Abstract #300858

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JSM 2002 Abstract #300858
Activity Number: 202
Type: Topic Contributed
Date/Time: Tuesday, August 13, 2002 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics*
Abstract - #300858
Title: A Practical Affine Equivariant Multivariate Median
Author(s): Ronald Randles*+ and Tom Hettmansperger
Affiliation(s): University of Florida and Pennsylvania State University
Address: PO Box 118545, Gainesville, Florida, 32611-8545, USA
Keywords: median ; multivariate ; affine equivariant ; robust
Abstract:

A robust estimate of location for multivariate data is proposed, which becomes the univariate median for data of dimension one. This estimate has the desirable property of being affine equivariant. It is robust in the sense that it has a bounded influence function, a positive breakdown value, and has high efficiency compared to the sample mean for heavy-tailed distributions. Perhaps its greatest strength is that, unlike other affine equivariant medians, it is easy to compute for data in any practical dimension.

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