Artículo
Finding the principal points of a random variable
Autor/es | Carrizosa Priego, Emilio José
Conde Sánchez, Eduardo Castaño Martínez, Antonia Romero Morales, María Dolores |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2001 |
Fecha de depósito | 2016-05-25 |
Publicado en |
|
Resumen | 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. |
Agencias financiadoras | Ministerio de Ciencia y Tecnología (MCYT). España |
Identificador del proyecto | PB96-1416-C02-02 |
Cita | 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. |
Ficheros | Tamaño | Formato | Ver | Descripción |
---|---|---|---|---|
Finding the principal points of ... | 168.5Kb | [PDF] | Ver/ | |