Comparison of the bias of trimmed and Winsorized means

Mariusz Bieniek

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 22, 6641-6650

Abstract: We derive sharp upper and lower projection bounds on the bias of two-sided Winsorized means. To determine the projection of appropriate function, we consider new analytic condition which describes the form of the corresponding greatest convex minorant. Then we compare numerically obtained bounds for trimmed and Winsorized means. We conclude that if we have no information about the underlying distribution then Winsorized means are better than the trimmed ones.

Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2014.963620 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:22:p:6641-6650

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2014.963620

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().