Quadratic minimisation problems in statistics

DOI10.1016/j.jmva.2009.12.018zbMath1209.62148OpenAlexW2061938360WikidataQ29543037 ScholiaQ29543037MaRDI QIDQ631640

Frank Critchley, John C. Gower, Casper J. Albers

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://pure.rug.nl/ws/files/111582994/1_s2.0_S0047259X09002498_main.pdf

zbMATH Keywords

geometryratiosquadratic formsconstraintscanonical analysisreduced rankminimisation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Numerical optimization and variational techniques (65K10) Quadratic and bilinear forms, inner products (15A63) Canonical forms, reductions, classification (15A21)

Related Items (5)

Canonical analysis: ranks, ratios and fits ⋮ Identifying finite-time coherent sets from limited quantities of Lagrangian data ⋮ Applications of quadratic minimisation problems in statistics ⋮ The Use of Reaction Network Theory for Finding Network Motifs in Oscillatory Mechanisms and Kinetic Parameter Estimation ⋮ A model-based interfacing concept for accurate power hardware-in-the-loop systems

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• A robust algorithm for quadratic optimization under quadratic constraints
• On the simultaneous diagonalization of two semi-definite matrices
• Procrustes Problems
• Trust Region Methods

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