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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| Format: | Article |
| Language: | English English |
| Published: |
Institute for Mathematical Research
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/12473/1/artikel_3_vol2_no2.pdf http://psasir.upm.edu.my/id/eprint/12473/ |
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| Summary: | 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. |
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