Some optimization problems in multivariate statistics

DOI10.1023/B:JOGO.0000015312.57436.28MaRDI QIDQ1771072zbMATH OpenOpenAlexFDO

Authors Tamás Rapcsák

Publication date 7 April 2005

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:jogo.0000015312.57436.28

zbMATH Keywords

Stiefel manifoldsMultivariate statisticsQuadratic equality constraintsSmooth optimization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonlinear programming (90C30)

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(9)

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• The max-length-vector line of best fit to a set of vector subspaces and an optimization problem over a set of hyperellipsoids.

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