Albers, C.J.; Critchley, F.; Gower, J.C. - In: Journal of Multivariate Analysis 102 (2011) 3, pp. 698-713
We consider the problem subject to where is positive definite or positive semi-definite. Variants of this problem are discussed within the framework of a general unifying methodology. These include non-trivial considerations that arise when (i) and/or are not of full rank and (ii) takes...