Trimmed and winsorized standard deviations based on a scaled deviation

DOI10.1080/10485250802036909MaRDI QIDQ3521113zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

efficiencyrobustnessinfluence functionbreakdown pointlimiting distributionasymptotic representationtrimmed standard deviationwinsorized standard deviation

Mathematics Subject Classification ID

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

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Cites work

• A class of high-breakdown scale estimators based on subranges
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Adaptive choice of trimming proportions
• Alternatives to the Median Absolute Deviation
• Approximation Theorems of Mathematical Statistics
• Asymptotics of reweighted estimators of multivariate location and scatter
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Convergence of stochastic processes
• Do robust estimators work with real data?
• Maxbias curves of robust scale estimators based on subranges
• Multidimensional trimming based on projection depth
• On Some Robust Estimates of Location
• Random means
• Robust L Estimation of Scale With an Application in Astronomy
• Some Flexible Estimates of Location
• The asymptotic distribution of the trimmed mean
• The metrically trimmed mean as a robust estimator of location
• Weak convergence and empirical processes. With applications to statistics

Cited in

(9)

• Computation of projection regression depth and its induced median
• Trimmed and Winsorized transformed means based on a scaled deviation
• On general notions of depth for regression
• An approach for specifying trimming and winsorization cutoffs
• 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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