Title:
The Projection Median and its Connection to Multivariate Ranks, Medians and Depth-Weighted Averages
Date:
Thursday, April 25, 2013 @ 1:00pm
Location:
E2-304 EITC Building, University of Manitoba Fort Garry Campus
Speaker:
Dr. Alexandre Leblanc
Department of Statistics, University of Manitoba
Abstract:
In this presentation, I will discuss the concepts of multivariate ranks, depth and outlyingness, and how multivariate medians can be defined as points with the highest depth or multivariate rank, or lowest outlyingness. I will also describe depth-weighted averages, a form of robust sample averages with adaptive weights. Finally, the projection median introduced by Durocher & Kirkpatrick (2005, 2009) will be presented, from a statistician’s perspective, as an interesting alternative to the other better known methods of estimating multivariate location.
This is based on joint work with S. Durocher and M. Skala.
Cost:
This will be a free event.
Contact:
If you would like additional information or if you might be interested in presenting a seminar, please contact Stephane Durocher or the Department of Computer Science.
