A computationally efficient of robust mahalanobis distance based on MVV estimator

• Main Authors: Ali, Hazlina, Syed Yahaya, Sharipah Soaad, Omar, Zurni
• Format: Conference or Workshop Item
• Published: 2015
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://repo.uum.edu.my/21571/; http://doi.org/10.1109/ISMSC.2015.7594076
• Institution: Universiti Utara Malaysia

MCD is a well-known multivariate robust estimator. However, the computation of the estimator is not simple especially for large sample size due to the complexity of the objective function i.e. minimizing covariance determinant. Recently, an alternative objective function which is simpler and faster...