পদ্ধতির তুলনা করুন

	MM-Estimation for Robust Regression	কোয়ান্টাইল রিগ্রেশন	রিগ্রেশনের টাউ (τ) প্রাক্কলক
ক্ষেত্র	পরিসংখ্যান	অর্থমিতি	পরিসংখ্যান
পরিবার	Regression model	Regression model	Regression model
উদ্ভবের বছর	1987	1978	1988
প্রবর্তক	Victor J. Yohai	Koenker & Bassett	Yohai & Zamar
ধরন	Robust linear regression	Conditional quantile regression	Robust linear regression
মৌলিক উৎস	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	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.
অপর নাম	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici	conditional quantile regression, regression quantiles, Kantil Regresyon	tau regression estimator, robust tau regression, Tau-Tahmin Edici
সম্পর্কিত	5	5	4
সারসংক্ষেপ	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.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.	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.