Vertaile menetelmiä

	Robust simple linear regression	Kvanttiiliregressio
Tieteenala	Tilastotiede	Ekonometria
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1964-1987	1978
Kehittäjä	Peter J. Huber (M-estimators, 1964); Rousseeuw & Leroy (practical framework, 1987)	Koenker & Bassett
Tyyppi	Robust linear regression	Conditional quantile regression
Alkuperäislähde	Rousseeuw, P. J., & Leroy, A. M. (1987). Robust Regression and Outlier Detection. John Wiley & Sons. ISBN: 978-0471852339	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Rinnakkaisnimet	robust SLR, M-estimator simple regression, outlier-resistant simple regression, robust bivariate regression	conditional quantile regression, regression quantiles, Kantil Regresyon
Liittyvät	6	5
Tiivistelmä	Robust simple linear regression fits a straight line through bivariate data using loss functions or weighting schemes that down-weight outliers, producing slope and intercept estimates that are far less sensitive to extreme observations than ordinary least squares while remaining easy to interpret.	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.