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The Remedian: A Robust Averaging Method for Large Data Sets
1990
Journal of the American Statistical Association
It is often assumed that to compute a robust estimator on n data values one needs at least n storage elements (contrary to the sample average, that may be calculated with an updating mechanism). This is one of the main reasons why robust estimators are seldom used for large data sets and why they are not included in most statistical packages. We introduce a new estimator that takes up little storage space, investigate its statistical properties, and provide an example on real-time curve
doi:10.1080/01621459.1990.10475311
fatcat:ev5s742qlzcizifqbvlhnhhi2m