Metodebevisregistrering

Winsorized Estimation

Winsorized estimation is a robust technique that reduces the influence of outliers by clamping the extreme percentiles of a distribution to a chosen threshold. Introduced by Dixon (1960) and developed in the robust-estimation tradition of Wilcox, it keeps every observation in the sample rather than discarding any.

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Winsorized Estimation of Location and Scale

Taksonomisk metoderegistrering · regression-model / statistics

Dixon, W. J. (1960). Simplified Estimation from Censored Normal Samples. Annals of Mathematical Statistics, 31(2), 385-391. · DOI 10.1214/aoms/1177705900
Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. · ISBN 978-0123869838

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