পদ্ধতির তুলনা করুন

	হুবার রিগ্রেশন	Least Trimmed Squares (LTS) Regression	MM-Estimation for Robust Regression
ক্ষেত্র	পরিসংখ্যান	পরিসংখ্যান	পরিসংখ্যান
পরিবার	Regression model	Regression model	Regression model
উদ্ভবের বছর	1964	1984	1987
প্রবর্তক	Peter J. Huber	Peter J. Rousseeuw	Victor J. Yohai
ধরন	Robust linear regression (M-estimation)	Robust linear regression	Robust linear regression
মৌলিক উৎস	Huber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.
অপর নাম	Huber M-estimator, Huber loss regression, robust regression, Huber Regresyonu	LTS, least trimmed squares regression, trimmed least squares, robust regression	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
সম্পর্কিত	5	5	5
সারসংক্ষেপ	Huber regression is a robust linear regression method, introduced by Peter J. Huber in 1964, that resists the influence of outliers by treating small and large residuals differently. It applies a squared (OLS-like) loss to small residuals and a milder absolute-value loss to large ones, so extreme observations cannot dominate the fit.	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.	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.