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  1. K

    Bonferroni

    Hi David/Nicole, Is Bonferroni test important from the FRM exam point of view? Can't i skip it as i am really not getting the nag of it?
  2. K

    Weighted least squares estimator

    weighted least squares (WLS) estimator: If the errors are heteroskedastic, then OLS is no longer BLUE. If the heteroskedasticity is known (i.e., if the conditional variance of given is known up to a constant factor of proportionality) then an alternate estimator exists with a smaller variance...
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