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Title: | Comparison Robust Biweight Midcovariance and Minimum Covariance Determinant Methods in Canonical Correlation Analysis Perbandingan Metode Kekar Biweight Midcovariance dan Minimum Covariance Determinant dalam Analisis Korelasi Kanonik |
Authors: | Erfiani Wigena, Aji Hamim Riana, Freza |
Keywords: | Robust Canonical Correlation Analysis Outlier Biweight Midcovariance Minimum Covariance Determinant |
Issue Date: | 2012 |
Abstract: | Canonical Correlation Analysis (CCA) is a multivariate linear used to identify and quantify associations between two sets of random variables. Its standard computation is based on sample covariance matrices, which are however very sensitive to outlying observations. The robust methods are needed. There are two robust methods, i.e robust Biweight Midcovariance (BICOV) and Minimum Covariance Determinant (MCD) methods. The objective of this research is to compare the performance of both methods based on mean square error. The data simulations are generated from various conditions. The variation data consists of the proportion of outliers, and the kind of outliers: shift, scale, and radial outlier. The performance of robust BICOV method in CCA is the best compared to MCD and Classic. |
URI: | http://repository.ipb.ac.id/handle/123456789/62028 |
Appears in Collections: | MT - Multidiciplinary Program |
Files in This Item:
File | Description | Size | Format | |
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2012fri.pdf Restricted Access | Fulltext | 1.15 MB | Adobe PDF | View/Open |
Abstract.pdf Restricted Access | Abstract | 336.13 kB | Adobe PDF | View/Open |
BAB I Pendahuluan.pdf Restricted Access | BAB I | 338.57 kB | Adobe PDF | View/Open |
BAB II Tinjauan Pustaka.pdf Restricted Access | BAB II | 723.04 kB | Adobe PDF | View/Open |
BAB III Data dan Metode.pdf Restricted Access | BAB III | 450.05 kB | Adobe PDF | View/Open |
BAB IV Hasil dan Pembahasan.pdf Restricted Access | BAB IV | 484.85 kB | Adobe PDF | View/Open |
BAB V Simpulan dan Saran.pdf Restricted Access | BAB V | 333.17 kB | Adobe PDF | View/Open |
Cover.pdf Restricted Access | Cover | 323.32 kB | Adobe PDF | View/Open |
Daftar Pustaka.pdf Restricted Access | Daftar Pustaka | 370.66 kB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 366.03 kB | Adobe PDF | View/Open |
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