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Robuste Mahalanobis-Distanz×Angepasster Boxplot für schiefe Verteilungen×Least Trimmed Squares (LTS)-Regression×Schätzung der mittleren absoluten Abweichung (MAD)×
FachgebietStatistikStatistikStatistikStatistik
FamilieRegression modelRegression modelRegression modelRegression model
Entstehungsjahr1990200819841974
UrheberRousseeuw & Van Zomeren (robust distance); Filzmoser, Garrett & Reimann (multivariate outlier detection)Hubert & VandervierenPeter J. RousseeuwHampel (influence-curve treatment); classical robust statistics
TypRobust multivariate outlier detectionRobust outlier detection / descriptive visualizationRobust linear regressionRobust scale estimator
Wegweisende QuelleRousseeuw, P. J. & Van Zomeren, B. C. (1990). Unmasking Multivariate Outliers and Leverage Points. Journal of the American Statistical Association, 85(411), 633-639. DOI ↗Hubert, M. & Vandervieren, E. (2008). An Adjusted Boxplot for Skewed Distributions. Computational Statistics & Data Analysis, 52(12), 5186-5201. DOI ↗Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. 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 ↗
AliasnamenMCD Mahalanobis distance, robust mahalanobis, minimum covariance determinant distance, Robust Mahalanobis Uzaklığıadjusted box plot, medcouple boxplot, skewness-adjusted boxplot, Düzeltilmiş Kutu Grafiği (Adjusted Boxplot)LTS, least trimmed squares regression, trimmed least squares, robust regressionmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini
Verwandt5555
ZusammenfassungRobust 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.The Adjusted Boxplot is a robust descriptive tool introduced by Hubert and Vandervieren (2008) that corrects the classical IQR-based boxplot for skewness using the medcouple statistic, reducing the false labelling of outliers in asymmetric data.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.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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ScholarGateMethoden vergleichen: Robust Mahalanobis Distance · Adjusted Boxplot · Least Trimmed Squares · MAD Estimation. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare