Vertaile menetelmiä

	Huber-regressio	M-estimaattorit (Robustin regressio)
Tieteenala	Tilastotiede	Tilastotiede
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1964	2009
Kehittäjä	Peter J. Huber	Peter J. Huber
Tyyppi	Robust linear regression (M-estimation)	Robust linear regression
Alkuperäislähde	Huber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101.	Huber, P. J., & Ronchetti, E. M. (2009). Robust Statistics (2nd ed.). Wiley.
Rinnakkaisnimet	Huber M-estimator, Huber loss regression, robust regression, Huber Regresyonu	m-estimation, huber regression, robust m-regression, M-Tahmin Ediciler
Liittyvät	5	5
Tiivistelmä	Huber regression is a robust linear regression method, introduced by Peter J. Huber in 1964, that resists the influence of outliers by treating small and large residuals differently. It applies a squared (OLS-like) loss to small residuals and a milder absolute-value loss to large ones, so extreme observations cannot dominate the fit.	M-estimators are a robust generalisation of maximum likelihood estimation, formalised in the work of Peter J. Huber (Huber & Ronchetti, 2009). Instead of squaring every residual, they apply a bounded loss function so that large residuals from outliers are down-weighted rather than allowed to dominate the fit.