Vertaile menetelmiä

	Kvanttiiliregressio	Robustti kovarianssimenetelmä (MCD)
Tieteenala	Ekonometria	Tilastotiede
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1978	1999
Kehittäjä	Koenker & Bassett	Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
Tyyppi	Conditional quantile regression	Robust multivariate location-scatter estimator
Alkuperäislähde	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223.
Rinnakkaisnimet	conditional quantile regression, regression quantiles, Kantil Regresyon	minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
Liittyvät	5	4
Tiivistelmä	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.	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.