BOUNDS ON THE BIAS OF WINSORIZED MEANS

DOI10.1111/J.1467-842X.2006.00462.XMaRDI QIDQ3592372zbMATH OpenFDO

Authors Mohammad Z. Raqab

Publication date 13 September 2007

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

biasorder statisticsHölder inequalityMorigutu inequality

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Comparison of the bias of trimmed and winsorized means
• Exact Bounds for the Bias of Trimmed Means
• Statistical properties of Winsorized means for skewed distributions
• Exact Bounds on the Truncated-Tilted Mean, with Applications
• Asymptotic normality of Winsorized means

Cites work

• scientific article; zbMATH DE number 3136801 (Why is no real title available?)
• A Modification of Schwarz's Inequality with Applications to Distributions
• Evaluating improvements for spacings of order statistics
• Exact Bounds for the Bias of Trimmed Means
• Exact bounds for the expectations of order statistics from non-negative populations
• Projecting statistical functionals
• Sharp bounds on l-estimates and their expectations for dependent samples
• Sharp bounds on moments of generalized order statistics.
• Stability of order statistics under dependence
• The Maxima of the Mean Largest Value and of the Range
• Universal Bounds for Mean Range and Extreme Observation
• p-norm bounds on the expectation of the maximum of a possibly dependent sample

Cited in

(6)

• Exact Bounds for the Bias of Trimmed Means
• Sharp bounds on the bias of trimean
• Statistical properties of Winsorized means for skewed distributions
• Comparison of the bias of trimmed and winsorized means
• Optimal bounds on the bias of quasimidranges
• Estimation based on the winsorized mean in the geometric distribution

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