variance, in analysis-of-variance situations embraced by the Model II of Eisenhart [1], including also the ...
This paper extends and refines the recent innovation in line transect estimation put forward by Johnson and Routledge (1985). We describe refinements to the proposed method for constructing confidence ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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