Maximization of Correlation under a Quadratic Constraint

DOI10.14490/JJSS.37.105MaRDI QIDQ5439654zbMATH OpenOpenAlexFDO

Authors Akihiro Hashimoto, Hisao Miyano, Masaaki Taguri

Publication date 11 February 2008

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.37.105

zbMATH Keywords

canonical correlationcorrelation coefficientnonlinear optimizationquadratic constraintsingular value decomposition

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Basic linear algebra (15A99) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical methods for mathematical programming, optimization and variational techniques (65K99) Applications of mathematical programming (90C90)

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Cited in

(2)

• ESTIMATING THE MAXIMUM (MINIMUM) OF A QUADRATIC FUNCTION UNDER CERTAIN CORRELATION PATTERNS
• scientific article; zbMATH DE number 7387540 (Why is no real title available?)

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