Variance of a Winsorized Mean When the Sample Contains Multiple Outliers

DOI10.1081/STA-120017804zbMath1024.62006MaRDI QIDQ4795557

Nandini Kannan, Narayanaswamy Balakrishnan

Publication date: 24 February 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

outlierslinear estimatorsrecurrence relationsrobust estimators

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Product moments of order statistics and the variance of a lightly trimmed mean
• On the variance of the trimmed mean
• A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample
• Relations, bounds and approximations for order statistics

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