Accession Number:

ADA129525

Title:

The Heteroscedastic Method: Theory and Applications.

Descriptive Note:

Final rept. 1 Oct 79-30 Sep 81,

Corporate Author:

OHIO STATE UNIV RESEARCH FOUNDATION COLUMBUS

Personal Author(s):

Report Date:

1983-04-01

Pagination or Media Count:

14.0

Abstract:

Statistical procedures for many problems have in the past usually, in fact almost exclusively, assumed that the random variables observed have equal variance-convariance matrices. In practice the author often finds substantially unequal variance-covariance matrices arising in such practical problems as processing signals e.g., sonar, radio, etc. in noise, but classically only imprecise rule-of-thumb methods, or else methods involving some loss of information, were available for these problems. Research was undertaken to develop the general theory for solving such problems and apply it to important problems.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE