References

Snedecor, G. W., and W. Cochran. 1967. Statistical Methods. 6th ed. The Iowa State University Press.

  1. Mair, P., & Wilcox, R. (2019). Robust statistical methods in R using the WRS2 package. Behavior Research Methods. https://doi.org/10.3758/s13428-019-01246-w ↩︎

  2. Perret-Gentil, C., & Victoria-Feser, M.-P. (2003). Financial Valuation and Risk Management Working Paper No. 173 Robust Mean-Variance Portfolio Selection Cédric↩︎

  3. In the book, the argument mentioned for the R standard function is called wrongly tr.↩︎

  4. See the German explication for “winsorisieren”: https://m.portal.hogrefe.com/dorsch/winsorisieren/↩︎

  5. The parameter STAND has no functionality, it is only kept for WRS compatibility purposes.↩︎

  6. I couldn’t find the TBS measure of variation tbsvar() in any of the packages recommended in the book. But maybe it is included in the C-version, which I didn’t manage to download.↩︎