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Finding the principal points of a random variable

 

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Author: Carrizosa Priego, Emilio José
Conde Sánchez, Eduardo
Castaño Martínez, Antonia
Romero Morales, María Dolores
Department: Universidad de Sevilla. Departamento de Estadística e Investigación Operativa
Date: 2001
Published in: RAIRO Operations Research, 35 (3), 315-328.
Document type: Article
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 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.
Cite: 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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Format: PDF

URI: http://hdl.handle.net/11441/41558

DOI: 10.1051/ro:2001117

This work is under a Creative Commons License: 
Attribution-NonCommercial-NoDerivatives 4.0 Internacional

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