Robust Distribution-Based Winsorization in Composite Indicators Construction
Kris Boudt, Valentin Todorov, Wenjing Wang
Topics & Concepts
Ranking (information retrieval)Composite indexOutlierComposite indicatorEconometricsStandardizationQuantileRank (graph theory)StatisticsComputer sciencePerformance indicatorData miningMathematicsBusinessMachine learningMarketingOperating systemCombinatoricsAdvanced Statistical Methods and ModelsMulti-Criteria Decision MakingStatistical Methods and Applications