Statistical properties of Winsorized means for skewed distributions

DOI10.1093/BIOMET/81.2.373MaRDI QIDQ4319916zbMATH OpenOpenAlexFDO

Authors Louis-Paul Rivest

Publication date 1 March 1995

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/81.2.373

zbMATH Keywords

extreme value theorymax-domain of attractionmean squared errorsmomentnearly unbiased estimatororder statisticsPareto distributionsample meanskewed distributionsWeibull distributionWinsorized means

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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• Trimmed and Winsorized transformed means based on a scaled deviation
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• scientific article; zbMATH DE number 719542 (Why is no real title available?)
• Variance of a Winsorized Mean When the Sample Contains Multiple Outliers
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• A ONE‐SIDED TRIMMED MEAN ESTIMATOR FOR THE MEAN OF POSITIVELY SKEWED DISTRIBUTIONS
• An approach for specifying trimming and winsorization cutoffs
• Efficient nonparametric estimation for skewed distributions
• Type I error and test power of different tests for testing interaction effects in factorial experiments
• An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model

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Uses Software

• AS 183

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