Statistical inference of semidefinite programming with multiple parameters

DOI10.3934/JIMO.2019015MaRDI QIDQ2190284zbMATH OpenOpenAlexWikidataFDO

Authors Jiani Wang, Liwei Zhang

Publication date 18 June 2020

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2019015

zbMATH Keywords

asymptoticsconstraint nondegeneracylinear operator theorylinear semidefinite programmingmultiple parametersstatistical inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear programming (90C05) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Optimality conditions and duality in mathematical programming (90C46)

Recommendations

• Statistical inference of semidefinite programming
• Statistical inference of second-order cone programming
• On parametric semidefinite programming
• Asymptotic behaviors of semidefinite programming with a covariance perturbation
• scientific article; zbMATH DE number 2190123

Cites work

• A history of the central limit theorem. From classical to modern probability theory
• Complementarity and nondegeneracy in semidefinite programming
• Exact matrix completion via convex optimization
• Fitting the factor analysis model
• Genericity results in linear conic programming -- a tour d'horizon
• scientific article; zbMATH DE number 1667417 (Why is no real title available?)
• scientific article; zbMATH DE number 1138977 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• scientific article; zbMATH DE number 1534290 (Why is no real title available?)
• Measure and integration theory. Transl. from the German by Robert B. Burckel
• On Stochastic Limit and Order Relationships
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• Semidefinite optimization
• Statistical inference of minimum rank factor analysis

Cited in

(6)

• Statistical inference of semidefinite programming
• Asymptotic behaviors of semidefinite programming with a covariance perturbation
• Semi-infinite programming duality for order restricted statistical inference models
• Statistical inference of second-order cone programming
• Statistical Inference via Convex Optimization
• Statistical Inference of Second-Order Cone Programming

This page was built for publication: Statistical inference of semidefinite programming with multiple parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2190284)