Minimum Generalized Variance for a set of Linear Functions

Steel, Robert G. D.

Ann. Math. Statist., Tome 22 (1951) no. 4, p. 456-460 / Harvested from Project Euclid

Résumé

Let $n$ variates possessing finite first and second moments be partitioned into $k$ sets. A system of equations is developed for which some solution consists of $k$ sets of coefficients which combine the $k$ sets of variates into $k$ variates possessing minimum generalized variance.

Publié le : 1951-09-14
Classification:

@article{1177729594,
     author = {Steel, Robert G. D.},
     title = {Minimum Generalized Variance for a set of Linear Functions},
     journal = {Ann. Math. Statist.},
     volume = {22},
     number = {4},
     year = {1951},
     pages = { 456-460},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729594}
}

Steel, Robert G. D. Minimum Generalized Variance for a set of Linear Functions. Ann. Math. Statist., Tome 22 (1951) no. 4, pp.  456-460. http://gdmltest.u-ga.fr/item/1177729594/