[R] Oja median

roger koenker rkoenker at uiuc.edu
Wed Nov 19 18:18:50 CET 2008

Cross posting is sociopathic.  The Oja median _is_ robust in
several reasonable senses, but admittedly not from a breakdown
perspective.  There are several other options:  for a good review
see, e.g. Multivariate Median, A. Niinimaa and H. Oja
Encyclopedia of Statistical Sciences

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820

On Nov 19, 2008, at 5:40 AM, <Rahul-A.Agarwal at ubs.com> wrote:

> Hi Roger,
> As we know that The Oja median has (finite) breakdown point 2/n, i.e.,
> is not robust in any reasonable sense, and is quite expensive to
> compute, so do we have some better methodology to compute multivariate
> median
> Rahul Agarwal
> Analyst
> Equities Quantitative Research
> UBS_ISC, Hyderabad
> On Net: 19 533 6363
> 	[[alternative HTML version deleted]]
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