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若干二维中位数的影响函数AI 解读

SUMMARY The asymptotic efficiency, influence function and breakdown properties of the multivariate median proposed by Oja are investigated and comparisons are made with two other generalizations of the median: the spatial median and the vector of marginal medians. It is shown that, for distributions with finite expectations, the Oja median has a bounded influence function although this median has 0% breakdown. For circular distributions, the influence functions of the Oja…

多元正态情形下广义中位数的渐近性质AI 解读

SUMMARY The generalized affine invariant median proposed by Oja (1983) is, in the case of multivariate normality, shown to be asymptotically at least as efficient as the spatial median.