Self-consistency and a generalized principal subspace theorem
نویسندگان
چکیده
منابع مشابه
Self-consistency and a generalized principal subspace theorem
Principal subspace theorems deal with the problem of finding subspaces supporting optimal approximations of multivariate distributions. The optimality criterion considered in this paper is the minimization of the mean squared distance between the given distribution and an approximating distribution, subject to some constraints. Statistical applications include, but are not limited to, cluster a...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.08.012