Chakraborty, Biman ; Chaudhuri, Probal (1996) On a transformation and retransformation technique for constructing an affine equivariant multivariate median Proceedings of the American Mathematical Society, 124 (8). pp. 2539-2547. ISSN 0002-9939
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Official URL: http://www.ams.org/proc/1996-124-08/S0002-9939-96-...
Abstract
An affine equivariant version of multivariate median is introduced. The proposed median is easy to compute and has some appealing geometric features that are related to the configuration of a multivariate data cloud. The transformation and re-transformation approach used in the construction of the median has some fundamental connection with the data driven co-ordinate system considered by Chaudhuri and Sengupta (1993, Journal of the American Statistical Association). Large sample statistical properties of the median are discussed and finite sample performance is investigated using Monte Carlo simulations.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to American Mathematical Society. |
| Keywords: | Affine Transformation; Asymptotic Distribution; Equivariance; Generalized Variance |
| ID Code: | 74621 |
| Deposited On: | 17 Dec 2011 10:09 |
| Last Modified: | 17 Dec 2011 10:09 |
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