Calculating the simplex median

Authors:
Xin Huang;Christopher G. Small
Affiliations:
University of Waterloo, Waterloo, Ontario, Canada N2L 3G1;University of Waterloo, Waterloo, Ontario, Canada N2L 3G1
Venue:
Statistics and Computing
Year:
2004

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Abstract

While much attention has recently focussed on the use of multivariate medians for estimating the centre of a data set, a particular median based upon random simplexes proposed by Liu has been overshadowed by progress on other multivariate medians. The purpose of this paper is to redress the balance, and to show that Liu's simplex median is tractable, and has distinctive desirable properties that recommend it for use in data analysis.