On a transformation and retransformation technique for constructing an affine equivariant multivariate median
Authors:
Biman Chakraborty and Probal Chaudhuri
Journal:
Proc. Amer. Math. Soc. 124 (1996), 25392547
MSC (1991):
Primary 62A05, 62H12; Secondary 62E20
MathSciNet review:
1363452
Fulltext PDF Free Access
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Additional Information
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 retransformation approach used in the construction of the median has some fundamental connection with the data driven coordinate 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.
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Additional Information
Biman Chakraborty
Affiliation:
Division of Theoretical Statistics & Mathematics, Indian Statistical Institute, 203 B. T. Road, Calcutta, 700035, India
Email:
res9421@isical.ernet.in
Probal Chaudhuri
Affiliation:
Division of Theoretical Statistics & Mathematics, Indian Statistical Institute, 203 B. T. Road, Calcutta, 700035, India
Email:
probal@isical.ernet.in
DOI:
http://dx.doi.org/10.1090/S000299399603657X
PII:
S 00029939(96)03657X
Keywords:
Affine transformation,
asymptotic distribution,
equivariance,
generalized variance
Received by editor(s):
November 18, 1994
Communicated by:
Wei Y. Loh
Article copyright:
© Copyright 1996 American Mathematical Society
