পদ্ধতির তুলনা করুন

	Least Trimmed Squares (LTS) Regression	সাধারণ ন্যূনতম বর্গক্ষেত্র (OLS) রিগ্রেশন	Robust Covariance Estimation (MCD)
ক্ষেত্র	পরিসংখ্যান	অর্থমিতি	পরিসংখ্যান
পরিবার	Regression model	Regression model	Regression model
উদ্ভবের বছর	1984	2019	1999
প্রবর্তক	Peter J. Rousseeuw	Wooldridge (textbook treatment); classical least squares	Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
ধরন	Robust linear regression	Linear regression	Robust multivariate location-scatter estimator
মৌলিক উৎস	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223.
অপর নাম	LTS, least trimmed squares regression, trimmed least squares, robust regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
সম্পর্কিত	5	5	4
সারসংক্ষেপ	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation.