Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Estimation par écart absolu médian (MAD)× | Analyse du point de rupture× | |
|---|---|---|
| Domaine | Statistique | Statistique |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1974 | 1983 |
| Auteur d'origine≠ | Hampel (influence-curve treatment); classical robust statistics | Hampel (1971); Donoho & Huber (1983) |
| Type≠ | Robust scale estimator | Robustness diagnostic for estimators |
| Source fondatrice≠ | Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗ | Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth. link ↗ |
| Alias | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini | breakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi |
| Apparentées | 5 | 5 |
| Résumé≠ | 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. | Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators. |
| ScholarGateJeu de données ↗ |
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