Tagged Questions
6
votes
1answer
137 views
Using MAD as a way of defining a threshold for significance testing
If I have a set of terms each term having a particular frequency associated with it (the number of the times the term has appeared in fixed corpus of papers), then is the following method of ...
1
vote
2answers
284 views
MAD equivalent for standard error
As far as I know, one can calculate the relative standard error from the standard deviation of a data sample. I am looking for the Median Absolute Deviation equivalent for standard error.
Does one ...
3
votes
5answers
779 views
Use of robust spread measures such median average deviation and median filters for time series
I have a time series where I need to detect gross anomalies due to coding errors, not small shifts in the structure of the series. I am interested in the most recent data points, not historical data ...
3
votes
1answer
481 views
Median of medians as robust mean of means?
The location and scale of a normally distributed data can be estimated by sampling the data then taking the mean of the sample means and standard deviations, respectively. For non-normal ...
