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All Journal Krea-TIF: Jurnal Teknik Informatika
Hamim Wigena, Aji
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Computer Science & IT Control & Systems Engineering Library & Information Science

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PERBANDINGAN METODE KEKAR BIWEIGHT MIDCOVARIANCE DAN MINIMUM COVARIANCE DETERMINANT DALAM ANALISIS KORELASI KANONIK Riana, Freza; Hamim Wigena, Aji; ., Erfiani
Krea-TIF: Jurnal Teknik Informatika Vol 3 No 2 (2015)
Publisher : Fakultas Teknik dan Sains, Universitas Ibn Khaldun Bogor

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (475.8 KB) | DOI: 10.32832/kreatif.v3i2.410

Abstract

Canonical Correlation Analysis(CCA) is a multivariate linear used toidentify and quantify associationsbetween two sets of random variables. Itsstandard computation is based on samplecovariance matrices, which are howeververy sensitive to outlying observations.The robust methods are needed. Thereare two robust methods, i.e robustBiweight Midcovariance (BICOV) andMinimum Covariance Determinant(MCD) methods. The objective of thisresearch is to compare the performanceof both methods based on mean squareerror. The data simulations aregenerated from various conditions. Thevariation data consists of the proportionof outliers, and the kind of outliers: shift,scale, and radial outlier. Theperformance of robust BICOV method inCCA is the best compared to MCD andClassic
Co-Authors Erfiani Erfiani Freza Riana