قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| مقدّر تاو (τ) للانحدار× | تقدير MM للانحدار القوي× | |
|---|---|---|
| المجال | الإحصاء | الإحصاء |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 1988 | 1987 |
| صاحب الطريقة≠ | Yohai & Zamar | Victor J. Yohai |
| النوع | Robust linear regression | Robust linear regression |
| المصدر التأسيسي≠ | Yohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413. DOI ↗ | Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗ |
| الأسماء البديلة≠ | tau regression estimator, robust tau regression, Tau-Tahmin Edici | MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici |
| ذات صلة≠ | 4 | 5 |
| الملخص≠ | The Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples. | The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved. |
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