A practical affine equivariant multivariate median

A robust affine equivariant estimator of location for multivariate data is proposed which becomes the univariate median for data of dimension one.The estimator is robust in the sense that it has a bounded influence function, a positive breakdown value and has high efficiency compared to the sample mean for heavy-tailed distributions. Perhaps its greatest strength is that, unlike other affine equivariant multivariate medians, it is easily computed for data in any practical dimension.