Abstract

SYNOPTIC ABSTRACTIn this paper, we cover the genesis and development of the Heteroscedastic Method HM, with emphasis on the history (which can be regarded as starting in 1945, with some pre-history dating as far back as 1940), and only giving proofs insofar as needed to clarify ideas. As this paper is based on a Keynote Address to the Multivariate Statistical Inference 2000 (MSI2000) Conference in Honor of Professor Minoru Siotani held at the East-West Center, Honolulu, Hawaii, the fundamental contributions of Professor Siotani are given a focus in the discussion. Current and future research as we approach the year 2000 and beyond, and a time-line of development (past, present, and conjectured future) are also given.This research was supported by NATO Research Grant No. CRG 931030.

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