Citation
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
Abstract
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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