Subset Selection Problems for Variances with Applications to Regression Analysis.

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)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1972
Accession Number
AD0752788

Entities

People

  • George P. Mccabe
  • James N. Arvesen

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Regression Analysis

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.