The Heteroscedastic Method: Theory and Applications.
Final rept. 1 Oct 79-30 Sep 81,
OHIO STATE UNIV RESEARCH FOUNDATION COLUMBUS
Pagination or Media Count:
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.
- Statistics and Probability