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Activity Number: 508
Type: Contributed
Date/Time: Thursday, August 10, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #305516
Title: Multivariate Spatial Median for Clustered Data
Author(s): Denis Larocque*+ and Jaakko Nevalainen and Hannu Oja
Companies: HEC Montréal and University of Tampere and University of Tampere
Address: 3000 Chemin de la Cote Sainte Catherine, Montreal, H3T 2A7, Canada
Keywords: spatial median ; multivariate location problem ; cluster correlated data ; intracluster correlation
Abstract:

We develop the spatial median and its affine equivariant version as companion estimates to the affine invariant sign test proposed recently by Larocque (2003). The asymptotics of the proposed estimates are extended to dependent data and their limiting as well as finite sample efficiencies for multivariate t-distributions are explored. We learn the efficiency of the spatial median suffers less from intracluster dependencies than the mean vector.


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