Jensen's inequality for the Tukey median
| dc.contributor.author | Gather, Ursula | |
| dc.contributor.author | Kwiecien, Robert | |
| dc.date.accessioned | 2007-05-25T10:39:02Z | |
| dc.date.available | 2007-05-25T10:39:02Z | |
| dc.date.issued | 2007-05-25T10:39:02Z | |
| dc.description.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). | en |
| dc.identifier.uri | http://hdl.handle.net/2003/24309 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-264 | |
| dc.language.iso | en | de |
| dc.subject | Jensen's inequality | en |
| dc.subject | Multivariate median | en |
| dc.subject | Robustness | en |
| dc.subject | Tukey depth | en |
| dc.subject.ddc | 004 | |
| dc.title | Jensen's inequality for the Tukey median | en |
| dc.type | Text | de |
| dc.type.publicationtype | report | en |
| dcterms.accessRights | open access |