Applications of quadratic minimisation problems in statistics

C.J. Albers, F. Critchley and J.C. Gower

Journal of Multivariate Analysis, 2011, vol. 102, issue 3, 714-722

Abstract: Albers et al. (2010) [2] showed that the problem subject to where is positive definite or positive semi-definite has a unique computable solution. Here, several statistical applications of this problem are shown to generate special cases of the general problem that may all be handled within a general unifying methodology. These include non-trivial considerations that arise when (i) and/or are not of full rank and (ii) where is indefinite. General canonical forms for and that underpin the minimisation methodology give insight into structure that informs understanding.

Keywords: Canonical; analysis; Constraints; Constrained; regression; Hardy-Weinberg; Minimisation; Optimal; scaling; Procrustes; analysis; Quadratic; forms; Ratios; Reduced; rank; Splines (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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