ScholarGate
सहायक

विधियों की तुलना करें

चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।

एमएम-अनुमान (MM-Estimation) सघन प्रतिगमन (Robust Regression) के लिए×साधारण न्यूनतम वर्ग (OLS) समाश्रयण×थेल-सेन अनुमानक×
क्षेत्रसांख्यिकीअर्थमितिसांख्यिकी
परिवारRegression modelRegression modelRegression model
उद्भव वर्ष198720191968
प्रवर्तकVictor J. YohaiWooldridge (textbook treatment); classical least squaresHenri Theil (1950); P. K. Sen (1968)
प्रकारRobust linear regressionLinear regressionRobust linear regression
मौलिक स्रोतYohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗
उपनामMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Ediciordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
संबंधित556
सारांशThe 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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).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%.
ScholarGateडेटासेट
  1. v1
  2. 2 स्रोत
  3. PUBLISHED
  1. v1
  2. 1 स्रोत
  3. PUBLISHED
  1. v1
  2. 2 स्रोत
  3. PUBLISHED

खोज पर जाएँ स्लाइड डाउनलोड करें

ScholarGateविधियों की तुलना करें: MM-Estimator · OLS Regression · Theil-Sen Estimator. 2026-06-20 को यहाँ से प्राप्त https://scholargate.app/hi/compare