Measures of centrality for multivariate and directional distributions
作者:
Christopher G. Small,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1987)
卷期:
Volume 15,
issue 1
页码: 31-39
ISSN:0319-5724
年代: 1987
DOI:10.2307/3314859
出版商: Wiley‐Blackwell
关键词: Median;monotone transformation;equivariance;affine
数据来源: WILEY
摘要:
AbstractMeasures of centrality that generalize the univariate median are studied and applied to multivariate and directional distributions. A standard example is developed for general multivariate settings, and the uniqueness of the median proved for distributions satisfying certain regularity conditions. In the presence of weaker regularity, this median is shown to be of codimension 2. Conditions are also provided for these measures of centrality to be equivariant under transformations on the sample space. The equivariance of the usual univariate median under monotone transformations is seen as a special case.
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