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Estimación Winsorizada×Correlación Robusta (Spearman, Kendall y Biweight)×
CampoEstadísticaEstadística
FamiliaRegression modelRegression model
Año de origen19602012
Autor originalDixon (1960); robust estimation tradition (Wilcox)Spearman rank, Kendall tau; biweight from Wilcox / Shevlyakov & Oja robust statistics tradition
TipoRobust location/scale estimatorRobust correlation measures
Fuente seminalDixon, W. J. (1960). Simplified Estimation from Censored Normal Samples. Annals of Mathematical Statistics, 31(2), 385-391. DOI ↗Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing. Academic Press. ISBN: 978-0123869838
Aliaswinsorization, winsorized mean, Winsorize Edilmiş TahminSpearman correlation, Kendall tau, biweight midcorrelation, rank correlation
Relacionados55
ResumenWinsorized 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.Robust Correlation is a family of association measures that resist outliers, covering Spearman's rank correlation, Kendall's tau, and the biweight midcorrelation. Drawing on the robust-statistics tradition described by Wilcox (2012) and Shevlyakov & Oja (2016), it measures how strongly two variables move together without being distorted by a few extreme points.
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  3. PUBLISHED

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ScholarGateComparar métodos: Winsorized Estimation · Robust Correlation. Recuperado el 2026-06-17 de https://scholargate.app/es/compare