Optimal Procedures for Some Constrained Selection Problems
- 1 June 1974
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 69 (346) , 446-452
- https://doi.org/10.2307/2285676
Abstract
Suppose that Y 0, …, Yq are q + 1 criterion variates and that X is a p-dimensional column vector of predictor variates. A principal result of this article is the analytical solution of the problem of determining a p × 1 vector b to maximize the correlation ρ(Y 0, b'X) subject to the constraints ρ(Y i, b'X) = Wi, i = 1, …, q, where W 1, … Wq are specified constants. Some frequently encountered selection problems can be solved by applying this result.This publication has 1 reference indexed in Scilit:
- Restricted Selection IndicesPublished by JSTOR ,1959