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Computation of the Oja Median by Bounded Search

In: Modern Nonparametric, Robust and Multivariate Methods

Author

Listed:
  • Karl Mosler

    (University of Cologne, Institute of Econometrics and Statistics)

  • Oleksii Pokotylo

    (University of Cologne, Cologne Graduate School)

Abstract

A new algorithm is given for the exact calculation of the Oja median. It modifies the algorithm of Ronkainen et al. (Developments in Robust Statistics, Springer, Berlin, 2003) by employing bounded regions which contain the median. The regions are built using the centered rank function. The new algorithm is faster and has less complexity than the previous one. It is also used for an even faster approximative calculation.

Suggested Citation

  • Karl Mosler & Oleksii Pokotylo, 2015. "Computation of the Oja Median by Bounded Search," Springer Books, in: Klaus Nordhausen & Sara Taskinen (ed.), Modern Nonparametric, Robust and Multivariate Methods, edition 1, chapter 0, pages 185-203, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-22404-6_11
    DOI: 10.1007/978-3-319-22404-6_11
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