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 [EMAIL PROTECTED] 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, <[EMAIL PROTECTED]> 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
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