Trimmed and Winsorized means based on a scaled deviation

DOI10.1016/j.jspi.2008.03.039zbMath1149.62047OpenAlexW2066725633MaRDI QIDQ958793

Mingxin Wu, YiJun Zuo

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.039

zbMATH Keywords

robustnessefficiencyinfluence functionasymptotic representationlimiting distributiontrimmed meanbreakdown pointWinsorized mean

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (10)

Computation of projection regression depth and its induced median ⋮ A robust scale estimator based on pairwise means ⋮ Adaptive trimmed mean as a location estimate ⋮ Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure ⋮ An approach for specifying trimming and winsorization cutoffs ⋮ Non-asymptotic analysis and inference for an outlyingness induced winsorized mean ⋮ Least sum of squares of trimmed residuals regression ⋮ 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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• Approximation Theorems of Mathematical Statistics
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• On Some Robust Estimates of Location
• Some Flexible Estimates of Location
• Convergence of stochastic processes

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