Compara mètodes

	Regressió per Mínims Quadrats Troncats (LTS)	Estimadors M (Regressió Robust)
Camp	Estadística	Estadística
Família	Regression model	Regression model
Any d'origen	1984	2009
Autor original	Peter J. Rousseeuw	Peter J. Huber
Tipus	Robust linear regression	Robust linear regression
Font seminal	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Huber, P. J., & Ronchetti, E. M. (2009). Robust Statistics (2nd ed.). Wiley.
Àlies	LTS, least trimmed squares regression, trimmed least squares, robust regression	m-estimation, huber regression, robust m-regression, M-Tahmin Ediciler
Relacionats	5	5
Resum	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.	M-estimators are a robust generalisation of maximum likelihood estimation, formalised in the work of Peter J. Huber (Huber & Ronchetti, 2009). Instead of squaring every residual, they apply a bounded loss function so that large residuals from outliers are down-weighted rather than allowed to dominate the fit.