Módszerek összehasonlítása
Tekintse át a kiválasztott módszereket egymás mellett; az eltérő sorok kiemelve jelennek meg.
| Legkisebb Nyesett Négyzetes (LTS) Regresszió× | Robuszt kovariancia becslés (MCD)× | |
|---|---|---|
| Tudományterület | Statisztika | Statisztika |
| Módszercsalád | Regression model | Regression model |
| Keletkezés éve≠ | 1984 | 1999 |
| Megalkotó≠ | Peter J. Rousseeuw | Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD) |
| Típus≠ | Robust linear regression | Robust multivariate location-scatter estimator |
| Alapmű≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗ |
| Alternatív nevek≠ | LTS, least trimmed squares regression, trimmed least squares, robust regression | minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD) |
| Kapcsolódó≠ | 5 | 4 |
| Összefoglaló≠ | Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers. | Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation. |
| ScholarGateAdatkészlet ↗ |
|
|