The Heteroscedastic Method: Fifty¸+ years of progress 1945-2000, and Professor Minoru Siotani’s award-winning contributions

This paper covers the genesis and development of the Heteroscedastic Method, 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 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.