A robust affine-equivariant median

S. Jeyaratnam

Statistics & Probability Letters, 1991, vol. 11, issue 2, 167-168

Abstract: Tukey used the idea of depth-trimming to define an affine-equivariant multivariate sample median. We propose a modification to Tukey's definition leading to a median with a larger breakdown-point. A lower bound on the breakdown-point of the proposed median is also exhibited

Keywords: Affine; equivariance; breakdown-point; convex; sets; Helly's; Theorem (search for similar items in EconPapers)
Date: 1991
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