Article
Finding the principal points of a random variable
Author/s | Carrizosa Priego, Emilio José
Conde Sánchez, Eduardo Castaño Martínez, Antonia Romero Morales, María Dolores |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2001 |
Deposit Date | 2016-05-25 |
Published in |
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Abstract | The p-principal points of a random variable X with finite second moment are those p points in R minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves ... The p-principal points of a random variable X with finite second moment are those p points in R minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied. |
Funding agencies | Ministerio de Ciencia y Tecnología (MCYT). España |
Project ID. | PB96-1416-C02-02 |
Citation | Carrizosa Priego, E.J., Conde Sánchez, E., Castaño Martínez, A. y Romero Morales, M.D. (2001). Finding the principal points of a random variable. RAIRO Operations Research, 35 (3), 315-328. |
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