Comparar métodos

	Estimador Tau (τ) de Regresión	Estimación MM para Regresión Robusta
Campo	Estadística	Estadística
Familia	Regression model	Regression model
Año de origen	1988	1987
Autor original	Yohai & Zamar	Victor J. Yohai
Tipo	Robust linear regression	Robust linear regression
Fuente seminal	Yohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.
Alias	tau regression estimator, robust tau regression, Tau-Tahmin Edici	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
Relacionados	4	5
Resumen	The Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples.	The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.