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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...
- to the
truncated mean. It
involves the
calculation of the mean
after winsorizing —
replacing given parts of a
probability distribution or
sample at the...
-
function is used in
robust statistics, M-estimation and
additive modelling.
Winsorizing Robust regression M-estimator
Visual comparison of
different M-estimators...
-
heteroscedastic F test, Welch's
heteroscedastic F test with
trimmed means and
Winsorized variances, Brown-Forsythe test, Alexander-Govern test,
James second order...
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observation Random sample consensus Robust regression Studentized residual Winsorizing Grubbs, F. E. (February 1969). "Procedures for
detecting outlying observations...
- 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...
- rate,
whilst for
absolute errors, it
increases at a
constant rate. When
Winsorizing is used, a
mixture of
these two
effects is introduced: for
small values...
-
Trimean the
weighted arithmetic mean of the
median and two quartiles.
Winsorized mean an
arithmetic mean in
which extreme values are
replaced by values...
- engineer,
physiologist and biostatistician. He is best
known for
inventing winsorization, an
early method in
robust statistics used to deal with statistical...
- }}\,{\underset {i\in \{1,\dots ,n\}}{\operatorname {max} }}\,|x-x_{i}|}
Winsorized mean
Similar to the
truncated mean, but,
rather than
deleting the extreme...
