Some optimization problems in multivariate statistics

DOI10.1023/B:JOGO.0000015312.57436.28zbMath1059.90130OpenAlexW1985741536MaRDI QIDQ1771072

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

Multivariate statisticsStiefel manifoldsQuadratic 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)

Related Items (2)

Some global optimization problems on Stiefel manifolds ⋮ Grain rotations and distortions in the asymptotic variance of vacancy of the Boolean model

This page was built for publication: Some optimization problems in multivariate statistics