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Jensen's inequality for the Tukey median

dc.contributor.authorGather, Ursula
dc.contributor.authorKwiecien, Robert
dc.date.accessioned2007-05-25T10:39:02Z
dc.date.available2007-05-25T10:39:02Z
dc.date.issued2007-05-25T10:39:02Z
dc.description.abstractJensen'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).en
dc.identifier.urihttp://hdl.handle.net/2003/24309
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-264
dc.language.isoende
dc.subjectJensen's inequalityen
dc.subjectMultivariate medianen
dc.subjectRobustnessen
dc.subjectTukey depthen
dc.subject.ddc004
dc.titleJensen's inequality for the Tukey medianen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access
eldorado.dnb.deposittrue

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