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| Estimation MM pour la régression robuste× | Estimateur de Theil-Sen× | |
|---|---|---|
| Domaine | Statistique | Statistique |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1987 | 1968 |
| Auteur d'origine≠ | Victor J. Yohai | Henri Theil (1950); P. K. Sen (1968) |
| Type | Robust linear regression | Robust linear regression |
| Source fondatrice≠ | Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗ | Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗ |
| Alias≠ | MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| Apparentées≠ | 5 | 6 |
| Résumé≠ | The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved. | The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%. |
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