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Winsorizing or
winsorization is the
transformation of
statistics by
limiting extreme values in the
statistical data to
reduce the
effect of
possibly spurious...
- A
winsorized mean is a
winsorized statistical measure of
central tendency, much like the mean and median, and even more
similar to the
truncated mean...
- equity) or in
markets with rare
trading activity. The
Welch beta is a slope-
winsorized beta
estimator that
bounds daily stock returns within the
range of −2...
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heteroscedastic F test, Welch's
heteroscedastic F test with
trimmed means and
Winsorized variances, Brown-Forsythe test, Alexander-Govern test,
James second order...
- }}\,{\underset {i\in \{1,\dots ,n\}}{\operatorname {max} }}\,|x-x_{i}|}
Winsorized mean
Similar to the
truncated mean, but,
rather than
deleting the extreme...
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observation Random sample consensus Robust regression Studentized residual Winsorizing Grubbs, F. E. (February 1969). "Procedures for
detecting outlying observations...
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Trimean the
weighted arithmetic mean of the
median and two quartiles.
Winsorized mean an
arithmetic mean in
which extreme values are
replaced by values...
- mean,[citation needed] but this name
should not be
confused with the
Winsorized mean: in the latter, the
observations that the
trimmed mean
would discard...
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alternatives include trimming and Winsorising, as in the
trimmed mean and the
Winsorized mean.
Estimation of
covariance matrices Scatter matrix Unbiased estimation...
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function is used in
robust statistics, M-estimation and
additive modelling.
Winsorizing Robust regression M-estimator
Visual comparison of
different M-estimators...
