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최소 절사 제곱 (LTS) 회귀×중앙값 절대 편차 (MAD) 추정×강건 ANOVA (Welch 및 절사 평균)×
분야통계학통계학통계학
계열Regression modelRegression modelRegression model
기원 연도198419741951
창시자Peter J. RousseeuwHampel (influence-curve treatment); classical robust statisticsWelch (1951); robust trimmed-mean approach popularised by Wilcox
유형Robust linear regressionRobust scale estimatorRobust one-way analysis of variance
원전Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336. DOI ↗
별칭LTS, least trimmed squares regression, trimmed least squares, robust regressionmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) TahminiWelch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean)
관련555
요약Least 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.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.Robust ANOVA compares the central tendency of three or more groups when the classical assumptions of normality and equal variances fail. It combines Welch's heteroscedasticity-adjusted statistic, introduced by Welch in 1951, with trimmed-mean tests advanced by Wilcox, giving reliable comparisons in the presence of outliers and unequal group spreads.
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ScholarGate방법 비교: Least Trimmed Squares · MAD Estimation · Robust ANOVA. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare