Consistency property of elliptical probability density functions
Journal of Multivariate Analysis
Principal points and self-consistent points of symmetric multivariate distributions
Journal of Multivariate Analysis
On the asymptotics of quantizers in two dimensions
Journal of Multivariate Analysis
Foundations of Quantization for Probability Distributions
Foundations of Quantization for Probability Distributions
A parametric k-means algorithm
Computational Statistics
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory
Monotony of Lloyd's method II for log-concave density and convex error weighting function (Corresp.)
IEEE Transactions on Information Theory
Note(s): A note on the fourth cumulant of a finite mixture distribution
Journal of Multivariate Analysis
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A set of n-principal points of a distribution is defined as a set of n points that optimally represent the distribution in terms of mean squared distance. It provides an optimal n-point-approximation of the distribution. However, it is in general difficult to find a set of principal points of a multivariate distribution. Tarpey et al. [T. Tarpey, L. Li, B. Flury, Principal points and self-consistent points of elliptical distributions, Ann. Statist. 23 (1995) 103-112] established a theorem which states that any set of n-principal points of an elliptically symmetric distribution is in the linear subspace spanned by some principal eigenvectors of the covariance matrix. This theorem, called a ''principal subspace theorem'', is a strong tool for the calculation of principal points. In practice, we often come across distributions consisting of several subgroups. Hence it is of interest to know whether the principal subspace theorem remains valid even under such complex distributions. In this paper, we define a multivariate location mixture model. A theorem is established that clarifies a linear subspace in which n-principal points exist.