Robust Statistics

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4 domain-specific abstractions whose origin domain is Robust Statistics.

• Biweight midcorrelation — A robust correlation measure that centers each variable at its median and downweights observations far from the median using a redescending biweight.
• L-estimator — An estimator formed as a linear combination of sample order statistics.
• Medcouple — A robust median-based statistic of univariate skewness formed from paired observations on opposite sides of the sample median.
• Nonparametric skew — A bounded skewness statistic comparing a distribution’s mean and median relative to its mean absolute deviation.