# Finding the Principal Points of a Random Variable

Emilio Carrizosa, E Conde, A Castaño, Dolores Romero Morales

Publikation: Bidrag til tidsskriftTidsskriftartikelpeer review

## Abstrakt

The p-principal points of a random variable X with finite second moment are those p points in \${\mathbb R}\$ 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 procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.
Originalsprog Engelsk R A I R O - Operations Research 35 3 315-328 0399-0559 https://doi.org/10.1051/ro:2001117 Udgivet - 2001 Ja

## Emneord

• Principal points
• D.C. functions
• Branch and bound