Võrdle meetodeid
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| W-hinnaja Robustne Regressioon (Welsch / Tukey Bisquare)× | MM-estimatsioon robustse regressiooni jaoks× | |
|---|---|---|
| Valdkond | Statistika | Statistika |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 1974 | 1987 |
| Looja≠ | Beaton & Tukey (bisquare weight); Welsch (Welsch weight) | Victor J. Yohai |
| Tüüp≠ | Robust regression (redescending M-estimator) | Robust linear regression |
| Algallikas≠ | Beaton, A. E. & Tukey, J. W. (1974). The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data. Technometrics, 16(2), 147-185. DOI ↗ | Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗ |
| Rööpnimetused | Tukey bisquare M-estimator, Welsch M-estimator, redescending M-estimator, W-Tahmin Edici (Welsch / Tukey Bisquare) | MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici |
| Seotud≠ | 4 | 5 |
| Kokkuvõte≠ | The W-estimator is a family of robust M-estimator variants for linear regression that use the Tukey bisquare and Welsch weight functions, introduced in the line of work going back to Beaton and Tukey (1974). Because its weights fall rapidly toward zero as a residual grows, it resists outliers more strongly than the Huber M-estimator. | 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. |
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