On Projection Pursuit Measures of Multivariate Location and Dispersion
Fill, James Allen ; Johnstone, Iain
Ann. Statist., Tome 12 (1984) no. 1, p. 127-141 / Harvested from Project Euclid
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Huber (1981b) and Li and Chen (1981) have proposed the use of projection pursuit techniques to construct and estimate measures of location and dispersion for multivariate distributions. In this paper we show that such measures do not ordinarily commute with affine coordinate reexpressions unless the distribution is centrosymmetric (location case) or elliptically contoured (dispersion case).
Publié le : 1984-03-14
Classification:  Projection pursuit,  multivariate location,  multivariate dispersion,  equivariance,  centrosymmetry,  elliptically contoured distributions,  62H05,  62A05,  62F35 
@article{1176346397,
     author = {Fill, James Allen and Johnstone, Iain},
     title = {On Projection Pursuit Measures of Multivariate Location and Dispersion},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 127-141},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346397}
}

Fill, James Allen; Johnstone, Iain. On Projection Pursuit Measures of Multivariate Location and Dispersion. Ann. Statist., Tome 12 (1984) no. 1, pp.  127-141. http://gdmltest.u-ga.fr/item/1176346397/