Regression model
温莎化估计
温莎化估计（Winsorized estimation）是一种稳健技术，通过将分布的极端百分位数限制在选定的阈值内，从而减少异常值的影响。该方法由Dixon（1960）提出，并在Wilcox的稳健估计传统中得到发展，它保留样本中的每个观测值，而不是丢弃任何观测值。
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Method map
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来源
- 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
如何引用本页
ScholarGate. (2026, June 1). Winsorized Estimation of Location and Scale. ScholarGate. https://scholargate.app/zh/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.
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- 置换 (随机化) 检验统计学↔ compare
- 稳健相关（Spearman、Kendall和双权重）统计学↔ compare
- Yuen's检验 (截尾均值检验)统计学↔ compare