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) : Arvesen,James N. ; McCabe,George P.

Report Date : OCT 1972

Pagination or Media Count : 19

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)

Descriptors :   (*REGRESSION ANALYSIS, MATHEMATICAL PREDICTION), CORRELATION TECHNIQUES, SET THEORY, SELECTION, RANDOM VARIABLES, MATRICES(MATHEMATICS), PERMUTATIONS, SAMPLING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE