Winsorising is named after Charles Winsor (Huber, 2002), with whom Tukey had (a mean of) 1.9 meals per day over a period of 3 years (Fernholz and Morgenthaler, 2003). Winsor, an “engineer-turned-physiologist-turned-statistician”, converted Tukey to stats (Brillinger, 2002).
A nice biographical detail about Winsor (from here):
I have heard gossip
that he was brilliant,
lazy and died young.
Peter J. Huber (2002). John W. Tukey’s Contributions to Robust Statistics. The Annals of Statistics, 30(6), 1640-1648.
Luisa Turrin Fernholz and Stephan Morgenthaler (2003). A Conversation with John W. Tukey. Statistical Science, 18(3), 346-356.
David R. Brillinger (2002). John W. Tukey: his life and professional contributions. Annals of Statistics, 30, 1535-1575.