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| Distància de Mahalanobis robusta× | Estimació per la desviació absoluta mediana (MAD)× | |
|---|---|---|
| Camp | Estadística | Estadística |
| Família | Regression model | Regression model |
| Any d'origen≠ | 1990 | 1974 |
| Autor original≠ | Rousseeuw & Van Zomeren (robust distance); Filzmoser, Garrett & Reimann (multivariate outlier detection) | Hampel (influence-curve treatment); classical robust statistics |
| Tipus≠ | Robust multivariate outlier detection | Robust scale estimator |
| Font seminal≠ | Rousseeuw, P. J. & Van Zomeren, B. C. (1990). Unmasking Multivariate Outliers and Leverage Points. Journal of the American Statistical Association, 85(411), 633-639. DOI ↗ | Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗ |
| Àlies | MCD Mahalanobis distance, robust mahalanobis, minimum covariance determinant distance, Robust Mahalanobis Uzaklığı | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini |
| Relacionats | 5 | 5 |
| Resum≠ | Robust Mahalanobis Distance flags multivariate outliers by measuring how far each observation lies from the centre of the data using a robust covariance estimate. It builds on the robust-distance framework of Rousseeuw and Van Zomeren (1990) and the multivariate outlier-detection approach of Filzmoser, Garrett and Reimann (2005), replacing the classical mean and covariance with the Minimum Covariance Determinant (MCD) estimate so that the outliers themselves do not distort the distance. | Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result. |
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