Accession Number:

AD0752788

Title:

Subset Selection Problems for Variances with Applications to Regression Analysis.

Descriptive Note:

Technical rept.,

Corporate Author:

PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-10-01

Pagination or Media Count:

19.0

Abstract:

The paper obtains a subset selection procedure for correlated variances. Emphasis is placed on the asymptotic case. An application to selecting the best set of independent variables in a regression problem is given. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE