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| Analiza točke loma× | Kvantilna regresija× | |
|---|---|---|
| Područje≠ | Statistika | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 1983 | 1978 |
| Tvorac≠ | Hampel (1971); Donoho & Huber (1983) | Koenker & Bassett |
| Vrsta≠ | Robustness diagnostic for estimators | Conditional quantile regression |
| Temeljni izvor≠ | Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth. link ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Drugi nazivi≠ | breakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Srodne | 5 | 5 |
| Sažetak≠ | Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators. | 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. |
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