Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter
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
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.
Repository Staff Only: Edit item detail