Finding the principal points of a random variable
The p-principal points of a random variable X with finite second moment are those p points in 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 pr...
Main Authors: | Romero-Morales, D, Castano, A, Carrizosa, E, Conde, E |
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Format: | Journal article |
Published: |
2001
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