Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions
For a probability distribution on a Banach space, we introduce a family of central balls, indexed by their radius, using a proximity criterion close to those defining the spatial median. It is shown that these balls possess robustness and equivariance properties similar to those of the spatial median. They provide a multivariate generalization of the real interquantile intervals and can be interpreted as trimmed regions.
Volume (Year): 63 (1997)
Issue (Month): 2 (November)
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