Authors: | Gather, Ursula Kwiecien, Robert |
Title: | Jensen's inequality for the Tukey median |
Language (ISO): | en |
Abstract: | Jensen's inequality states for a random variable X with values in Rd and existing expectation and for any convex function f : R^d -> R, that f(E(X)) <= E(f(X)). We prove an analogous inequality, where the expectation operator is replaced by the halfspace-median-operator (or Tukey-median-operator). |
Subject Headings: | Jensen's inequality Multivariate median Robustness Tukey depth |
URI: | http://hdl.handle.net/2003/24309 http://dx.doi.org/10.17877/DE290R-264 |
Issue Date: | 2007-05-25T10:39:02Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr07-07.pdf | DNB | 182.76 kB | Adobe PDF | View/Open |
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