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साधारण न्यूनतम वर्ग (OLS) समाश्रयण×क्वांटाइल रिग्रेशन×रिग्रेशन का टाऊ (τ) अनुमानक×
क्षेत्रअर्थमितिअर्थमितिसांख्यिकी
परिवारRegression modelRegression modelRegression model
उद्भव वर्ष201919781988
प्रवर्तकWooldridge (textbook treatment); classical least squaresKoenker & BassettYohai & Zamar
प्रकारLinear regressionConditional quantile regressionRobust linear regression
मौलिक स्रोतWooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗Yohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413. DOI ↗
उपनामordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyontau regression estimator, robust tau regression, Tau-Tahmin Edici
संबंधित554
सारांशOrdinary 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).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.The Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples.
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ScholarGateविधियों की तुलना करें: OLS Regression · Quantile Regression · Tau Estimator. 2026-06-20 को यहाँ से प्राप्त https://scholargate.app/hi/compare