Abstract
In this paper we review, prove and collect the results on the limiting behavior of the regular spatial median and its affine equivariant modification, the transformation retransformation spatial median. Estimation of the limiting covariance matrix of the spatial median is discussed as well. Some algorithms for the computation of the regular spatial median and its different modifications are described. The theory is illustrated with two examples.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
Digital Object Identifier: 10.1214/10-IMSCOLL718
Subjects:
Primary:
62H12
Secondary:
62G05
,
62G20
Keywords:
asymptotic normality
,
Hettmansperger–Randles estimate
,
multivariate location
,
spatial sign
,
spatial sign test
,
transformation retransformation
Rights: Copyright © 2010, Institute of Mathematical Statistics
