Statistical inference of semidefinite programming

DOI10.1007/s10107-018-1250-zzbMath1416.62155OpenAlexW2792374469MaRDI QIDQ1739028

Alexander Shapiro

Publication date: 24 April 2019

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-018-1250-z

zbMATH Keywords

asymptoticssemidefinite programmingcovariance matrixstatistical inferencematrix completion problemnondegeneracyminimum rankminimum trace factor analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Parametric inference under constraints (62F30) Semidefinite programming (90C22)

Related Items (4)

Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications ⋮ Asymptotic analysis for a stochastic semidefinite programming ⋮ Moderate Deviations and Invariance Principles for Sample Average Approximations ⋮ Asymptotic behaviors of semidefinite programming with a covariance perturbation

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