Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Regresión por Mínimos Cuadrados Recortados (LTS)× | Estimación Robusta de la Covarianza (MCD)× | |
|---|---|---|
| Campo | Estadística | Estadística |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1984 | 1999 |
| Autor original≠ | Peter J. Rousseeuw | Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD) |
| Tipo≠ | Robust linear regression | Robust multivariate location-scatter estimator |
| Fuente seminal≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗ |
| Alias≠ | LTS, least trimmed squares regression, trimmed least squares, robust regression | minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD) |
| Relacionados≠ | 5 | 4 |
| Resumen≠ | 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. | Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation. |
| ScholarGateConjunto de datos ↗ |
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