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W-추정량 로버스트 회귀 (Welsch / Tukey Bisquare)×MM-추정량을 이용한 강건 회귀분석×테일-센 추정량×
분야통계학통계학통계학
계열Regression modelRegression modelRegression model
기원 연도197419871968
창시자Beaton & Tukey (bisquare weight); Welsch (Welsch weight)Victor J. YohaiHenri Theil (1950); P. K. Sen (1968)
유형Robust regression (redescending M-estimator)Robust linear regressionRobust linear regression
원전Beaton, A. E. & Tukey, J. W. (1974). The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data. Technometrics, 16(2), 147-185. DOI ↗Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗
별칭Tukey bisquare M-estimator, Welsch M-estimator, redescending M-estimator, W-Tahmin Edici (Welsch / Tukey Bisquare)MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin EdiciTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
관련456
요약The W-estimator is a family of robust M-estimator variants for linear regression that use the Tukey bisquare and Welsch weight functions, introduced in the line of work going back to Beaton and Tukey (1974). Because its weights fall rapidly toward zero as a residual grows, it resists outliers more strongly than the Huber M-estimator.The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%.
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ScholarGate방법 비교: W-Estimator · MM-Estimator · Theil-Sen Estimator. 2026-06-20에 다음에서 검색함: https://scholargate.app/ko/compare