विधियों की तुलना करें

	Least Trimmed Squares (LTS) रिग्रेशन	एमएम-अनुमान (MM-Estimation) सघन प्रतिगमन (Robust Regression) के लिए
क्षेत्र	सांख्यिकी	सांख्यिकी
परिवार	Regression model	Regression model
उद्भव वर्ष	1984	1987
प्रवर्तक	Peter J. Rousseeuw	Victor J. Yohai
प्रकार	Robust linear regression	Robust linear regression
मौलिक स्रोत	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.
उपनाम	LTS, least trimmed squares regression, trimmed least squares, robust regression	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
संबंधित	5	5
सारांश	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.	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.