Statistics and Computing

, Volume 14, Issue 2, pp 91–98 | Cite as

Calculating the simplex median

  • Xin Huang
  • Christopher G. Small


While much attention has recently focussed on the use of multivariate medians for estimating the centre of a data set, a particular median based upon random simplexes proposed by Liu has been overshadowed by progress on other multivariate medians. The purpose of this paper is to redress the balance, and to show that Liu's simplex median is tractable, and has distinctive desirable properties that recommend it for use in data analysis.

simplex median multivariate data quasi-newton optimization 


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Copyright information

© Kluwer Academic Publishers 2004

Authors and Affiliations

  • Xin Huang
    • 1
  • Christopher G. Small
    • 1
  1. 1.University of WaterlooWaterlooCanada

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