Algorithm AS 180: A Linear Estimator of Standard Deviation in Symmetrically Trimmed Normal Samples
该文提出一种线性估计量,用于从对称截尾正态样本中估计标准差,适用于需要稳健估计的场景。
M. J. R. Healy, Algorithm AS 180: A Linear Estimator of Standard Deviation in Symmetrically Trimmed Normal Samples, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 31, No. 2 (1982), pp. 174-175