Comparer des méthodes

	Diagramme en boîte ajusté pour les distributions asymétriques	Régression par Moindres Carrés Trimés (LTS)	Estimation par écart absolu médian (MAD)
Domaine	Statistique	Statistique	Statistique
Famille	Regression model	Regression model	Regression model
Année d'origine	2008	1984	1974
Auteur d'origine	Hubert & Vandervieren	Peter J. Rousseeuw	Hampel (influence-curve treatment); classical robust statistics
Type	Robust outlier detection / descriptive visualization	Robust linear regression	Robust scale estimator
Source fondatrice	Hubert, M. & Vandervieren, E. (2008). An Adjusted Boxplot for Skewed Distributions. Computational Statistics & Data Analysis, 52(12), 5186-5201.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.
Alias	adjusted box plot, medcouple boxplot, skewness-adjusted boxplot, Düzeltilmiş Kutu Grafiği (Adjusted Boxplot)	LTS, least trimmed squares regression, trimmed least squares, robust regression	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini
Apparentées	5	5	5
Résumé	The Adjusted Boxplot is a robust descriptive tool introduced by Hubert and Vandervieren (2008) that corrects the classical IQR-based boxplot for skewness using the medcouple statistic, reducing the false labelling of outliers in asymmetric data.	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.	Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.