Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/93902
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Applied Mathematics | - |
dc.creator | Gao, MJ | en_US |
dc.creator | Yiu, KFC | en_US |
dc.date.accessioned | 2022-08-03T01:24:08Z | - |
dc.date.available | 2022-08-03T01:24:08Z | - |
dc.identifier.issn | 1862-4472 | en_US |
dc.identifier.uri | http://hdl.handle.net/10397/93902 | - |
dc.language.iso | en | en_US |
dc.publisher | Springer | en_US |
dc.rights | © Springer-Verlag GmbH Germany, part of Springer Nature 2018 | en_US |
dc.rights | This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms), but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s11590-018-1346-7 | en_US |
dc.subject | Asymptotic | en_US |
dc.subject | Law of the iterated logarithm | en_US |
dc.subject | Minimum trace factor analysis | en_US |
dc.subject | Moderate deviations | en_US |
dc.subject | Perturbation | en_US |
dc.subject | Semidefinite programming | en_US |
dc.title | Asymptotic behaviors of semidefinite programming with a covariance perturbation | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.spage | 1631 | en_US |
dc.identifier.epage | 1649 | en_US |
dc.identifier.volume | 13 | en_US |
dc.identifier.issue | 7 | en_US |
dc.identifier.doi | 10.1007/s11590-018-1346-7 | en_US |
dcterms.abstract | In this paper, we study asymptotic behaviors of semidefinite programming with a covariance perturbation. We obtain some moderate deviations, Cramér-type moderate deviations and a law of the iterated logarithm of estimates of the respective optimal value and optimal solutions when the covariance matrix is estimated by its sample covariance. As an example, we also apply the main results to the Minimum Trace factor Analysis. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Optimization letters, Oct. 2019, v. 13, no. 7, p. 1631-1649 | en_US |
dcterms.isPartOf | Optimization letters | en_US |
dcterms.issued | 2019-10 | - |
dc.identifier.scopus | 2-s2.0-85055741711 | - |
dc.identifier.eissn | 1862-4480 | en_US |
dc.description.validate | 202208 bcfc | - |
dc.description.oa | Accepted Manuscript | en_US |
dc.identifier.FolderNumber | AMA-0254 | - |
dc.description.fundingSource | RGC | en_US |
dc.description.fundingSource | Others | en_US |
dc.description.fundingText | PolyU | en_US |
dc.description.pubStatus | Published | en_US |
dc.identifier.OPUS | 24336494 | - |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Yiu_Asymptotic_Behaviors_Semidefinite.pdf | Pre-Published version | 862.05 kB | Adobe PDF | View/Open |
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