Some Observations on Winsorization and Trimming

1 · John Myles White · Dec. 3, 2015, 2 p.m.
Over the last few months, I’ve had a lot of conversations with people about the use of winsorization to deal with heavy-tailed data that is positively skewed because of large outliers. After a conversation with my friend Chris Said this past week, it became clear to me that I needed to do some simulation studies […]...