Apologies Roger, if you find anything wrong with the mail. Thanks for the reference Roger. IS there anything else which I can look at, say something in R itself? Regards and thanks once again
Rahul Agarwal Analyst Equities Quantitative Research UBS_ISC, Hyderabad On Net: 19 533 6363 -----Original Message----- From: roger koenker [mailto:[EMAIL PROTECTED] Sent: Wednesday, November 19, 2008 10:49 PM To: Agarwal, Rahul-A Cc: r-help; [EMAIL PROTECTED] Subject: Re: [R] Oja median 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 > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
