The geometry of the affine invariant multivariate sign and rank methods

被引:11
|
作者
Hettmansperger, TP
Möttönen, J
Oja, H
机构
[1] Penn State Univ, Dept Stat, University Pk, PA 16802 USA
[2] Univ Oulu, Dept Math Sci Stat, Oulu, Finland
关键词
hyperplane; L-1; methods; multivariate median; multivariate rank test; multivariate sign test; robustness;
D O I
10.1080/10485259908832784
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For k-variate data sets, hyperplanes determined by the k-subsets of observations and the normals of these hyperplanes are discussed. Their use in defining multi-variate invariant concepts of sign and rank and multivariate median (based on the Oja criterion) as well as in the computation of these methods is illustrated.
引用
收藏
页码:271 / 285
页数:15
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