The multivariate L1-median and associated data depth

Yehuda Vardi, Cun Hui Zhang

Research output: Contribution to journalArticlepeer-review

325 Scopus citations

Abstract

This paper gives three related results: (i) a new, simple, fast, monotonically converging algorithm for deriving the L1-median of a data cloud in R(d) a problem that can be traced to Fermat and has fascinated applied mathematicians for over three centuries; (ii) a new general definition for depth functions, as functions of multivariate medians, so that different definitions of medians will, correspondingly, give rise to different depth functions; and (iii) a simple closed-form formula of the L1- depth function for a given data cloud in R(d).

Original languageEnglish (US)
Pages (from-to)1423-1426
Number of pages4
JournalProceedings of the National Academy of Sciences of the United States of America
Volume97
Issue number4
DOIs
StatePublished - Feb 15 2000

All Science Journal Classification (ASJC) codes

  • General

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