@techreport{de7b455eb8c64a6f94aa33838c4f3a77,

title = "A Comparison of Algorithms for the Multivariate L1-Median",

abstract = "The L1-median is a robust estimator of multivariate location with good statistical properties. Several algorithms for computing the L1- median are available. Problem speci c algorithms can be used, but also general optimization routines. The aim is to compare dierent algorithms with respect to their precision and runtime. This is pos- sible because all considered algorithms have been implemented in a standardized manner in the open source environment R. In most sit- uations, the algorithm based on the optimization routine NLM (non- linear minimization) clearly outperforms other approaches. Its low computation time makes applications for large and high-dimensional data feasible.",

keywords = "Algorithm, Multivariate median, Optimization, Robustness",

author = "H. Fritz and P. Filzmoser and C. Croux",

note = "Pagination: 23",

year = "2010",

language = "English",

volume = "2010-106",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}