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Procjena medijanske apsolutne devijacije (MAD)×Robustni procjenitelji razmjera Sn i Qn×
PodručjeStatistikaStatistika
ObiteljRegression modelRegression model
Godina nastanka19741993
TvoracHampel (influence-curve treatment); classical robust statisticsRousseeuw & Croux
VrstaRobust scale estimatorRobust scale estimator
Temeljni izvorHampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Rousseeuw, P. J., & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. DOI ↗
Drugi nazivimedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) TahminiSn estimator, Qn estimator, Rousseeuw-Croux scale estimators, robust scale estimation
Srodne55
SažetakMedian 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.Sn and Qn are robust estimators of scale (spread) proposed by Rousseeuw and Croux (1993) as alternatives to the median absolute deviation (MAD). Both attain a 50% breakdown point while delivering higher statistical efficiency than MAD, so they measure dispersion accurately even when the data contain outliers.
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ScholarGateUsporedite metode: MAD Estimation · Sn and Qn Scale Estimators. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare