Trimmed and winsorized standard deviations based on a scaled deviation

DOI10.1080/10485250802036909zbMath1142.62012OpenAlexW1977751470MaRDI QIDQ3521113

Mingxin Wu, YiJun Zuo

Publication date: 27 August 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802036909

zbMATH Keywords

robustnessefficiencyinfluence functionasymptotic representationlimiting distributionbreakdown pointtrimmed standard deviationwinsorized standard deviation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Computation of projection regression depth and its induced median ⋮ A robust scale estimator based on pairwise means ⋮ An approach for specifying trimming and winsorization cutoffs ⋮ On general notions of depth for regression ⋮ Robustness of the deepest projection regression functional ⋮ Trimmed and Winsorized transformed means based on a scaled deviation

Cites Work

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• Alternatives to the Median Absolute Deviation
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• Convergence of stochastic processes
• Maxbias curves of robust scale estimators based on subranges

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