Albers, C. J.; Critchley, F. and Gower, J. C.
(2011).
| DOI (Digital Object Identifier) Link: | http://dx.doi.org/doi:10.1016/j.jmva.2010.11.009 |
|---|---|
| Google Scholar: | Look up in Google Scholar |
Abstract
Albers et al. (2010) showed that the problem minx(x-t)'A(x-t) subject to x'Bx+2b'x=k where A 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) A and/or B are not of full rank and (ii) where B is indefinite. General canonical forms for A and B that underpin the minimisation methodology give insight into structure that informs understanding.
| Item Type: | Journal Article |
|---|---|
| Copyright Holders: | 2010 Elsevier Inc. |
| ISSN: | 0047-259X |
| Keywords: | Canonical analysis; Constraints; Constrained regression; Hardy–Weinberg; Minimisation; Optimal scaling; Procrustes analysis; Quadratic forms; Ratios; Reduced rank; Splines |
| Academic Unit/Department: | Mathematics, Computing and Technology Mathematics, Computing and Technology > Mathematics and Statistics |
| Item ID: | 26088 |
| Depositing User: | Frank Critchley |
| Date Deposited: | 08 Jan 2011 11:31 |
| Last Modified: | 23 Oct 2012 14:24 |
| URI: | http://oro.open.ac.uk/id/eprint/26088 |
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