Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter
We review Rousseeuw and van Driessen's basic theorem of Fast MCD algorithm. Later on, we present a conjecture that if minimum covariance determinant in Fast Men is replaced by minimum vector variance (MVV), then the results are not changed. The importance of this conjecture lies in the com...
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Institute for Mathematical Research
2009
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my.upm.eprints.124732013-05-27T07:52:29Z http://psasir.upm.edu.my/id/eprint/12473/ Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter A. Djauhari, Maman We review Rousseeuw and van Driessen's basic theorem of Fast MCD algorithm. Later on, we present a conjecture that if minimum covariance determinant in Fast Men is replaced by minimum vector variance (MVV), then the results are not changed. The importance of this conjecture lies in the computational efficiency of the algorithm where a multilinear form is replaced by a quadratic form. Institute for Mathematical Research 2009-06 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/12473/1/artikel_3_vol2_no2.pdf A. Djauhari, Maman (2009) Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter. Math Digest : Research Bulletin Institute for Mathematical Research, 2 (2). pp. 15-17. ISSN 1985-2436 English |
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| description |
We review Rousseeuw and van Driessen's basic
theorem of Fast MCD algorithm. Later on, we present
a conjecture that if minimum covariance determinant
in Fast Men is replaced by minimum vector variance
(MVV), then the results are not changed. The importance
of this conjecture lies in the computational efficiency of
the algorithm where a multilinear form is replaced by a
quadratic form. |
| format |
Article |
| author |
A. Djauhari, Maman |
| spellingShingle |
A. Djauhari, Maman Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter |
| author_facet |
A. Djauhari, Maman |
| author_sort |
A. Djauhari, Maman |
| title |
Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter |
| title_short |
Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter |
| title_full |
Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter |
| title_fullStr |
Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter |
| title_full_unstemmed |
Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter |
| title_sort |
conjecture on minimum covariance determinant (mcd) location and scatter |
| publisher |
Institute for Mathematical Research |
| publishDate |
2009 |
| url |
http://psasir.upm.edu.my/id/eprint/12473/1/artikel_3_vol2_no2.pdf http://psasir.upm.edu.my/id/eprint/12473/ |
| _version_ |
1643825051194097664 |