Quadratic minimisation problems in statistics

DOI10.1016/j.jmva.2009.12.018zbMath1209.62148WikidataQ29543037 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

geometry; ratios; quadratic forms; constraints; canonical analysis; reduced rank; minimisation

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

65K10: Numerical optimization and variational techniques

15A63: Quadratic and bilinear forms, inner products

15A21: Canonical forms, reductions, classification

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