পদ্ধতির তুলনা করুন

	Robust ANOVA (Welch ও Trimmed Mean)	বুুটস্ট্র্যাপ অনুমান	সাধারণ ন্যূনতম বর্গক্ষেত্র (OLS) রিগ্রেশন	Theil-Sen Estimator
ক্ষেত্র	পরিসংখ্যান	পরিসংখ্যান	অর্থমিতি	পরিসংখ্যান
পরিবার	Regression model	Regression model	Regression model	Regression model
উদ্ভবের বছর	1951	1979	2019	1968
প্রবর্তক	Welch (1951); robust trimmed-mean approach popularised by Wilcox	Bradley Efron	Wooldridge (textbook treatment); classical least squares	Henri Theil (1950); P. K. Sen (1968)
ধরন	Robust one-way analysis of variance	Resampling-based inference	Linear regression	Robust linear regression
মৌলিক উৎস	Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389.
অপর নাম	Welch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
সম্পর্কিত	5	5	5	6
সারসংক্ষেপ	Robust ANOVA compares the central tendency of three or more groups when the classical assumptions of normality and equal variances fail. It combines Welch's heteroscedasticity-adjusted statistic, introduced by Welch in 1951, with trimmed-mean tests advanced by Wilcox, giving reliable comparisons in the presence of outliers and unequal group spreads.	Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.	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).	The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%.