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.
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Mosler, K., Pokotylo, O. (2015). Computation of the Oja Median by Bounded Search. In: Nordhausen, K., Taskinen, S. (eds) Modern Nonparametric, Robust and Multivariate Methods. Springer, Cham. https://doi.org/10.1007/978-3-319-22404-6_11
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DOI: https://doi.org/10.1007/978-3-319-22404-6_11
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-22403-9
Online ISBN: 978-3-319-22404-6
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