winsorized estimator

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Winsorized mean — A Winsorized mean is a Winsorized statistical measure of central tendency, much like the mean and median, and even more similar to the truncated mean. It involves the calculation of the mean after replacing given parts of a probability… … Wikipedia
L-estimator — In robust statistics, an L estimator is an estimator which equals a linear combination of order statistics of the measurements.Consider, for example, the median. Given n measurements x 1, ldots, x n, where n is odd, the median equals x… … Wikipedia
Winsorising — or Winsorization is the transformation of statistics by transforming extreme values in the statistical data, and is named for the engineer turned biostatistician Charles P. Winsor (1895 ndash;1951).The distribution of many statistics can be… … Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
Truncated mean — A truncated mean or trimmed mean is a statistical measure of central tendency, much like the mean and median. It involves the calculation of the mean after discarding given parts of a probability distribution or sample at the high and low end,… … Wikipedia

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