MAXIMIZATION OF CORRELATION UNDER A QUADRATIC CONSTRAINT

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概要

• 論文の詳細を見る

• An algebraic method is suggested to search for the optimal solution that maximizes a correlation criterion under a quadratic constraint. First it is shown that the problem formulated in a sample space can be reformulated in a parameter space, and then some properties of a matrix which specifies the quadratic constraint are provided along with its geometrical interpretation; the solution can be obtained by solving a nonlinear equation derived from the singular value decomposition of the matrix. Numerical results based on artificial data and entrance examination data are given to examine how our solution differs from the least squares solution under a quadratic constraint.

• 日本統計学会の論文

著者

• Taguri Masaaki

  The National Center for University Entrance Examinations

• Hashimoto Akihiro

  Niigata College of Nursing

• Miyano Hisao

  The National Center for University Entrance Examinations

関連論文

• FACTOR STRUCTURE OF THE NATIONAL CENTER TEST 2005 BY THE FULL-INFORMATION PSEUDO-ML METHOD
• MAXIMIZATION OF CORRELATION UNDER A QUADRATIC CONSTRAINT

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