A scatter matrix estimate based on the zonotope
基于 zonotope 的散布矩阵估计
We introduce a new scatter matrix functional which is a multivariate affine equivariant extension of the mean deviation $E(|x-\mbox{Med}(x)|)$. The estimate is constructed using the data vectors (centered with the multivariate Oja median) and their angular distances. The angular distance is based on Randles interdirections. The new estimate is called the zonoid covariance matrix (the ZCM), as it is the regular covariance matrix of the centers of the facets of the zonotope…