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March, 1984 On Projection Pursuit Measures of Multivariate Location and Dispersion
James Allen Fill, Iain Johnstone
Ann. Statist. 12(1): 127-141 (March, 1984). DOI: 10.1214/aos/1176346397

Abstract

Huber (1981b) and Li and Chen (1981) have proposed the use of projection pursuit techniques to construct and estimate measures of location and dispersion for multivariate distributions. In this paper we show that such measures do not ordinarily commute with affine coordinate reexpressions unless the distribution is centrosymmetric (location case) or elliptically contoured (dispersion case).

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James Allen Fill. Iain Johnstone. "On Projection Pursuit Measures of Multivariate Location and Dispersion." Ann. Statist. 12 (1) 127 - 141, March, 1984. https://doi.org/10.1214/aos/1176346397

Information

Published: March, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0539.62057
MathSciNet: MR733504
Digital Object Identifier: 10.1214/aos/1176346397

Subjects:
Primary: 62H05
Secondary: 62A05, 62F35

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 1 • March, 1984
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