Comparer des méthodes

	Distance de Mahalanobis robuste	Estimation par écart absolu médian (MAD)
Domaine	Statistique	Statistique
Famille	Regression model	Regression model
Année d'origine	1990	1974
Auteur d'origine	Rousseeuw & Van Zomeren (robust distance); Filzmoser, Garrett & Reimann (multivariate outlier detection)	Hampel (influence-curve treatment); classical robust statistics
Type	Robust multivariate outlier detection	Robust scale estimator
Source fondatrice	Rousseeuw, P. J. & Van Zomeren, B. C. (1990). Unmasking Multivariate Outliers and Leverage Points. Journal of the American Statistical Association, 85(411), 633-639.	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.
Alias	MCD Mahalanobis distance, robust mahalanobis, minimum covariance determinant distance, Robust Mahalanobis Uzaklığı	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini
Apparentées	5	5
Résumé	Robust Mahalanobis Distance flags multivariate outliers by measuring how far each observation lies from the centre of the data using a robust covariance estimate. It builds on the robust-distance framework of Rousseeuw and Van Zomeren (1990) and the multivariate outlier-detection approach of Filzmoser, Garrett and Reimann (2005), replacing the classical mean and covariance with the Minimum Covariance Determinant (MCD) estimate so that the outliers themselves do not distort the distance.	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.