Transformation of statistics by limiting extreme values
Winsorizing or winsorization is the transformation of statistics by limiting extreme values in the statistical data to reduce the effect of possibly spurious outliers. It is named after the engineer-turned-biostatistician Charles P. Winsor (1895–1951). The effect is the same as clipping in signal processing.
The distribution of many statistics can be heavily influenced by outliers. A typical strategy is to set all outliers to a specified percentile of the data; for example, a 90% winsorization would see all data below the 5th percentile set to the 5th percentile, and data above the 95th percentile set to the 95th percentile.
Winsorized estimators are usually more robust to outliers than their more standard forms, although there are alternatives, such as trimming, that will achieve a similar effect.
Winsorizing or winsorization is the transformation of statistics by limiting extreme values in the statistical data to reduce the effect of possibly spurious...
to the truncated mean. It involves the calculation of the mean after winsorizing — replacing given parts of a probability distribution or sample at the...
function is used in robust statistics, M-estimation and additive modelling. Winsorizing Robust regression M-estimator Visual comparison of different M-estimators...
}}\,{\underset {i\in \{1,\dots ,n\}}{\operatorname {max} }}\,|x-x_{i}|} Winsorized mean Similar to the truncated mean, but, rather than deleting the extreme...
engineer, physiologist and biostatistician. He is best known for inventing winsorization, an early method in robust statistics used to deal with statistical...
observation Random sample consensus Robust regression Studentized residual Winsorizing Grubbs, F. E. (February 1969). "Procedures for detecting outlying observations...
mean,[citation needed] but this name should not be confused with the Winsorized mean: in the latter, the observations that the trimmed mean would discard...
rate, whilst for absolute errors, it increases at a constant rate. When Winsorizing is used, a mixture of these two effects is introduced: for small values...
Trimean the weighted arithmetic mean of the median and two quartiles. Winsorized mean an arithmetic mean in which extreme values are replaced by values...
heteroscedastic F test, Welch's heteroscedastic F test with trimmed means and Winsorized variances, Brown-Forsythe test, Alexander-Govern test, James second order...
distribution Wilks' theorem – redirects to section of Likelihood-ratio test Winsorized mean Whipple's index White test White noise Wide and narrow data Wiener...
alternatives include trimming and Winsorising, as in the trimmed mean and the Winsorized mean. Estimation of covariance matrices Scatter matrix Unbiased estimation...
maint: location missing publisher (link) Frey, Bruce B. (2018-01-29). "Winsorizing". The Sage encyclopedia of educational research, measurement, and evaluation...
wave wavelength wedge weighted mean wet-bulb temperature wheel and axle winsorized mean X-coordinate Y-coordinate yield Young's modulus Zero Defects (ZD)...
certain strata and compliance rate is low. One way to compromise it to winsorize the estimates, in this paper they set the threshold as =0.275. If compliance...
Winsor, a statistician, who later went on to develop the theory of Winsorization, and influenced B.F. Skinner and the field of psychology. Crozier's...
and options Stutland Equities generated returns in excess of 1% (post winsorization using 95/5 rule) on capital during the market's high volatility during...
tabled critical values decreases statistical power; alternatives to the winsorized sample standard deviation can be invoked to increase the statistical power...
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