Computation of the Oja Median by Bounded Search

Karl Mosler () and Oleksii Pokotylo ()
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Karl Mosler: University of Cologne, Institute of Econometrics and Statistics
Oleksii Pokotylo: University of Cologne, Cologne Graduate School

Chapter Chapter 11 in Modern Nonparametric, Robust and Multivariate Methods, 2015, pp 185-203 from Springer

Abstract: Abstract A new algorithm is given for the exact calculation of the Oja median. It modifies the algorithm of Ronkainen et al. (Developments in Robust Statistics, Springer, Berlin, 2003) by employing bounded regions which contain the median. The regions are built using the centered rank function. The new algorithm is faster and has less complexity than the previous one. It is also used for an even faster approximative calculation.

Keywords: Algorithm; Centered rank function; Combinatorial invariance; Multivariate median; Oja outlyingness function (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-22404-6_11

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DOI: 10.1007/978-3-319-22404-6_11

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