Article ID: | iaor20053305 |
Country: | France |
Volume: | 35 |
Issue: | 3 |
Start Page Number: | 315 |
End Page Number: | 328 |
Publication Date: | Jul 2001 |
Journal: | RAIRO Operations Research |
Authors: | Conde E., Carrizosa Emilio, Castao A., Romero-Morales D. |
The p-principal points of a random variable X with finite second moment are those p points in minimizing the expected square 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.