Apologies Roger, if you find anything wrong with the mail.
Thanks for the reference Roger.
IS there anything else which I can look at, say something in R itself?
Regards and thanks once again
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-----Original Message-----
From: roger koenker [mailto:rkoenker at uiuc.edu]
Sent: Wednesday, November 19, 2008 10:49 PM
To: Agarwal, Rahul-A
Cc: r-help; R-SIG-robust at r-project.org
Subject: Re: [R] Oja median
Cross posting is sociopathic. The Oja median _is_ robust in several
reasonable senses, but admittedly not from a breakdown perspective.
There are several other options: for a good review see, e.g.
Multivariate Median, A. Niinimaa and H. Oja Encyclopedia of Statistical
Sciences
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Nov 19, 2008, at 5:40 AM, <Rahul-A.Agarwal at ubs.com> wrote:
>
> Hi Roger,
>
> As we know that The Oja median has (finite) breakdown point 2/n, i.e.,
> is not robust in any reasonable sense, and is quite expensive to
> compute, so do we have some better methodology to compute multivariate
> median
>
>
> Rahul Agarwal
> Analyst
> Equities Quantitative Research
> UBS_ISC, Hyderabad
> On Net: 19 533 6363
>
>
>
>
>
> [[alternative HTML version deleted]]
>
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