scientific article; zbMATH DE number 3188867
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Publication:5725136
zbMATH Open0116.10904MaRDI QIDQ5725136FDOQ5725136
Authors: John W. Tukey, D. H. McLaughlin 
Publication date: 1963
Title of this publication is not available (Why is that?)
Cited In (28)
- Adaptive choice of trimming proportion in trimmed least-squares estimation.
- Adaptive choice of trimming proportions
- Adaptive trimmed mean as a location estimate
- A von Mises approximation to the small sample distribution of the trimmed mean
- An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
- The asymptotic behaviour of a class ofL-estimators under long-range dependence
- Trimmed \(\tilde T^2\): A robust analog of Hotelling's \(T^2\)
- A robust and easy confidence procedure with moderately long-tailed symmetric distributions
- Robust estimation: A condensed partial survey
- Robust causal inference for incremental return on ad spend with randomized paired geo experiments
- Robust pairwise multiple comparisons under short-tailed symmetric distributions
- Globally robust confidence intervals for simple linear regression
- Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
- Multidimensional trimming based on projection depth
- Trimming and winsorization: A review
- Globally robust inference for the location and simple linear regression models
- Mean estimation in high dimension
- Mean estimation and regression under heavy-tailed distributions: A survey
- Least sum of squares of trimmed residuals regression
- Power comparisons of single‐sample winsorized T, trimmed T and student's T
- Asymptotic normality of Winsorized means
- Robust multivariate mean estimation: the optimality of trimmed mean
- On the use of \(L\)-functionals in regression models
- Admissible estimators of the population total using trimming and Winsorization
- Robust estimation and regression with parametric quantile functions
- An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality
- Three steps towards robust regression
- High-dimensional robust inference for censored linear models
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