Usporedite metode

	Procjena medijanske apsolutne devijacije (MAD)	Kvantilna regresija	Ridge Regression
Područje	Statistika	Ekonometrija	Strojno učenje
Obitelj	Regression model	Regression model	Machine learning
Godina nastanka	1974	1978	1970
Tvorac	Hampel (influence-curve treatment); classical robust statistics	Koenker & Bassett	Hoerl, A.E. & Kennard, R.W.
Vrsta	Robust scale estimator	Conditional quantile regression	L2-regularized linear regression
Temeljni izvor	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Drugi nazivi	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini	conditional quantile regression, regression quantiles, Kantil Regresyon	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Srodne	5	5	4
Sažetak	Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.	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.	Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.