Quadratic minimisation problems in statistics

DOI10.1016/J.JMVA.2009.12.018zbMATH Open1209.62148DBLPjournals/ma/AlbersCG11OpenAlexW2061938360WikidataQ29543037 ScholiaQ29543037MaRDI QIDQ631640FDOQ631640

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

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

geometryconstraintsratioscanonical analysisquadratic formsreduced rankminimisation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• A robust algorithm for quadratic optimization under quadratic constraints
• Applications of quadratic minimisation problems in statistics
• Generalized eigenvalue problems with positive semi-definite matrices
• Least squares with a quadratic constraint
• Maximization of sums of quotients of quadratic forms and some generalizations
• On Browne's solution for oblique Procrustes rotation
• On the simultaneous diagonalization of two semi-definite matrices
• Procrustes Problems
• Response surface methodology. Process and product optimization using designed experiments
• Some results on proper eigenvalues and eigenvectors with applications to scaling
• Trust Region Methods

Cited in

(8)

• Canonical analysis: ranks, ratios and fits
• The use of reaction network theory for finding network motifs in oscillatory mechanisms and kinetic parameter estimation
• Identifying finite-time coherent sets from limited quantities of Lagrangian data
• A model-based interfacing concept for accurate power hardware-in-the-loop systems
• scientific article; zbMATH DE number 17464 (Why is no real title available?)
• Applications of quadratic minimisation problems in statistics
• Minima of vector quadratic forms with applications to statistics
• Quadratic interior-point methods in statistical disclosure control

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