Winsoriseret estimering
Winsoriseret estimering er en robust teknik, der reducerer indflydelsen af outliers ved at begrænse de ekstreme percentiler af en fordeling til en valgt tærskelværdi. Introduceret af Dixon (1960) og udviklet i traditionen for robust estimering af Wilcox, bevarer den alle observationer i stikprøven i stedet for at kassere nogen.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- 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
Sådan citerer du denne side
ScholarGate. (2026, June 1). Winsorized Estimation of Location and Scale. ScholarGate. https://scholargate.app/da/statistics/winsorized-estimation
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Indflydelsesdiagnostik (Cook's Distance, DFFITS, Leverage)Statistik↔ compare
- Median Absolut Afvigelse (MAD) EstimeringStatistik↔ compare
- Permutationstest (Randomiseringstest)Statistik↔ compare
- Robust Korrelation (Spearman, Kendall og Biweight)Statistik↔ compare
- Trimmed Mean Test (Yuen's Test)Statistik↔ compare
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