Trimmed and winsorized standard deviations based on a scaled deviation
DOI10.1080/10485250802036909zbMATH Open1142.62012OpenAlexW1977751470MaRDI QIDQ3521113FDOQ3521113
Authors: 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
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efficiencyrobustnessinfluence functionbreakdown pointlimiting distributionasymptotic representationtrimmed standard deviationwinsorized standard deviation
Asymptotic properties of parametric estimators (62F12) Nonparametric robustness (62G35) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Approximation Theorems of Mathematical Statistics
- Asymptotics of reweighted estimators of multivariate location and scatter
- Alternatives to the Median Absolute Deviation
- Convergence of stochastic processes
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Do robust estimators work with real data?
- A class of high-breakdown scale estimators based on subranges
- The asymptotic distribution of the trimmed mean
- On Some Robust Estimates of Location
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
- Maxbias curves of robust scale estimators based on subranges
- Multidimensional trimming based on projection depth
- Random means
- Some Flexible Estimates of Location
- Robust L Estimation of Scale With an Application in Astronomy
- The metrically trimmed mean as a robust estimator of location
- Adaptive choice of trimming proportions
Cited In (9)
- Computation of projection regression depth and its induced median
- An approach for specifying trimming and winsorization cutoffs
- Trimmed and Winsorized transformed means based on a scaled deviation
- On general notions of depth for regression
- Tables to calculate untrimmed range and standard deviation estimates from trimmed estimates
- Trimmed and Winsorized means based on a scaled deviation
- A family of scale estimators by means of trimming
- A robust scale estimator based on pairwise means
- Robustness of the deepest projection regression functional
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