Nadar, M.; Hettmansperger, T. P.; Oja, H. - In: Statistics & Probability Letters 64 (2003) 4, pp. 431-442
The Oja median, based on a sample of multivariate data, is an affine equivariant estimate of the centre of the distribution. It reduces to the sample median in one dimension and has several nice robustness and efficiency properties. We develop different representations of its asymptotic variance...